Form N-MFP FIRST AMERICAN FUNDS For: Mar 31
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E-mailUNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, DC 20549
FORM N-MFP
MONTHLY SCHEDULE OF PORTFOLIO HOLDINGS
OF MONEY MARKET FUNDS
Is this an electronic copy of an official filing submitted in paper format? No
Report date: March 31, 2016
CIK Number of Registrant: 0000356134
EDGAR Series Identifier: S000005655
Total number of share classes in the series: 6
Do you anticipate this will be the fund's final filing on Form N-MFP? No
If this is not a final filing, has the fund acquired or merged with another fund since the last filing? N
Part 1: Information about the Fund
A. Series-Level Information
Item 1. Securities Act File Number: 002-74747
Item 2. Investment Adviser
Investment Adviser | SEC file number of investment adviser |
|---|---|
U.S. Bancorp Asset Management, Inc. | 801-60125 |
Item 4. Independent Public Accountant
|
Ernst & Young, LLP |
Minneapolis, MN |
Item 5. Administrator
Administrator |
|---|
| U.S. Bancorp Asset Management, Inc. |
Item 6. Transfer Agent
Transfer Agent | CIK number | SEC file number of transfer agent |
|---|---|---|
U.S. Bancorp Fund Services, LLC | 0001094770 | 085-11357 |
Item 7. Master-Feeder Funds. Is this a feeder fund? No
Item 8. Master-Feeder Funds. Is this a master fund? No
Item 9. Is this series primarily used to fund insurance company separate accounts? No
Item 10. Category: Prime
Item 11. Dollar weighted average portfolio maturity: 28
Item 12. Dollar weighted average life maturity: 31
Item 13. Total value of portfolio securities at amortized cost: 10786760839.03
Item 14. Total value of other assets: $4,450,924.27
Item 15. Total value of liabilities: $55,045,445.48
Item 16. Net assets of the series: $10,736,166,317.82
Item 17. 7-day gross yield: 0.0051
Item 18. Shadow Price of the Series. Net asset value per share most recent calculated using available market quotations (or an appropriate substitute that reflects current market conditions).
|
|
Net Asset Value per Share |
Date Calculated |
|---|---|---|
|
Including capital support agreement |
1.0001 |
2016-03-31 |
|
Excluding capital support agreement |
1.0001 |
2016-03-31 |
B. Class-Level Information.
Item 19. EDGAR Class Identifier: C000015460
Item 20. Minimum Initial Investment: $2,500
Item 21. Net assets of the Class: $512,712,050.12
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchases: $1
Item 23. Net shareholder flow activity for themonth ended: -13689760.33
Item 24. 7-day net yield: 0.0002
Item 25. Shadow Price of Each Class. Net asset value per share most recent calculated using available market quotations (or an appropriate substitute that reflects current market conditions)
Net Asset Value per Share | Date Calculated | |
|---|---|---|
Including the value of any capital support agreement: | 1.0003 | 2016-03-31 |
Excluding the value of any capital support agreement: | 1.0003 | 2016-03-31 |
Item 19. EDGAR Class Identifier: C000015462
Item 20. Minimum Initial Investment: $1
Item 21. Net assets of the Class: $3,245,836,366.28
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchases: $1
Item 23. Net shareholder flow activity for themonth ended: -200226636.40
Item 24. 7-day net yield: 0.0006
Item 25. Shadow Price of Each Class. Net asset value per share most recent calculated using available market quotations (or an appropriate substitute that reflects current market conditions)
Net Asset Value per Share | Date Calculated | |
|---|---|---|
Including the value of any capital support agreement: | 1.0001 | 2016-03-31 |
Excluding the value of any capital support agreement: | 1.0001 | 2016-03-31 |
Item 19. EDGAR Class Identifier: C000015457
Item 20. Minimum Initial Investment: $2,500
Item 21. Net assets of the Class: $1,490,445,006.96
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchases: $1
Item 23. Net shareholder flow activity for themonth ended: -41187695.91
Item 24. 7-day net yield: 0.0002
Item 25. Shadow Price of Each Class. Net asset value per share most recent calculated using available market quotations (or an appropriate substitute that reflects current market conditions)
Net Asset Value per Share | Date Calculated | |
|---|---|---|
Including the value of any capital support agreement: | 1.0000 | 2016-03-31 |
Excluding the value of any capital support agreement: | 1.0000 | 2016-03-31 |
Item 19. EDGAR Class Identifier: C000015461
Item 20. Minimum Initial Investment: $1
Item 21. Net assets of the Class: $571,015,347.57
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchases: $1
Item 23. Net shareholder flow activity for themonth ended: -141006918.85
Item 24. 7-day net yield: 0.0011
Item 25. Shadow Price of Each Class. Net asset value per share most recent calculated using available market quotations (or an appropriate substitute that reflects current market conditions)
Net Asset Value per Share | Date Calculated | |
|---|---|---|
Including the value of any capital support agreement: | 0.9999 | 2016-03-31 |
Excluding the value of any capital support agreement: | 0.9999 | 2016-03-31 |
Item 19. EDGAR Class Identifier: C000015463
Item 20. Minimum Initial Investment: $10,000,000
Item 21. Net assets of the Class: $4,674,446,570.6
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchases: $1
Item 23. Net shareholder flow activity for themonth ended: 476306925.33
Item 24. 7-day net yield: 0.0031
Item 25. Shadow Price of Each Class. Net asset value per share most recent calculated using available market quotations (or an appropriate substitute that reflects current market conditions)
Net Asset Value per Share | Date Calculated | |
|---|---|---|
Including the value of any capital support agreement: | 1.0001 | 2016-03-31 |
Excluding the value of any capital support agreement: | 1.0001 | 2016-03-31 |
Item 19. EDGAR Class Identifier: C000026834
Item 20. Minimum Initial Investment: $1
Item 21. Net assets of the Class: $241,710,976.29
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchases: $1
Item 23. Net shareholder flow activity for themonth ended: -77294765.91
Item 24. 7-day net yield: 0.0021
Item 25. Shadow Price of Each Class. Net asset value per share most recent calculated using available market quotations (or an appropriate substitute that reflects current market conditions)
Net Asset Value per Share | Date Calculated | |
|---|---|---|
Including the value of any capital support agreement: | 1.0008 | 2016-03-31 |
Excluding the value of any capital support agreement: | 1.0008 | 2016-03-31 |
Part 2 - Schedule of Portfolio Securities
Security
Item 26. The name of the issuer: Atlantic Asset Securitization Corp
Item 27. The title of the issue (including coupon or yield): Atlantic Asset Securitization Corp 0.46%
Item 28. The CUSIP (optional): 04821TDK8
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-19
Item 36. The final legal maturity date: 2016-04-19
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $24,994,250
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $24,994,326.5
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: $24,994,326.5
Security
Item 26. The name of the issuer: Atlantic Asset Securitization Corp
Item 27. The title of the issue (including coupon or yield): Atlantic Asset Securitization Corp 0.56%
Item 28. The CUSIP (optional): 04821QDC2
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-22
Item 36. The final legal maturity date: 2016-04-22
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 |
|---|---|---|
Atlantic Asset Securitization 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. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $25,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $24,996,900
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: $24,996,900
Security
Item 26. The name of the issuer: Barton Capital LLC
Item 27. The title of the issue (including coupon or yield): Barton Capital LLC 0.60%
Item 28. The CUSIP (optional): 06945JEX7
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-15
Item 36. The final legal maturity date: 2016-04-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $50,000,000
Item 41. Total current amortized cost: $50,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.47%
Item 43. Explanatory notes:
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: $49,961,700
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: $49,961,700
Security
Item 26. The name of the issuer: CAFCO LLC
Item 27. The title of the issue (including coupon or yield): CAFCO LLC 0.57%
Item 28. The CUSIP (optional): 12476EEC9
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-05-12
Item 36. The final legal maturity date: 2016-05-12
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. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $24,983,770.83
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $24,986,816.75
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: $24,986,816.75
Security
Item 26. The name of the issuer: CAFCO LLC
Item 27. The title of the issue (including coupon or yield): CAFCO LLC 0.59%
Item 28. The CUSIP (optional): 12476EFH7
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-17
Item 36. The final legal maturity date: 2016-06-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $35,000,000
Item 41. Total current amortized cost: $34,955,831.95
Item 42. The percentage of the money market fund's net assets invested in the security: 0.33%
Item 43. Explanatory notes:
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: $34,958,140
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: $34,958,140
Security
Item 26. The name of the issuer: Fairway Finance Corp
Item 27. The title of the issue (including coupon or yield): Fairway Finance Corp 0.30%
Item 28. The CUSIP (optional): 30601VD16
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-01
Item 36. The final legal maturity date: 2016-04-01
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. Total principal amount of the security held by the series: $66,993,000
Item 41. Total current amortized cost: $66,993,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.62%
Item 43. Explanatory notes:
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: $66,992,231.59
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: $66,992,231.59
Security
Item 26. The name of the issuer: Fairway Finance Corp
Item 27. The title of the issue (including coupon or yield): Fairway Finance Corp 0.58%
Item 28. The CUSIP (optional): 30601VFE6
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-14
Item 36. The final legal maturity date: 2016-06-14
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $14,500,000
Item 41. Total current amortized cost: $14,482,712.78
Item 42. The percentage of the money market fund's net assets invested in the security: 0.13%
Item 43. Explanatory notes:
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: $14,483,083.29
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: $14,483,083.29
Security
Item 26. The name of the issuer: Fairway Finance Corp
Item 27. The title of the issue (including coupon or yield): Fairway Finance Corp 0.58%
Item 28. The CUSIP (optional): 30601VFF3
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-15
Item 36. The final legal maturity date: 2016-06-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $35,000,000
Item 41. Total current amortized cost: $34,957,708.33
Item 42. The percentage of the money market fund's net assets invested in the security: 0.33%
Item 43. Explanatory notes:
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: $34,958,400.4
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: $34,958,400.4
Security
Item 26. The name of the issuer: Fairway Finance Corp
Item 27. The title of the issue (including coupon or yield): Fairway Finance Corp 0.58%
Item 28. The CUSIP (optional): 30601VFT3
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-27
Item 36. The final legal maturity date: 2016-06-27
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. Total principal amount of the security held by the series: $70,000,000
Item 41. Total current amortized cost: $69,901,883.33
Item 42. The percentage of the money market fund's net assets invested in the security: 0.65%
Item 43. Explanatory notes:
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: $69,896,820
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: $69,896,820
Security
Item 26. The name of the issuer: Gotham Funding Corp
Item 27. The title of the issue (including coupon or yield): Gotham Funding Corp 0.58%
Item 28. The CUSIP (optional): 38346LDJ2
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-18
Item 36. The final legal maturity date: 2016-04-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $50,000,000
Item 41. Total current amortized cost: $49,986,305.56
Item 42. The percentage of the money market fund's net assets invested in the security: 0.47%
Item 43. Explanatory notes:
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: $49,989,250
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: $49,989,250
Security
Item 26. The name of the issuer: Gotham Funding Corp
Item 27. The title of the issue (including coupon or yield): Gotham Funding Corp 0.51%
Item 28. The CUSIP (optional): 38346LEA0
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-05-10
Item 36. The final legal maturity date: 2016-05-10
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. Total principal amount of the security held by the series: $32,000,000
Item 41. Total current amortized cost: $31,982,320
Item 42. The percentage of the money market fund's net assets invested in the security: 0.3%
Item 43. Explanatory notes:
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: $31,983,395.52
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: $31,983,395.52
Security
Item 26. The name of the issuer: Jupiter Securitization Company LLC
Item 27. The title of the issue (including coupon or yield): Jupiter Securitization Company LLC 0.50%
Item 28. The CUSIP (optional): 4820P2E35
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-05-03
Item 36. The final legal maturity date: 2016-05-03
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. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $24,988,888.89
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $24,989,733.25
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: $24,989,733.25
Security
Item 26. The name of the issuer: Kells Funding LLC
Item 27. The title of the issue (including coupon or yield): Kells Funding LLC 0.58%
Item 28. The CUSIP (optional): 48802WB98
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-14
Item 36. The final legal maturity date: 2016-04-14
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? No
Item 40. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $24,994,763.9
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $24,996,120.75
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: $24,996,120.75
Security
Item 26. The name of the issuer: Kells Funding LLC
Item 27. The title of the issue (including coupon or yield): Kells Funding LLC 0.59%
Item 28. The CUSIP (optional): 48802TTP0
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-20
Item 36. The final legal maturity date: 2016-04-20
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. Total principal amount of the security held by the series: $20,000,000
Item 41. Total current amortized cost: $19,993,772.21
Item 42. The percentage of the money market fund's net assets invested in the security: 0.19%
Item 43. Explanatory notes:
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: $19,995,555.6
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: $19,995,555.6
Security
Item 26. The name of the issuer: Kells Funding LLC
Item 27. The title of the issue (including coupon or yield): Kells Funding LLC 0.59%
Item 28. The CUSIP (optional): 48802TTT2
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-05-04
Item 36. The final legal maturity date: 2016-05-04
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. Total principal amount of the security held by the series: $50,000,000
Item 41. Total current amortized cost: $49,972,958.29
Item 42. The percentage of the money market fund's net assets invested in the security: 0.47%
Item 43. Explanatory notes:
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: $49,980,119.5
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: $49,980,119.5
Security
Item 26. The name of the issuer: Kells Funding LLC
Item 27. The title of the issue (including coupon or yield): Kells Funding LLC 0.60%
Item 28. The CUSIP (optional): 48802WC63
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-05-18
Item 36. The final legal maturity date: 2016-05-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $50,000,000
Item 41. Total current amortized cost: $49,960,833.33
Item 42. The percentage of the money market fund's net assets invested in the security: 0.47%
Item 43. Explanatory notes:
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: $49,969,600
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: $49,969,600
Security
Item 26. The name of the issuer: Kells Funding LLC
Item 27. The title of the issue (including coupon or yield): Kells Funding LLC 0.62%
Item 28. The CUSIP (optional): 48803TAR5
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-05-23
Item 36. The final legal maturity date: 2016-05-23
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $8,900,000
Item 41. Total current amortized cost: $8,892,029.55
Item 42. The percentage of the money market fund's net assets invested in the security: 0.08%
Item 43. Explanatory notes:
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: $8,893,894.07
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: $8,893,894.07
Security
Item 26. The name of the issuer: Kells Funding LLC
Item 27. The title of the issue (including coupon or yield): Kells Funding LLC 0.61%
Item 28. The CUSIP (optional): 48803MAK5
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-14
Item 36. The final legal maturity date: 2016-06-14
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $50,000,000
Item 41. Total current amortized cost: $49,937,305.55
Item 42. The percentage of the money market fund's net assets invested in the security: 0.47%
Item 43. Explanatory notes:
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: $49,944,791.5
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: $49,944,791.5
Security
Item 26. The name of the issuer: Kells Funding LLC
Item 27. The title of the issue (including coupon or yield): Kells Funding LLC 0.59%
Item 28. The CUSIP (optional): 48803MAM1
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-07-01
Item 36. The final legal maturity date: 2016-07-01
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. Total principal amount of the security held by the series: $50,000,000
Item 41. Total current amortized cost: $49,927,889
Item 42. The percentage of the money market fund's net assets invested in the security: 0.47%
Item 43. Explanatory notes:
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: $49,927,889
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: $49,927,889
Security
Item 26. The name of the issuer: Liberty Street Funding LLC
Item 27. The title of the issue (including coupon or yield): Liberty Street Funding LLC 0.62%
Item 28. The CUSIP (optional): 53127TD42
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-04
Item 36. The final legal maturity date: 2016-04-04
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. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $24,998,708.33
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $24,998,844.5
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: $24,998,844.5
Security
Item 26. The name of the issuer: Liberty Street Funding LLC
Item 27. The title of the issue (including coupon or yield): Liberty Street Funding LLC 0.60%
Item 28. The CUSIP (optional): 53127TDD2
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-13
Item 36. The final legal maturity date: 2016-04-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $50,000,000
Item 41. Total current amortized cost: $49,990,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.47%
Item 43. Explanatory notes:
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: $49,992,272
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: $49,992,272
Security
Item 26. The name of the issuer: Liberty Street Funding LLC
Item 27. The title of the issue (including coupon or yield): Liberty Street Funding LLC 0.58%
Item 28. The CUSIP (optional): 53127TDK6
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-19
Item 36. The final legal maturity date: 2016-04-19
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $40,000,000
Item 41. Total current amortized cost: $39,988,400
Item 42. The percentage of the money market fund's net assets invested in the security: 0.37%
Item 43. Explanatory notes:
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: $39,990,922.4
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: $39,990,922.4
Security
Item 26. The name of the issuer: Liberty Street Funding LLC
Item 27. The title of the issue (including coupon or yield): Liberty Street Funding LLC 0.60%
Item 28. The CUSIP (optional): 53127TEG4
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-05-16
Item 36. The final legal maturity date: 2016-05-16
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. Total principal amount of the security held by the series: $27,000,000
Item 41. Total current amortized cost: $26,979,750
Item 42. The percentage of the money market fund's net assets invested in the security: 0.25%
Item 43. Explanatory notes:
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: $26,983,370.97
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: $26,983,370.97
Security
Item 26. The name of the issuer: Liberty Street Funding LLC
Item 27. The title of the issue (including coupon or yield): Liberty Street Funding LLC 0.59%
Item 28. The CUSIP (optional): 53127TF65
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-06
Item 36. The final legal maturity date: 2016-06-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $30,000,000
Item 41. Total current amortized cost: $29,967,550
Item 42. The percentage of the money market fund's net assets invested in the security: 0.28%
Item 43. Explanatory notes:
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: $29,970,240.9
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: $29,970,240.9
Security
Item 26. The name of the issuer: Liberty Street Funding LLC
Item 27. The title of the issue (including coupon or yield): Liberty Street Funding LLC 0.59%
Item 28. The CUSIP (optional): 53127TF81
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-08
Item 36. The final legal maturity date: 2016-06-08
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. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $24,972,138.89
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $24,974,125
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: $24,974,125
Security
Item 26. The name of the issuer: Liberty Street Funding LLC
Item 27. The title of the issue (including coupon or yield): Liberty Street Funding LLC 0.59%
Item 28. The CUSIP (optional): 53127TFD0
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-13
Item 36. The final legal maturity date: 2016-06-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $24,970,090.28
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $24,971,376.5
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: $24,971,376.5
Security
Item 26. The name of the issuer: Manhattan Asset Funding Co
Item 27. The title of the issue (including coupon or yield): Manhattan Asset Funding Co 0.47%
Item 28. The CUSIP (optional): 56274LD76
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-07
Item 36. The final legal maturity date: 2016-04-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $50,000,000
Item 41. Total current amortized cost: $49,996,083.33
Item 42. The percentage of the money market fund's net assets invested in the security: 0.47%
Item 43. Explanatory notes:
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: $49,995,916.5
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: $49,995,916.5
Security
Item 26. The name of the issuer: Manhattan Asset Funding Co
Item 27. The title of the issue (including coupon or yield): Manhattan Asset Funding Co 0.52%
Item 28. The CUSIP (optional): 56274LDB7
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-11
Item 36. The final legal maturity date: 2016-04-11
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. Total principal amount of the security held by the series: $37,500,000
Item 41. Total current amortized cost: $37,494,583.33
Item 42. The percentage of the money market fund's net assets invested in the security: 0.35%
Item 43. Explanatory notes:
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: $37,495,130.25
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: $37,495,130.25
Security
Item 26. The name of the issuer: Manhattan Asset Funding Co
Item 27. The title of the issue (including coupon or yield): Manhattan Asset Funding Co 0.47%
Item 28. The CUSIP (optional): 56274LDL5
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-20
Item 36. The final legal maturity date: 2016-04-20
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. Total principal amount of the security held by the series: $30,000,000
Item 41. Total current amortized cost: $29,992,558.34
Item 42. The percentage of the money market fund's net assets invested in the security: 0.28%
Item 43. Explanatory notes:
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: $29,992,833.3
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: $29,992,833.3
Security
Item 26. The name of the issuer: Manhattan Asset Funding Co
Item 27. The title of the issue (including coupon or yield): Manhattan Asset Funding Co 0.51%
Item 28. The CUSIP (optional): 56274LED2
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-05-13
Item 36. The final legal maturity date: 2016-05-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $43,550,000
Item 41. Total current amortized cost: $43,524,087.75
Item 42. The percentage of the money market fund's net assets invested in the security: 0.41%
Item 43. Explanatory notes:
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: $43,525,291.47
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: $43,525,291.47
Security
Item 26. The name of the issuer: Nieuw Amsterdam Recievables
Item 27. The title of the issue (including coupon or yield): Nieuw Amsterdam Recievables 0.59%
Item 28. The CUSIP (optional): 65409RD49
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-04
Item 36. The final legal maturity date: 2016-04-04
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. Total principal amount of the security held by the series: $30,000,000
Item 41. Total current amortized cost: $29,998,525
Item 42. The percentage of the money market fund's net assets invested in the security: 0.28%
Item 43. Explanatory notes:
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: $29,998,613.4
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: $29,998,613.4
Security
Item 26. The name of the issuer: Nieuw Amsterdam Recievables
Item 27. The title of the issue (including coupon or yield): Nieuw Amsterdam Recievables 0.62%
Item 28. The CUSIP (optional): 65409RF39
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-03
Item 36. The final legal maturity date: 2016-06-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $24,972,875
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $24,976,755.5
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: $24,976,755.5
Security
Item 26. The name of the issuer: Nieuw Amsterdam Recievables
Item 27. The title of the issue (including coupon or yield): Nieuw Amsterdam Recievables 0.56%
Item 28. The CUSIP (optional): 65409RF88
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-08
Item 36. The final legal maturity date: 2016-06-08
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. Total principal amount of the security held by the series: $30,000,000
Item 41. Total current amortized cost: $29,968,266.67
Item 42. The percentage of the money market fund's net assets invested in the security: 0.28%
Item 43. Explanatory notes:
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: $29,968,950
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: $29,968,950
Security
Item 26. The name of the issuer: Old Line Funding LLC
Item 27. The title of the issue (including coupon or yield): Old Line Funding LLC 0.73%
Item 28. The CUSIP (optional): 67984W3Z9
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-18
Item 36. The final legal maturity date: 2016-04-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $24,991,381.94
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $24,995,000
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: $24,995,000
Security
Item 26. The name of the issuer: Old Line Funding LLC
Item 27. The title of the issue (including coupon or yield): Old Line Funding LLC 0.73%
Item 28. The CUSIP (optional): 67984X6L5
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-05-27
Item 36. The final legal maturity date: 2016-05-27
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. Total principal amount of the security held by the series: $30,000,000
Item 41. Total current amortized cost: $29,965,933.33
Item 42. The percentage of the money market fund's net assets invested in the security: 0.28%
Item 43. Explanatory notes:
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: $29,977,485
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: $29,977,485
Security
Item 26. The name of the issuer: Old Line Funding LLC
Item 27. The title of the issue (including coupon or yield): Old Line Funding LLC 0.72%
Item 28. The CUSIP (optional): 67984W4H8
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-03
Item 36. The final legal maturity date: 2016-06-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $30,000,000
Item 41. Total current amortized cost: $29,962,200
Item 42. The percentage of the money market fund's net assets invested in the security: 0.28%
Item 43. Explanatory notes:
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: $29,973,706.8
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: $29,973,706.8
Security
Item 26. The name of the issuer: Old Line Funding LLC
Item 27. The title of the issue (including coupon or yield): Old Line Funding LLC 0.71%
Item 28. The CUSIP (optional): 67985ECB1
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-10
Item 36. The final legal maturity date: 2016-06-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $24,000,000
Item 41. Total current amortized cost: $23,966,866.67
Item 42. The percentage of the money market fund's net assets invested in the security: 0.22%
Item 43. Explanatory notes:
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: $23,975,528.64
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: $23,975,528.64
Security
Item 26. The name of the issuer: Old Line Funding LLC
Item 27. The title of the issue (including coupon or yield): Old Line Funding LLC 0.66%
Item 28. The CUSIP (optional): 67984X6Y7
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-24
Item 36. The final legal maturity date: 2016-06-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $50,000,000
Item 41. Total current amortized cost: $49,923,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.46%
Item 43. Explanatory notes:
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: $49,933,534.5
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: $49,933,534.5
Security
Item 26. The name of the issuer: Old Line Funding LLC
Item 27. The title of the issue (including coupon or yield): Old Line Funding LLC 0.71%
Item 28. The CUSIP (optional): 67984W4R6
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-30
Item 36. The final legal maturity date: 2016-06-30
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. Total principal amount of the security held by the series: $30,000,000
Item 41. Total current amortized cost: $29,946,750
Item 42. The percentage of the money market fund's net assets invested in the security: 0.28%
Item 43. Explanatory notes:
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: $29,955,789.3
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: $29,955,789.3
Security
Item 26. The name of the issuer: Thunder Bay Funding LLC
Item 27. The title of the issue (including coupon or yield): Thunder Bay Funding LLC 0.72%
Item 28. The CUSIP (optional): 88602TDF7
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-15
Item 36. The final legal maturity date: 2016-04-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $20,000,000
Item 41. Total current amortized cost: $19,994,400
Item 42. The percentage of the money market fund's net assets invested in the security: 0.19%
Item 43. Explanatory notes:
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: $19,996,416.6
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: $19,996,416.6
Security
Item 26. The name of the issuer: Thunder Bay Funding LLC
Item 27. The title of the issue (including coupon or yield): Thunder Bay Funding LLC 0.47%
Item 28. The CUSIP (optional): 88602TDJ9
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-18
Item 36. The final legal maturity date: 2016-04-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $24,994,451.39
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $24,994,625
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: $24,994,625
Security
Item 26. The name of the issuer: Thunder Bay Funding LLC
Item 27. The title of the issue (including coupon or yield): Thunder Bay Funding LLC 0.67%
Item 28. The CUSIP (optional): 88603YBF7
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-20
Item 36. The final legal maturity date: 2016-04-20
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. Total principal amount of the security held by the series: $50,000,000
Item 41. Total current amortized cost: $50,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.47%
Item 43. Explanatory notes:
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: $50,011,750
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: $50,011,750
Security
Item 26. The name of the issuer: Thunder Bay Funding LLC
Item 27. The title of the issue (including coupon or yield): Thunder Bay Funding LLC 0.69%
Item 28. The CUSIP (optional): 88603YBB6
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-29
Item 36. The final legal maturity date: 2016-04-29
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. Total principal amount of the security held by the series: $40,000,000
Item 41. Total current amortized cost: $40,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.37%
Item 43. Explanatory notes:
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: $40,014,160
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: $40,014,160
Security
Item 26. The name of the issuer: Thunder Bay Funding LLC
Item 27. The title of the issue (including coupon or yield): Thunder Bay Funding LLC 0.71%
Item 28. The CUSIP (optional): 88603H3S5
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-09
Item 36. The final legal maturity date: 2016-06-09
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $40,000,000
Item 41. Total current amortized cost: $39,945,566.59
Item 42. The percentage of the money market fund's net assets invested in the security: 0.37%
Item 43. Explanatory notes:
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: $39,957,766.8
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: $39,957,766.8
Security
Item 26. The name of the issuer: Thunder Bay Funding LLC
Item 27. The title of the issue (including coupon or yield): Thunder Bay Funding LLC 0.58%
Item 28. The CUSIP (optional): 88602TFN8
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-22
Item 36. The final legal maturity date: 2016-06-22
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. Total principal amount of the security held by the series: $35,000,000
Item 41. Total current amortized cost: $34,953,761.11
Item 42. The percentage of the money market fund's net assets invested in the security: 0.33%
Item 43. Explanatory notes:
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: $34,952,632.4
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: $34,952,632.4
Security
Item 26. The name of the issuer: Banco del Estado de Chile/NY
Item 27. The title of the issue (including coupon or yield): Banco del Estado de Chile/NY 0.57%
Item 28. The CUSIP (optional): 05969YGM9
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-04
Item 36. The final legal maturity date: 2016-04-04
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. Total principal amount of the security held by the series: $35,000,000
Item 41. Total current amortized cost: $35,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.33%
Item 43. Explanatory notes:
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: $35,000,966.7
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: $35,000,966.7
Security
Item 26. The name of the issuer: Banco del Estado de Chile/NY
Item 27. The title of the issue (including coupon or yield): Banco del Estado de Chile/NY 0.60%
Item 28. The CUSIP (optional): 05969YGQ0
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-06
Item 36. The final legal maturity date: 2016-04-06
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. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $25,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $25,001,139.75
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: $25,001,139.75
Security
Item 26. The name of the issuer: Banco del Estado de Chile/NY
Item 27. The title of the issue (including coupon or yield): Banco del Estado de Chile/NY 0.57%
Item 28. The CUSIP (optional): 05969YGW7
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-13
Item 36. The final legal maturity date: 2016-04-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $50,000,000
Item 41. Total current amortized cost: $50,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.47%
Item 43. Explanatory notes:
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: $50,004,054
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: $50,004,054
Security
Item 26. The name of the issuer: Banco del Estado de Chile/NY
Item 27. The title of the issue (including coupon or yield): Banco del Estado de Chile/NY 0.61%
Item 28. The CUSIP (optional): 05969YJL8
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-27
Item 36. The final legal maturity date: 2016-06-27
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. Total principal amount of the security held by the series: $50,000,000
Item 41. Total current amortized cost: $50,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.47%
Item 43. Explanatory notes:
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: $50,004,481.5
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: $50,004,481.5
Security
Item 26. The name of the issuer: Banco del Estado de Chile/NY
Item 27. The title of the issue (including coupon or yield): Banco del Estado de Chile/NY 0.61%
Item 28. The CUSIP (optional): 05969YJU8
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-29
Item 36. The final legal maturity date: 2016-06-29
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. Total principal amount of the security held by the series: $50,000,000
Item 41. Total current amortized cost: $50,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.47%
Item 43. Explanatory notes:
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: $50,003,716.5
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: $50,003,716.5
Security
Item 26. The name of the issuer: Bank of Montreal/Chicago
Item 27. The title of the issue (including coupon or yield): Bank of Montreal/Chicago 0.64%
Item 28. The CUSIP (optional): 06427EKG5
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-13
Item 36. The final legal maturity date: 2016-04-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $30,000,000
Item 41. Total current amortized cost: $30,002,258.43
Item 42. The percentage of the money market fund's net assets invested in the security: 0.28%
Item 43. Explanatory notes:
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: $30,006,720
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: $30,006,720
Security
Item 26. The name of the issuer: Bank of Nova Scotia/Houston
Item 27. The title of the issue (including coupon or yield): Bank of Nova Scotia/Houston 0.63%
Item 28. The CUSIP (optional): 06417GAZ1
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-19
Item 36. The final legal maturity date: 2016-04-19
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $36,500,000
Item 41. Total current amortized cost: $36,505,081.51
Item 42. The percentage of the money market fund's net assets invested in the security: 0.34%
Item 43. Explanatory notes:
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: $36,508,541
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: $36,508,541
Security
Item 26. The name of the issuer: Bank of Nova Scotia/Houston
Item 27. The title of the issue (including coupon or yield): Bank of Nova Scotia/Houston 0.81%
Item 28. The CUSIP (optional): 06417HKT2
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-05-09
Item 36. The final legal maturity date: 2016-05-09
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $22,700,000
Item 41. Total current amortized cost: $22,700,844.5
Item 42. The percentage of the money market fund's net assets invested in the security: 0.21%
Item 43. Explanatory notes:
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: $22,694,506.6
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: $22,694,506.6
Security
Item 26. The name of the issuer: Bank of Tokyo-Mitsubishi UFJ Ltd/NY
Item 27. The title of the issue (including coupon or yield): Bank of Tokyo-Mitsubishi UFJ Ltd/NY 0.48%
Item 28. The CUSIP (optional): 06538MNP0
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-01
Item 36. The final legal maturity date: 2016-04-01
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. Total principal amount of the security held by the series: $75,000,000
Item 41. Total current amortized cost: $75,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.7%
Item 43. Explanatory notes:
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: $75,000,224.25
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: $75,000,224.25
Security
Item 26. The name of the issuer: Bank of Tokyo-Mitsubishi UFJ Ltd/NY
Item 27. The title of the issue (including coupon or yield): Bank of Tokyo-Mitsubishi UFJ Ltd/NY 0.35%
Item 28. The CUSIP (optional): 06538MVD8
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-05
Item 36. The final legal maturity date: 2016-04-05
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. Total principal amount of the security held by the series: $100,000,000
Item 41. Total current amortized cost: $100,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.93%
Item 43. Explanatory notes:
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: $99,999,611
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: $99,999,611
Security
Item 26. The name of the issuer: Bank of Tokyo-Mitsubishi UFJ Ltd/NY
Item 27. The title of the issue (including coupon or yield): Bank of Tokyo-Mitsubishi UFJ Ltd/NY 0.61%
Item 28. The CUSIP (optional): 06538MTJ8
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-08
Item 36. The final legal maturity date: 2016-06-08
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. Total principal amount of the security held by the series: $20,000,000
Item 41. Total current amortized cost: $20,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.19%
Item 43. Explanatory notes:
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: $20,003,630.4
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: $20,003,630.4
Security
Item 26. The name of the issuer: Bank of Tokyo-Mitsubishi UFJ Ltd/NY
Item 27. The title of the issue (including coupon or yield): Bank of Tokyo-Mitsubishi UFJ Ltd/NY 0.85%
Item 28. The CUSIP (optional): 06538MKP3
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-07-05
Item 36. The final legal maturity date: 2016-07-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $15,000,000
Item 41. Total current amortized cost: $15,007,458.36
Item 42. The percentage of the money market fund's net assets invested in the security: 0.14%
Item 43. Explanatory notes:
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: $15,008,493.3
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: $15,008,493.3
Security
Item 26. The name of the issuer: BNP Paribas/Chicago
Item 27. The title of the issue (including coupon or yield): BNP Paribas/Chicago 0.36%
Item 28. The CUSIP (optional): 05567VY90
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-05
Item 36. The final legal maturity date: 2016-04-05
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. Total principal amount of the security held by the series: $275,000,000
Item 41. Total current amortized cost: $275,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 2.56%
Item 43. Explanatory notes:
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: $275,000,305.25
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: $275,000,305.25
Security
Item 26. The name of the issuer: Canadian Imperial Bank of Commerce/NY
Item 27. The title of the issue (including coupon or yield): Canadian Imperial Bank of Commerce/NY 0.31%
Item 28. The CUSIP (optional): 13606AUQ9
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-06
Item 36. The final legal maturity date: 2016-04-06
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. Total principal amount of the security held by the series: $100,000,000
Item 41. Total current amortized cost: $100,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.93%
Item 43. Explanatory notes:
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: $100,000,033
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: $100,000,033
Security
Item 26. The name of the issuer: Canadian Imperial Bank of Commerce/NY
Item 27. The title of the issue (including coupon or yield): Canadian Imperial Bank of Commerce/NY 0.61%
Item 28. The CUSIP (optional): 13606AFN3
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-15
Item 36. The final legal maturity date: 2016-04-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $40,000,000
Item 41. Total current amortized cost: $39,999,897.91
Item 42. The percentage of the money market fund's net assets invested in the security: 0.37%
Item 43. Explanatory notes:
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: $39,999,720
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: $39,999,720
Security
Item 26. The name of the issuer: Canadian Imperial Bank of Commerce/NY
Item 27. The title of the issue (including coupon or yield): Canadian Imperial Bank of Commerce/NY 0.67%
Item 28. The CUSIP (optional): 13606AJN9
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-25
Item 36. The final legal maturity date: 2016-04-25
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. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $25,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $24,997,825
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: $24,997,825
Security
Item 26. The name of the issuer: Canadian Imperial Bank of Commerce/NY
Item 27. The title of the issue (including coupon or yield): Canadian Imperial Bank of Commerce/NY 0.54%
Item 28. The CUSIP (optional): 13606ATV0
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-28
Item 36. The final legal maturity date: 2016-06-28
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $50,000,000
Item 41. Total current amortized cost: $50,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.47%
Item 43. Explanatory notes:
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: $49,997,891
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: $49,997,891
Security
Item 26. The name of the issuer: Credit Suisse/NY
Item 27. The title of the issue (including coupon or yield): Credit Suisse/NY 0.53%
Item 28. The CUSIP (optional): 22549VDU4
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-08
Item 36. The final legal maturity date: 2016-04-08
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. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $25,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $25,001,260.75
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: $25,001,260.75
Security
Item 26. The name of the issuer: Credit Suisse/NY
Item 27. The title of the issue (including coupon or yield): Credit Suisse/NY 0.52%
Item 28. The CUSIP (optional): 22549VFU2
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-18
Item 36. The final legal maturity date: 2016-04-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $25,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $25,001,638.25
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: $25,001,638.25
Security
Item 26. The name of the issuer: Credit Suisse/NY
Item 27. The title of the issue (including coupon or yield): Credit Suisse/NY 0.70%
Item 28. The CUSIP (optional): 22549VVL4
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-07
Item 36. The final legal maturity date: 2016-06-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $45,000,000
Item 41. Total current amortized cost: $45,005,832.18
Item 42. The percentage of the money market fund's net assets invested in the security: 0.42%
Item 43. Explanatory notes:
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: $45,011,525.85
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: $45,011,525.85
Security
Item 26. The name of the issuer: Fairway Finance Corp
Item 27. The title of the issue (including coupon or yield): Credit Suisse/NY 0.70%
Item 28. The CUSIP (optional): 22549VVC4
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-09
Item 36. The final legal maturity date: 2016-06-09
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $45,000,000
Item 41. Total current amortized cost: $45,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.42%
Item 43. Explanatory notes:
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: $45,011,313
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: $45,011,313
Security
Item 26. The name of the issuer: Dnb NOR Bank ASA/NY
Item 27. The title of the issue (including coupon or yield): Dnb NOR Bank ASA/NY 0.62%
Item 28. The CUSIP (optional): 23340QCM3
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-16
Item 36. The final legal maturity date: 2016-06-16
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. Total principal amount of the security held by the series: $50,000,000
Item 41. Total current amortized cost: $50,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.47%
Item 43. Explanatory notes:
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: $50,015,398.5
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: $50,015,398.5
Security
Item 26. The name of the issuer: Dnb NOR Bank ASA/NY
Item 27. The title of the issue (including coupon or yield): Dnb NOR Bank ASA/NY 0.54%
Item 28. The CUSIP (optional): 23340QFR9
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-20
Item 36. The final legal maturity date: 2016-06-20
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. Total principal amount of the security held by the series: $50,000,000
Item 41. Total current amortized cost: $50,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.47%
Item 43. Explanatory notes:
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: $50,006,057.5
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: $50,006,057.5
Security
Item 26. The name of the issuer: DZ Bank/NY
Item 27. The title of the issue (including coupon or yield): DZ Bank/NY 0.61%
Item 28. The CUSIP (optional): 23328AMN1
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-06
Item 36. The final legal maturity date: 2016-04-06
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. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $25,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $25,000,997.75
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: $25,000,997.75
Security
Item 26. The name of the issuer: DZ Bank/NY
Item 27. The title of the issue (including coupon or yield): DZ Bank/NY 0.48%
Item 28. The CUSIP (optional): 23328ALZ5
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-07
Item 36. The final legal maturity date: 2016-04-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $24,999,248.39
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $25,000,530.5
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: $25,000,530.5
Security
Item 26. The name of the issuer: DZ Bank/NY
Item 27. The title of the issue (including coupon or yield): DZ Bank/NY 0.48%
Item 28. The CUSIP (optional): 23328AMB7
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-11
Item 36. The final legal maturity date: 2016-04-11
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. Total principal amount of the security held by the series: $15,000,000
Item 41. Total current amortized cost: $14,999,999.89
Item 42. The percentage of the money market fund's net assets invested in the security: 0.14%
Item 43. Explanatory notes:
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: $15,000,500.25
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: $15,000,500.25
Security
Item 26. The name of the issuer: DZ Bank/NY
Item 27. The title of the issue (including coupon or yield): DZ Bank/NY 0.67%
Item 28. The CUSIP (optional): 23328ANA8
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-06
Item 36. The final legal maturity date: 2016-06-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $45,000,000
Item 41. Total current amortized cost: $45,000,817.07
Item 42. The percentage of the money market fund's net assets invested in the security: 0.42%
Item 43. Explanatory notes:
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: $45,017,444.25
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: $45,017,444.25
Security
Item 26. The name of the issuer: DZ Bank/NY
Item 27. The title of the issue (including coupon or yield): DZ Bank/NY 0.68%
Item 28. The CUSIP (optional): 23328ANG5
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-20
Item 36. The final legal maturity date: 2016-06-20
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. Total principal amount of the security held by the series: $99,000,000
Item 41. Total current amortized cost: $99,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.92%
Item 43. Explanatory notes:
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: $99,039,293.1
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: $99,039,293.1
Security
Item 26. The name of the issuer: DZ Bank/NY
Item 27. The title of the issue (including coupon or yield): DZ Bank/NY 0.68%
Item 28. The CUSIP (optional): 23328AND2
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-24
Item 36. The final legal maturity date: 2016-06-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $50,000,000
Item 41. Total current amortized cost: $50,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.47%
Item 43. Explanatory notes:
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: $50,019,399.5
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: $50,019,399.5
Security
Item 26. The name of the issuer: HSBC Bank USA
Item 27. The title of the issue (including coupon or yield): HSBC Bank USA 0.63%
Item 28. The CUSIP (optional): 40428AR33
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-13
Item 36. The final legal maturity date: 2016-04-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $70,000,000
Item 41. Total current amortized cost: $70,005,992.47
Item 42. The percentage of the money market fund's net assets invested in the security: 0.65%
Item 43. Explanatory notes:
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: $69,994,649.9
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: $69,994,649.9
Security
Item 26. The name of the issuer: HSBC Bank USA
Item 27. The title of the issue (including coupon or yield): HSBC Bank USA 0.74%
Item 28. The CUSIP (optional): 40428AU47
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-29
Item 36. The final legal maturity date: 2016-04-29
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. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $25,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $25,012,000
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: $25,012,000
Security
Item 26. The name of the issuer: Lloyds Bank PLC/NY
Item 27. The title of the issue (including coupon or yield): Lloyds Bank PLC/NY 0.64%
Item 28. The CUSIP (optional): 53945GME8
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-17
Item 36. The final legal maturity date: 2016-06-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $25,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $25,005,063.5
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: $25,005,063.5
Security
Item 26. The name of the issuer: Mitsubishi UFJ Trust & Banking Corp/NY
Item 27. The title of the issue (including coupon or yield): Mitsubishi UFJ Trust & Banking Corp/NY 0.65%
Item 28. The CUSIP (optional): 60682AG59
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-19
Item 36. The final legal maturity date: 2016-04-19
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $35,000,000
Item 41. Total current amortized cost: $35,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.33%
Item 43. Explanatory notes:
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: $35,004,533.55
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: $35,004,533.55
Security
Item 26. The name of the issuer: Mitsubishi UFJ Trust & Banking Corp/NY
Item 27. The title of the issue (including coupon or yield): Mitsubishi UFJ Trust & Banking Corp/NY 0.64%
Item 28. The CUSIP (optional): 60682AJ56
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-05-17
Item 36. The final legal maturity date: 2016-05-17
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. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $25,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $25,005,529.5
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: $25,005,529.5
Security
Item 26. The name of the issuer: Mitsubishi UFJ Trust & Banking Corp/NY
Item 27. The title of the issue (including coupon or yield): Mitsubishi UFJ Trust & Banking Corp/NY 0.68%
Item 28. The CUSIP (optional): 60682AJ64
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-02
Item 36. The final legal maturity date: 2016-06-02
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. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $25,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $25,007,231.25
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: $25,007,231.25
Security
Item 26. The name of the issuer: Mitsubishi UFJ Trust & Banking Corp/NY
Item 27. The title of the issue (including coupon or yield): Mitsubishi UFJ Trust & Banking Corp/NY 0.71%
Item 28. The CUSIP (optional): 60682AK54
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-20
Item 36. The final legal maturity date: 2016-06-20
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. Total principal amount of the security held by the series: $35,000,000
Item 41. Total current amortized cost: $35,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.33%
Item 43. Explanatory notes:
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: $35,008,761.9
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: $35,008,761.9
Security
Item 26. The name of the issuer: Mitsubishi UFJ Trust & Banking Corp/NY
Item 27. The title of the issue (including coupon or yield): Mitsubishi UFJ Trust & Banking Corp/NY 0.71%
Item 28. The CUSIP (optional): 60682AK88
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-27
Item 36. The final legal maturity date: 2016-06-27
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. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $25,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $25,004,787.75
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: $25,004,787.75
Security
Item 26. The name of the issuer: Mitsubishi UFJ Trust & Banking Corp/NY
Item 27. The title of the issue (including coupon or yield): Mitsubishi UFJ Trust & Banking Corp/NY 0.66%
Item 28. The CUSIP (optional): 60682AM86
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-30
Item 36. The final legal maturity date: 2016-06-30
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. Total principal amount of the security held by the series: $45,000,000
Item 41. Total current amortized cost: $45,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.42%
Item 43. Explanatory notes:
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: $45,002,011.95
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: $45,002,011.95
Security
Item 26. The name of the issuer: National Australia Bank Limited
Item 27. The title of the issue (including coupon or yield): National Australia Bank 0.55%
Item 28. The CUSIP (optional): 63253TC89
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-05-05
Item 36. The final legal maturity date: 2016-05-05
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. Total principal amount of the security held by the series: $50,000,000
Item 41. Total current amortized cost: $50,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.47%
Item 43. Explanatory notes:
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: $50,008,829
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: $50,008,829
Security
Item 26. The name of the issuer: Nordea Bank Finland Plc/NY
Item 27. The title of the issue (including coupon or yield): Nordea Bank Finland Plc/NY 0.61%
Item 28. The CUSIP (optional): 65558LMS8
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-01
Item 36. The final legal maturity date: 2016-06-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $30,000,000
Item 41. Total current amortized cost: $30,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.28%
Item 43. Explanatory notes:
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: $30,007,978.5
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: $30,007,978.5
Security
Item 26. The name of the issuer: Nordea Bank Finland Plc/NY
Item 27. The title of the issue (including coupon or yield): Nordea Bank Finland Plc/NY 0.61%
Item 28. The CUSIP (optional): 65558LMX7
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-06
Item 36. The final legal maturity date: 2016-06-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $25,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $25,006,673.75
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: $25,006,673.75
Security
Item 26. The name of the issuer: Nordea Bank Finland Plc/NY
Item 27. The title of the issue (including coupon or yield): Nordea Bank Finland Plc/NY 0.61%
Item 28. The CUSIP (optional): 65558LMZ2
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-09
Item 36. The final legal maturity date: 2016-06-09
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $35,000,000
Item 41. Total current amortized cost: $34,999,665.28
Item 42. The percentage of the money market fund's net assets invested in the security: 0.33%
Item 43. Explanatory notes:
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: $35,009,287.25
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: $35,009,287.25
Security
Item 26. The name of the issuer: Nordea Bank Finland Plc/NY
Item 27. The title of the issue (including coupon or yield): Nordea Bank Finland Plc/NY 0.66%
Item 28. The CUSIP (optional): 65558LMR0
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-30
Item 36. The final legal maturity date: 2016-06-30
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. Total principal amount of the security held by the series: $30,000,000
Item 41. Total current amortized cost: $30,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.28%
Item 43. Explanatory notes:
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: $30,010,332.6
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: $30,010,332.6
Security
Item 26. The name of the issuer: Rabobank Nederland NV/NY
Item 27. The title of the issue (including coupon or yield): Rabobank Nederland NV/NY 0.39%
Item 28. The CUSIP (optional): 21684BW67
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-04
Item 36. The final legal maturity date: 2016-04-04
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. Total principal amount of the security held by the series: $35,000,000
Item 41. Total current amortized cost: $35,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.33%
Item 43. Explanatory notes:
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: $35,000,196.35
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: $35,000,196.35
Security
Item 26. The name of the issuer: Rabobank Nederland NV/NY
Item 27. The title of the issue (including coupon or yield): Rabobank Nederland NV/NY 0.72%
Item 28. The CUSIP (optional): 21684BPV0
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-05-06
Item 36. The final legal maturity date: 2016-05-06
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. Total principal amount of the security held by the series: $20,000,000
Item 41. Total current amortized cost: $20,001,261.18
Item 42. The percentage of the money market fund's net assets invested in the security: 0.19%
Item 43. Explanatory notes:
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: $20,005,260
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: $20,005,260
Security
Item 26. The name of the issuer: Rabobank Nederland NV/NY
Item 27. The title of the issue (including coupon or yield): Rabobank Nederland NV/NY 0.67%
Item 28. The CUSIP (optional): 21685VLP2
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-27
Item 36. The final legal maturity date: 2016-06-27
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. Total principal amount of the security held by the series: $50,000,000
Item 41. Total current amortized cost: $50,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.47%
Item 43. Explanatory notes:
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: $50,016,411.5
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: $50,016,411.5
Security
Item 26. The name of the issuer: Rabobank Nederland NV/NY
Item 27. The title of the issue (including coupon or yield): Rabobank Nederland NV/NY 0.67%
Item 28. The CUSIP (optional): 21685VLQ0
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-27
Item 36. The final legal maturity date: 2016-06-27
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. Total principal amount of the security held by the series: $50,000,000
Item 41. Total current amortized cost: $50,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.47%
Item 43. Explanatory notes:
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: $50,016,415.5
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: $50,016,415.5
Security
Item 26. The name of the issuer: Sumitomo Mitsui Banking Corp/NY
Item 27. The title of the issue (including coupon or yield): Sumitomo Mitsui Banking Corp/NY 0.65%
Item 28. The CUSIP (optional): 86563QPE4
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-12
Item 36. The final legal maturity date: 2016-04-12
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. Total principal amount of the security held by the series: $40,000,000
Item 41. Total current amortized cost: $40,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.37%
Item 43. Explanatory notes:
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: $40,003,752.4
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: $40,003,752.4
Security
Item 26. The name of the issuer: Sumitomo Mitsui Banking Corp/NY
Item 27. The title of the issue (including coupon or yield): Sumitomo Mitsui Banking Corp/NY 0.61%
Item 28. The CUSIP (optional): 86563QQT0
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-21
Item 36. The final legal maturity date: 2016-04-21
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. Total principal amount of the security held by the series: $30,000,000
Item 41. Total current amortized cost: $30,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.28%
Item 43. Explanatory notes:
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: $30,003,858.6
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: $30,003,858.6
Security
Item 26. The name of the issuer: Sumitomo Mitsui Banking Corp/NY
Item 27. The title of the issue (including coupon or yield): Sumitomo Mitsui Banking Corp/NY 0.69%
Item 28. The CUSIP (optional): 86563QRJ1
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-27
Item 36. The final legal maturity date: 2016-04-27
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. Total principal amount of the security held by the series: $30,000,000
Item 41. Total current amortized cost: $30,000,569.74
Item 42. The percentage of the money market fund's net assets invested in the security: 0.28%
Item 43. Explanatory notes:
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: $30,010,230
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: $30,010,230
Security
Item 26. The name of the issuer: Sumitomo Mitsui Banking Corp/NY
Item 27. The title of the issue (including coupon or yield): Sumitomo Mitsui Banking Corp/NY 0.61%
Item 28. The CUSIP (optional): 86563QRM4
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-27
Item 36. The final legal maturity date: 2016-04-27
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. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $25,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $25,003,872
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: $25,003,872
Security
Item 26. The name of the issuer: Sumitomo Mitsui Banking Corp/NY
Item 27. The title of the issue (including coupon or yield): Sumitomo Mitsui Banking Corp/NY 0.67%
Item 28. The CUSIP (optional): 86563QSN1
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-02
Item 36. The final legal maturity date: 2016-06-02
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. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $25,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $25,007,670.5
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: $25,007,670.5
Security
Item 26. The name of the issuer: Sumitomo Mitsui Banking Corp/NY
Item 27. The title of the issue (including coupon or yield): Sumitomo Mitsui Banking Corp/NY 0.67%
Item 28. The CUSIP (optional): 86563QTG5
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-09
Item 36. The final legal maturity date: 2016-06-09
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $25,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $25,006,920.5
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: $25,006,920.5
Security
Item 26. The name of the issuer: Sumitomo Mitsui Banking Corp/NY
Item 27. The title of the issue (including coupon or yield): Sumitomo Mitsui Banking Corp/NY 0.67%
Item 28. The CUSIP (optional): 86563QTW0
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-16
Item 36. The final legal maturity date: 2016-06-16
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. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $25,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $25,005,904.5
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: $25,005,904.5
Security
Item 26. The name of the issuer: Svenska Handelsbanken/NY
Item 27. The title of the issue (including coupon or yield): Svenska Handelsbanken/NY 0.40%
Item 28. The CUSIP (optional): 86958DE99
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-04
Item 36. The final legal maturity date: 2016-04-04
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. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $25,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $25,000,206.75
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: $25,000,206.75
Security
Item 26. The name of the issuer: Svenska Handelsbanken/NY
Item 27. The title of the issue (including coupon or yield): Svenska Handelsbanken/NY 0.46%
Item 28. The CUSIP (optional): 86958DF80
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-12
Item 36. The final legal maturity date: 2016-04-12
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. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $25,000,038.12
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $25,000,944.5
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: $25,000,944.5
Security
Item 26. The name of the issuer: Svenska Handelsbanken/NY
Item 27. The title of the issue (including coupon or yield): Svenska Handelsbanken/NY 0.46%
Item 28. The CUSIP (optional): 86958DC83
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-18
Item 36. The final legal maturity date: 2016-04-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $40,000,000
Item 41. Total current amortized cost: $40,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.37%
Item 43. Explanatory notes:
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: $40,001,824.4
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: $40,001,824.4
Security
Item 26. The name of the issuer: Svenska Handelsbanken/NY
Item 27. The title of the issue (including coupon or yield): Svenska Handelsbanken/NY 0.55%
Item 28. The CUSIP (optional): 86958DX49
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-10
Item 36. The final legal maturity date: 2016-06-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $50,000,000
Item 41. Total current amortized cost: $50,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.47%
Item 43. Explanatory notes:
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: $50,003,925
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: $50,003,925
Security
Item 26. The name of the issuer: Swedbank/NY
Item 27. The title of the issue (including coupon or yield): Swedbank/NY 0.36%
Item 28. The CUSIP (optional): 87019UGU7
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-05
Item 36. The final legal maturity date: 2016-04-05
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. Total principal amount of the security held by the series: $48,000,000
Item 41. Total current amortized cost: $48,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.45%
Item 43. Explanatory notes:
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: $48,000,046.56
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement: $48,000,046.56
Security
Item 26. The name of the issuer: Swedbank/NY
Item 27. The title of the issue (including coupon or yield): Swedbank/NY 0.35%
Item 28. The CUSIP (optional): 87019UGW3
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-06
Item 36. The final legal maturity date: 2016-04-06
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. Total principal amount of the security held by the series: $350,000,000
Item 41. Total current amortized cost: $350,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 3.26%
Item 43. Explanatory notes:
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: $349,999,765.5
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: $349,999,765.5
Security
Item 26. The name of the issuer: Toronto-Dominion Bank/NY
Item 27. The title of the issue (including coupon or yield): Toronto-Dominion Bank/NY 0.46%
Item 28. The CUSIP (optional): 89113EG83
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-29
Item 36. The final legal maturity date: 2016-04-29
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. Total principal amount of the security held by the series: $35,000,000
Item 41. Total current amortized cost: $35,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.33%
Item 43. Explanatory notes:
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: $35,001,724.45
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: $35,001,724.45
Security
Item 26. The name of the issuer: Toronto-Dominion Bank/NY
Item 27. The title of the issue (including coupon or yield): Toronto-Dominion Bank/NY 0.82%
Item 28. The CUSIP (optional): 89113EW28
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-23
Item 36. The final legal maturity date: 2016-06-23
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $100,000,000
Item 41. Total current amortized cost: $100,037,761.72
Item 42. The percentage of the money market fund's net assets invested in the security: 0.93%
Item 43. Explanatory notes:
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: $100,067,750
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: $100,067,750
Security
Item 26. The name of the issuer: UBS AG of Stamford
Item 27. The title of the issue (including coupon or yield): UBS AG of Stamford 0.66%
Item 28. The CUSIP (optional): 90267R5B1
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-04
Item 36. The final legal maturity date: 2016-04-04
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. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $25,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $25,007,175
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: $25,007,175
Security
Item 26. The name of the issuer: UBS AG of Stamford
Item 27. The title of the issue (including coupon or yield): UBS AG of Stamford 0.65%
Item 28. The CUSIP (optional): 90267R5H8
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-06
Item 36. The final legal maturity date: 2016-06-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $30,000,000
Item 41. Total current amortized cost: $30,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.28%
Item 43. Explanatory notes:
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: $30,007,055.1
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: $30,007,055.1
Security
Item 26. The name of the issuer: UBS AG of Stamford
Item 27. The title of the issue (including coupon or yield): UBS AG of Stamford 0.67%
Item 28. The CUSIP (optional): 90267R4X4
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-07
Item 36. The final legal maturity date: 2016-06-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $115,000,000
Item 41. Total current amortized cost: $115,009,617.1
Item 42. The percentage of the money market fund's net assets invested in the security: 1.07%
Item 43. Explanatory notes:
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: $115,031,128.2
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: $115,031,128.2
Security
Item 26. The name of the issuer: Wells Fargo Bank
Item 27. The title of the issue (including coupon or yield): Wells Fargo Bank 0.64%
Item 28. The CUSIP (optional): 94988EM21
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-18
Item 36. The final legal maturity date: 2016-04-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $50,000,000
Item 41. Total current amortized cost: $50,006,694.74
Item 42. The percentage of the money market fund's net assets invested in the security: 0.47%
Item 43. Explanatory notes:
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: $50,011,900
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: $50,011,900
Security
Item 26. The name of the issuer: Wells Fargo Bank
Item 27. The title of the issue (including coupon or yield): Wells Fargo Bank 0.58%
Item 28. The CUSIP (optional): 94988EP77
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-19
Item 36. The final legal maturity date: 2016-04-19
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $100,000,000
Item 41. Total current amortized cost: $100,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.93%
Item 43. Explanatory notes:
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: $100,001,444
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: $100,001,444
Security
Item 26. The name of the issuer: Wells Fargo Bank
Item 27. The title of the issue (including coupon or yield): Wells Fargo Bank 0.58%
Item 28. The CUSIP (optional): 94988EP44
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-20
Item 36. The final legal maturity date: 2016-04-20
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. Total principal amount of the security held by the series: $50,000,000
Item 41. Total current amortized cost: $50,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.47%
Item 43. Explanatory notes:
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: $50,000,732
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: $50,000,732
Security
Item 26. The name of the issuer: Wells Fargo Bank
Item 27. The title of the issue (including coupon or yield): Wells Fargo Bank 0.60%
Item 28. The CUSIP (optional): 94988EPP7
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-21
Item 36. The final legal maturity date: 2016-04-21
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. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $25,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $25,000,646.75
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: $25,000,646.75
Security
Item 26. The name of the issuer: Wells Fargo Bank
Item 27. The title of the issue (including coupon or yield): Wells Fargo Bank 0.63%
Item 28. The CUSIP (optional): 94988EPX0
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-05-03
Item 36. The final legal maturity date: 2016-05-03
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. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $25,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $25,001,245.25
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: $25,001,245.25
Security
Item 26. The name of the issuer: Australia & New Zealand Banking Group LTD
Item 27. The title of the issue (including coupon or yield): Australia & New Zealand Banking Group LTD 0.61%
Item 28. The CUSIP (optional): 05253AF13
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-01
Item 36. The final legal maturity date: 2016-06-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $24,974,159.72
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $24,977,869.5
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: $24,977,869.5
Security
Item 26. The name of the issuer: Australia & New Zealand Banking Group LTD
Item 27. The title of the issue (including coupon or yield): Australia & New Zealand Banking Group LTD 0.61%
Item 28. The CUSIP (optional): 05253AF21
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-02
Item 36. The final legal maturity date: 2016-06-02
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. Total principal amount of the security held by the series: $30,100,000
Item 41. Total current amortized cost: $30,068,378.28
Item 42. The percentage of the money market fund's net assets invested in the security: 0.28%
Item 43. Explanatory notes:
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: $30,072,819.7
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: $30,072,819.7
Security
Item 26. The name of the issuer: CDP Financial Inc
Item 27. The title of the issue (including coupon or yield): CDP Financial Inc 0.59%
Item 28. The CUSIP (optional): 12509RDE8
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-14
Item 36. The final legal maturity date: 2016-04-14
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? No
Item 40. Total principal amount of the security held by the series: $65,000,000
Item 41. Total current amortized cost: $64,986,232.64
Item 42. The percentage of the money market fund's net assets invested in the security: 0.61%
Item 43. Explanatory notes:
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: $64,991,481.1
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: $64,991,481.1
Security
Item 26. The name of the issuer: CDP Financial Inc
Item 27. The title of the issue (including coupon or yield): CDP Financial Inc 0.60%
Item 28. The CUSIP (optional): 12509RDL2
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-20
Item 36. The final legal maturity date: 2016-04-20
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. Total principal amount of the security held by the series: $52,000,000
Item 41. Total current amortized cost: $51,983,691.66
Item 42. The percentage of the money market fund's net assets invested in the security: 0.48%
Item 43. Explanatory notes:
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: $51,989,686.84
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement: $51,989,686.84
Security
Item 26. The name of the issuer: CDP Financial Inc
Item 27. The title of the issue (including coupon or yield): CDP Financial Inc 0.46%
Item 28. The CUSIP (optional): 12509RDV0
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-29
Item 36. The final legal maturity date: 2016-04-29
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. Total principal amount of the security held by the series: $50,000,000
Item 41. Total current amortized cost: $49,982,111.11
Item 42. The percentage of the money market fund's net assets invested in the security: 0.47%
Item 43. Explanatory notes:
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: $49,985,137.5
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: $49,985,137.5
Security
Item 26. The name of the issuer: CDP Financial Inc
Item 27. The title of the issue (including coupon or yield): CDP Financial Inc 0.59%
Item 28. The CUSIP (optional): 12509RFF3
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-15
Item 36. The final legal maturity date: 2016-06-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $62,800,000
Item 41. Total current amortized cost: $62,722,808.34
Item 42. The percentage of the money market fund's net assets invested in the security: 0.58%
Item 43. Explanatory notes:
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: $62,743,389.57
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: $62,743,389.57
Security
Item 26. The name of the issuer: CDP Financial Inc
Item 27. The title of the issue (including coupon or yield): CDP Financial Inc 0.65%
Item 28. The CUSIP (optional): 12509RFH9
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-17
Item 36. The final legal maturity date: 2016-06-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $45,000,000
Item 41. Total current amortized cost: $44,937,972.23
Item 42. The percentage of the money market fund's net assets invested in the security: 0.42%
Item 43. Explanatory notes:
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: $44,958,074.85
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: $44,958,074.85
Security
Item 26. The name of the issuer: CDP Financial Inc
Item 27. The title of the issue (including coupon or yield): CDP Financial Inc 0.58%
Item 28. The CUSIP (optional): 12509RFN6
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-22
Item 36. The final legal maturity date: 2016-06-22
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. Total principal amount of the security held by the series: $30,000,000
Item 41. Total current amortized cost: $29,960,366.66
Item 42. The percentage of the money market fund's net assets invested in the security: 0.28%
Item 43. Explanatory notes:
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: $29,969,705.1
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: $29,969,705.1
Security
Item 26. The name of the issuer: CPPIB Capital Inc
Item 27. The title of the issue (including coupon or yield): CPPIB Capital Inc 0.40%
Item 28. The CUSIP (optional): 12624CD50
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-05
Item 36. The final legal maturity date: 2016-04-05
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. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $24,998,888.89
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $24,998,906.25
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: $24,998,906.25
Security
Item 26. The name of the issuer: Credit Agricole Corporate & Investment Bank/NY
Item 27. The title of the issue (including coupon or yield): Credit Agricole Corporate & Investment Bank/NY 0.26%
Item 28. The CUSIP (optional): 22533TD11
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-01
Item 36. The final legal maturity date: 2016-04-01
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. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $25,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $24,999,721.5
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: $24,999,721.5
Security
Item 26. The name of the issuer: Credit Suisse/NY
Item 27. The title of the issue (including coupon or yield): Credit Suisse/NY 0.55%
Item 28. The CUSIP (optional): 2254EADB6
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-11
Item 36. The final legal maturity date: 2016-04-11
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. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $24,996,180.56
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $24,997,219.5
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: $24,997,219.5
Security
Item 26. The name of the issuer: DNB Bank ASA
Item 27. The title of the issue (including coupon or yield): DNB Bank ASA 0.60%
Item 28. The CUSIP (optional): 2332K0FT4
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-27
Item 36. The final legal maturity date: 2016-06-27
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. Total principal amount of the security held by the series: $50,000,000
Item 41. Total current amortized cost: $49,927,500
Item 42. The percentage of the money market fund's net assets invested in the security: 0.47%
Item 43. Explanatory notes:
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: $49,938,278
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: $49,938,278
Security
Item 26. The name of the issuer: Gotham Funding Corp
Item 27. The title of the issue (including coupon or yield): HSBC Bank PLC 0.66%
Item 28. The CUSIP (optional): 40433FFW4
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-01
Item 36. The final legal maturity date: 2016-04-01
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. Total principal amount of the security held by the series: $35,000,000
Item 41. Total current amortized cost: $35,005,444.51
Item 42. The percentage of the money market fund's net assets invested in the security: 0.33%
Item 43. Explanatory notes:
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: $35,010,010
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: $35,010,010
Security
Item 26. The name of the issuer: ING Funding LLC
Item 27. The title of the issue (including coupon or yield): ING Funding LLC 0.52%
Item 28. The CUSIP (optional): 4497W0D13
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-01
Item 36. The final legal maturity date: 2016-04-01
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. Total principal amount of the security held by the series: $70,000,000
Item 41. Total current amortized cost: $70,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.65%
Item 43. Explanatory notes:
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: $69,999,260.8
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: $69,999,260.8
Security
Item 26. The name of the issuer: ING Funding LLC
Item 27. The title of the issue (including coupon or yield): ING Funding LLC 0.60%
Item 28. The CUSIP (optional): 4497W0D47
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-04
Item 36. The final legal maturity date: 2016-04-04
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. Total principal amount of the security held by the series: $35,000,000
Item 41. Total current amortized cost: $34,998,250
Item 42. The percentage of the money market fund's net assets invested in the security: 0.33%
Item 43. Explanatory notes:
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: $34,998,487.3
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: $34,998,487.3
Security
Item 26. The name of the issuer: ING Funding LLC
Item 27. The title of the issue (including coupon or yield): ING Funding LLC 0.61%
Item 28. The CUSIP (optional): 4497W0D62
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-06
Item 36. The final legal maturity date: 2016-04-06
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. Total principal amount of the security held by the series: $30,000,000
Item 41. Total current amortized cost: $29,997,458.34
Item 42. The percentage of the money market fund's net assets invested in the security: 0.28%
Item 43. Explanatory notes:
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: $29,998,029.9
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: $29,998,029.9
Security
Item 26. The name of the issuer: ING Funding LLC
Item 27. The title of the issue (including coupon or yield): ING Funding LLC 0.67%
Item 28. The CUSIP (optional): 4497W0F29
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-02
Item 36. The final legal maturity date: 2016-06-02
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. Total principal amount of the security held by the series: $15,000,000
Item 41. Total current amortized cost: $14,982,691.67
Item 42. The percentage of the money market fund's net assets invested in the security: 0.14%
Item 43. Explanatory notes:
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: $14,985,615
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: $14,985,615
Security
Item 26. The name of the issuer: ING Funding LLC
Item 27. The title of the issue (including coupon or yield): ING Funding LLC 0.59%
Item 28. The CUSIP (optional): 4497W0F78
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-07
Item 36. The final legal maturity date: 2016-06-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $30,000,000
Item 41. Total current amortized cost: $29,967,058.33
Item 42. The percentage of the money market fund's net assets invested in the security: 0.28%
Item 43. Explanatory notes:
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: $29,968,153.2
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: $29,968,153.2
Security
Item 26. The name of the issuer: ING Funding LLC
Item 27. The title of the issue (including coupon or yield): ING Funding LLC 0.60%
Item 28. The CUSIP (optional): 4497W0FQ6
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-24
Item 36. The final legal maturity date: 2016-06-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $24,965,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $24,964,170.25
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: $24,964,170.25
Security
Item 26. The name of the issuer: Macquarie Bank LTD
Item 27. The title of the issue (including coupon or yield): Macquarie Bank LTD 0.68%
Item 28. The CUSIP (optional): 55607NDZ0
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-08
Item 36. The final legal maturity date: 2016-04-08
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. Total principal amount of the security held by the series: $30,000,000
Item 41. Total current amortized cost: $30,000,730.31
Item 42. The percentage of the money market fund's net assets invested in the security: 0.28%
Item 43. Explanatory notes:
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: $30,002,040
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: $30,002,040
Security
Item 26. The name of the issuer: Macquarie Bank LTD
Item 27. The title of the issue (including coupon or yield): Macquarie Bank LTD 0.61%
Item 28. The CUSIP (optional): 55607KDC7
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-12
Item 36. The final legal maturity date: 2016-04-12
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. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $24,995,340.28
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $24,996,975
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: $24,996,975
Security
Item 26. The name of the issuer: Macquarie Bank LTD
Item 27. The title of the issue (including coupon or yield): Macquarie Bank LTD 0.45%
Item 28. The CUSIP (optional): 55607KDK9
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-19
Item 36. The final legal maturity date: 2016-04-19
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $24,994,375
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $24,994,946.5
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: $24,994,946.5
Security
Item 26. The name of the issuer: Macquarie Bank LTD
Item 27. The title of the issue (including coupon or yield): Macquarie Bank LTD 0.63%
Item 28. The CUSIP (optional): 55607KE36
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-05-03
Item 36. The final legal maturity date: 2016-05-03
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. Total principal amount of the security held by the series: $43,150,000
Item 41. Total current amortized cost: $43,125,936.45
Item 42. The percentage of the money market fund's net assets invested in the security: 0.4%
Item 43. Explanatory notes:
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: $43,134,099.23
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: $43,134,099.23
Security
Item 26. The name of the issuer: Macquarie Bank LTD
Item 27. The title of the issue (including coupon or yield): Macquarie Bank LTD 0.63%
Item 28. The CUSIP (optional): 55607KF27
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-02
Item 36. The final legal maturity date: 2016-06-02
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. Total principal amount of the security held by the series: $60,000,000
Item 41. Total current amortized cost: $59,934,900
Item 42. The percentage of the money market fund's net assets invested in the security: 0.56%
Item 43. Explanatory notes:
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: $59,954,325
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: $59,954,325
Security
Item 26. The name of the issuer: Macquarie Bank LTD
Item 27. The title of the issue (including coupon or yield): Macquarie Bank LTD 0.63%
Item 28. The CUSIP (optional): 55607KFM3
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-21
Item 36. The final legal maturity date: 2016-06-21
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. Total principal amount of the security held by the series: $20,000,000
Item 41. Total current amortized cost: $19,971,650
Item 42. The percentage of the money market fund's net assets invested in the security: 0.19%
Item 43. Explanatory notes:
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: $19,978,725.6
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: $19,978,725.6
Security
Item 26. The name of the issuer: Nederlandse Waterschapsbank NV
Item 27. The title of the issue (including coupon or yield): Nederlandse Waterschapsbank NV 0.58%
Item 28. The CUSIP (optional): 63975UDE9
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-14
Item 36. The final legal maturity date: 2016-04-14
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? No
Item 40. Total principal amount of the security held by the series: $50,000,000
Item 41. Total current amortized cost: $49,989,527.78
Item 42. The percentage of the money market fund's net assets invested in the security: 0.47%
Item 43. Explanatory notes:
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: $49,992,708.5
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: $49,992,708.5
Security
Item 26. The name of the issuer: Nederlandse Waterschapsbank NV
Item 27. The title of the issue (including coupon or yield): Nederlandse Waterschapsbank NV 0.62%
Item 28. The CUSIP (optional): 63975UFG2
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-16
Item 36. The final legal maturity date: 2016-06-16
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. Total principal amount of the security held by the series: $50,000,000
Item 41. Total current amortized cost: $49,934,555.45
Item 42. The percentage of the money market fund's net assets invested in the security: 0.47%
Item 43. Explanatory notes:
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: $49,945,137.5
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: $49,945,137.5
Security
Item 26. The name of the issuer: PSP Capital Inc
Item 27. The title of the issue (including coupon or yield): PSP Capital Inc 0.57%
Item 28. The CUSIP (optional): 69370AD43
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-04
Item 36. The final legal maturity date: 2016-04-04
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. Total principal amount of the security held by the series: $15,000,000
Item 41. Total current amortized cost: $14,999,287.5
Item 42. The percentage of the money market fund's net assets invested in the security: 0.14%
Item 43. Explanatory notes:
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: $14,999,479.95
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: $14,999,479.95
Security
Item 26. The name of the issuer: PSP Capital Inc
Item 27. The title of the issue (including coupon or yield): PSP Capital Inc 0.57%
Item 28. The CUSIP (optional): 69370AD50
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-05
Item 36. The final legal maturity date: 2016-04-05
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. Total principal amount of the security held by the series: $50,000,000
Item 41. Total current amortized cost: $49,996,833.33
Item 42. The percentage of the money market fund's net assets invested in the security: 0.47%
Item 43. Explanatory notes:
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: $49,997,812.5
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: $49,997,812.5
Security
Item 26. The name of the issuer: PSP Capital Inc
Item 27. The title of the issue (including coupon or yield): PSP Capital Inc 0.58%
Item 28. The CUSIP (optional): 69370ADC5
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-12
Item 36. The final legal maturity date: 2016-04-12
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. Total principal amount of the security held by the series: $22,000,000
Item 41. Total current amortized cost: $21,996,101.11
Item 42. The percentage of the money market fund's net assets invested in the security: 0.2%
Item 43. Explanatory notes:
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: $21,997,565.26
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: $21,997,565.26
Security
Item 26. The name of the issuer: PSP Capital Inc
Item 27. The title of the issue (including coupon or yield): PSP Capital Inc 0.59%
Item 28. The CUSIP (optional): 69370ADE1
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-14
Item 36. The final legal maturity date: 2016-04-14
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? No
Item 40. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $24,994,673.61
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $24,996,723.5
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: $24,996,723.5
Security
Item 26. The name of the issuer: PSP Capital Inc
Item 27. The title of the issue (including coupon or yield): PSP Capital Inc 0.58%
Item 28. The CUSIP (optional): 69370ADJ0
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-18
Item 36. The final legal maturity date: 2016-04-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $50,000,000
Item 41. Total current amortized cost: $49,986,305.56
Item 42. The percentage of the money market fund's net assets invested in the security: 0.47%
Item 43. Explanatory notes:
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: $49,991,250
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: $49,991,250
Security
Item 26. The name of the issuer: PSP Capital Inc
Item 27. The title of the issue (including coupon or yield): PSP Capital Inc 0.56%
Item 28. The CUSIP (optional): 69370ADL5
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-20
Item 36. The final legal maturity date: 2016-04-20
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. Total principal amount of the security held by the series: $54,000,000
Item 41. Total current amortized cost: $53,984,040
Item 42. The percentage of the money market fund's net assets invested in the security: 0.5%
Item 43. Explanatory notes:
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: $53,989,290.18
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: $53,989,290.18
Security
Item 26. The name of the issuer: CDP Financial Inc
Item 27. The title of the issue (including coupon or yield): PSP Capital Inc 0.57%
Item 28. The CUSIP (optional): 69370AF90
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-09
Item 36. The final legal maturity date: 2016-06-09
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $30,000,000
Item 41. Total current amortized cost: $29,967,225
Item 42. The percentage of the money market fund's net assets invested in the security: 0.28%
Item 43. Explanatory notes:
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: $29,975,675.1
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: $29,975,675.1
Security
Item 26. The name of the issuer: PSP Capital Inc
Item 27. The title of the issue (including coupon or yield): PSP Capital Inc 0.62%
Item 28. The CUSIP (optional): 69370AFM1
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-21
Item 36. The final legal maturity date: 2016-06-21
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. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $24,965,125
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $24,975,115.25
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: $24,975,115.25
Security
Item 26. The name of the issuer: Suncorp Metway LTD
Item 27. The title of the issue (including coupon or yield): Suncorp Metway LTD 0.67%
Item 28. The CUSIP (optional): 8672E2D62
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-06
Item 36. The final legal maturity date: 2016-04-06
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. Total principal amount of the security held by the series: $15,000,000
Item 41. Total current amortized cost: $14,998,604.17
Item 42. The percentage of the money market fund's net assets invested in the security: 0.14%
Item 43. Explanatory notes:
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: $14,999,130
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: $14,999,130
Security
Item 26. The name of the issuer: Suncorp Metway LTD
Item 27. The title of the issue (including coupon or yield): Suncorp Metway LTD 0.67%
Item 28. The CUSIP (optional): 8672E2DB1
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-11
Item 36. The final legal maturity date: 2016-04-11
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. Total principal amount of the security held by the series: $30,000,000
Item 41. Total current amortized cost: $29,994,416.67
Item 42. The percentage of the money market fund's net assets invested in the security: 0.28%
Item 43. Explanatory notes:
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: $29,996,700
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: $29,996,700
Security
Item 26. The name of the issuer: Suncorp Metway LTD
Item 27. The title of the issue (including coupon or yield): Suncorp Metway LTD 0.52%
Item 28. The CUSIP (optional): 8672E2DD7
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-13
Item 36. The final legal maturity date: 2016-04-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $24,995,666.67
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $24,996,704.75
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: $24,996,704.75
Security
Item 26. The name of the issuer: Suncorp Metway LTD
Item 27. The title of the issue (including coupon or yield): Suncorp Metway LTD 0.53%
Item 28. The CUSIP (optional): 8672E2DE5
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-14
Item 36. The final legal maturity date: 2016-04-14
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? No
Item 40. Total principal amount of the security held by the series: $14,000,000
Item 41. Total current amortized cost: $13,997,320.56
Item 42. The percentage of the money market fund's net assets invested in the security: 0.13%
Item 43. Explanatory notes:
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: $13,997,996.46
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: $13,997,996.46
Security
Item 26. The name of the issuer: Suncorp Metway LTD
Item 27. The title of the issue (including coupon or yield): Suncorp Metway LTD 0.55%
Item 28. The CUSIP (optional): 8672E2DL9
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-20
Item 36. The final legal maturity date: 2016-04-20
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. Total principal amount of the security held by the series: $20,000,000
Item 41. Total current amortized cost: $19,994,194.44
Item 42. The percentage of the money market fund's net assets invested in the security: 0.19%
Item 43. Explanatory notes:
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: $19,995,700
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: $19,995,700
Security
Item 26. The name of the issuer: Suncorp Metway LTD
Item 27. The title of the issue (including coupon or yield): Suncorp Metway LTD 0.61%
Item 28. The CUSIP (optional): 8672E2E95
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-05-09
Item 36. The final legal maturity date: 2016-05-09
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $15,000,000
Item 41. Total current amortized cost: $14,990,341.67
Item 42. The percentage of the money market fund's net assets invested in the security: 0.14%
Item 43. Explanatory notes:
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: $14,993,402.55
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: $14,993,402.55
Security
Item 26. The name of the issuer: Suncorp Metway LTD
Item 27. The title of the issue (including coupon or yield): Suncorp Metway LTD 0.61%
Item 28. The CUSIP (optional): 8672E2EC8
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-05-12
Item 36. The final legal maturity date: 2016-05-12
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. Total principal amount of the security held by the series: $13,000,000
Item 41. Total current amortized cost: $12,990,968.61
Item 42. The percentage of the money market fund's net assets invested in the security: 0.12%
Item 43. Explanatory notes:
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: $12,993,812
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: $12,993,812
Security
Item 26. The name of the issuer: Suncorp Metway LTD
Item 27. The title of the issue (including coupon or yield): Suncorp Metway LTD 0.67%
Item 28. The CUSIP (optional): 8672E2F60
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-06
Item 36. The final legal maturity date: 2016-06-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $20,000,000
Item 41. Total current amortized cost: $19,975,433.33
Item 42. The percentage of the money market fund's net assets invested in the security: 0.19%
Item 43. Explanatory notes:
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: $19,983,547.8
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: $19,983,547.8
Security
Item 26. The name of the issuer: Suncorp Metway LTD
Item 27. The title of the issue (including coupon or yield): Suncorp Metway LTD 0.67%
Item 28. The CUSIP (optional): 8672E2F86
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-08
Item 36. The final legal maturity date: 2016-06-08
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. Total principal amount of the security held by the series: $27,000,000
Item 41. Total current amortized cost: $26,965,830
Item 42. The percentage of the money market fund's net assets invested in the security: 0.25%
Item 43. Explanatory notes:
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: $26,976,971.16
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: $26,976,971.16
Security
Item 26. The name of the issuer: Suncorp Metway LTD
Item 27. The title of the issue (including coupon or yield): Suncorp Metway LTD 0.75%
Item 28. The CUSIP (optional): 8672E2FP8
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-23
Item 36. The final legal maturity date: 2016-06-23
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $30,000,000
Item 41. Total current amortized cost: $29,948,125
Item 42. The percentage of the money market fund's net assets invested in the security: 0.28%
Item 43. Explanatory notes:
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: $29,967,099.9
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: $29,967,099.9
Security
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.40%
Item 28. The CUSIP (optional): 3130A5FW4
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-17
Item 36. The final legal maturity date: 2016-06-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $28,500,000
Item 41. Total current amortized cost: $28,500,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.27%
Item 43. Explanatory notes:
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: $28,499,145
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: $28,499,145
Security
Item 26. The name of the issuer: Bank of Nova Scotia/NY
Item 27. The title of the issue (including coupon or yield): Bank of Nova Scotia/NY 0.32%
Item 28. The CUSIP (optional): [Not Provided]
Item 29. Other unique identifier (optional): CR8463505
Item 30. The CIK of the issuer (optional): 0000064241
Item 31. The category of investment: 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 |
Principal amount |
Value of collateral |
|---|---|---|---|---|---|
|
FANNIE MAE |
2042-11-01 |
3.500000 |
Government Agency Debt |
$651,270 |
$497,799.04 |
|
FREDDIE MAC |
2043-03-01 |
3.500000 |
Government Agency Debt |
$14,899,692 |
$13,275,345.64 |
|
FANNIE MAE |
2033-03-01 |
4.000000 |
Government Agency Debt |
$64,135 |
$49,137.85 |
|
Freddie Mac |
2042-07-01 |
2.285000 |
Government Agency Debt |
$34,279,930 |
$18,787,121.18 |
|
FANNIE MAE |
2046-03-01 |
3.500000 |
Government Agency Debt |
$11,463,046 |
$12,052,517.32 |
|
FANNIE MAE |
2046-02-01 |
4.000000 |
Government Agency Debt |
$11,789,572 |
$12,723,329.43 |
|
FANNIE MAE |
2029-02-01 |
3.500000 |
Government Agency Debt |
$14,879,422 |
$12,105,017.26 |
|
FANNIE MAE |
2026-12-01 |
3.000000 |
Government Agency Debt |
$30,736,067 |
$16,515,327.92 |
|
FANNIE MAE |
2027-09-01 |
2.500000 |
Government Agency Debt |
$19,645,615 |
$12,648,479.51 |
|
Freddie Mac |
2044-06-01 |
3.103000 |
Government Agency Debt |
$16,744,876 |
$9,768,722.79 |
|
FREDDIE MAC |
2033-12-01 |
4.000000 |
Government Agency Debt |
$21,575,461 |
$16,926,349.04 |
|
FREDDIE MAC |
2044-08-01 |
4.000000 |
Government Agency Debt |
$237,896 |
$210,427.5 |
|
FREDDIE MAC |
2043-01-01 |
3.000000 |
Government Agency Debt |
$15,558,611 |
$12,368,991.49 |
|
FANNIE MAE |
2034-07-01 |
4.000000 |
Government Agency Debt |
$22,749,932 |
$19,282,090.62 |
|
FANNIE MAE |
2043-12-01 |
4.500000 |
Government Agency Debt |
$17,943,744 |
$12,174,665.99 |
|
FANNIE MAE |
2045-12-01 |
4.000000 |
Government Agency Debt |
$90,937 |
$97,976.65 |
|
FEDERAL NATL MTG ASSN GTD MTG |
2042-01-01 |
3.240000 |
Government Agency Debt |
$47,566,150 |
$17,463,888.03 |
|
FANNIE MAE |
2026-11-01 |
3.000000 |
Government Agency Debt |
$23,744,523 |
$12,837,582.44 |
|
FANNIE MAE |
2046-03-01 |
3.500000 |
Government Agency Debt |
$74,878 |
$78,778.39 |
|
FREDDIE MAC |
2028-05-01 |
3.000000 |
Government Agency Debt |
$16,500,000 |
$11,894,190.37 |
|
FANNIE MAE |
2040-12-01 |
4.000000 |
Government Agency Debt |
$807,044 |
$436,177.75 |
|
FANNIE MAE |
2044-09-01 |
4.500000 |
Government Agency Debt |
$15,631,291 |
$11,927,792.09 |
|
Fannie Mae |
2042-11-01 |
2.274000 |
Government Agency Debt |
$21,285,097 |
$14,744,580.76 |
|
FANNIE MAE |
2045-11-01 |
3.500000 |
Government Agency Debt |
$175,187 |
$182,663.99 |
|
FANNIE MAE |
2029-02-01 |
3.000000 |
Government Agency Debt |
$16,869,318 |
$13,228,557.37 |
|
FANNIE MAE |
2045-10-01 |
4.000000 |
Government Agency Debt |
$17,935,706 |
$18,493,345.86 |
|
Fannie Mae |
2042-04-01 |
2.794000 |
Government Agency Debt |
$515,095 |
$243,392.3 |
|
FREDDIE MAC |
2042-10-01 |
3.500000 |
Government Agency Debt |
$25,444,968 |
$18,300,201.91 |
|
FREDDIE MAC |
2042-09-01 |
3.500000 |
Government Agency Debt |
$21,634,626 |
$16,685,549.94 |
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-01
Item 36. The final legal maturity date: 2016-04-01
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. Total principal amount of the security held by the series: $300,000,000
Item 41. Total current amortized cost: $300,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 2.79%
Item 43. Explanatory notes:
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: $300,000,000
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: $300,000,000
Security
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 0.29%
Item 28. The CUSIP (optional): [Not Provided]
Item 29. Other unique identifier (optional): CR9575638
Item 30. The CIK of the issuer (optional): 0000065106
Item 31. The category of investment: 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 |
Principal amount |
Value of collateral |
|---|---|---|---|---|---|
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2054-10-01 |
0.000000 |
Government Agency Debt |
$86,000 |
$21,899.9 |
|
TENNESSEE VALLEY AUTH |
2039-09-15 |
5.250000 |
Government Agency Debt |
$4,371,000 |
$5,561,674.97 |
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS |
2034-09-05 |
3.940000 |
Government Agency Debt |
$6,700,000 |
$6,797,991.22 |
|
TENNESSEE VALLEY AUTH |
2033-07-15 |
4.700000 |
Government Agency Debt |
$22,541,000 |
$26,790,704.82 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2039-04-01 |
0.000000 |
Government Agency Debt |
$86,000 |
$36,591.28 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2036-04-01 |
0.000000 |
Government Agency Debt |
$86,000 |
$41,882.86 |
|
TENNESSEE VALLEY AUTH |
2022-08-15 |
1.875000 |
Government Agency Debt |
$2,630,000 |
$2,648,872.44 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2050-04-01 |
0.000000 |
Government Agency Debt |
$86,000 |
$25,707.12 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2036-10-01 |
0.000000 |
Government Agency Debt |
$86,000 |
$40,965.24 |
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS |
2028-02-04 |
2.990000 |
Government Agency Debt |
$11,436,000 |
$11,447,712.37 |
|
TVDB |
2032-03-15 |
0.000000 |
Government Agency Debt |
$19,000 |
$11,132.29 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2052-04-01 |
0.000000 |
Government Agency Debt |
$86,000 |
$23,926.92 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2053-04-01 |
0.000000 |
Government Agency Debt |
$86,000 |
$23,110.78 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2054-04-01 |
0.000000 |
Government Agency Debt |
$86,000 |
$22,295.5 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2053-10-01 |
0.000000 |
Government Agency Debt |
$86,000 |
$22,704 |
|
TENNESSEE VALLEY AUTH |
2042-12-15 |
3.500000 |
Government Agency Debt |
$5,500,000 |
$5,512,295.56 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2040-04-01 |
0.000000 |
Government Agency Debt |
$86,000 |
$34,987.38 |
|
FEDERAL AGRIC MTG CORP DISC NTS FED BOOK ENTRY |
2016-04-01 |
0.000000 |
Government Agency Debt |
$15,250,000 |
$15,249,847.5 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2051-04-01 |
0.000000 |
Government Agency Debt |
$86,000 |
$24,799.82 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2052-10-01 |
0.000000 |
Government Agency Debt |
$86,000 |
$23,502.94 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2045-04-01 |
0.000000 |
Government Agency Debt |
$86,000 |
$30,499.9 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2046-04-01 |
0.000000 |
Government Agency Debt |
$86,000 |
$29,614.96 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2048-10-01 |
0.000000 |
Government Agency Debt |
$86,000 |
$27,100.32 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2043-04-01 |
0.000000 |
Government Agency Debt |
$86,000 |
$31,150.92 |
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS |
2032-11-15 |
3.180000 |
Government Agency Debt |
$6,640,000 |
$6,614,790.13 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2045-10-01 |
0.000000 |
Government Agency Debt |
$86,000 |
$30,069.9 |
|
TENNESSEE VALLEY AUTH |
2060-09-15 |
4.625000 |
Government Agency Debt |
$6,409,000 |
$7,243,936.04 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2038-10-01 |
0.000000 |
Government Agency Debt |
$86,000 |
$37,355.82 |
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS |
2025-08-19 |
3.090000 |
Government Agency Debt |
$8,090,000 |
$8,178,949.55 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2048-04-01 |
0.000000 |
Government Agency Debt |
$86,000 |
$27,581.92 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2022-12-15 |
0.000000 |
Government Agency Debt |
$41,000 |
$35,192.76 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2037-04-01 |
0.000000 |
Government Agency Debt |
$86,000 |
$40,049.34 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2050-10-01 |
0.000000 |
Government Agency Debt |
$86,000 |
$25,253.9 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2036-07-15 |
0.000000 |
Government Agency Debt |
$1,000 |
$480.87 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2044-04-01 |
0.000000 |
Government Agency Debt |
$86,000 |
$31,244.66 |
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS |
2035-10-19 |
3.750000 |
Government Agency Debt |
$10,400,000 |
$10,485,228 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2047-10-01 |
0.000000 |
Government Agency Debt |
$86,000 |
$28,089.32 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2037-10-01 |
0.000000 |
Government Agency Debt |
$86,000 |
$39,142.9 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2043-10-01 |
0.000000 |
Government Agency Debt |
$86,000 |
$31,305.72 |
|
FEDERAL NATL MTG ASSN DISC NTS |
2016-05-16 |
0.000000 |
Government Agency Debt |
$6,930,000 |
$6,927,574.5 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2040-10-01 |
0.000000 |
Government Agency Debt |
$86,000 |
$34,219.4 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2029-12-15 |
0.000000 |
Government Agency Debt |
$64,000 |
$40,638.72 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY PRIN STRIPS |
2038-01-15 |
0.000000 |
Government Agency Debt |
$3,000 |
$1,347.96 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2049-10-01 |
0.000000 |
Government Agency Debt |
$86,000 |
$26,155.18 |
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS |
2030-09-30 |
3.580000 |
Government Agency Debt |
$12,000,000 |
$12,029,993.33 |
|
FEDERAL NATL MTG ASSN-DEB-CPN STRIPS |
2022-01-15 |
0.000000 |
Government Agency Debt |
$11,757,000 |
$10,625,506.32 |
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS |
2035-10-22 |
3.625000 |
Government Agency Debt |
$11,630,000 |
$11,886,446.35 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2037-01-15 |
0.000000 |
Government Agency Debt |
$1,000 |
$470.25 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2055-10-01 |
0.000000 |
Government Agency Debt |
$86,000 |
$21,139.66 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2046-10-01 |
0.000000 |
Government Agency Debt |
$86,000 |
$29,095.52 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2026-01-15 |
0.000000 |
Government Agency Debt |
$1,000 |
$760.28 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2038-07-15 |
0.000000 |
Government Agency Debt |
$63,000 |
$27,654.48 |
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS |
2023-12-28 |
2.400000 |
Government Agency Debt |
$11,095,000 |
$11,088,897.75 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2031-12-15 |
0.000000 |
Government Agency Debt |
$40,000 |
$23,713.6 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2032-07-15 |
0.000000 |
Government Agency Debt |
$2,000 |
$1,153.34 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2041-10-01 |
0.000000 |
Government Agency Debt |
$86,000 |
$32,753.1 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2044-10-01 |
0.000000 |
Government Agency Debt |
$86,000 |
$30,889.48 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2056-04-01 |
0.000000 |
Government Agency Debt |
$86,000 |
$20,778.46 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2049-04-01 |
0.000000 |
Government Agency Debt |
$86,000 |
$26,625.6 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY PRIN STRIPS |
2030-05-01 |
0.000000 |
Government Agency Debt |
$2,000 |
$1,267 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2039-10-01 |
0.000000 |
Government Agency Debt |
$86,000 |
$35,756.22 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2047-04-01 |
0.000000 |
Government Agency Debt |
$86,000 |
$28,570.92 |
|
FEDERAL NATL MTG ASSN MEDIUM TERM NTS INCLUDES C |
2031-03-17 |
0.000000 |
Government Agency Debt |
$9,250,000 |
$5,811,497.5 |
|
FEDERAL HOME LN BK CONS DISC NTS |
2016-07-01 |
0.000000 |
Government Agency Debt |
$6,451,000 |
$6,444,871.55 |
|
FEDERAL NATL MTG ASSN-DEB-CPN STRIPS |
2026-01-15 |
0.000000 |
Government Agency Debt |
$7,980,000 |
$6,153,058.8 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2051-10-01 |
0.000000 |
Government Agency Debt |
$86,000 |
$24,355.2 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2042-10-01 |
0.000000 |
Government Agency Debt |
$86,000 |
$31,320.34 |
|
FEDERAL NATL MTG ASSN-MEDIUM TERM NTS-PRIN STRIP |
2028-03-23 |
0.000000 |
Government Agency Debt |
$18,700,000 |
$13,088,130 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2023-10-01 |
0.000000 |
Government Agency Debt |
$31,000 |
$25,814.01 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2055-04-01 |
0.000000 |
Government Agency Debt |
$86,000 |
$21,527.52 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2038-04-01 |
0.000000 |
Government Agency Debt |
$86,000 |
$38,251.94 |
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS |
2020-03-23 |
1.590000 |
Government Agency Debt |
$12,030,000 |
$12,056,746.7 |
|
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS |
2041-04-01 |
0.000000 |
Government Agency Debt |
$86,000 |
$33,485.82 |
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-01
Item 36. The final legal maturity date: 2016-04-01
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. Total principal amount of the security held by the series: $200,000,000
Item 41. Total current amortized cost: $200,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 1.86%
Item 43. Explanatory notes:
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: $200,000,000
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: $200,000,000
Security
Item 26. The name of the issuer: Dreyfus Institutional Cash Advantage Fund
Item 27. The title of the issue (including coupon or yield): Dreyfus Institutional Cash Advantage Fund 0.40%
Item 28. The CUSIP (optional): 26200V104
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: Investment Company
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-07
Item 36. The final legal maturity date: 2016-04-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $157,339,000
Item 41. Total current amortized cost: $157,339,000
Item 42. The percentage of the money market fund's net assets invested in the security: 1.47%
Item 43. Explanatory notes:
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: $157,339,000
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: $157,339,000
Security
Item 26. The name of the issuer: DWS Money Market Series Fund
Item 27. The title of the issue (including coupon or yield): DWS Money Market Series Fund 0.39%
Item 28. The CUSIP (optional): 23337T201
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: Investment Company
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-07
Item 36. The final legal maturity date: 2016-04-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $100,000,000
Item 41. Total current amortized cost: $100,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.93%
Item 43. Explanatory notes:
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: $100,000,000
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: $100,000,000
Security
Item 26. The name of the issuer: Goldman Sachs Financial Square Money Market Fund
Item 27. The title of the issue (including coupon or yield): Goldman Sachs Financial Square Money Market Fund 0.44%
Item 28. The CUSIP (optional): 38141W232
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: Investment Company
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-07
Item 36. The final legal maturity date: 2016-04-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $189,440,000
Item 41. Total current amortized cost: $189,440,000
Item 42. The percentage of the money market fund's net assets invested in the security: 1.76%
Item 43. Explanatory notes:
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: $189,440,000
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: $189,440,000
Security
Item 26. The name of the issuer: J.P. Morgan Prime Money Market Fund
Item 27. The title of the issue (including coupon or yield): JPMorgan Prime Money Market Fund 0.42%
Item 28. The CUSIP (optional): 4812A0367
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: Investment Company
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-07
Item 36. The final legal maturity date: 2016-04-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $100,000,000
Item 41. Total current amortized cost: $100,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.93%
Item 43. Explanatory notes:
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: $100,000,000
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: $100,000,000
Security
Item 26. The name of the issuer: Coca-Cola Co
Item 27. The title of the issue (including coupon or yield): Coca-Cola Co 0.41%
Item 28. The CUSIP (optional): 19121ADM0
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-21
Item 36. The final legal maturity date: 2016-04-21
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. Total principal amount of the security held by the series: $21,000,000
Item 41. Total current amortized cost: $20,995,216.67
Item 42. The percentage of the money market fund's net assets invested in the security: 0.2%
Item 43. Explanatory notes:
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: $20,995,712.43
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: $20,995,712.43
Security
Item 26. The name of the issuer: Coca-Cola Co
Item 27. The title of the issue (including coupon or yield): Coca-Cola Co 0.61%
Item 28. The CUSIP (optional): 19121AF22
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-02
Item 36. The final legal maturity date: 2016-06-02
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. Total principal amount of the security held by the series: $50,000,000
Item 41. Total current amortized cost: $49,947,472.34
Item 42. The percentage of the money market fund's net assets invested in the security: 0.47%
Item 43. Explanatory notes:
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: $49,961,237.5
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: $49,961,237.5
Security
Item 26. The name of the issuer: Total Capital Canada LTD
Item 27. The title of the issue (including coupon or yield): Total Capital Canada LTD 0.55%
Item 28. The CUSIP (optional): 89153PDD1
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-13
Item 36. The final legal maturity date: 2016-04-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $100,000,000
Item 41. Total current amortized cost: $99,981,666.66
Item 42. The percentage of the money market fund's net assets invested in the security: 0.93%
Item 43. Explanatory notes:
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: $99,987,903
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: $99,987,903
Security
Item 26. The name of the issuer: Total Capital Canada LTD
Item 27. The title of the issue (including coupon or yield): Total Capital Canada LTD 0.43%
Item 28. The CUSIP (optional): 89153PDR0
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-25
Item 36. The final legal maturity date: 2016-04-25
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. Total principal amount of the security held by the series: $57,015,000
Item 41. Total current amortized cost: $56,998,655.7
Item 42. The percentage of the money market fund's net assets invested in the security: 0.53%
Item 43. Explanatory notes:
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: $57,000,587.75
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: $57,000,587.75
Security
Item 26. The name of the issuer: Toyota Credit Canada Inc.
Item 27. The title of the issue (including coupon or yield): Toyota Credit Canada Inc 0.42%
Item 28. The CUSIP (optional): 89232CD11
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-01
Item 36. The final legal maturity date: 2016-04-01
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. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $25,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $24,999,731.25
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: $24,999,731.25
Security
Item 26. The name of the issuer: Toyota Credit Canada Inc.
Item 27. The title of the issue (including coupon or yield): Toyota Credit Canada Inc 0.50%
Item 28. The CUSIP (optional): 89232CDT0
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-27
Item 36. The final legal maturity date: 2016-04-27
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. Total principal amount of the security held by the series: $25,000,000
Item 41. Total current amortized cost: $24,990,972.22
Item 42. The percentage of the money market fund's net assets invested in the security: 0.23%
Item 43. Explanatory notes:
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: $24,991,693.75
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: $24,991,693.75
Security
Item 26. The name of the issuer: Toyota Credit Canada Inc
Item 27. The title of the issue (including coupon or yield): Toyota Credit Canada Inc 0.58%
Item 28. The CUSIP (optional): 89232CF68
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-06
Item 36. The final legal maturity date: 2016-06-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $20,000,000
Item 41. Total current amortized cost: $19,978,733.33
Item 42. The percentage of the money market fund's net assets invested in the security: 0.19%
Item 43. Explanatory notes:
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: $19,980,346.6
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: $19,980,346.6
Security
Item 26. The name of the issuer: Toyota Credit Canada Inc
Item 27. The title of the issue (including coupon or yield): Toyota Credit Canada Inc 0.64%
Item 28. The CUSIP (optional): 89232CFP6
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-23
Item 36. The final legal maturity date: 2016-06-23
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $50,000,000
Item 41. Total current amortized cost: $49,926,222.22
Item 42. The percentage of the money market fund's net assets invested in the security: 0.47%
Item 43. Explanatory notes:
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: $49,934,200
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: $49,934,200
Security
Item 26. The name of the issuer: Toyota Credit Canada Inc
Item 27. The title of the issue (including coupon or yield): Toyota Credit Canada Inc 0.62%
Item 28. The CUSIP (optional): 89232CFT8
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-27
Item 36. The final legal maturity date: 2016-06-27
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. Total principal amount of the security held by the series: $35,000,000
Item 41. Total current amortized cost: $34,947,558.33
Item 42. The percentage of the money market fund's net assets invested in the security: 0.33%
Item 43. Explanatory notes:
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: $34,950,976.55
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: $34,950,976.55
Security
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 0.41%
Item 28. The CUSIP (optional): 89233GDB9
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-11
Item 36. The final legal maturity date: 2016-04-11
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. Total principal amount of the security held by the series: $30,000,000
Item 41. Total current amortized cost: $29,996,583.33
Item 42. The percentage of the money market fund's net assets invested in the security: 0.28%
Item 43. Explanatory notes:
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: $29,996,250.9
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: $29,996,250.9
Security
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 0.58%
Item 28. The CUSIP (optional): 8923A0DL4
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-20
Item 36. The final legal maturity date: 2016-04-20
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. Total principal amount of the security held by the series: $30,000,000
Item 41. Total current amortized cost: $29,990,816.67
Item 42. The percentage of the money market fund's net assets invested in the security: 0.28%
Item 43. Explanatory notes:
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: $29,992,866.6
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: $29,992,866.6
Security
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 0.59%
Item 28. The CUSIP (optional): 89233GDM5
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-21
Item 36. The final legal maturity date: 2016-04-21
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. Total principal amount of the security held by the series: $35,000,000
Item 41. Total current amortized cost: $34,988,527.78
Item 42. The percentage of the money market fund's net assets invested in the security: 0.33%
Item 43. Explanatory notes:
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: $34,991,220.95
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: $34,991,220.95
Security
Item 26. The name of the issuer: Total Capital Canada LTD
Item 27. The title of the issue (including coupon or yield): Toyota Motor Credit Corp 0.58%
Item 28. The CUSIP (optional): 89153PFF4
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-15
Item 36. The final legal maturity date: 2016-06-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $109,850,000
Item 41. Total current amortized cost: $109,717,142.71
Item 42. The percentage of the money market fund's net assets invested in the security: 1.02%
Item 43. Explanatory notes:
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: $109,750,976.82
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: $109,750,976.82
Security
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 0.62%
Item 28. The CUSIP (optional): 8923A0FT5
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-27
Item 36. The final legal maturity date: 2016-06-27
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. Total principal amount of the security held by the series: $35,000,000
Item 41. Total current amortized cost: $34,947,558.34
Item 42. The percentage of the money market fund's net assets invested in the security: 0.33%
Item 43. Explanatory notes:
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: $34,950,976.55
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: $34,950,976.55
Security
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 0.63%
Item 28. The CUSIP (optional): 8923A0FW8
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-30
Item 36. The final legal maturity date: 2016-06-30
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. Total principal amount of the security held by the series: $35,000,000
Item 41. Total current amortized cost: $34,944,875
Item 42. The percentage of the money market fund's net assets invested in the security: 0.33%
Item 43. Explanatory notes:
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: $34,948,774.7
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: $34,948,774.7
Security
Item 26. The name of the issuer: Unilever Global Funding
Item 27. The title of the issue (including coupon or yield): Unilever Global Funding 0.53%
Item 28. The CUSIP (optional): 90477DFM3
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-21
Item 36. The final legal maturity date: 2016-06-21
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. Total principal amount of the security held by the series: $43,800,000
Item 41. Total current amortized cost: $43,747,768.5
Item 42. The percentage of the money market fund's net assets invested in the security: 0.41%
Item 43. Explanatory notes:
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: $43,749,418.45
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: $43,749,418.45
Security
Item 26. The name of the issuer: Credit Agricole, Cayman Islands Branch - Time Deposit
Item 27. The title of the issue (including coupon or yield): Credit Agricole, Cayman Islands Branch - Time Deposit 0.27%
Item 28. The CUSIP (optional): [Not Provided]
Item 29. Other unique identifier (optional): CR3343902
Item 30. The CIK of the issuer (optional): 0000033738
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-01
Item 36. The final legal maturity date: 2016-04-01
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. Total principal amount of the security held by the series: $101,662,000
Item 41. Total current amortized cost: $101,662,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.95%
Item 43. Explanatory notes:
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: $101,662,000
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: $101,662,000
Security
Item 26. The name of the issuer: MassMutual Global Funding II
Item 27. The title of the issue (including coupon or yield): MassMutual Global Funding II 3.12%
Item 28. The CUSIP (optional): 57629WBP4
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-14
Item 36. The final legal maturity date: 2016-04-14
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? No
Item 40. Total principal amount of the security held by the series: $12,479,000
Item 41. Total current amortized cost: $12,490,938.24
Item 42. The percentage of the money market fund's net assets invested in the security: 0.12%
Item 43. Explanatory notes:
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: $12,486,549.8
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: $12,486,549.8
Security
Item 26. The name of the issuer: Royal Bank of Canada
Item 27. The title of the issue (including coupon or yield): Royal Bank of Canada 2.88%
Item 28. The CUSIP (optional): 78008K5V1
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-19
Item 36. The final legal maturity date: 2016-04-19
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $29,810,000
Item 41. Total current amortized cost: $29,843,949.97
Item 42. The percentage of the money market fund's net assets invested in the security: 0.28%
Item 43. Explanatory notes:
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: $29,837,037.67
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: $29,837,037.67
Security
Item 26. The name of the issuer: Skandinaviska Enskilda Banken, Cayman Islands Branch - Time Deposit
Item 27. The title of the issue (including coupon or yield): Skandinaviska Enskilda Banken, Cayman Islands Branch - Time Deposit 0.25%
Item 28. The CUSIP (optional): [Not Provided]
Item 29. Other unique identifier (optional): CR2825410
Item 30. The CIK of the issuer (optional): 0000917311
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-01
Item 36. The final legal maturity date: 2016-04-01
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. Total principal amount of the security held by the series: $100,000,000
Item 41. Total current amortized cost: $100,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.93%
Item 43. Explanatory notes:
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: $100,000,000
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: $100,000,000
Security
Item 26. The name of the issuer: Svenska Handelsbanken, Cayman Islands Branch - Time Deposit
Item 27. The title of the issue (including coupon or yield): Svenska Handelsbanken, Cayman Islands Branch - Time Deposit 0.23%
Item 28. The CUSIP (optional): [Not Provided]
Item 29. Other unique identifier (optional): CR3343898
Item 30. The CIK of the issuer (optional): 0001448613
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-01
Item 36. The final legal maturity date: 2016-04-01
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. Total principal amount of the security held by the series: $225,000,000
Item 41. Total current amortized cost: $225,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 2.1%
Item 43. Explanatory notes:
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: $225,000,000
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: $225,000,000
Security
Item 26. The name of the issuer: Wells Fargo Bank
Item 27. The title of the issue (including coupon or yield): Wells Fargo Bank 0.78%
Item 28. The CUSIP (optional): 94988J2K2
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-02
Item 36. The final legal maturity date: 2016-06-02
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. Total principal amount of the security held by the series: $20,000,000
Item 41. Total current amortized cost: $20,006,290.54
Item 42. The percentage of the money market fund's net assets invested in the security: 0.19%
Item 43. Explanatory notes:
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: $20,005,760
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: $20,005,760
Security
Item 26. The name of the issuer: Wells Fargo Bank
Item 27. The title of the issue (including coupon or yield): Wells Fargo Bank 0.75%
Item 28. The CUSIP (optional): 94985H3V4
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-06-15
Item 36. The final legal maturity date: 2016-06-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. Total principal amount of the security held by the series: $20,000,000
Item 41. Total current amortized cost: $20,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.19%
Item 43. Explanatory notes:
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: $19,992,520
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: $19,992,520
Security
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 0.40%
Item 28. The CUSIP (optional): [Not Provided]
Item 29. Other unique identifier (optional): CR69999A4
Item 30. The CIK of the issuer (optional): 0000753835
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-01
Item 36. The final legal maturity date: 2016-04-01
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. Total principal amount of the security held by the series: $120,000,000
Item 41. Total current amortized cost: $120,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 1.12%
Item 43. Explanatory notes:
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: $120,000,000
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: $120,000,000
Security
Item 26. The name of the issuer: HSBC Securities (USA) Inc
Item 27. The title of the issue (including coupon or yield): HSBC Securities (USA) Inc 0.35%
Item 28. The CUSIP (optional): [Not Provided]
Item 29. Other unique identifier (optional): CR5325707
Item 30. The CIK of the issuer (optional): 0000853784
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-01
Item 36. The final legal maturity date: 2016-04-01
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. Total principal amount of the security held by the series: $130,000,000
Item 41. Total current amortized cost: $130,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 1.21%
Item 43. Explanatory notes:
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: $130,000,000
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: $130,000,000
Security
Item 26. The name of the issuer: ING Financial Markets LLC
Item 27. The title of the issue (including coupon or yield): ING Financial Markets LLC 0.35%
Item 28. The CUSIP (optional): [Not Provided]
Item 29. Other unique identifier (optional): CR3343899
Item 30. The CIK of the issuer (optional): 0000877559
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-01
Item 36. The final legal maturity date: 2016-04-01
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. Total principal amount of the security held by the series: $220,000,000
Item 41. Total current amortized cost: $220,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 2.05%
Item 43. Explanatory notes:
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: $220,000,000
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: $220,000,000
Security
Item 26. The name of the issuer: JP Morgan Securities LLC
Item 27. The title of the issue (including coupon or yield): JP Morgan Securities LLC 0.57%
Item 28. The CUSIP (optional): [Not Provided]
Item 29. Other unique identifier (optional): CR49929P8
Item 30. The CIK of the issuer (optional): 0000782124
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-01
Item 36. The final legal maturity date: 2016-04-01
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 |
|---|---|---|
JP Morgan 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. Total principal amount of the security held by the series: $150,000,000
Item 41. Total current amortized cost: $150,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 1.4%
Item 43. Explanatory notes:
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: $150,000,000
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: $150,000,000
Security
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 0.50%
Item 28. The CUSIP (optional): [Not Provided]
Item 29. Other unique identifier (optional): CR1445855
Item 30. The CIK of the issuer (optional): 0000065106
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-01
Item 36. The final legal maturity date: 2016-04-01
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 |
|---|---|---|
Merrill Lynch Pierce Fenner & Smith 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. Total principal amount of the security held by the series: $100,000,000
Item 41. Total current amortized cost: $100,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.93%
Item 43. Explanatory notes:
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: $100,000,000
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: $100,000,000
Security
Item 26. The name of the issuer: Bank of Nova Scotia/NY
Item 27. The title of the issue (including coupon or yield): Bank of Nova Scotia/NY 0.30%
Item 28. The CUSIP (optional): [Not Provided]
Item 29. Other unique identifier (optional): CR3343900
Item 30. The CIK of the issuer (optional): 0000064241
Item 31. The category of investment: Treasury Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment |
Principal amount |
Value of collateral |
|---|---|---|---|---|---|
|
US TREASURY |
2019-06-30 |
1.625000 |
Treasury Debt |
$1,005,200 |
$1,030,292.31 |
|
UNITED STATES TREAS NTS |
2022-07-31 |
2.000000 |
Treasury Debt |
$251,300 |
$259,235.48 |
|
UNITED STATES TREAS NTS |
2017-08-31 |
1.875000 |
Treasury Debt |
$95,695.04 |
$97,371.38 |
|
UNITED STATES TREAS BDS |
2044-11-15 |
3.000000 |
Treasury Debt |
$12,565,000 |
$13,609,983.41 |
|
UNITED STATES TREAS NTS |
2020-10-31 |
1.375000 |
Treasury Debt |
$37,813,864.9 |
$38,255,521.7 |
|
UNITED STATES TREAS NTS |
2018-05-31 |
2.375000 |
Treasury Debt |
$100,520 |
$104,692.65 |
|
UNITED STATES TREAS NTS |
2017-05-31 |
2.750000 |
Treasury Debt |
$20,070,275.54 |
$20,727,791.15 |
|
UNITED STATES TREAS NTS |
2025-07-15 |
0.375000 |
Treasury Debt |
$2,010,400 |
$2,048,359.56 |
|
UNITED STATES TREAS NTS |
2019-01-31 |
1.500000 |
Treasury Debt |
$100,268.7 |
$102,197.12 |
|
UNITED STATES TREAS NTS |
2021-08-31 |
2.000000 |
Treasury Debt |
$2,146,378.43 |
$2,219,344.1 |
|
UNITED STATES TREAS NTS |
2022-09-30 |
1.750000 |
Treasury Debt |
$245,268.8 |
$248,258.14 |
|
UNITED STATES TREAS NTS |
2018-08-15 |
1.000000 |
Treasury Debt |
$214,861.5 |
$215,932.86 |
|
UNITED STATES TREAS NTS |
2025-08-15 |
2.000000 |
Treasury Debt |
$22,408,144.57 |
$22,803,167.16 |
|
UNITED STATES TREAS NTS |
2017-11-30 |
0.625000 |
Treasury Debt |
$53,275.6 |
$53,276.31 |
|
UNITED STATES TREAS NTS |
2019-08-31 |
1.625000 |
Treasury Debt |
$25,130,000 |
$25,674,790.4 |
|
UNITED STATES TREAS NTS |
2019-05-15 |
3.125000 |
Treasury Debt |
$1,730,200.5 |
$1,867,339.09 |
|
UNITED STATES TREAS NTS |
2019-03-31 |
1.625000 |
Treasury Debt |
$24,878.7 |
$25,382.99 |
|
UNITED STATES TREAS NTS |
2020-08-15 |
2.625000 |
Treasury Debt |
$25,274,346.72 |
$26,872,827.64 |
|
UNITED STATES TREAS NTS |
2019-12-31 |
1.625000 |
Treasury Debt |
$213,605 |
$218,644.48 |
|
UNITED STATES TREAS NTS |
2019-04-30 |
1.625000 |
Treasury Debt |
$36,999,024.65 |
$38,004,499.57 |
|
UNITED STATES TREAS NTS |
2019-05-31 |
1.500000 |
Treasury Debt |
$18,130,314.93 |
$18,518,412.45 |
|
UNITED STATES TREAS BDS |
2025-01-15 |
2.375000 |
Treasury Debt |
$568,390.34 |
$852,431.57 |
|
UNITED STATES TREAS NTS |
2022-05-31 |
1.875000 |
Treasury Debt |
$5,026 |
$5,165.79 |
|
UNITED STATES TREAS NTS |
2018-01-31 |
0.875000 |
Treasury Debt |
$2,823,732.45 |
$2,833,540.14 |
|
UNITED STATES TREAS NTS |
2018-02-28 |
2.750000 |
Treasury Debt |
$1,484,906.57 |
$1,544,268.05 |
|
UNITED STATES TREAS NTS |
2020-04-30 |
1.375000 |
Treasury Debt |
$529,815.79 |
$537,408.98 |
|
UNITED STATES TREAS NTS |
2017-07-31 |
0.625000 |
Treasury Debt |
$62,825 |
$62,823.76 |
|
UNITED STATES TREAS NTS |
2016-09-30 |
1.000000 |
Treasury Debt |
$966,223.37 |
$968,938.46 |
|
UNITED STATES TREAS NTS |
2021-03-31 |
2.250000 |
Treasury Debt |
$774,757.9 |
$810,348.73 |
|
UNITED STATES TREAS NTS |
2023-11-15 |
2.750000 |
Treasury Debt |
$2,896,961.27 |
$3,157,343.84 |
|
UNITED STATES TREAS NTS |
2017-06-15 |
0.875000 |
Treasury Debt |
$36,162,773.64 |
$36,334,404.34 |
|
UNITED STATES TREAS NTS |
2017-12-31 |
1.000000 |
Treasury Debt |
$16,827,022.87 |
$16,941,446.63 |
|
UNITED STATES TREAS NTS |
2018-02-15 |
3.500000 |
Treasury Debt |
$50,511.3 |
$53,308.97 |
|
UNITED STATES TREAS NTS |
2018-08-31 |
1.500000 |
Treasury Debt |
$138,215 |
$140,598.32 |
|
UNITED STATES TREAS NTS |
2020-05-31 |
1.500000 |
Treasury Debt |
$692,055.07 |
$704,598.57 |
|
UNITED STATES TREAS BDS |
2041-02-15 |
2.125000 |
Treasury Debt |
$23,873.5 |
$33,112.38 |
|
UNITED STATES TREAS NTS |
2019-02-28 |
1.500000 |
Treasury Debt |
$25.13 |
$25.58 |
|
UNITED STATES TREAS BDS |
2028-04-15 |
3.625000 |
Treasury Debt |
$9,273,573.12 |
$18,873,071.65 |
|
UNITED STATES TREAS NTS |
2018-12-31 |
1.375000 |
Treasury Debt |
$61,920.32 |
$62,965.26 |
|
UNITED STATES TREAS NTS |
2019-11-30 |
1.500000 |
Treasury Debt |
$14,710,322.97 |
$15,006,824.24 |
|
UNITED STATES TREAS BDS |
2041-08-15 |
3.750000 |
Treasury Debt |
$1,950,238.78 |
$2,398,083.79 |
|
UNITED STATES TREAS BDS |
2025-08-15 |
6.875000 |
Treasury Debt |
$251,073.83 |
$363,288.09 |
|
UNITED STATES TREAS NTS |
2021-09-30 |
2.125000 |
Treasury Debt |
$14,755,255.41 |
$15,322,417.92 |
|
UNITED STATES TREAS NTS |
2017-07-31 |
2.375000 |
Treasury Debt |
$83,682.9 |
$85,828.01 |
|
UNITED STATES TREAS NTS |
2016-10-31 |
0.375000 |
Treasury Debt |
$25.13 |
$25.15 |
|
UNITED STATES TREAS BDS |
2044-02-15 |
1.375000 |
Treasury Debt |
$11,211,447.94 |
$12,694,651.78 |
|
UNITED STATES TREAS NTS |
2016-10-31 |
3.125000 |
Treasury Debt |
$3,205,457.15 |
$3,295,868.51 |
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-01
Item 36. The final legal maturity date: 2016-04-01
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. Total principal amount of the security held by the series: $339,287,927
Item 41. Total current amortized cost: $339,287,927
Item 42. The percentage of the money market fund's net assets invested in the security: 3.16%
Item 43. Explanatory notes:
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: $339,287,927
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: $339,287,927
Security
Item 26. The name of the issuer: Credit Agricole Corporate & Investment Bank
Item 27. The title of the issue (including coupon or yield): Credit Agricole Corporate & Investment Bank 0.28%
Item 28. The CUSIP (optional): [Not Provided]
Item 29. Other unique identifier (optional): CR3343901
Item 30. The CIK of the issuer (optional): 0000033738
Item 31. The category of investment: Treasury Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment |
Principal amount |
Value of collateral |
|---|---|---|---|---|---|
|
UNITED STATES TREAS NTS |
2018-06-30 |
1.375000 |
Treasury Debt |
$30,178,968.82 |
$30,664,654.05 |
|
UNITED STATES TREAS NTS |
2018-03-31 |
0.750000 |
Treasury Debt |
$29,978,205.25 |
$29,959,468.87 |
|
UNITED STATES TREAS NTS |
2016-04-15 |
0.125000 |
Treasury Debt |
$26,553,388.33 |
$28,515,403.4 |
|
UNITED STATES TREAS BDS |
2042-11-15 |
2.750000 |
Treasury Debt |
$30,041,155.9 |
$31,060,881.15 |
|
UNITED STATES TREAS NTS |
2016-11-30 |
0.500000 |
Treasury Debt |
$11,325,487.88 |
$11,342,211.85 |
|
UNITED STATES TREAS BILLS |
2017-02-02 |
0.000000 |
Treasury Debt |
$17,451,754.67 |
$17,368,143.31 |
|
UNITED STATES TREAS NTS |
2018-12-31 |
1.375000 |
Treasury Debt |
$30,010,999.9 |
$30,517,450.53 |
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-01
Item 36. The final legal maturity date: 2016-04-01
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. Total principal amount of the security held by the series: $175,927,073
Item 41. Total current amortized cost: $175,927,073
Item 42. The percentage of the money market fund's net assets invested in the security: 1.64%
Item 43. Explanatory notes:
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: $175,927,073
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: $175,927,073
Security
Item 26. The name of the issuer: Federal Reserve Bank of New York
Item 27. The title of the issue (including coupon or yield): Federal Reserve Bank of New York 0.25%
Item 28. The CUSIP (optional): [Not Provided]
Item 29. Other unique identifier (optional): CR2344958
Item 30. The CIK of the issuer (optional): 0001457970
Item 31. The category of investment: Treasury Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment |
Principal amount |
Value of collateral |
|---|---|---|---|---|---|
|
UNITED STATES TREAS NTS |
2021-02-15 |
3.625000 |
Treasury Debt |
$179,406,600 |
$200,001,483.06 |
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-01
Item 36. The final legal maturity date: 2016-04-01
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. Total principal amount of the security held by the series: $200,000,000
Item 41. Total current amortized cost: $200,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 1.86%
Item 43. Explanatory notes:
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: $200,000,000
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: $200,000,000
Security
Item 26. The name of the issuer: HSBC Securities (USA) Inc
Item 27. The title of the issue (including coupon or yield): HSBC Securities (USA) Inc 0.27%
Item 28. The CUSIP (optional): [Not Provided]
Item 29. Other unique identifier (optional): CR4566434
Item 30. The CIK of the issuer (optional): 0000853784
Item 31. The category of investment: Treasury Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment |
Principal amount |
Value of collateral |
|---|---|---|---|---|---|
|
U.S. TREASURY |
2021-03-31 |
1.250000 |
Treasury Debt |
$561,650,000 |
$561,001,919.75 |
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-01
Item 36. The final legal maturity date: 2016-04-01
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. Total principal amount of the security held by the series: $550,000,000
Item 41. Total current amortized cost: $550,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 5.12%
Item 43. Explanatory notes:
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: $550,000,000
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: $550,000,000
Security
Item 26. The name of the issuer: Drake Cement LLC
Item 27. The title of the issue (including coupon or yield): Yavapai County Industrial Development Authority Revenue, Drake Cement LLC Project 0.55%
Item 28. The CUSIP (optional): 98521YAB5
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: 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
Item 33. Rating: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. Maturity date as determined under rule 2a-7: 2016-04-07
Item 36. The final legal maturity date: 2016-04-07
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 Nova Scotia/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 |
|---|---|---|
Bank of Nova Scotia/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. Total principal amount of the security held by the series: $9,375,000
Item 41. Total current amortized cost: $9,375,000
Item 42. The percentage of the money market fund's net assets invested in the security: 0.09%
Item 43. Explanatory notes:
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: $9,375,000
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: $9,375,000
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