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: S000005657
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: Treasury
Item 11. Dollar weighted average portfolio maturity: 44
Item 12. Dollar weighted average life maturity: 99
Item 13. Total value of portfolio securities at amortized cost: 8627865687.52
Item 14. Total value of other assets: $11,786,038.37
Item 15. Total value of liabilities: $2,866,411.16
Item 16. Net assets of the series: $8,636,785,314.73
Item 17. 7-day gross yield: 0.0037
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 |
1.0002 |
2016-03-31 |
|
Excluding capital support agreement |
1.0002 |
2016-03-31 |
B. Class-Level Information.
Item 19. EDGAR Class Identifier: C000015472
Item 20. Minimum Initial Investment: $1
Item 21. Net assets of the Class: $2,177,597,460.59
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchases: $1
Item 23. Net shareholder flow activity for themonth ended: -277724339.82
Item 24. 7-day net yield: 0.0000
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: C000015471
Item 20. Minimum Initial Investment: $2,500
Item 21. Net assets of the Class: $2,311,217,510.27
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchases: $1
Item 23. Net shareholder flow activity for themonth ended: 150239758.68
Item 24. 7-day net yield: 0.0000
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: C000015470
Item 20. Minimum Initial Investment: $2,500
Item 21. Net assets of the Class: $337,512,214.39
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchases: $1
Item 23. Net shareholder flow activity for themonth ended: -2264377.53
Item 24. 7-day net yield: 0.0000
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: | 1.0002 | 2016-03-31 |
Excluding the value of any capital support agreement: | 1.0002 | 2016-03-31 |
Item 19. EDGAR Class Identifier: C000015473
Item 20. Minimum Initial Investment: $10,000,000
Item 21. Net assets of the Class: $3,038,379,355.82
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchases: $1
Item 23. Net shareholder flow activity for themonth ended: 339646578.75
Item 24. 7-day net yield: 0.0017
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: | 1.0002 | 2016-03-31 |
Excluding the value of any capital support agreement: | 1.0002 | 2016-03-31 |
Item 19. EDGAR Class Identifier: C000015475
Item 20. Minimum Initial Investment: $1
Item 21. Net assets of the Class: $106,901,524.99
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchases: $1
Item 23. Net shareholder flow activity for themonth ended: 3170285.78
Item 24. 7-day net yield: 0.0000
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: | 0.9997 | 2016-03-31 |
Excluding the value of any capital support agreement: | 0.9997 | 2016-03-31 |
Item 19. EDGAR Class Identifier: C000026836
Item 20. Minimum Initial Investment: $1
Item 21. Net assets of the Class: $665,177,248.67
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchases: $1
Item 23. Net shareholder flow activity for themonth ended: -48054154.46
Item 24. 7-day net yield: 0.0007
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 |
Part 2 - Schedule of Portfolio Securities
Security
Item 26. The name of the issuer: United States Treasury Note
Item 27. The title of the issue (including coupon or yield): United States Treasury Note 0.38%
Item 28. The CUSIP (optional): 912828H60
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: Treasury 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: 2016-04-01
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: $160,000,000
Item 41. Total current amortized cost: $159,996,202.15
Item 42. The percentage of the money market fund's net assets invested in the security: 1.85%
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: $160,012,800
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement: $160,012,800
Security
Item 26. The name of the issuer: United States Treasury Note
Item 27. The title of the issue (including coupon or yield): United States Treasury Note 0.47%
Item 28. The CUSIP (optional): 912828M23
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: Treasury 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: 2016-04-01
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: $175,000,000
Item 41. Total current amortized cost: $174,868,128.71
Item 42. The percentage of the money market fund's net assets invested in the security: 2.02%
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: $174,987,050
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement: $174,987,050
Security
Item 26. The name of the issuer: United States Treasury Note
Item 27. The title of the issue (including coupon or yield): United States Treasury Note 0.38%
Item 28. The CUSIP (optional): 912828XN5
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: Treasury 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: 2016-04-01
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: $50,000,000
Item 41. Total current amortized cost: $49,962,079
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: $49,967,750
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: $49,967,750
Security
Item 26. The name of the issuer: United States Treasury Note
Item 27. The title of the issue (including coupon or yield): United States Treasury Note 0.35%
Item 28. The CUSIP (optional): 912828F70
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: Treasury 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: 2016-04-01
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: $223,000,000
Item 41. Total current amortized cost: $222,893,972.13
Item 42. The percentage of the money market fund's net assets invested in the security: 2.58%
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: $222,987,066
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement: $222,987,066
Security
Item 26. The name of the issuer: United States Treasury Note
Item 27. The title of the issue (including coupon or yield): United States Treasury Note 0.57%
Item 28. The CUSIP (optional): 912828N97
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: Treasury 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: 2016-04-01
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: $380,000,000
Item 41. Total current amortized cost: $380,262,778.03
Item 42. The percentage of the money market fund's net assets invested in the security: 4.4%
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: $380,430,540
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement: $380,430,540
Security
Item 26. The name of the issuer: United States Treasury Note
Item 27. The title of the issue (including coupon or yield): United States Treasury Note 0.25%
Item 28. The CUSIP (optional): 912828UW8
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: Treasury 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: 2016-04-15
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: $150,000,000
Item 41. Total current amortized cost: $149,993,539.21
Item 42. The percentage of the money market fund's net assets invested in the security: 1.74%
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: $150,001,800
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement: $150,001,800
Security
Item 26. The name of the issuer: United States Treasury Note
Item 27. The title of the issue (including coupon or yield): United States Treasury Note 2.00%
Item 28. The CUSIP (optional): 912828QF0
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: Treasury 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: 2016-04-30
Item 36. The final legal maturity date: 2016-04-30
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: $250,000,000
Item 41. Total current amortized cost: $250,328,096.73
Item 42. The percentage of the money market fund's net assets invested in the security: 2.9%
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: $250,352,000
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: $250,352,000
Security
Item 26. The name of the issuer: United States Treasury Note
Item 27. The title of the issue (including coupon or yield): United States Treasury Note 0.38%
Item 28. The CUSIP (optional): 912828C81
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: Treasury 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: 2016-04-30
Item 36. The final legal maturity date: 2016-04-30
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: $100,000,000
Item 41. Total current amortized cost: $99,994,082.32
Item 42. The percentage of the money market fund's net assets invested in the security: 1.16%
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: $100,010,000
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: $100,010,000
Security
Item 26. The name of the issuer: United States Treasury Note
Item 27. The title of the issue (including coupon or yield): United States Treasury Note 2.62%
Item 28. The CUSIP (optional): 912828KR0
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: Treasury 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: 2016-04-30
Item 36. The final legal maturity date: 2016-04-30
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: $250,000,000
Item 41. Total current amortized cost: $250,451,291.42
Item 42. The percentage of the money market fund's net assets invested in the security: 2.9%
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: $250,475,500
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement: $250,475,500
Security
Item 26. The name of the issuer: United States Treasury Note
Item 27. The title of the issue (including coupon or yield): United States Treasury Note 0.50%
Item 28. The CUSIP (optional): 912828WQ9
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: Treasury 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: 2016-06-30
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: $25,000,000
Item 41. Total current amortized cost: $25,005,539.33
Item 42. The percentage of the money market fund's net assets invested in the security: 0.29%
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: $25,011,700
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: $25,011,700
Security
Item 26. The name of the issuer: United States Treasury Note
Item 27. The title of the issue (including coupon or yield): United States Treasury Note 0.62%
Item 28. The CUSIP (optional): 912828VL1
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: Treasury 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: 2016-07-15
Item 36. The final legal maturity date: 2016-07-15
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: $34,997,389.92
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: $35,027,335
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement: $35,027,335
Security
Item 26. The name of the issuer: United States Treasury Note
Item 27. The title of the issue (including coupon or yield): United States Treasury Note 0.50%
Item 28. The CUSIP (optional): 912828WX4
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: Treasury 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: 2016-07-31
Item 36. The final legal maturity date: 2016-07-31
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in 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: $199,952,955.39
Item 42. The percentage of the money market fund's net assets invested in the security: 2.32%
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: $200,074,200
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: $200,074,200
Security
Item 26. The name of the issuer: United States Treasury Note
Item 27. The title of the issue (including coupon or yield): United States Treasury Note 1.50%
Item 28. The CUSIP (optional): 912828QX1
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: Treasury 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: 2016-07-31
Item 36. The final legal maturity date: 2016-07-31
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in 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: $100,340,095.95
Item 42. The percentage of the money market fund's net assets invested in the security: 1.16%
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: $100,374,900
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: $100,374,900
Security
Item 26. The name of the issuer: United States Treasury Note
Item 27. The title of the issue (including coupon or yield): United States Treasury Note 0.50%
Item 28. The CUSIP (optional): 912828D64
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: Treasury 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: 2016-08-31
Item 36. The final legal maturity date: 2016-08-31
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in 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: $250,000,000
Item 41. Total current amortized cost: $250,087,596.75
Item 42. The percentage of the money market fund's net assets invested in the security: 2.9%
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: $250,122,000
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: $250,122,000
Security
Item 26. The name of the issuer: United States Treasury Note
Item 27. The title of the issue (including coupon or yield): United States Treasury Note 1.00%
Item 28. The CUSIP (optional): 912828RF9
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: Treasury 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: 2016-08-31
Item 36. The final legal maturity date: 2016-08-31
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in 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: $475,000,000
Item 41. Total current amortized cost: $475,907,371.34
Item 42. The percentage of the money market fund's net assets invested in the security: 5.51%
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: $476,168,975
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: $476,168,975
Security
Item 26. The name of the issuer: United States Treasury Note
Item 27. The title of the issue (including coupon or yield): United States Treasury Note 3.00%
Item 28. The CUSIP (optional): 912828LL2
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: Treasury 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: 2016-08-31
Item 36. The final legal maturity date: 2016-08-31
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in 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: $50,550,436.93
Item 42. The percentage of the money market fund's net assets invested in the security: 0.59%
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: $50,532,700
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: $50,532,700
Security
Item 26. The name of the issuer: United States Treasury Note
Item 27. The title of the issue (including coupon or yield): United States Treasury Note 0.88%
Item 28. The CUSIP (optional): 912828VW7
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: Treasury 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: 2016-09-15
Item 36. The final legal maturity date: 2016-09-15
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: $50,075,593.48
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: $50,097,650
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement: $50,097,650
Security
Item 26. The name of the issuer: United States Treasury Note
Item 27. The title of the issue (including coupon or yield): United States Treasury Note 0.50%
Item 28. The CUSIP (optional): 912828F47
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: Treasury 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: 2016-09-30
Item 36. The final legal maturity date: 2016-09-30
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: $75,000,000
Item 41. Total current amortized cost: $74,974,791.26
Item 42. The percentage of the money market fund's net assets invested in the security: 0.87%
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: $75,029,325
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: $75,029,325
Security
Item 26. The name of the issuer: United States Treasury Note
Item 27. The title of the issue (including coupon or yield): United States Treasury Note 0.62%
Item 28. The CUSIP (optional): 912828WA4
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: Treasury 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: 2016-10-15
Item 36. The final legal maturity date: 2016-10-15
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: $150,000,000
Item 41. Total current amortized cost: $150,074,707.89
Item 42. The percentage of the money market fund's net assets invested in the security: 1.74%
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: $150,146,550
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement: $150,146,550
Security
Item 26. The name of the issuer: United States Treasury Note
Item 27. The title of the issue (including coupon or yield): United States Treasury Note 1.00%
Item 28. The CUSIP (optional): 912828RM4
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: Treasury 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: 2016-10-31
Item 36. The final legal maturity date: 2016-10-31
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in 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: $50,129,166.15
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: $50,150,400
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement: $50,150,400
Security
Item 26. The name of the issuer: United States Treasury Note
Item 27. The title of the issue (including coupon or yield): United States Treasury Note 3.12%
Item 28. The CUSIP (optional): 912828LU2
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: Treasury 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: 2016-10-31
Item 36. The final legal maturity date: 2016-10-31
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in 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: $50,733,142.29
Item 42. The percentage of the money market fund's net assets invested in the security: 0.59%
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: $50,761,700
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: $50,761,700
Security
Item 26. The name of the issuer: United States Treasury Note
Item 27. The title of the issue (including coupon or yield): United States Treasury Note 0.38%
Item 28. The CUSIP (optional): 912828F88
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: Treasury 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: 2016-10-31
Item 36. The final legal maturity date: 2016-10-31
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in 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: $99,899,755.28
Item 42. The percentage of the money market fund's net assets invested in the security: 1.16%
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: $99,945,300
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement: $99,945,300
Security
Item 26. The name of the issuer: United States Treasury Note
Item 27. The title of the issue (including coupon or yield): United States Treasury Note 2.75%
Item 28. The CUSIP (optional): 912828MA5
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: Treasury 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: 2016-11-30
Item 36. The final legal maturity date: 2016-11-30
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: $250,000,000
Item 41. Total current amortized cost: $253,539,739
Item 42. The percentage of the money market fund's net assets invested in the security: 2.94%
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: $253,652,250
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: $253,652,250
Security
Item 26. The name of the issuer: United States Treasury Note
Item 27. The title of the issue (including coupon or yield): United States Treasury Note 0.88%
Item 28. The CUSIP (optional): 912828RU6
Item 29. Other unique identifier (optional): [Not Provided]
Item 30. The CIK of the issuer (optional): [Not Provided]
Item 31. The category of investment: Treasury 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: 2016-11-30
Item 36. The final legal maturity date: 2016-11-30
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: $150,000,000
Item 41. Total current amortized cost: $150,322,236.86
Item 42. The percentage of the money market fund's net assets invested in the security: 1.74%
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: $150,357,450
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement: $150,357,450
Security
Item 26. The name of the issuer: Bank of Montreal
Item 27. The title of the issue (including coupon or yield): Bank of Montreal 0.30%
Item 28. The CUSIP (optional): [Not Provided]
Item 29. Other unique identifier (optional): CR8341032
Item 30. The CIK of the issuer (optional): 0001018949
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 |
2020-09-30 |
1.375000 |
Treasury Debt |
$49,570,000 |
$49,883,778.1 |
|
UNITED STATES TREAS BDS |
2040-02-15 |
4.625000 |
Treasury Debt |
$21,174,200 |
$29,434,101.27 |
|
UNITED STATES TREAS NTS |
2018-04-30 |
0.625000 |
Treasury Debt |
$47,737,300 |
$47,682,874.23 |
|
UNITED STATES TREAS NTS |
2020-01-31 |
1.375000 |
Treasury Debt |
$22,012,300 |
$22,279,672.04 |
|
UNITED STATES TREAS BILLS |
2016-05-26 |
0.000000 |
Treasury Debt |
$500 |
$499.89 |
|
UNITED STATES TREAS BDS |
2044-11-15 |
3.000000 |
Treasury Debt |
$17,322,000 |
$18,762,605.07 |
|
UNITED STATES TREAS NTS |
2021-01-31 |
1.375000 |
Treasury Debt |
$949,000 |
$955,895.89 |
|
UNITED STATES TREAS NTS |
2018-05-15 |
3.875000 |
Treasury Debt |
$12,659,700 |
$13,681,065.33 |
|
UNITED STATES TREAS NTS |
2021-02-28 |
2.000000 |
Treasury Debt |
$20,590,000 |
$21,319,602.17 |
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: 2.32%
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: 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): CR5400310
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 |
$1,263,600 |
$1,295,142.62 |
|
UNITED STATES TREAS NTS |
2022-07-31 |
2.000000 |
Treasury Debt |
$315,900 |
$325,875.4 |
|
UNITED STATES TREAS NTS |
2017-08-31 |
1.875000 |
Treasury Debt |
$120,294.72 |
$122,401.98 |
|
UNITED STATES TREAS BDS |
2044-11-15 |
3.000000 |
Treasury Debt |
$15,795,000 |
$17,108,610.27 |
|
UNITED STATES TREAS NTS |
2020-10-31 |
1.375000 |
Treasury Debt |
$47,534,420.7 |
$48,089,611.24 |
|
UNITED STATES TREAS NTS |
2018-05-31 |
2.375000 |
Treasury Debt |
$126,360 |
$131,605.29 |
|
UNITED STATES TREAS NTS |
2017-05-31 |
2.750000 |
Treasury Debt |
$25,229,606.22 |
$26,056,144.94 |
|
UNITED STATES TREAS NTS |
2025-07-15 |
0.375000 |
Treasury Debt |
$2,527,200 |
$2,574,917.57 |
|
UNITED STATES TREAS NTS |
2019-01-31 |
1.500000 |
Treasury Debt |
$126,044.1 |
$128,468.25 |
|
UNITED STATES TREAS NTS |
2021-08-31 |
2.000000 |
Treasury Debt |
$2,698,133.49 |
$2,789,855.95 |
|
UNITED STATES TREAS NTS |
2022-09-30 |
1.750000 |
Treasury Debt |
$308,318.4 |
$312,076.18 |
|
UNITED STATES TREAS NTS |
2018-08-15 |
1.000000 |
Treasury Debt |
$270,094.5 |
$271,441.26 |
|
UNITED STATES TREAS NTS |
2025-08-15 |
2.000000 |
Treasury Debt |
$28,168,455.51 |
$28,665,023.9 |
|
UNITED STATES TREAS NTS |
2017-11-30 |
0.625000 |
Treasury Debt |
$66,970.8 |
$66,971.69 |
|
UNITED STATES TREAS NTS |
2019-08-31 |
1.625000 |
Treasury Debt |
$31,590,000 |
$32,274,836 |
|
UNITED STATES TREAS NTS |
2019-05-15 |
3.125000 |
Treasury Debt |
$2,174,971.5 |
$2,347,363.39 |
|
UNITED STATES TREAS NTS |
2019-03-31 |
1.625000 |
Treasury Debt |
$31,274.1 |
$31,908.03 |
|
UNITED STATES TREAS NTS |
2020-08-15 |
2.625000 |
Treasury Debt |
$31,771,452.96 |
$33,780,844.61 |
|
UNITED STATES TREAS NTS |
2019-12-31 |
1.625000 |
Treasury Debt |
$268,515 |
$274,849.94 |
|
UNITED STATES TREAS NTS |
2019-04-30 |
1.625000 |
Treasury Debt |
$46,510,114.95 |
$47,774,060.55 |
|
UNITED STATES TREAS NTS |
2019-05-31 |
1.500000 |
Treasury Debt |
$22,790,952.99 |
$23,278,816.13 |
|
UNITED STATES TREAS BDS |
2025-01-15 |
2.375000 |
Treasury Debt |
$714,502.62 |
$1,071,560.41 |
|
UNITED STATES TREAS NTS |
2022-05-31 |
1.875000 |
Treasury Debt |
$6,318 |
$6,493.72 |
|
UNITED STATES TREAS NTS |
2018-01-31 |
0.875000 |
Treasury Debt |
$3,549,610.35 |
$3,561,939.24 |
|
UNITED STATES TREAS NTS |
2018-02-28 |
2.750000 |
Treasury Debt |
$1,866,621.51 |
$1,941,242.65 |
|
UNITED STATES TREAS NTS |
2020-04-30 |
1.375000 |
Treasury Debt |
$666,011.97 |
$675,557.09 |
|
UNITED STATES TREAS NTS |
2017-07-31 |
0.625000 |
Treasury Debt |
$78,975 |
$78,973.44 |
|
UNITED STATES TREAS NTS |
2016-09-30 |
1.000000 |
Treasury Debt |
$1,214,603.91 |
$1,218,016.95 |
|
UNITED STATES TREAS NTS |
2021-03-31 |
2.250000 |
Treasury Debt |
$973,919.7 |
$1,018,659.62 |
|
UNITED STATES TREAS NTS |
2023-11-15 |
2.750000 |
Treasury Debt |
$3,641,663.61 |
$3,968,980.98 |
|
UNITED STATES TREAS NTS |
2017-06-15 |
0.875000 |
Treasury Debt |
$45,458,894.52 |
$45,674,645.17 |
|
UNITED STATES TREAS NTS |
2017-12-31 |
1.000000 |
Treasury Debt |
$21,152,632.41 |
$21,296,470.31 |
|
UNITED STATES TREAS NTS |
2018-02-15 |
3.500000 |
Treasury Debt |
$63,495.9 |
$67,012.74 |
|
UNITED STATES TREAS NTS |
2018-08-31 |
1.500000 |
Treasury Debt |
$173,745 |
$176,740.99 |
|
UNITED STATES TREAS NTS |
2020-05-31 |
1.500000 |
Treasury Debt |
$869,957.01 |
$885,724.98 |
|
UNITED STATES TREAS BDS |
2041-02-15 |
2.125000 |
Treasury Debt |
$30,010.5 |
$41,624.35 |
|
UNITED STATES TREAS NTS |
2019-02-28 |
1.500000 |
Treasury Debt |
$31.59 |
$32.16 |
|
UNITED STATES TREAS BDS |
2028-04-15 |
3.625000 |
Treasury Debt |
$11,657,468.16 |
$23,724,645.18 |
|
UNITED STATES TREAS NTS |
2018-12-31 |
1.375000 |
Treasury Debt |
$77,837.76 |
$79,151.31 |
|
UNITED STATES TREAS NTS |
2019-11-30 |
1.500000 |
Treasury Debt |
$18,491,806.71 |
$18,864,527.57 |
|
UNITED STATES TREAS BDS |
2041-08-15 |
3.750000 |
Treasury Debt |
$2,451,573.54 |
$3,014,543.05 |
|
UNITED STATES TREAS BDS |
2025-08-15 |
6.875000 |
Treasury Debt |
$315,615.69 |
$456,676.12 |
|
UNITED STATES TREAS NTS |
2021-09-30 |
2.125000 |
Treasury Debt |
$18,548,289.63 |
$19,261,248.79 |
|
UNITED STATES TREAS NTS |
2017-07-31 |
2.375000 |
Treasury Debt |
$105,194.7 |
$107,891.24 |
|
UNITED STATES TREAS NTS |
2016-10-31 |
0.375000 |
Treasury Debt |
$31.59 |
$31.62 |
|
UNITED STATES TREAS BDS |
2044-02-15 |
1.375000 |
Treasury Debt |
$14,093,499.42 |
$15,957,980.49 |
|
UNITED STATES TREAS NTS |
2016-10-31 |
3.125000 |
Treasury Debt |
$4,029,462.45 |
$4,143,115.25 |
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: $426,418,902
Item 41. Total current amortized cost: $426,418,902
Item 42. The percentage of the money market fund's net assets invested in the security: 4.94%
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: $426,418,902
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement: $426,418,902
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 0.30%
Item 28. The CUSIP (optional): [Not Provided]
Item 29. Other unique identifier (optional): CR8117036
Item 30. The CIK of the issuer (optional): 0000753835
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 SEC STRIPPED INT PMT |
2016-08-15 |
0.000000 |
Treasury Debt |
$12.48 |
$12.46 |
|
UNITED STATES TREAS BDS |
2016-11-15 |
7.500000 |
Treasury Debt |
$1,000 |
$1,070.88 |
|
UNITED STATES TREAS BD STRIPPED PRIN PMT |
2042-05-15 |
0.000000 |
Treasury Debt |
$100 |
$49.34 |
|
UNITED STATES TREAS SEC STRIPPED INT PMT |
2040-08-15 |
0.000000 |
Treasury Debt |
$161.52 |
$82.78 |
|
UNITED STATES TREAS NTS |
2019-11-30 |
1.500000 |
Treasury Debt |
$100 |
$102.02 |
|
UNITED STATES TREAS NTS |
2017-10-31 |
1.875000 |
Treasury Debt |
$100 |
$102.53 |
|
UNITED STATES TREAS NTS |
2016-11-30 |
0.500000 |
Treasury Debt |
$69,800 |
$69,903.07 |
|
UNITED STATES TREAS SEC STRIPPED INT PMT |
2028-02-15 |
0.000000 |
Treasury Debt |
$3,453,875.2 |
$2,666,288.04 |
|
UNITED STATES TREAS SEC STRIPPED INT PMT |
2030-11-15 |
0.000000 |
Treasury Debt |
$74.37 |
$53 |
|
UNITED STATES TREAS NTS |
2022-05-31 |
1.875000 |
Treasury Debt |
$5,521,900 |
$5,675,480.6 |
|
UNITED STATES TREAS NTS |
2017-07-15 |
2.625000 |
Treasury Debt |
$500 |
$604.92 |
|
UNITED STATES TREAS SEC STRIPPED INT PMT |
2044-02-15 |
0.000000 |
Treasury Debt |
$0.25 |
$0.11 |
|
UNITED STATES TREAS BD STRIPPED PRIN PMT |
2043-02-15 |
0.000000 |
Treasury Debt |
$171,800 |
$82,357.48 |
|
UNITED STATES TREAS SEC STRIPPED INT PMT |
2017-02-15 |
0.000000 |
Treasury Debt |
$52.23 |
$51.92 |
|
UNITED STATES TREAS SEC STRIPPED INT PMT |
2041-05-15 |
0.000000 |
Treasury Debt |
$329.19 |
$164.19 |
|
UNITED STATES TREAS SEC STRIPPED INT PMT |
2026-08-15 |
0.000000 |
Treasury Debt |
$1,590,409.08 |
$1,284,971.02 |
|
UNITED STATES TREAS SEC STRIPPED INT PMT |
2040-02-15 |
0.000000 |
Treasury Debt |
$64.58 |
$33.79 |
|
UNITED STATES TREAS SEC STRIPPED INT PMT |
2031-02-15 |
0.000000 |
Treasury Debt |
$61,999.9 |
$44,043.49 |
|
UNITED STATES TREAS SEC STRIPPED INT PMT |
2021-05-15 |
0.000000 |
Treasury Debt |
$0.01 |
$0.01 |
|
UNITED STATES TREAS SEC STRIPPED INT PMT |
2036-08-15 |
0.000000 |
Treasury Debt |
$24.49 |
$14.47 |
|
UNITED STATES TREAS BD STRIPPED PRIN PMT |
2036-02-15 |
0.000000 |
Treasury Debt |
$91,900 |
$58,524.68 |
|
UNITED STATES TREAS SEC STRIPPED INT PMT |
2017-08-15 |
0.000000 |
Treasury Debt |
$57.36 |
$56.83 |
|
UNITED STATES TREAS SEC STRIPPED INT PMT |
2043-02-15 |
0.000000 |
Treasury Debt |
$585.15 |
$275.9 |
|
UNITED STATES TREAS SEC STRIPPED INT PMT |
2044-08-15 |
0.000000 |
Treasury Debt |
$64.74 |
$29.21 |
|
UNITED STATES TREAS BD STRIPPED PRIN PMT |
2037-05-15 |
0.000000 |
Treasury Debt |
$60,000 |
$36,621 |
|
UNITED STATES TREAS BD STRIPPED PRIN PMT |
2040-05-15 |
0.000000 |
Treasury Debt |
$189,900 |
$100,172.25 |
|
UNITED STATES TREAS SEC STRIPPED INT PMT |
2041-02-15 |
0.000000 |
Treasury Debt |
$107.02 |
$53.94 |
|
UNITED STATES TREAS BD STRIPPED PRIN PMT |
2020-05-15 |
0.000000 |
Treasury Debt |
$23,530,100 |
$22,370,066.07 |
|
UNITED STATES TREAS SEC STRIPPED INT PMT |
2018-05-15 |
0.000000 |
Treasury Debt |
$0.95 |
$0.93 |
|
UNITED STATES TREAS SEC STRIPPED INT PMT |
2025-08-15 |
0.000000 |
Treasury Debt |
$1.46 |
$1.21 |
|
UNITED STATES TREAS SEC STRIPPED INT PMT |
2035-05-15 |
0.000000 |
Treasury Debt |
$78.67 |
$48.33 |
|
UNITED STATES TREAS SEC STRIPPED INT PMT |
2029-08-15 |
0.000000 |
Treasury Debt |
$0.01 |
$0.01 |
|
UNITED STATES TREAS SEC STRIPPED INT PMT |
2043-08-15 |
0.000000 |
Treasury Debt |
$768.27 |
$356.4 |
|
UNITED STATES TREAS SEC STRIPPED INT PMT |
2042-02-15 |
0.000000 |
Treasury Debt |
$203.66 |
$99.25 |
|
UNITED STATES TREAS SEC STRIPPED INT PMT |
2028-08-15 |
0.000000 |
Treasury Debt |
$53.64 |
$40.84 |
|
UNITED STATES TREAS SEC STRIPPED INT PMT |
2034-08-15 |
0.000000 |
Treasury Debt |
$62.86 |
$39.52 |
|
UNITED STATES TREAS NTS |
2016-06-30 |
1.500000 |
Treasury Debt |
$200 |
$201.32 |
|
UNITED STATES TREAS SEC STRIPPED INT PMT |
2033-08-15 |
0.000000 |
Treasury Debt |
$20 |
$13.03 |
|
UNITED STATES TREAS SEC STRIPPED INT PMT |
2044-05-15 |
0.000000 |
Treasury Debt |
$108.69 |
$49.38 |
|
UNITED STATES TREAS SEC STRIPPED INT PMT |
2044-11-15 |
0.000000 |
Treasury Debt |
$1,843,160.35 |
$825,735.84 |
|
UNITED STATES TREAS SEC STRIPPED INT PMT |
2034-11-15 |
0.000000 |
Treasury Debt |
$2.65 |
$1.65 |
|
UNITED STATES TREAS SEC STRIPPED INT PMT |
2021-08-15 |
0.000000 |
Treasury Debt |
$110,796.64 |
$102,252 |
|
UNITED STATES TREAS NTS |
2016-09-30 |
0.500000 |
Treasury Debt |
$2,061,700 |
$2,062,256.66 |
|
UNITED STATES TREAS SEC STRIPPED INT PMT |
2043-05-15 |
0.000000 |
Treasury Debt |
$648.36 |
$303.17 |
|
UNITED STATES TREAS SEC STRIPPED INT PMT |
2033-02-15 |
0.000000 |
Treasury Debt |
$3.67 |
$2.43 |
|
UNITED STATES TREAS BD STRIPPED PRIN PMT |
2027-08-15 |
0.000000 |
Treasury Debt |
$950,000 |
$758,375.5 |
|
UNITED STATES TREAS NTS |
2018-09-15 |
1.000000 |
Treasury Debt |
$113,700 |
$114,175.81 |
|
UNITED STATES TREAS NTS |
2018-01-31 |
0.875000 |
Treasury Debt |
$100 |
$100.35 |
|
UNITED STATES TREAS SEC STRIPPED INT PMT |
2039-08-15 |
0.000000 |
Treasury Debt |
$259.69 |
$138.28 |
|
UNITED STATES TREAS SEC STRIPPED INT PMT |
2035-08-15 |
0.000000 |
Treasury Debt |
$3.01 |
$1.84 |
|
UNITED STATES TREAS SEC STRIPPED INT PMT |
2037-05-15 |
0.000000 |
Treasury Debt |
$247,830.01 |
$142,616.26 |
|
UNITED STATES TREAS SEC STRIPPED INT PMT |
2038-05-15 |
0.000000 |
Treasury Debt |
$1.21 |
$0.67 |
|
UNITED STATES TREAS BD STRIPPED PRIN PMT |
2030-05-15 |
0.000000 |
Treasury Debt |
$100 |
$74.53 |
|
UNITED STATES TREAS SEC STRIPPED INT PMT |
2040-11-15 |
0.000000 |
Treasury Debt |
$0.02 |
$0.01 |
|
UNITED STATES TREAS NTS |
2019-04-15 |
0.125000 |
Treasury Debt |
$236,059,200 |
$243,704,250.18 |
|
UNITED STATES TREAS SEC STRIPPED INT PMT |
2023-08-15 |
0.000000 |
Treasury Debt |
$0.21 |
$0.18 |
|
UNITED STATES TREAS BD STRIPPED PRIN PMT |
2020-08-15 |
0.000000 |
Treasury Debt |
$420,300 |
$397,687.86 |
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: $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: 3.18%
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: $275,000,000
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: $275,000,000
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): CR5400311
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 |
$37,936,873.26 |
$38,547,410.33 |
|
UNITED STATES TREAS NTS |
2018-03-31 |
0.750000 |
Treasury Debt |
$37,684,500.75 |
$37,660,947.94 |
|
UNITED STATES TREAS NTS |
2016-04-15 |
0.125000 |
Treasury Debt |
$33,379,289.19 |
$35,845,666.27 |
|
UNITED STATES TREAS BDS |
2042-11-15 |
2.750000 |
Treasury Debt |
$37,763,633.7 |
$39,045,492.86 |
|
UNITED STATES TREAS NTS |
2016-11-30 |
0.500000 |
Treasury Debt |
$14,236,854.84 |
$14,257,877.93 |
|
UNITED STATES TREAS BILLS |
2017-02-02 |
0.000000 |
Treasury Debt |
$21,937,959.81 |
$21,832,855.04 |
|
UNITED STATES TREAS NTS |
2018-12-31 |
1.375000 |
Treasury Debt |
$37,725,725.7 |
$38,362,366.18 |
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: $221,106,098
Item 41. Total current amortized cost: $221,106,098
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: $221,106,098
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement: $221,106,098
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): CR2239372
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 |
2020-12-31 |
2.375000 |
Treasury Debt |
$188,390,300 |
$199,133,727.83 |
|
UNITED STATES TREAS BDS |
2023-08-15 |
6.250000 |
Treasury Debt |
$1,126,718,800 |
$1,499,848,235.19 |
|
UNITED STATES TREAS NTS |
2020-08-31 |
2.125000 |
Treasury Debt |
$69,174,200 |
$71,989,318.88 |
|
UNITED STATES TREAS NTS |
2022-02-15 |
2.000000 |
Treasury Debt |
$170,707,000 |
$176,484,156.34 |
|
UNITED STATES TREAS NTS |
2022-05-15 |
1.750000 |
Treasury Debt |
$49,419,700 |
$50,440,194 |
|
UNITED STATES TREAS NTS |
2021-03-31 |
2.250000 |
Treasury Debt |
$1,484,600 |
$1,552,799.55 |
|
UNITED STATES TREAS BDS |
2027-11-15 |
6.125000 |
Treasury Debt |
$220,137,500 |
$321,041,019.93 |
|
UNITED STATES TREAS NTS |
2020-07-31 |
2.000000 |
Treasury Debt |
$220,710,700 |
$228,818,442.08 |
|
UNITED STATES TREAS BDS |
2021-05-15 |
8.125000 |
Treasury Debt |
$519,800 |
$709,909.76 |
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: $2,550,000,000
Item 41. Total current amortized cost: $2,550,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 29.52%
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: $2,550,000,000
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: $2,550,000,000
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 0.27%
Item 28. The CUSIP (optional): [Not Provided]
Item 29. Other unique identifier (optional): CR7333097
Item 30. The CIK of the issuer (optional): 0000877559
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 |
2045-05-15 |
3.000000 |
Treasury Debt |
$14,035,000 |
$15,195,149.27 |
|
U.S. TREASURY |
2045-08-15 |
2.875000 |
Treasury Debt |
$82,790,000 |
$86,809,800.73 |
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: 1.16%
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: $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: ING Financial Markets LLC
Item 27. The title of the issue (including coupon or yield): ING Financial Markets LLC 0.27%
Item 28. The CUSIP (optional): [Not Provided]
Item 29. Other unique identifier (optional): CR7439506
Item 30. The CIK of the issuer (optional): 0000877559
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 |
2045-05-15 |
3.000000 |
Treasury Debt |
$88,875,000 |
$96,221,509.87 |
|
U.S. TREASURY |
2020-08-31 |
2.125000 |
Treasury Debt |
$5,555,000 |
$5,781,700.15 |
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: 1.16%
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: $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: Merrill Lynch, Pierce, Fenner & Smith Inc
Item 27. The title of the issue (including coupon or yield): Merrill Lynch, Pierce, Fenner & Smith Inc 0.28%
Item 28. The CUSIP (optional): [Not Provided]
Item 29. Other unique identifier (optional): CR9387505
Item 30. The CIK of the issuer (optional): 0000065106
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 BILLS |
2017-03-30 |
0.000000 |
Treasury Debt |
$153,946,800 |
$153,000,027.18 |
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: $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: 1.74%
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: $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: Societe Generale/New York Branch
Item 27. The title of the issue (including coupon or yield): Societe Generale/New York Branch 0.32%
Item 28. The CUSIP (optional): [Not Provided]
Item 29. Other unique identifier (optional): CR1032398
Item 30. The CIK of the issuer (optional): 0001261467
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 |
2017-03-15 |
0.750000 |
Treasury Debt |
$100 |
$100.14 |
|
UNITED STATES TREAS BDS |
2032-04-15 |
3.375000 |
Treasury Debt |
$68,182,400 |
$132,542,544.34 |
|
UNITED STATES TREAS NTS |
2017-07-31 |
0.427000 |
Treasury Debt |
$20,780,200 |
$20,777,697.42 |
|
UNITED STATES TREAS BDS |
2028-04-15 |
3.625000 |
Treasury Debt |
$36,317,700 |
$73,911,807.81 |
|
UNITED STATES TREAS BILLS |
2016-10-13 |
0.000000 |
Treasury Debt |
$500 |
$499.19 |
|
UNITED STATES TREAS NTS |
2022-11-30 |
2.000000 |
Treasury Debt |
$53,039,600 |
$54,835,237.98 |
|
UNITED STATES TREAS NTS |
2017-11-30 |
0.625000 |
Treasury Debt |
$100 |
$100 |
|
UNITED STATES TREAS NTS |
2025-07-15 |
0.375000 |
Treasury Debt |
$73,543,400 |
$74,932,016.76 |
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: $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: 4.05%
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: $350,000,000
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: $350,000,000
Security
Item 26. The name of the issuer: TD Securities USA LLC
Item 27. The title of the issue (including coupon or yield): TD Securities USA LLC 0.30%
Item 28. The CUSIP (optional): [Not Provided]
Item 29. Other unique identifier (optional): CR1192135
Item 30. The CIK of the issuer (optional): 0000803012
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 BD STRIPPED PRIN PMT |
2043-11-15 |
0.000000 |
Treasury Debt |
$383,190,000 |
$182,570,875.5 |
|
UNITED STATES TREAS BD STRIPPED PRIN PMT |
2044-02-15 |
0.000000 |
Treasury Debt |
$51,833,200 |
$24,250,680.95 |
|
UNITED STATES TREAS BD STRIPPED PRIN PMT |
2045-08-15 |
0.000000 |
Treasury Debt |
$16,099,000 |
$7,095,473.26 |
|
UNITED STATES TREAS NTS |
2017-07-31 |
2.375000 |
Treasury Debt |
$6,654,100 |
$6,824,670.1 |
|
UNITED STATES TREAS BD STRIPPED PRIN PMT |
2044-05-15 |
0.000000 |
Treasury Debt |
$157,550,000 |
$72,729,806.5 |
|
UNITED STATES TREAS BD STRIPPED PRIN PMT |
2039-11-15 |
0.000000 |
Treasury Debt |
$102,783,400 |
$55,428,004.12 |
|
UNITED STATES TREAS BD STRIPPED PRIN PMT |
2042-11-15 |
0.000000 |
Treasury Debt |
$111,300,000 |
$53,395,062 |
|
UNITED STATES TREAS BD STRIPPED PRIN PMT |
2045-02-15 |
0.000000 |
Treasury Debt |
$126,100,000 |
$56,554,589 |
|
UNITED STATES TREAS NTS |
2019-08-31 |
1.625000 |
Treasury Debt |
$19,599,600 |
$20,024,497.49 |
|
UNITED STATES TREAS BD STRIPPED PRIN PMT |
2040-11-15 |
0.000000 |
Treasury Debt |
$60,100,000 |
$31,126,391 |
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: $500,000,000
Item 41. Total current amortized cost: $500,000,000
Item 42. The percentage of the money market fund's net assets invested in the security: 5.79%
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: $500,000,000
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: $500,000,000
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