|
UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM N-MFP MONTHLY SCHEDULE OF PORTFOLIO HOLDINGS OF MONEY MARKET FUNDS |
OMB APPROVAL
OMB Number: 3235-0657
Expires: May 31, 2013
Estimated Average burden hours per response: 10.9
|
1. Identity Information
Is this an electronic copy of an official filing submitted in paper format? No
Report date: August 31, 2013
CIK Number of Registrant: 0000763852
EDGAR Series Identifier: S000003909
Total number of share classes in the series: 11
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? No
Part 1: Information about the Fund
A. Series-Level Information
Item 1. Securities Act File Number: 002-95973
Item 2. Investment Adviser
|
Adviser |
SEC file number |
|---|---|
|
J.P. Morgan Investment Management Inc. |
801-21011 |
Item 3. Sub-Adviser. If a fund has one or more sub-advisers, disclose the name of each sub-adviser
Item 4. Independent Public Accountant
|
Name |
City |
State |
|---|---|---|
|
PricewaterhouseCoopers, LLP |
New York |
NY |
Item 5. Administrator. If a fund has one or more administrators, disclose the name of each administrator
|
Administrator |
|---|
| JPMorgan Funds Management, Inc. |
Item 6. Transfer Agent
|
Name |
CIK number |
SEC file number |
|---|---|---|
|
Boston Financial Data Services, Inc. |
0000275143 |
084-00896 |
Item 7. Master-Feeder Funds. Is this a feeder fund? No
a. Identify the master fund by CIK
b. Securities Act file number of the master fund
c. EDGAR series identifier of the master fund
Item 8. Master-Feeder Funds. Is this a master fund? No
a. If this is a master fund, identify all feeder funds by CIK or, if the fund does not have a CIK, by name
b. Securities Act file number of each feeder fund
c. EDGAR series identifier of each feeder fund
Item 9. Is this series primarily used to fund insurance company separate accounts? No
Item 10. Category. Indicate the category that most closely identifies the money market fund: Government/Agency
Item 11. Dollar weighted average portfolio maturity: 52 days
Item 12. Dollar weighted average life maturity. Calculate the dollar weighted average portfolio maturity without reference to the exceptions in rule 2a-7(d) regarding interest rate readjustments: 57 days
Item 13. Total value of portfolio securities at amortized cost, to the nearest cent: $59,262,954,443.35
Item 14. Total value of other assets, to the nearest cent: $42,619,744.10
Item 15. Total value of liabilities, to the nearest cent: $12,449,571.35
Item 16. Net assets of the series, to the nearest cent: $59,293,124,616.10
Item 17. 7-day gross yield: 0.08%
Item 18. Shadow Price of the Series
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 18a was calculated.
2013-08-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 18c was calculated.
2013-08-31
B. Class-Level Information. For each Class of the Series, disclose the following:
Item 19. EDGAR Class Identifier: C000010941
Item 20. Minimum Initial Investment: $50,000,000.00
Item 21. Net assets of the Class, to the nearest cent: $25,419,184,854.79
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent: $1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent: -$1,694,828,074.58
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$20,852,559,588.51
b. Gross redemptions for the month ended, to the nearest cent
$22,547,387,663.09
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2013-08-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2013-08-31
Item 19. EDGAR Class Identifier: C000010945
Item 20. Minimum Initial Investment: $5,000,000.00
Item 21. Net assets of the Class, to the nearest cent: $11,298,356,028.04
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent: $1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent: $106,351,719.19
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$19,084,314,895.10
b. Gross redemptions for the month ended, to the nearest cent
$18,977,963,175.91
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2013-08-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2013-08-31
Item 19. EDGAR Class Identifier: C000010943
Item 20. Minimum Initial Investment: $1,000,000.00
Item 21. Net assets of the Class, to the nearest cent: $4,357,369,324.55
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent: $1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent: $110,440,414.29
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$5,030,450,326.86
b. Gross redemptions for the month ended, to the nearest cent
$4,920,009,912.57
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0000
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2013-08-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0000
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2013-08-31
Item 19. EDGAR Class Identifier: C000010944
Item 20. Minimum Initial Investment: $10,000,000.00
Item 21. Net assets of the Class, to the nearest cent: $38,707,690.89
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent: $1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent: -$4,186,513.18
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$488,919,311.42
b. Gross redemptions for the month ended, to the nearest cent
$493,105,824.60
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0004
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2013-08-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0004
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2013-08-31
Item 19. EDGAR Class Identifier: C000010940
Item 20. Minimum Initial Investment: $10,000,000.00
Item 21. Net assets of the Class, to the nearest cent: $7,419,544,057.07
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent: $1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent: $1,148,443,613.28
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$5,524,710,683.49
b. Gross redemptions for the month ended, to the nearest cent
$4,376,267,070.21
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0000
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2013-08-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0000
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2013-08-31
Item 19. EDGAR Class Identifier: C000010942
Item 20. Minimum Initial Investment: $1,000.00
Item 21. Net assets of the Class, to the nearest cent: $2,167,084,746.67
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent: $1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent: -$63,985,118.43
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$6,761,494,731.51
b. Gross redemptions for the month ended, to the nearest cent
$6,825,479,849.94
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2013-08-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2013-08-31
Item 19. EDGAR Class Identifier: C000010946
Item 20. Minimum Initial Investment: $10,000,000.00
Item 21. Net assets of the Class, to the nearest cent: $894,174,396.79
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent: $1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent: -$31,255,036.33
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$446,890,490.85
b. Gross redemptions for the month ended, to the nearest cent
$478,145,527.18
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$0.9999
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2013-08-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$0.9999
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2013-08-31
Item 19. EDGAR Class Identifier: C000078417
Item 20. Minimum Initial Investment: $1,000,000.00
Item 21. Net assets of the Class, to the nearest cent: $5,048,006,600.90
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent: $1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent: $44,202,972.83
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$156,349,736.38
b. Gross redemptions for the month ended, to the nearest cent
$112,146,763.55
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0000
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2013-08-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0000
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2013-08-31
Item 19. EDGAR Class Identifier: C000078597
Item 20. Minimum Initial Investment: $1,000.00
Item 21. Net assets of the Class, to the nearest cent: $421,685,993.89
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent: $1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent: -$57,827,942.87
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$34,806,002.34
b. Gross redemptions for the month ended, to the nearest cent
$92,633,945.21
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$0.9999
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2013-08-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$0.9999
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2013-08-31
Item 19. EDGAR Class Identifier: C000111395
Item 20. Minimum Initial Investment: $1,000.00
Item 21. Net assets of the Class, to the nearest cent: $1,956,808,448.65
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent: $1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent: -$31,576,261.79
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$118,738,363.09
b. Gross redemptions for the month ended, to the nearest cent
$150,314,624.88
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2013-08-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2013-08-31
Item 19. EDGAR Class Identifier: C000115393
Item 20. Minimum Initial Investment: $50,000,000.00
Item 21. Net assets of the Class, to the nearest cent: $272,202,473.86
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent: $1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent: -$243,368,535.62
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$128,731,796.11
b. Gross redemptions for the month ended, to the nearest cent
$372,100,331.73
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2013-08-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2013-08-31
Part II - Schedule of Portfolio Securities
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BARCLAYS CAPITAL INC. (REPO)
Item 27. The title of the issue (including coupon or yield): BARCLAYS CAPITAL INC. (REPO) 0.04
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 0BAR16K26
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 1197490
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: 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 BDS |
2039-08-15 |
4.500000 |
Treasury Debt - U.S. TREASURY BOND |
$184,028,400.00 |
$212,027,812.98 |
|
UNITED STATES TREAS NTS |
2016-07-15 |
0.625000 |
Treasury Debt - U.S. TREASURY NOTE |
$145,323,700.00 |
$144,972,198.30 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $350,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $350,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .59%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $350,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $350,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BARCLAYS CAPITAL INC. (REPO)
Item 27. The title of the issue (including coupon or yield): BARCLAYS CAPITAL INC. (REPO) 0.06
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 0BAR16K18
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 1197490
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
FEDERAL HOME LN MTG CORP PARTN |
2042-08-15 |
5.809000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$56,133,481.00 |
$12,528,637.98 |
|
Freddie Mac Giant Ioette Strips |
2042-09-15 |
5.809000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$50,885,123.00 |
$11,466,810.90 |
|
Fannie Mae REMIC Trust |
2040-01-25 |
6.460000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$66,610,840.00 |
$8,458,496.98 |
|
Fannie Mae REMIC Trust |
2041-05-25 |
5.810000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$16,000,000.00 |
$1,616,692.94 |
|
Fannie Mae REMIC Trust |
2042-05-25 |
6.310000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$60,000,000.00 |
$8,491,282.80 |
|
FEDERAL NATL MTG ASSN GTD |
2042-08-25 |
5.810000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$6,367,107.00 |
$1,138,358.76 |
|
FEDERAL NATL MTG ASSN GTD |
2039-03-25 |
5.910000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$24,448,307.00 |
$4,746,515.30 |
|
FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR |
2042-11-25 |
5.960000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$42,880,530.00 |
$7,370,141.10 |
|
Fannie Mae REMIC Trust |
2042-03-25 |
5.960000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$64,891,692.00 |
$8,864,863.25 |
|
Fannie Mae REMIC Trust |
2043-03-25 |
5.935900 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$53,922,243.00 |
$12,443,778.64 |
|
Fannie Mae REMIC Trust |
2043-08-25 |
11.509100 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$1,000,000.00 |
$872,919.59 |
|
FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR |
2043-07-25 |
6.015900 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$64,720,031.00 |
$13,618,921.46 |
|
Federal Home Loan Mortgage Corporation |
2040-06-15 |
4.815900 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$50,000,000.00 |
$3,647,222.33 |
|
Federal Home Loan Mortgage Corporation |
2040-11-15 |
4.559000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$50,000,000.00 |
$1,180,659.20 |
|
Federal Home Loan Mortgage Corporation |
2039-02-15 |
5.848900 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$127,540,570.00 |
$9,650,547.20 |
|
Federal Home Loan Mortgage Corporation |
2041-06-15 |
5.759000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$79,158,534.00 |
$4,966,128.43 |
|
Federal Home Loan Mortgage Corporation |
2039-06-15 |
6.259000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$166,000,000.00 |
$11,434,037.85 |
|
Federal Home Loan Mortgage Corporation |
2041-08-15 |
6.259000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$41,003,655.00 |
$6,760,971.17 |
|
Federal Home Loan Mortgage Corporation |
2037-07-15 |
6.458900 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$48,598,995.00 |
$5,219,961.69 |
|
Federal Home Loan Mortgage Corporation |
2040-11-15 |
6.465900 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$112,153,416.00 |
$10,960,689.76 |
|
Federal Home Loan Mortgage Corporation |
2041-11-15 |
5.809000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$117,159,209.00 |
$14,250,013.92 |
|
Federal Home Loan Mortgage Corporation |
2042-02-15 |
6.309000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$36,511,466.00 |
$4,609,856.35 |
|
Federal Home Loan Mortgage Corporation |
2042-03-15 |
5.709000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$32,383,333.00 |
$5,212,488.91 |
|
FEDERAL HOME LN MTG CORP |
2042-07-15 |
5.809000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$22,219,567.00 |
$4,048,544.26 |
|
Federal Home Loan Mortgage Corporation |
2031-09-15 |
6.009000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$84,098,420.00 |
$12,960,727.61 |
|
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT |
2042-10-15 |
5.958900 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$25,971,376.00 |
$5,100,923.25 |
|
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT |
2043-08-15 |
0.000000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$1,200,000.00 |
$240,464.40 |
|
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT |
2043-08-15 |
0.000000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$36,956,266.00 |
$6,755,346.73 |
|
Fannie Mae REMIC Trust |
2037-04-25 |
6.250000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$59,352,193.00 |
$1,999,588.52 |
|
Fannie Mae REMIC Trust |
2023-08-25 |
4.569900 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$325,000,000.00 |
$3,619,653.25 |
|
Fannie Mae REMIC Trust |
2041-06-25 |
5.809900 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$40,000,000.00 |
$5,930,340.41 |
|
Federal Home Loan Mortgage Corporation |
2040-10-15 |
6.315900 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$47,856,650.00 |
$7,950,928.56 |
|
Fannie Mae REMIC Trust |
2039-05-25 |
5.810000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$62,695,851.00 |
$5,861,321.50 |
|
FEDERAL NATL MTG ASSN GTD |
2040-12-25 |
5.809900 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$39,607,571.00 |
$5,607,822.38 |
|
Fannie Mae REMIC Trust |
2041-01-25 |
6.290000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$59,746,847.00 |
$2,818,853.72 |
|
Fannie Mae REMIC Trust |
2040-12-25 |
4.559900 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$40,000,000.00 |
$3,505,094.04 |
|
Ginnie Mae REMIC Trust |
2042-07-16 |
5.865900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$46,300,000.00 |
$8,734,432.96 |
|
Ginnie Mae REMIC Trust |
2037-04-16 |
6.615900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$12,690,916.00 |
$932,625.09 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2040-01-16 |
6.495900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$106,082,525.00 |
$14,473,517.21 |
|
Ginnie Mae REMIC Trust |
2040-12-20 |
4.065900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$106,243,956.00 |
$9,944,297.51 |
|
Ginnie Mae REMIC Trust |
2041-05-16 |
5.865900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$64,800,000.00 |
$10,538,300.56 |
|
Ginnie Mae REMIC Trust |
2041-10-16 |
5.915900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$53,364,691.00 |
$9,193,831.77 |
|
Ginnie Mae REMIC Trust |
2041-11-16 |
6.465900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$34,041,761.00 |
$5,238,343.61 |
|
GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC P |
2036-12-16 |
1.406000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$84,607,165.00 |
$8,093,488.50 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2043-06-16 |
5.965900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$13,458,529.00 |
$2,953,739.56 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2043-08-20 |
5.858000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$280,000.00 |
$49,176.18 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2043-03-20 |
5.958000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$15,047,000.00 |
$2,729,796.65 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2043-08-20 |
11.488000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$11,984,673.00 |
$11,893,866.46 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2042-07-16 |
5.965000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$24,412,103.00 |
$4,069,222.25 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2043-08-20 |
3.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$15,540,000.00 |
$14,711,942.47 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2043-08-20 |
3.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$18,024,000.00 |
$17,169,976.82 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2043-07-16 |
5.915900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$27,530,327.00 |
$5,294,089.81 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2043-04-20 |
5.958000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$11,061,000.00 |
$2,058,761.81 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2043-08-20 |
5.858000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$39,000,000.00 |
$6,724,856.66 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2043-08-20 |
5.958000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$41,000,000.00 |
$7,251,055.00 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2043-08-16 |
5.950000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$50,500,000.00 |
$8,285,074.89 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $375,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $375,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .63%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $375,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $375,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BNP PARIBAS SECURITIES CORP. (REPO)
Item 27. The title of the issue (including coupon or yield): BNP PARIBAS SECURITIES CORP. (REPO) 0.06
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 0FV001PM6
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 1456945
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
GNMA I & II - SINGLE ISSUER |
2042-09-15 |
3.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$14,151,493.00 |
$13,278,161.75 |
|
GINNIE MAE |
2042-09-15 |
3.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$100,000,000.00 |
$90,397,780.79 |
|
GINNIE MAE |
2042-09-15 |
3.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$102,743,829.00 |
$93,128,110.82 |
|
GINNIE MAE |
2041-04-20 |
4.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$129,650,000.00 |
$85,410,758.10 |
|
GINNIE MAE |
2040-07-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$154,933,021.00 |
$90,510,015.56 |
|
GINNIE MAE |
2042-02-15 |
3.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$50,522,072.00 |
$41,674,218.93 |
|
GINNIE MAE |
2042-03-20 |
3.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$100,000,000.00 |
$95,600,954.64 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $500,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $500,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .84%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $500,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $500,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BNP PARIBAS SECURITIES CORP. (REPO)
Item 27. The title of the issue (including coupon or yield): BNP PARIBAS SECURITIES CORP. (REPO) 0.06
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 0FV001PL8
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 1456945
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
FEDERAL HOME LN MTG CORP PARTN |
2036-06-01 |
6.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$141,000,000.00 |
$57,855,292.33 |
|
FEDERAL HOME LN MTG CORP PARTN |
2036-08-01 |
6.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$106,081,728.00 |
$50,421,891.18 |
|
FREDDIE MAC |
2042-11-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$57,437,890.00 |
$57,620,442.04 |
|
FREDDIE MAC |
2042-08-01 |
3.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$61,329,522.00 |
$57,698,028.40 |
|
FANNIE MAE |
2043-01-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$43,978,034.00 |
$42,758,099.19 |
|
FANNIE MAE |
2043-05-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$60,520,000.00 |
$57,941,424.17 |
|
FANNIE MAE |
2042-02-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$70,998,863.00 |
$58,204,822.88 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $375,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $375,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .63%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $375,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $375,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CITIBANK N.A. (REPO)
Item 27. The title of the issue (including coupon or yield): CITIBANK N.A. (REPO) 0.06
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 0CAN02PT9
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000036684
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
Freddie Mac |
2037-09-01 |
5.954000 |
Government Agency Debt - FEDERAL HOME LOAN MORT ADJUSTABLE RATE |
$29,672,897.00 |
$729,974.71 |
|
Freddie Mac |
2035-06-01 |
2.534000 |
Government Agency Debt - FEDERAL HOME LOAN MORT ADJUSTABLE RATE |
$15,000,000.00 |
$2,643,150.49 |
|
FREDDIE MAC |
2037-07-01 |
6.035000 |
Government Agency Debt - FEDERAL HOME LOAN MORT ADJUSTABLE RATE |
$7,004,542.00 |
$815,220.29 |
|
FREDDIE MAC |
2037-06-01 |
6.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$6,993,098.00 |
$2,704,198.94 |
|
FEDERAL HOME LN MTG CORP PARTN |
2041-12-01 |
3.183000 |
Government Agency Debt - FEDERAL HOME LOAN MORT ADJUSTABLE RATE |
$545,000.00 |
$349,826.37 |
|
Freddie Mac |
2042-01-01 |
2.458000 |
Government Agency Debt - FEDERAL HOME LOAN MORT ADJUSTABLE RATE |
$2,185,830.00 |
$1,665,072.99 |
|
FREDDIE MAC |
2036-07-01 |
5.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$4,402,476.00 |
$843,959.72 |
|
FREDDIE MAC |
2035-12-01 |
5.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$3,990,427.00 |
$715,662.29 |
|
FREDDIE MAC |
2038-03-01 |
5.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$20,500,000.00 |
$2,468,387.85 |
|
FREDDIE MAC |
2038-08-01 |
6.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$4,130,196.00 |
$598,322.80 |
|
FREDDIE MAC |
2038-03-01 |
5.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$5,881,481.00 |
$844,381.29 |
|
FREDDIE MAC |
2040-04-01 |
4.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$3,930,000.00 |
$2,663,740.60 |
|
FREDDIE MAC |
2037-04-01 |
5.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$3,200,000.00 |
$693,134.56 |
|
FEDERAL HOME LN MTG CORP PARTN |
2038-02-01 |
5.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$343,057.00 |
$71,333.22 |
|
FREDDIE MAC |
2039-09-01 |
6.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$366,227.00 |
$216,019.35 |
|
FREDDIE MAC |
2022-02-01 |
6.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$27,415,794.00 |
$2,975,476.18 |
|
FREDDIE MAC |
2017-04-01 |
5.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$3,421,849.00 |
$287,988.92 |
|
FREDDIE MAC |
2026-11-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$2,649,247.00 |
$2,654,436.49 |
|
FREDDIE MAC |
2037-04-01 |
5.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$6,346,727.00 |
$933,393.95 |
|
FREDDIE MAC |
2041-05-01 |
5.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$3,662,333.00 |
$2,671,434.26 |
|
FREDDIE MAC |
2042-04-01 |
3.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$4,782,597.00 |
$3,632,762.81 |
|
FREDDIE MAC |
2024-03-01 |
4.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$3,293,653.00 |
$570,835.44 |
|
Freddie Mac |
2036-10-01 |
5.755000 |
Government Agency Debt - FEDERAL HOME LOAN MORT ADJUSTABLE RATE |
$215,000.00 |
$21,726.14 |
|
Freddie Mac |
2038-08-01 |
5.373000 |
Government Agency Debt - FEDERAL HOME LOAN MORT ADJUSTABLE RATE |
$15,244,648.00 |
$2,456,665.44 |
|
FREDDIE MAC |
2027-05-01 |
5.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$4,784,889.00 |
$885,005.64 |
|
FREDDIE MAC |
2029-05-01 |
5.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$2,431,323.00 |
$674,982.77 |
|
FREDDIE MAC |
2024-09-01 |
4.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$5,260,161.00 |
$2,626,457.36 |
|
FREDDIE MAC |
2025-11-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$3,582,956.00 |
$2,747,214.73 |
|
FREDDIE MAC |
2026-03-01 |
3.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$553,399.00 |
$264,938.21 |
|
FREDDIE MAC |
2026-06-01 |
4.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$3,535,579.00 |
$2,675,103.09 |
|
FREDDIE MAC |
2026-12-01 |
3.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$35,000.00 |
$23,539.76 |
|
FEDERAL HOME LN MTG CORP PARTN |
2022-04-01 |
2.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$3,451,461.00 |
$2,744,778.00 |
|
FREDDIE MAC |
2027-05-01 |
3.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$3,000,070.00 |
$2,947,010.15 |
|
FEDERAL HOME LN MTG CORP PARTN |
2027-06-01 |
3.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$3,007,345.00 |
$2,824,855.96 |
|
FEDERAL HOME LN MTG CORP PARTN |
2027-06-01 |
3.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$3,030,964.00 |
$2,894,688.51 |
|
Freddie Mac |
2036-09-01 |
6.105000 |
Government Agency Debt - FEDERAL HOME LOAN MORT ADJUSTABLE RATE |
$7,824,357.00 |
$726,702.38 |
|
FREDDIE MAC |
2036-11-01 |
2.230000 |
Government Agency Debt - FEDERAL HOME LOAN MORT ADJUSTABLE RATE |
$2,300,601.00 |
$743,266.72 |
|
FREDDIE MAC |
2040-10-01 |
3.089000 |
Government Agency Debt - FEDERAL HOME LOAN MORT ADJUSTABLE RATE |
$4,500,000.00 |
$921,529.90 |
|
FREDDIE MAC |
2039-02-01 |
4.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$940,685.00 |
$169,270.75 |
|
FREDDIE MAC |
2040-08-01 |
5.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$1,411,110.00 |
$710,790.76 |
|
FREDDIE MAC |
2040-08-01 |
4.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$1,486,529.00 |
$730,613.69 |
|
FREDDIE MAC |
2040-09-01 |
4.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$2,625,000.00 |
$1,604,985.96 |
|
FREDDIE MAC |
2040-12-01 |
5.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$4,001,412.00 |
$2,874,475.39 |
|
FREDDIE MAC |
2041-03-01 |
4.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$6,142,230.00 |
$3,161,296.42 |
|
FREDDIE MAC |
2041-01-01 |
5.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$1,013,188.00 |
$832,897.56 |
|
FREDDIE MAC |
2041-03-01 |
5.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$1,548,293.00 |
$1,139,473.86 |
|
FREDDIE MAC |
2018-10-01 |
5.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$1,463,056.00 |
$144,528.26 |
|
Freddie Mac |
2041-01-01 |
3.294000 |
Government Agency Debt - FEDERAL HOME LOAN MORT ADJUSTABLE RATE |
$391,738.00 |
$181,986.19 |
|
FEDERAL HOME LN MTG CORP PARTN |
2017-12-01 |
5.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$452,371.00 |
$245,636.77 |
|
FREDDIE MAC |
2026-02-01 |
4.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$4,309,177.00 |
$3,592,762.77 |
|
FREDDIE MAC |
2027-09-01 |
3.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$1,031,040.00 |
$991,797.30 |
|
FREDDIE MAC |
2027-01-01 |
3.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$3,238,043.00 |
$2,815,104.04 |
|
FREDDIE MAC |
2027-02-01 |
3.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$3,864,896.00 |
$3,587,434.60 |
|
FREDDIE MAC |
2041-09-01 |
5.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$1,457,861.00 |
$768,405.54 |
|
FREDDIE MAC |
2042-03-01 |
3.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$4,661,903.00 |
$3,633,419.44 |
|
FREDDIE MAC |
2042-05-01 |
4.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$2,860,030.00 |
$2,980,556.63 |
|
FED HOME LN MTG CORP PARTN |
2042-09-01 |
4.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$2,768,847.00 |
$2,806,185.61 |
|
FREDDIE MAC |
2042-11-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$19,518,622.00 |
$19,502,801.39 |
|
FREDDIE MAC |
2043-02-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$4,281,888.00 |
$4,367,185.89 |
|
FREDDIE MAC |
2042-08-01 |
3.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$2,839,951.00 |
$2,787,416.02 |
|
FED HOME LN MTG CORP PARTN |
2042-08-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$2,992,355.00 |
$2,433,804.21 |
|
FREDDIE MAC |
2042-09-01 |
3.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$3,648,670.00 |
$3,587,520.84 |
|
FREDDIE MAC |
2042-09-01 |
3.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$2,911,314.00 |
$2,862,647.05 |
|
FREDDIE MAC |
2042-11-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$2,936,809.00 |
$3,003,758.71 |
|
FREDDIE MAC |
2042-12-01 |
3.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$3,787,828.00 |
$3,741,181.37 |
|
FREDDIE MAC |
2042-12-01 |
3.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$2,986,197.00 |
$2,822,268.88 |
|
FREDDIE MAC |
2043-05-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$1,625,632.00 |
$1,688,087.44 |
|
Freddie Mac |
2030-09-01 |
4.473000 |
Government Agency Debt - FEDERAL HOME LOAN MORT ADJUSTABLE RATE |
$14,039,554.00 |
$504,155.31 |
|
Freddie Mac |
2030-04-01 |
3.831000 |
Government Agency Debt - FEDERAL HOME LOAN MORT ADJUSTABLE RATE |
$16,828,977.00 |
$855,796.34 |
|
Freddie Mac |
2034-09-01 |
2.494000 |
Government Agency Debt - FEDERAL HOME LOAN MORT ADJUSTABLE RATE |
$5,000,000.00 |
$716,842.66 |
|
Freddie Mac |
2035-02-01 |
2.737000 |
Government Agency Debt - FEDERAL HOME LOAN MORT ADJUSTABLE RATE |
$5,260,007.00 |
$782,584.28 |
|
FANNIE MAE |
2039-11-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$15,310.00 |
$6,010.31 |
|
FANNIE MAE |
2013-10-01 |
6.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$1,400,000.00 |
$1,077.11 |
|
FANNIE MAE |
2018-06-01 |
6.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$275,000.00 |
$2,841.47 |
|
FANNIE MAE |
2019-02-01 |
6.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$200,000.00 |
$2,979.32 |
|
FANNIE MAE |
2014-04-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$128,638,893.00 |
$1,593,282.33 |
|
FANNIE MAE |
2015-03-01 |
5.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$34,067,904.00 |
$1,610,977.61 |
|
FANNIE MAE |
2015-11-01 |
5.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$11,731,587.00 |
$762,222.89 |
|
FANNIE MAE |
2016-04-01 |
5.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$22,080,882.00 |
$1,659,822.06 |
|
FANNIE MAE |
2030-11-01 |
4.112000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$3,096,081.00 |
$2,795,012.44 |
|
FEDERAL NATL MTG ASSN GTD MTG |
2020-07-01 |
3.441000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$265,000.00 |
$209,665.95 |
|
FEDERAL NATL MTG ASSN GTD MTG |
2022-05-01 |
2.841000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$223,767.00 |
$216,983.41 |
|
FANNIE MAE |
2014-04-01 |
6.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$452,531.00 |
$994.14 |
|
Fannie Mae |
2030-03-01 |
3.287000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$22,873,060.00 |
$948,222.69 |
|
Fannie Mae |
2040-04-01 |
2.274000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$23,505,000.00 |
$728,247.27 |
|
FANNIE MAE |
2025-12-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$90,413.00 |
$47,492.21 |
|
FANNIE MAE |
2041-01-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$4,700,000.00 |
$3,663,325.54 |
|
FANNIE MAE |
2041-01-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$230,852.00 |
$155,550.92 |
|
FANNIE MAE |
2041-02-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$25,257.00 |
$17,076.80 |
|
FANNIE MAE |
2041-04-01 |
5.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$2,044,720.00 |
$1,100,139.77 |
|
FANNIE MAE |
2041-04-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$2,421,293.00 |
$937,870.19 |
|
FANNIE MAE |
2026-03-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$4,069,088.00 |
$3,015,644.55 |
|
FANNIE MAE |
2041-04-01 |
5.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$198,090.00 |
$178,834.00 |
|
FANNIE MAE |
2041-06-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$3,054,141.00 |
$2,672,332.34 |
|
Fannie Mae |
2041-07-01 |
3.655000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$3,506,631.00 |
$1,766,977.83 |
|
FANNIE MAE |
2041-07-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$3,018,970.00 |
$1,536,729.84 |
|
FANNIE MAE |
2041-07-01 |
5.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$3,526,116.00 |
$2,875,941.83 |
|
FANNIE MAE |
2031-12-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$1,100,000.00 |
$1,099,033.15 |
|
FANNIE MAE |
2041-09-01 |
5.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$3,406,385.00 |
$2,927,048.44 |
|
FANNIE MAE |
2036-09-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$137,528.00 |
$129,099.74 |
|
FANNIE MAE |
2041-08-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$725,370.00 |
$671,711.44 |
|
FANNIE MAE |
2041-10-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$4,110,645.00 |
$3,704,265.22 |
|
FANNIE MAE |
2042-01-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$4,855,325.00 |
$3,829,215.95 |
|
FANNIE MAE |
2041-12-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$2,976,843.00 |
$2,645,282.66 |
|
FANNIE MAE |
2027-01-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$12,120,000.00 |
$9,019,332.31 |
|
FANNIE MAE |
2032-01-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$3,144,888.00 |
$2,874,109.96 |
|
FANNIE MAE |
2042-02-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$4,165,566.00 |
$3,678,920.34 |
|
FANNIE MAE |
2042-02-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$521,682.00 |
$482,384.81 |
|
FANNIE MAE |
2027-03-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$729,095.00 |
$656,293.27 |
|
FANNIE MAE |
2037-08-01 |
5.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$914,466.00 |
$374,638.65 |
|
FANNIE MAE |
2041-05-01 |
6.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$3,674,000.00 |
$2,958,806.83 |
|
FANNIE MAE |
2043-05-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$675,000.00 |
$670,563.76 |
|
FANNIE MAE |
2028-01-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$29,469.00 |
$28,760.26 |
|
FANNIE MAE |
2021-03-01 |
2.759000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$165,843.00 |
$161,026.96 |
|
FANNIE MAE |
2023-07-01 |
3.513000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$689,268.00 |
$688,109.29 |
|
FANNIE MAE |
2027-05-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$472,408.00 |
$369,975.79 |
|
FEDERAL NATL MTG ASSN GTD MTG |
2042-06-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$2,758,138.00 |
$2,896,969.61 |
|
FEDERAL NATL MTG ASSN GTD MTG |
2042-05-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$3,800,000.00 |
$3,850,832.29 |
|
FEDERAL NATL MTG ASSN GTD MTG |
2042-06-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$4,178,185.00 |
$3,483,893.25 |
|
FANNIE MAE |
2042-07-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$2,831,939.00 |
$2,959,001.06 |
|
FANNIE MAE |
2042-07-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$1,941,677.00 |
$1,584,184.24 |
|
FANNIE MAE |
2042-11-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$1,075,400.00 |
$916,693.23 |
|
FANNIE MAE |
2042-09-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$3,340,287.00 |
$3,410,744.12 |
|
FANNIE MAE |
2042-10-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$3,979,005.00 |
$3,880,503.87 |
|
FANNIE MAE |
2042-11-01 |
2.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$236,901.00 |
$209,875.31 |
|
FANNIE MAE |
2027-11-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$2,821,515.00 |
$2,504,365.34 |
|
FANNIE MAE |
2022-03-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$2,765,615.00 |
$2,713,669.44 |
|
FANNIE MAE |
2028-08-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$1,529,539.00 |
$1,616,181.59 |
|
FANNIE MAE |
2043-06-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$1,644,065.00 |
$1,709,822.37 |
|
FANNIE MAE |
2028-06-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$340,178.00 |
$352,485.79 |
|
FANNIE MAE |
2033-07-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$273,184.00 |
$283,991.89 |
|
FANNIE MAE |
2038-08-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$332,639.00 |
$319,432.67 |
|
FANNIE MAE |
2018-03-01 |
5.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$35,060,000.00 |
$2,564,843.71 |
|
FANNIE MAE |
2035-04-01 |
5.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$6,162,175.00 |
$964,497.87 |
|
FANNIE MAE |
2035-05-01 |
5.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$5,000,000.00 |
$755,762.77 |
|
FANNIE MAE |
2035-07-01 |
5.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$5,033,329.00 |
$801,232.46 |
|
Fannie Mae |
2034-10-01 |
1.796000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$1,950,000.00 |
$474,580.47 |
|
Fannie Mae |
2033-11-01 |
4.474000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$5,000,000.00 |
$497,086.68 |
|
Fannie Mae |
2033-08-01 |
2.557000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$9,236,668.00 |
$818,228.34 |
|
Fannie Mae |
2034-03-01 |
2.625000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$1,544,324.00 |
$672,434.15 |
|
Fannie Mae |
2034-03-01 |
2.750000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$2,013,777.00 |
$499,403.19 |
|
FANNIE MAE |
2034-11-01 |
5.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$1,326,321.00 |
$276,141.24 |
|
FANNIE MAE |
2034-07-01 |
6.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$1,400,000.00 |
$303,241.06 |
|
Fannie Mae |
2034-07-01 |
1.983000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$3,000,000.00 |
$694,469.51 |
|
FANNIE MAE |
2044-07-01 |
1.363000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$11,300,000.00 |
$877,922.95 |
|
Fannie Mae |
2034-12-01 |
2.550000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$9,375,210.00 |
$973,157.60 |
|
Fannie Mae |
2036-01-01 |
2.314000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$2,000,000.00 |
$505,106.74 |
|
Fannie Mae |
2035-08-01 |
2.707000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$21,473,628.00 |
$3,273,237.72 |
|
Fannie Mae |
2035-07-01 |
1.780000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$1,664,821.00 |
$493,979.51 |
|
Fannie Mae |
2035-08-01 |
2.361000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$40,631,141.00 |
$4,390,377.03 |
|
Fannie Mae |
2035-09-01 |
3.539000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$2,400,000.00 |
$479,295.41 |
|
FANNIE MAE |
2035-12-01 |
6.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$3,539,389.00 |
$326,093.48 |
|
Fannie Mae |
2035-09-01 |
2.518000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$3,420,336.00 |
$721,232.87 |
|
FANNIE MAE |
2022-01-01 |
6.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$1,230,000.00 |
$288,475.00 |
|
Fannie Mae |
2024-09-01 |
6.449000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$1,763,444.00 |
$756,336.80 |
|
FANNIE MAE |
2036-06-01 |
5.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$1,532,670.00 |
$422,791.21 |
|
FANNIE MAE |
2036-09-01 |
2.434000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$46,054.00 |
$8,250.95 |
|
FANNIE MAE |
2023-03-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$1,500,000.00 |
$254,968.05 |
|
FANNIE MAE |
2036-11-01 |
5.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$248,180.00 |
$57,005.07 |
|
Fannie Mae |
2037-06-01 |
5.437000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$900,000.00 |
$162,436.98 |
|
FANNIE MAE |
2038-01-01 |
6.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$12,020,000.00 |
$2,847,536.09 |
|
FANNIE MAE |
2038-06-01 |
6.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$773,493.00 |
$147,832.28 |
|
FANNIE MAE |
2038-09-01 |
6.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$373,035.00 |
$80,750.16 |
|
FANNIE MAE |
2038-09-01 |
5.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$29,658.00 |
$5,809.79 |
|
Fannie Mae |
2046-08-01 |
2.315000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$1,477,751.00 |
$512,065.63 |
|
FANNIE MAE |
2036-10-01 |
6.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$1,500,000.00 |
$264,908.12 |
|
FANNIE MAE |
2017-01-01 |
5.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$2,196,157.00 |
$205,132.60 |
|
FANNIE MAE |
2038-11-01 |
5.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$1,963,515.00 |
$196,029.18 |
|
Fannie Mae |
2037-08-01 |
5.658000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$8,465,882.00 |
$710,195.91 |
|
FANNIE MAE |
2023-01-01 |
4.160000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$3,839,384.00 |
$711,017.50 |
|
FANNIE MAE |
2047-08-01 |
5.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$1,701,851.00 |
$286,738.54 |
|
FANNIE MAE |
2039-04-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$5,204,027.00 |
$867,116.23 |
|
FANNIE MAE |
2026-02-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$3,965,000.00 |
$2,853,867.18 |
|
FANNIE MAE |
2026-09-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$4,845,050.00 |
$3,576,786.85 |
|
FEDERAL NATL MTG ASSN GTD MTG |
2027-02-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$2,255,204.00 |
$1,660,549.48 |
|
FANNIE MAE |
2026-11-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$500,000.00 |
$318,311.96 |
|
FEDERAL NATL MTG ASSN GTD MTG |
2042-03-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$1,000,000.00 |
$881,736.97 |
|
FEDERAL NATL MTG ASSN GTD MTG |
2042-06-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$2,751,019.00 |
$2,888,488.25 |
|
FANNIE MAE |
2027-11-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$2,814,889.00 |
$2,813,440.83 |
|
FANNIE MAE |
2042-12-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$3,000,000.00 |
$2,779,807.86 |
|
FANNIE MAE |
2043-03-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$2,810,316.00 |
$2,761,152.32 |
|
FANNIE MAE |
2043-04-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$24,480.00 |
$24,048.81 |
|
FANNIE MAE |
2024-09-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$2,909,702.00 |
$1,530,711.92 |
|
FANNIE MAE |
2031-07-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$1,023,950.00 |
$582,573.12 |
|
FANNIE MAE, WASHINGTON, D.C. |
2031-08-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$283,992.00 |
$161,394.29 |
|
FANNIE MAE |
2025-09-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$2,204,643.00 |
$1,179,900.45 |
|
FANNIE MAE |
2032-02-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$4,260,355.00 |
$3,547,394.62 |
|
FANNIE MAE |
2022-12-01 |
2.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$305,000.00 |
$278,600.43 |
|
FANNIE MAE |
2028-02-01 |
2.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$145,265.00 |
$138,283.56 |
|
FANNIE MAE |
2043-04-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$2,901,988.00 |
$2,860,610.20 |
|
FANNIE MAE |
2023-03-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$2,851,729.00 |
$2,775,369.00 |
|
FANNIE MAE |
2028-05-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$308,762.00 |
$308,583.50 |
|
FANNIE MAE |
2043-06-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$258,800.00 |
$265,240.43 |
|
FANNIE MAE |
2028-07-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$317,557.00 |
$331,542.86 |
|
FANNIE MAE |
2036-11-01 |
5.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$194,537.00 |
$86,538.05 |
|
FANNIE MAE |
2040-07-01 |
5.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$74,691.00 |
$30,473.25 |
|
FANNIE MAE |
2040-08-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$5,300,000.00 |
$3,703,481.21 |
|
FANNIE MAE |
2041-02-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$464,215.00 |
$289,185.01 |
|
FANNIE MAE |
2029-12-01 |
5.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$504,375.00 |
$138,045.21 |
|
FANNIE MAE |
2041-01-01 |
5.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$4,995,087.00 |
$3,332,250.11 |
|
FANNIE MAE |
2040-12-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$163,746.00 |
$124,044.22 |
|
FANNIE MAE |
2033-02-01 |
5.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$17,243,698.00 |
$2,523,287.91 |
|
GINNIE MAE |
2031-03-20 |
4.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$1,193,820.00 |
$684,561.17 |
|
GINNIE MAE |
2041-05-15 |
4.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,250,000.00 |
$904,075.08 |
|
GINNIE MAE |
2041-03-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$47,728.00 |
$28,050.80 |
|
GINNIE MAE |
2041-03-20 |
4.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$1,000,000.00 |
$940,915.52 |
|
GINNIE MAE |
2026-05-15 |
4.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,000,000.00 |
$510,730.26 |
|
GINNIE MAE |
2041-05-15 |
4.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,170,000.00 |
$846,895.60 |
|
GINNIE MAE |
2041-07-15 |
4.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$980,770.00 |
$922,243.65 |
|
GINNIE MAE |
2041-12-15 |
3.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$500,000.00 |
$443,603.43 |
|
GINNIE MAE |
2041-12-15 |
4.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,283,258.00 |
$918,412.98 |
|
GINNIE MAE |
2041-09-15 |
4.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$362,000.00 |
$270,714.60 |
|
GNMA I - MULTIPLE ISSUER |
2041-12-15 |
4.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$993,731.00 |
$827,705.53 |
|
GINNIE MAE |
2042-03-15 |
3.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$138,331.00 |
$118,228.98 |
|
GINNIE MAE |
2041-10-15 |
4.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,008,056.00 |
$946,664.52 |
|
GINNIE MAE |
2041-10-15 |
4.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$715,949.00 |
$715,077.26 |
|
GINNIE MAE |
2042-09-15 |
3.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,003,342.00 |
$1,001,778.19 |
|
GNMA I - MULTIPLE ISSUER |
2042-02-15 |
3.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,000,000.00 |
$936,829.14 |
|
GINNIE MAE |
2042-11-15 |
4.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$2,688,152.00 |
$2,801,028.68 |
|
GNMA I - MULTIPLE ISSUER |
2042-06-15 |
3.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$336,274.00 |
$306,116.93 |
|
GINNIE MAE |
2042-11-20 |
4.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$453,387.00 |
$473,292.29 |
|
GINNIE MAE |
2043-03-20 |
3.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$950,000.00 |
$910,038.51 |
|
GINNIE MAE |
2042-07-15 |
3.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$721,321.00 |
$698,215.73 |
|
GINNIE MAE |
2043-02-20 |
3.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$703,063.00 |
$676,960.92 |
|
GINNIE MAE |
2027-10-15 |
2.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$866,832.00 |
$809,244.94 |
|
GINNIE MAE |
2042-02-20 |
4.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$1,153,167.00 |
$903,550.52 |
|
GINNIE MAE |
2041-08-20 |
4.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$1,051,948.00 |
$892,416.55 |
|
GINNIE MAE |
2042-12-15 |
3.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$37,540.00 |
$36,016.89 |
|
GINNIE MAE |
2042-11-15 |
3.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$865,538.00 |
$841,522.27 |
|
GINNIE MAE |
2042-11-20 |
3.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$962,885.00 |
$911,493.58 |
|
GINNIE MAE |
2042-12-20 |
4.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$2,704,266.00 |
$2,834,846.64 |
|
GINNIE MAE |
2040-10-20 |
4.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$462,877.00 |
$463,304.29 |
|
GINNIE MAE |
2042-04-20 |
6.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$264,676.00 |
$187,836.13 |
|
GNMA II GTD CTF MULTI ISSUER |
2039-01-20 |
6.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$1,279,305.00 |
$900,212.70 |
|
GINNIE MAE |
2027-05-20 |
2.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$2,032,127.00 |
$1,748,613.12 |
|
GINNIE MAE |
2042-10-20 |
5.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$566,806.00 |
$483,091.73 |
|
GINNIE MAE |
2042-12-20 |
4.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$570,620.00 |
$425,678.25 |
|
GINNIE MAE |
2043-01-20 |
4.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$851,912.00 |
$833,536.12 |
|
GINNIE MAE |
2028-01-20 |
2.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$475,000.00 |
$450,763.48 |
|
GINNIE MAE |
2043-04-20 |
6.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$277,763.00 |
$297,398.08 |
|
GINNIE MAE |
2028-04-20 |
2.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$313,456.00 |
$306,309.03 |
|
GINNIE MAE |
2043-07-20 |
3.500000 |
Government Agency Debt - GNMA TYPE II |
$468,022.00 |
$467,956.15 |
|
GINNIE MAE |
2028-06-20 |
3.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$804,823.00 |
$821,898.01 |
|
GINNIE MAE |
2028-08-20 |
4.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$309,322.00 |
$327,680.95 |
|
GINNIE MAE |
2043-05-15 |
3.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$512,695.00 |
$517,475.93 |
|
GINNIE MAE |
2048-08-15 |
3.260000 |
Government Agency Debt - GNMA I PROJECT NOTE |
$742,998.00 |
$724,824.35 |
|
GINNIE MAE |
2043-06-15 |
3.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$135,775.00 |
$131,201.96 |
|
GINNIE MAE |
2043-08-15 |
3.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$15,750,000.00 |
$15,306,884.25 |
|
GINNIE MAE |
2043-07-15 |
3.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$2,056,126.00 |
$1,994,908.05 |
|
GINNIE MAE |
2035-07-15 |
5.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$4,500,000.00 |
$835,516.00 |
|
GINNIE MAE |
2032-12-15 |
5.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$2,650,422.00 |
$192,028.70 |
|
GINNIE MAE |
2032-12-15 |
5.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$10,462,000.00 |
$678,913.97 |
|
GNMA I & II - SINGLE ISSUER |
2033-06-15 |
5.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$31,302.00 |
$2,374.91 |
|
GINNIE MAE |
2033-07-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$4,571,000.00 |
$832,456.14 |
|
GINNIE MAE |
2033-08-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$6,099,390.00 |
$867,197.56 |
|
GINNIE MAE |
2033-10-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$4,919,265.00 |
$760,536.68 |
|
GINNIE MAE |
2034-02-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,550,000.00 |
$280,272.99 |
|
GNMA I & II - SINGLE ISSUER |
2034-05-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,074,571.00 |
$444,331.60 |
|
GINNIE MAE |
2034-05-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,007,281.00 |
$133,122.31 |
|
GNMA I & II - SINGLE ISSUER |
2034-06-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$3,843,838.00 |
$788,778.45 |
|
GINNIE MAE |
2024-02-20 |
5.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$50,000.00 |
$4,331.05 |
|
GINNIE MAE |
2026-05-20 |
7.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$31,956,060.00 |
$277,108.76 |
|
GINNIE MAE |
2033-12-20 |
6.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$4,242,000.00 |
$525,401.21 |
|
GINNIE MAE |
2034-03-20 |
5.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$838,077.00 |
$140,580.06 |
|
GINNIE MAE |
2034-06-20 |
5.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$1,412,083.00 |
$269,930.86 |
|
GINNIE MAE |
2029-05-20 |
5.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$200,000.00 |
$10,730.82 |
|
GINNIE MAE |
2029-08-20 |
7.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$53,662,607.00 |
$701,231.54 |
|
GINNIE MAE |
2029-09-20 |
7.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$81,217,045.00 |
$888,160.55 |
|
GINNIE MAE |
2030-07-20 |
8.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$112,767,193.00 |
$801,336.92 |
|
GINNIE MAE |
2030-09-20 |
8.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$75,460,493.00 |
$254,307.18 |
|
GINNIE MAE |
2030-12-20 |
8.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$34,393,576.00 |
$277,696.12 |
|
GINNIE MAE |
2032-01-20 |
7.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$50,501,081.00 |
$771,823.75 |
|
GINNIE MAE |
2018-01-20 |
5.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$3,195,891.00 |
$252,348.71 |
|
GINNIE MAE |
2033-08-20 |
5.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$1,702,935.00 |
$294,203.55 |
|
GINNIE MAE |
2033-10-20 |
5.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$1,109,995.00 |
$200,385.24 |
|
GINNIE MAE |
2039-02-20 |
6.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$3,299,888.00 |
$764,168.35 |
|
GINNIE MAE |
2039-04-20 |
5.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$2,830,536.00 |
$923,561.86 |
|
GINNIE MAE |
2039-06-20 |
5.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$717,155.00 |
$315,383.17 |
|
GINNIE MAE |
2024-07-20 |
4.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$573,357.00 |
$244,042.80 |
|
GINNIE MAE |
2035-07-20 |
5.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$4,148,460.00 |
$864,133.99 |
|
GINNIE MAE |
2035-07-20 |
5.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$1,500,000.00 |
$301,542.23 |
|
GINNIE MAE |
2035-08-20 |
4.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$3,125,000.00 |
$723,681.70 |
|
GINNIE MAE |
2035-11-20 |
5.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$3,401,290.00 |
$707,820.60 |
|
GINNIE MAE |
2035-10-20 |
5.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$2,283,125.00 |
$501,055.55 |
|
GINNIE MAE |
2036-05-20 |
6.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$2,035,146.00 |
$311,207.79 |
|
GINNIE MAE |
2036-03-20 |
5.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$4,685,001.00 |
$869,617.61 |
|
GINNIE MAE |
2036-07-20 |
6.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$137,540.00 |
$18,352.03 |
|
GINNIE MAE |
2036-08-20 |
6.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$2,250,000.00 |
$294,119.46 |
|
GINNIE MAE |
2036-11-20 |
6.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$1,726,134.00 |
$245,485.42 |
|
GNMA II GTD PASS THRU CTF |
2022-01-20 |
6.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$1,707,205.00 |
$496,069.52 |
|
GINNIE MAE |
2037-01-20 |
5.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$2,927,981.00 |
$508,073.64 |
|
GINNIE MAE |
2037-01-20 |
6.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$3,646,449.00 |
$549,383.32 |
|
GINNIE MAE |
2038-02-20 |
7.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$2,522,107.00 |
$405,181.07 |
|
GINNIE MAE |
2038-09-20 |
6.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$4,550,000.00 |
$771,247.67 |
|
GINNIE MAE |
2038-12-20 |
6.000000 |
Government Agency Debt - GNMA TYPE II |
$5,000,000.00 |
$250,349.98 |
|
GINNIE MAE |
2039-02-20 |
5.000000 |
Government Agency Debt - GNMA TYPE II |
$4,753,941.00 |
$469,534.76 |
|
GINNIE MAE |
2039-01-20 |
5.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$2,519,959.00 |
$503,761.08 |
|
GINNIE MAE |
2039-01-20 |
6.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$2,980,284.00 |
$584,506.25 |
|
GINNIE MAE |
2024-02-20 |
4.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$2,500,000.00 |
$884,614.77 |
|
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA II |
2038-10-20 |
6.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$1,485,172.00 |
$909,271.60 |
|
GINNIE MAE |
2027-01-20 |
3.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$358,073.00 |
$246,471.76 |
|
GINNIE MAE |
2042-02-20 |
6.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$306,802.00 |
$224,912.25 |
|
GINNIE MAE |
2042-02-20 |
5.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$440,900.00 |
$303,997.43 |
|
GINNIE MAE |
2042-03-20 |
6.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$589,840.00 |
$418,025.88 |
|
GINNIE MAE |
2039-11-20 |
5.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$1,030,727.00 |
$456,814.75 |
|
GINNIE MAE |
2039-11-20 |
6.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$497,636.00 |
$177,845.71 |
|
GINNIE MAE |
2040-03-20 |
5.000000 |
Government Agency Debt - GNMA TYPE II |
$1,189,871.00 |
$303,587.25 |
|
GINNIE MAE |
2040-05-20 |
6.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$894,972.00 |
$282,781.33 |
|
GINNIE MAE |
2040-08-20 |
4.000000 |
Government Agency Debt - GNMA TYPE II |
$1,307,648.00 |
$463,178.34 |
|
GINNIE MAE |
2040-09-20 |
6.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$3,220,314.00 |
$1,193,619.51 |
|
GINNIE MAE |
2040-09-20 |
4.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$523,853.00 |
$352,657.96 |
|
GINNIE MAE |
2039-04-20 |
6.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$25,369.00 |
$10,381.82 |
|
GINNIE MAE |
2041-02-20 |
4.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$1,998,928.00 |
$1,394,916.49 |
|
GINNIE MAE |
2041-02-20 |
5.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$828,647.00 |
$435,591.26 |
|
GINNIE MAE |
2026-05-20 |
3.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$1,200,000.00 |
$747,972.94 |
|
GINNIE MAE |
2041-05-20 |
5.000000 |
Government Agency Debt - GNMA TYPE II |
$694,174.00 |
$234,116.20 |
|
GINNIE MAE |
2041-05-20 |
5.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$504,425.00 |
$264,684.88 |
|
GINNIE MAE |
2041-05-20 |
6.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$604,001.00 |
$306,653.60 |
|
GINNIE MAE |
2041-07-20 |
4.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$1,300,000.00 |
$823,429.65 |
|
GINNIE MAE |
2041-07-20 |
4.000000 |
Government Agency Debt - GNMA TYPE II |
$1,214,611.00 |
$366,437.95 |
|
GINNIE MAE |
2033-10-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$2,560,863.00 |
$519,367.97 |
|
GINNIE MAE |
2033-07-20 |
6.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$1,920,108.00 |
$127,155.97 |
|
GINNIE MAE |
2033-05-15 |
5.750000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$9,000,208.00 |
$949,429.49 |
|
GINNIE MAE |
2041-07-15 |
4.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,163,850.00 |
$915,239.16 |
|
GINNIE MAE |
2033-09-15 |
5.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$6,710,000.00 |
$673,949.74 |
|
GINNIE MAE |
2040-08-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,095,083.00 |
$947,786.56 |
|
GINNIE MAE |
2033-11-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$3,313,000.00 |
$287,783.64 |
|
GINNIE MAE |
2041-04-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,435,550.00 |
$678,226.98 |
|
GNMA I & II - SINGLE ISSUER |
2041-10-20 |
4.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$800,000.00 |
$815,931.09 |
|
GINNIE MAE |
2039-06-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$50,671.00 |
$19,962.21 |
|
GINNIE MAE |
2039-04-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$3,010,000.00 |
$875,392.85 |
|
GINNIE MAE |
2039-04-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$811,334.00 |
$430,973.52 |
|
GINNIE MAE |
2024-06-15 |
4.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$2,225,000.00 |
$804,156.14 |
|
GINNIE MAE |
2025-07-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$900,000.00 |
$500,220.81 |
|
GINNIE MAE |
2039-07-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$662,824.00 |
$300,232.19 |
|
GINNIE MAE |
2034-12-20 |
6.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$1,520,602.00 |
$736,066.07 |
|
GINNIE MAE |
2040-08-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,040,000.00 |
$745,480.77 |
|
GINNIE MAE |
2040-04-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,608,369.00 |
$932,162.12 |
|
GINNIE MAE |
2040-01-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$2,017,040.00 |
$918,740.84 |
|
GINNIE MAE |
2040-01-20 |
4.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$1,106,749.00 |
$916,714.07 |
|
GINNIE MAE |
2039-10-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$2,201,733.00 |
$841,345.19 |
|
GNMA I & II - SINGLE ISSUER |
2041-07-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$390,025.00 |
$289,046.86 |
|
GINNIE MAE |
2040-07-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,051,265.00 |
$773,674.56 |
|
GINNIE MAE |
2039-08-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,215,433.00 |
$878,965.87 |
|
GINNIE MAE |
2039-08-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,937,100.00 |
$717,941.59 |
|
GINNIE MAE |
2039-12-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,285,207.00 |
$698,335.78 |
|
GNMA I & II - SINGLE ISSUER |
2040-03-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,662,871.00 |
$846,108.03 |
|
GINNIE MAE |
2026-03-15 |
4.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,123,899.00 |
$710,553.38 |
|
GINNIE MAE |
2041-07-20 |
4.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$1,133,815.00 |
$671,846.40 |
|
GINNIE MAE |
2040-06-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,175,000.00 |
$703,367.69 |
|
GINNIE MAE |
2040-09-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$612,757.00 |
$439,871.64 |
|
GINNIE MAE |
2041-02-15 |
4.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$142,548.00 |
$121,465.54 |
|
GINNIE MAE |
2041-03-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$332,157.00 |
$312,983.20 |
|
GINNIE MAE |
2040-10-15 |
3.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$540,000.00 |
$519,108.61 |
|
GINNIE MAE |
2040-03-20 |
4.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$1,629,999.00 |
$792,539.59 |
|
GINNIE MAE |
2040-02-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$575,000.00 |
$305,154.19 |
|
GINNIE MAE |
2029-02-15 |
5.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,109,841.00 |
$662,845.37 |
|
GINNIE MAE |
2040-05-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,075,571.00 |
$695,247.54 |
|
GINNIE MAE |
2040-05-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,792,000.00 |
$773,276.47 |
|
GINNIE MAE |
2040-03-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,070,162.00 |
$818,058.97 |
|
GINNIE MAE |
2041-03-15 |
4.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$416,209.00 |
$318,649.20 |
|
GINNIE MAE |
2040-03-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$988,530.00 |
$430,423.19 |
|
GINNIE MAE |
2040-09-15 |
4.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,227,307.00 |
$710,752.56 |
|
GINNIE MAE |
2040-09-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$499,094.00 |
$354,166.90 |
|
GINNIE MAE |
2035-10-20 |
5.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$737,207.00 |
$283,406.98 |
|
GINNIE MAE |
2040-11-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$564,041.00 |
$320,576.45 |
|
GINNIE MAE |
2040-11-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$466,432.00 |
$321,591.24 |
|
GINNIE MAE |
2034-04-20 |
5.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$1,473,081.00 |
$778,172.94 |
|
GINNIE MAE |
2026-09-15 |
3.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$415,868.00 |
$282,607.68 |
|
GINNIE MAE |
2040-07-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$583,240.00 |
$322,174.89 |
|
GINNIE MAE |
2041-04-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$872,996.00 |
$774,859.68 |
|
GINNIE MAE |
2040-05-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$469,115.00 |
$230,750.78 |
|
GINNIE MAE |
2040-07-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$866,986.00 |
$469,529.64 |
|
GINNIE MAE |
2040-09-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$426,181.00 |
$290,927.82 |
|
GINNIE MAE |
2030-07-15 |
4.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,444,210.00 |
$854,535.30 |
|
GINNIE MAE |
2040-07-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,100,000.00 |
$701,680.85 |
|
GINNIE MAE |
2040-07-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,025,930.00 |
$860,628.85 |
|
GINNIE MAE |
2040-12-20 |
4.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$1,472,867.00 |
$1,013,847.72 |
|
GINNIE MAE |
2040-12-20 |
4.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$1,062,903.00 |
$696,343.94 |
|
GINNIE MAE |
2041-08-15 |
4.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$501,571.00 |
$440,603.94 |
|
GINNIE MAE |
2041-09-15 |
4.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$550,770.00 |
$492,390.80 |
|
GINNIE MAE |
2042-03-15 |
4.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,190,841.00 |
$811,880.62 |
|
GINNIE MAE |
2025-09-15 |
4.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$5,789,636.00 |
$4,063,076.33 |
|
GINNIE MAE |
2041-04-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$524,372.00 |
$483,530.84 |
|
GINNIE MAE |
2026-07-15 |
4.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,116,092.00 |
$863,476.30 |
|
GNMA I & II - SINGLE ISSUER |
2041-09-15 |
4.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$278,544.00 |
$260,750.45 |
|
GNMA I & II - SINGLE ISSUER |
2035-03-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$700,326.00 |
$258,920.40 |
|
GNMA I & II - SINGLE ISSUER |
2035-04-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$923,813.00 |
$303,612.30 |
|
GNMA I & II - SINGLE ISSUER |
2035-11-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,089,563.00 |
$259,427.04 |
|
GINNIE MAE |
2035-12-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,110,126.00 |
$267,786.93 |
|
GNMA I & II - SINGLE ISSUER |
2041-11-15 |
4.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,160,541.00 |
$905,439.50 |
|
GINNIE MAE |
2041-08-20 |
4.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$1,033,255.00 |
$932,301.07 |
|
GINNIE MAE |
2033-05-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY PLATINUM POOL 30 YR |
$4,994,000.00 |
$691,849.32 |
|
GINNIE MAE |
2038-08-20 |
2.500000 |
Government Agency Debt - GNMA II 3 YEAR HYBRID ARM |
$14,750,000.00 |
$2,594,218.00 |
|
GINNIE MAE |
2040-01-20 |
4.000000 |
Government Agency Debt - GNMA II 7 YEAR HYBRID ARM |
$7,500,000.00 |
$3,467,217.09 |
|
GINNIE MAE |
2041-06-20 |
3.500000 |
Government Agency Debt - GNMA II 7 YEAR HYBRID ARM |
$495,055.00 |
$289,554.27 |
|
GINNIE MAE |
2041-07-20 |
3.000000 |
Government Agency Debt - GNMA II 7 YEAR HYBRID ARM |
$93,122.00 |
$65,678.00 |
|
GINNIE MAE |
2040-09-15 |
6.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY PLATINUM POOL 30 YR |
$978,035.00 |
$886,867.65 |
|
GINNIE MAE |
2040-12-15 |
5.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY PLATINUM POOL 30 YR |
$829,125.00 |
$861,897.62 |
|
GNMA I - MULTIPLE ISSUER |
2041-12-15 |
4.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$283,071.00 |
$291,621.11 |
|
GINNIE MAE |
2041-07-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,037,055.00 |
$694,034.24 |
|
GINNIE MAE |
2041-09-15 |
4.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$538,544.00 |
$505,635.94 |
|
GINNIE MAE |
2040-12-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$2,046,561.00 |
$902,992.02 |
|
GINNIE MAE |
2041-01-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,035,672.00 |
$945,883.86 |
|
GINNIE MAE |
2026-01-15 |
3.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,000,000.00 |
$792,188.50 |
|
GINNIE MAE |
2024-04-15 |
4.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY PLATINUM POOL 15 YR |
$1,300,000.00 |
$433,766.19 |
|
GINNIE MAE |
2033-12-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY PLATINUM POOL 30 YR |
$2,400,957.00 |
$513,114.51 |
|
GINNIE MAE |
2031-11-15 |
7.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY PLATINUM POOL 30 YR |
$1,487,254.00 |
$441,204.36 |
|
GINNIE MAE |
2033-07-15 |
7.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY PLATINUM POOL 30 YR |
$727,362.00 |
$244,336.22 |
|
GINNIE MAE |
2032-03-15 |
7.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY PLATINUM POOL 30 YR |
$1,186,329.00 |
$325,035.55 |
|
GINNIE MAE |
2039-02-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY PLATINUM POOL 30 YR |
$968,399.00 |
$295,785.90 |
|
GINNIE MAE |
2034-12-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY PLATINUM POOL 30 YR |
$1,017,720.00 |
$687,011.51 |
|
GINNIE MAE |
2040-06-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY PLATINUM POOL 30 YR |
$110,000.00 |
$65,506.85 |
|
GINNIE MAE |
2040-06-15 |
4.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY PLATINUM POOL 30 YR |
$846,576.00 |
$497,085.57 |
|
GINNIE MAE |
2040-07-20 |
5.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY PLATINUM POOL |
$1,283,012.00 |
$492,873.58 |
|
GINNIE MAE |
2040-12-20 |
5.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY PLATINUM POOL |
$1,000,000.00 |
$465,232.07 |
|
GINNIE MAE |
2040-07-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY PLATINUM POOL 30 YR |
$1,130,831.00 |
$714,620.06 |
|
GNMA PLATINUM POOLS USING GNMA |
2041-03-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY PLATINUM POOL 30 YR |
$956,006.00 |
$781,183.43 |
|
GINNIE MAE |
2041-06-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY PLATINUM POOL 30 YR |
$37,241.00 |
$16,263.75 |
|
GINNIE MAE |
2040-07-15 |
6.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY PLATINUM POOL 30 YR |
$1,962,964.00 |
$918,692.94 |
|
GINNIE MAE |
2033-07-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$2,205,317.00 |
$292,047.39 |
|
GINNIE MAE |
2033-08-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,113,318.00 |
$251,400.89 |
|
GINNIE MAE |
2033-08-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$4,408,710.00 |
$853,417.48 |
|
GINNIE MAE |
2033-08-15 |
6.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,500,696.00 |
$428,386.21 |
|
GNMA I & II - SINGLE ISSUER |
2033-08-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$9,503,046.00 |
$810,285.24 |
|
GNMA I & II - SINGLE ISSUER |
2034-04-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$2,709,110.00 |
$518,749.60 |
|
GINNIE MAE |
2037-02-15 |
6.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$4,567,471.00 |
$933,084.36 |
|
GINNIE MAE |
2036-09-15 |
6.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$880,000.00 |
$269,258.56 |
|
GINNIE MAE |
2033-09-20 |
6.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$1,289,104.00 |
$280,950.07 |
|
GINNIE MAE |
2033-08-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$5,000,000.00 |
$881,484.20 |
|
GINNIE MAE |
2033-08-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,619,146.00 |
$269,172.13 |
|
GNMA I & II - SINGLE ISSUER |
2033-11-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,487,699.00 |
$290,169.45 |
|
GNMA I & II - SINGLE ISSUER |
2033-12-15 |
5.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,024,924.00 |
$265,167.34 |
|
GINNIE MAE |
2033-10-20 |
6.000000 |
Government Agency Debt - GNMA II BUY-DOWN LOAN POOL |
$5,310,886.00 |
$488,906.46 |
|
GINNIE MAE |
2033-11-20 |
6.000000 |
Government Agency Debt - GNMA II BUY-DOWN LOAN POOL |
$2,634,748.00 |
$253,126.78 |
|
GINNIE MAE |
2034-04-15 |
5.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$2,000,000.00 |
$681,375.11 |
|
GINNIE MAE |
2034-09-20 |
6.500000 |
Government Agency Debt - GNMA II BUY-DOWN LOAN POOL |
$1,898,596.00 |
$283,563.69 |
|
GINNIE MAE |
2034-11-20 |
5.490000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$276,771.00 |
$146,774.47 |
|
GINNIE MAE |
2039-07-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,025,594.00 |
$455,402.67 |
|
GINNIE MAE |
2035-07-20 |
5.490000 |
Government Agency Debt - GNMA II BUY-DOWN LOAN POOL |
$367,652.00 |
$121,410.02 |
|
GINNIE MAE |
2035-05-20 |
5.490000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$397,293.00 |
$314,962.04 |
|
GINNIE MAE |
2035-08-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,512,636.00 |
$438,433.78 |
|
GINNIE MAE |
2035-10-20 |
5.490000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$392,779.00 |
$317,674.12 |
|
GNMA I & II - SINGLE ISSUER |
2036-04-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,654,015.00 |
$261,674.04 |
|
GINNIE MAE |
2036-12-15 |
6.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$8,667,989.00 |
$875,230.36 |
|
GINNIE MAE |
2037-03-15 |
6.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$6,000,000.00 |
$900,237.31 |
|
GINNIE MAE |
2037-05-15 |
6.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$8,974,338.00 |
$719,661.65 |
|
GINNIE MAE |
2037-05-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$844,821.00 |
$275,780.97 |
|
GINNIE MAE |
2023-05-15 |
4.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$2,110,000.00 |
$753,423.03 |
|
GNMA I & II - SINGLE ISSUER |
2023-07-15 |
4.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$982,642.00 |
$262,656.91 |
|
GINNIE MAE |
2023-04-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$4,439,252.00 |
$952,653.81 |
|
GINNIE MAE |
2040-06-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$366,020.00 |
$166,855.76 |
|
GINNIE MAE |
2038-04-15 |
5.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$9,190,073.00 |
$868,755.00 |
|
GINNIE MAE |
2040-10-15 |
6.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,276,245.00 |
$881,649.88 |
|
GINNIE MAE |
2038-06-15 |
5.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$5,757,482.00 |
$729,373.54 |
|
GINNIE MAE |
2039-01-15 |
5.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$4,417,891.00 |
$733,816.18 |
|
GINNIE MAE |
2039-04-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,040,481.00 |
$241,502.00 |
|
GINNIE MAE |
2039-07-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$916,923.00 |
$409,326.02 |
|
GNMA I & II - SINGLE ISSUER |
2039-03-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$39,743.00 |
$7,675.21 |
|
GINNIE MAE |
2039-02-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$4,233,645.00 |
$906,082.64 |
|
GNMA I & II - SINGLE ISSUER |
2039-03-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$2,164,026.00 |
$324,182.17 |
|
GINNIE MAE |
2039-03-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,022,786.00 |
$368,459.34 |
|
GINNIE MAE |
2040-06-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$681,123.00 |
$315,340.95 |
|
GINNIE MAE |
2039-01-15 |
6.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$23,059,594.00 |
$3,619,548.21 |
|
GINNIE MAE |
2039-04-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,456,046.00 |
$285,381.31 |
|
GINNIE MAE |
2039-06-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,387,512.00 |
$318,096.81 |
|
GINNIE MAE |
2036-11-20 |
6.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$6,012,829.00 |
$678,079.15 |
|
GINNIE MAE |
2040-07-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$415,764.00 |
$258,483.60 |
|
GINNIE MAE |
2023-10-15 |
5.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$6,053,000.00 |
$935,981.68 |
|
GINNIE MAE |
2038-10-15 |
5.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$3,452,901.00 |
$458,615.37 |
|
GINNIE MAE |
2038-10-15 |
5.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$5,129,000.00 |
$817,629.93 |
|
GINNIE MAE |
2039-02-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$19,272,106.00 |
$3,855,517.26 |
|
GINNIE MAE |
2039-02-15 |
5.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,946,644.00 |
$852,877.57 |
|
GINNIE MAE |
2040-08-15 |
4.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,078,303.00 |
$819,941.03 |
|
GINNIE MAE |
2040-09-15 |
4.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$935,114.00 |
$925,421.34 |
|
GINNIE MAE |
2040-11-15 |
4.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$766,032.00 |
$762,353.31 |
|
GINNIE MAE |
2039-01-15 |
5.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,623,575.00 |
$260,259.55 |
|
GINNIE MAE |
2039-02-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$79,979.00 |
$16,353.31 |
|
GINNIE MAE |
2039-05-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$8,092,898.00 |
$1,652,554.08 |
|
GINNIE MAE |
2024-04-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$2,654,895.00 |
$930,213.97 |
|
GINNIE MAE |
2038-12-15 |
6.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$564,000.00 |
$311,179.19 |
|
GINNIE MAE |
2040-06-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,586,359.00 |
$935,943.32 |
|
GINNIE MAE |
2024-01-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$2,300,000.00 |
$719,760.35 |
|
GINNIE MAE |
2039-01-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,221,225.00 |
$305,899.29 |
|
GINNIE MAE |
2039-03-15 |
5.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,302,279.00 |
$801,585.94 |
|
GNMA I & II - SINGLE ISSUER |
2041-05-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,084,548.00 |
$699,842.68 |
|
GINNIE MAE |
2040-04-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,040,484.00 |
$488,897.71 |
|
GINNIE MAE |
2039-01-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,032,943.00 |
$253,821.77 |
|
GINNIE MAE |
2041-12-15 |
4.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$292,159.00 |
$286,797.48 |
|
GINNIE MAE |
2039-11-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$543,206.00 |
$250,367.65 |
|
GINNIE MAE |
2040-01-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$440,232.00 |
$282,868.52 |
|
GINNIE MAE |
2039-09-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$360,000.00 |
$282,128.88 |
|
GINNIE MAE |
2039-07-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$885,941.00 |
$420,987.65 |
|
GINNIE MAE |
2039-07-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$650,000.00 |
$465,560.09 |
|
GINNIE MAE |
2039-04-15 |
5.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,121,947.00 |
$467,478.55 |
|
GINNIE MAE |
2043-01-15 |
3.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$761,942.00 |
$730,759.22 |
|
GINNIE MAE |
2043-07-15 |
3.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$239,618.00 |
$232,094.11 |
|
GINNIE MAE |
2039-05-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$400,000.00 |
$273,591.49 |
|
GINNIE MAE |
2036-06-15 |
5.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$940,623.00 |
$456,595.83 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $500,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $500,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .84%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $500,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $500,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CITIGROUP GLOBAL MARKETS INC. (REPO)
Item 27. The title of the issue (including coupon or yield): CITIGROUP GLOBAL MARKETS INC. (REPO) 0.04
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 0CTG06GD0
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 831001
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
Freddie Mac |
2037-05-01 |
2.720000 |
Government Agency Debt - FEDERAL HOME LOAN MORT ADJUSTABLE RATE |
$35,003,421.00 |
$6,990,927.59 |
|
FREDDIE MAC |
2040-08-01 |
4.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$3,279,726.00 |
$1,861,677.43 |
|
FREDDIE MAC |
2026-09-01 |
4.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$1,763,311.00 |
$1,351,766.87 |
|
FREDDIE MAC |
2036-08-01 |
6.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$118,480,553.00 |
$7,896,277.82 |
|
FREDDIE MAC |
2028-01-01 |
5.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$63,836,573.00 |
$7,396,892.78 |
|
Freddie Mac |
2037-03-01 |
2.608000 |
Government Agency Debt - FEDERAL HOME LOAN MORT ADJUSTABLE RATE |
$21,094,894.00 |
$4,839,275.37 |
|
Freddie Mac |
2041-09-01 |
3.079000 |
Government Agency Debt - FEDERAL HOME LOAN MORT ADJUSTABLE RATE |
$17,043,391.00 |
$7,448,457.19 |
|
FREDDIE MAC |
2042-09-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$7,907,703.00 |
$8,011,206.99 |
|
FREDDIE MAC |
2040-02-01 |
5.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$14,100,000.00 |
$8,146,705.28 |
|
FREDDIE MAC |
2026-06-01 |
3.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$18,000,000.00 |
$7,595,543.50 |
|
Freddie Mac |
2040-09-01 |
3.385000 |
Government Agency Debt - FEDERAL HOME LOAN MORT ADJUSTABLE RATE |
$2,397,419.00 |
$932,058.75 |
|
FEDERAL HOME LN MTG CORP PARTN |
2027-08-01 |
2.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$18,490,537.00 |
$15,596,659.90 |
|
FREDDIE MAC |
2028-03-01 |
2.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$6,833,185.00 |
$6,615,377.60 |
|
FREDDIE MAC |
2028-08-01 |
3.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$485,009.00 |
$509,703.93 |
|
FREDDIE MAC |
2028-09-01 |
3.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$6,451,058.00 |
$6,613,783.79 |
|
Freddie Mac |
2043-05-01 |
2.389000 |
Government Agency Debt - FEDERAL HOME LOAN MORT ADJUSTABLE RATE |
$11,118,907.00 |
$10,722,640.35 |
|
FREDDIE MAC |
2041-08-01 |
4.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$15,033,848.00 |
$6,336,969.01 |
|
FREDDIE MAC |
2042-04-01 |
4.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$438,718.00 |
$412,248.31 |
|
FREDDIE MAC |
2042-10-01 |
3.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$8,557,049.00 |
$8,350,422.27 |
|
FREDDIE MAC |
2042-08-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$4,758,163.00 |
$4,641,393.24 |
|
FREDDIE MAC |
2042-09-01 |
3.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$8,666,969.00 |
$8,122,208.27 |
|
FREDDIE MAC |
2043-01-01 |
3.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$115,167.00 |
$108,147.32 |
|
FREDDIE MAC |
2043-01-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$8,348,229.00 |
$8,387,981.36 |
|
FREDDIE MAC |
2043-07-01 |
3.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$1,445,757.00 |
$1,446,106.69 |
|
FEDERAL NATL MTG ASSN GTD |
2041-11-25 |
3.500000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$11,279,000.00 |
$10,335,253.63 |
|
Fannie Mae REMIC Trust |
2042-01-25 |
4.000000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$17,283,559.00 |
$17,171,582.66 |
|
Fannie Mae REMIC Trust |
2042-01-25 |
4.000000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$4,500,000.00 |
$4,668,976.59 |
|
Fannie Mae REMIC Trust |
2041-12-25 |
3.500000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$15,000,000.00 |
$13,534,375.21 |
|
Fannie Mae REMIC Trust |
2039-12-25 |
3.500000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$403,306.00 |
$277,842.88 |
|
FEDERAL NATL MTG ASSN GTD |
2022-05-25 |
2.349000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$200,000.00 |
$184,544.45 |
|
Fannie Mae REMIC Trust |
2043-01-25 |
2.000000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$21,108,998.00 |
$16,732,324.03 |
|
Fannie Mae REMIC Trust |
2042-12-25 |
3.000000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$2,358,132.00 |
$1,836,051.66 |
|
Fannie Mae REMIC Trust |
2043-03-25 |
4.000000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$25,958,000.00 |
$16,673,275.24 |
|
Fannie Mae REMIC Trust |
2043-05-25 |
4.000000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$15,391,718.00 |
$5,626,170.90 |
|
Fannie Mae REMIC Trust |
2036-07-25 |
3.000000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$21,449,460.00 |
$19,627,151.47 |
|
Fannie Mae REMIC Trust |
2043-01-25 |
2.000000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$19,790,291.00 |
$18,317,195.53 |
|
Fannie Mae REMIC Trust |
2043-02-25 |
2.000000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$30,812,000.00 |
$27,321,075.53 |
|
Fannie Mae Multifamily Grantor Trust |
2022-12-25 |
2.280000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$400,000.00 |
$362,167.87 |
|
Fannie Mae REMIC Trust |
2043-06-25 |
3.000000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$52,176,837.00 |
$47,479,629.46 |
|
Fannie Mae REMIC Trust |
2043-06-25 |
1.195000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$18,566,583.00 |
$18,095,620.19 |
|
FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR |
2043-09-25 |
0.000000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$25,409,543.00 |
$20,093,866.60 |
|
FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR |
2043-07-25 |
1.195000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$2,948,212.00 |
$2,892,712.15 |
|
FANNIE MAE |
2033-09-01 |
5.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$48,565,227.00 |
$7,157,001.17 |
|
Federal Home Loan Mortgage Corporation |
2038-05-15 |
3.000000 |
Government Agency Debt - GOLD REMIC (FIXED) |
$30,308,130.00 |
$16,549,087.49 |
|
Federal Home Loan Mortgage Corporation |
2039-11-15 |
3.500000 |
Government Agency Debt - GOLD REMIC (FIXED) |
$13,700,000.00 |
$7,642,423.09 |
|
Federal Home Loan Mortgage Corporation |
2041-03-15 |
3.500000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$14,125,308.00 |
$13,229,439.19 |
|
FEDERAL HOME LN MTG CORP |
2040-09-15 |
4.000000 |
Government Agency Debt - GOLD REMIC (FIXED) |
$20,000,000.00 |
$8,728,986.35 |
|
Federal Home Loan Mortgage Corporation |
2041-09-15 |
3.500000 |
Government Agency Debt - GOLD REMIC (FIXED) |
$7,692,417.00 |
$5,598,926.23 |
|
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT |
2042-03-15 |
3.500000 |
Government Agency Debt - GOLD REMIC (FIXED) |
$17,302,000.00 |
$15,793,982.67 |
|
FEDERAL HOME LN MTG CORP |
2042-08-15 |
0.641000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$11,525,618.00 |
$10,183,217.94 |
|
Federal Home Loan Mortgage Corporation |
2043-01-15 |
3.000000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$2,942,655.00 |
$2,255,834.35 |
|
Federal Home Loan Mortgage Corporation |
2042-10-15 |
2.000000 |
Government Agency Debt - GOLD REMIC (FIXED) |
$23,332,243.00 |
$21,079,544.81 |
|
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT |
2043-07-15 |
0.000000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$20,043,850.00 |
$16,614,962.17 |
|
Federal Home Loan Mortgage Corporation |
2039-11-15 |
4.000000 |
Government Agency Debt - GOLD REMIC (FIXED) |
$14,300,000.00 |
$14,816,919.58 |
|
Federal Home Loan Mortgage Corporation |
2040-04-15 |
2.000000 |
Government Agency Debt - GOLD REMIC (FIXED) |
$177,700,700.00 |
$70,794,451.21 |
|
FANNIE MAE |
2020-12-01 |
3.740000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$8,162,344.00 |
$8,161,403.16 |
|
FANNIE MAE |
2017-07-01 |
5.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$7,378,534.00 |
$279,526.15 |
|
FANNIE MAE |
2026-07-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$3,501,797.00 |
$2,453,331.61 |
|
FANNIE MAE |
2041-06-01 |
5.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$8,130,036.00 |
$6,717,782.64 |
|
FANNIE MAE |
2026-10-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$2,610,657.00 |
$2,243,481.49 |
|
FANNIE MAE |
2042-06-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$8,304,046.00 |
$7,992,246.54 |
|
FANNIE MAE |
2026-08-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$2,608,883.00 |
$2,316,254.48 |
|
FANNIE MAE |
2042-07-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$30,369,602.00 |
$29,283,550.76 |
|
Fannie Mae |
2043-03-01 |
2.058000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$1,803,920.00 |
$1,706,266.37 |
|
FANNIE MAE |
2042-09-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$3,433,307.00 |
$3,337,277.91 |
|
FANNIE MAE |
2041-10-01 |
5.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$3,670,207.00 |
$3,797,973.96 |
|
FANNIE MAE |
2023-07-01 |
3.709000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$2,135,624.00 |
$2,160,537.09 |
|
FANNIE MAE |
2027-08-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$8,472,372.00 |
$7,725,008.00 |
|
FANNIE MAE |
2042-08-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$859,251.00 |
$818,010.79 |
|
Fannie Mae |
2042-08-01 |
2.049000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$24,836,683.00 |
$20,405,334.82 |
|
FANNIE MAE |
2042-12-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$8,086,331.00 |
$8,182,464.20 |
|
FANNIE MAE |
2043-08-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$17,471.00 |
$17,510.82 |
|
FANNIE MAE |
2042-02-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$9,320,363.00 |
$9,714,288.19 |
|
FANNIE MAE |
2043-07-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$7,552,959.00 |
$7,249,341.66 |
|
FANNIE MAE |
2043-08-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$5,116,206.00 |
$5,130,692.25 |
|
Federal Home Loan Mortgage Corporation |
2032-10-15 |
5.250000 |
Government Agency Debt - GOLD REMIC (FIXED) |
$75,592,533.00 |
$17,685,470.67 |
|
Fannie Mae REMIC Trust |
2035-07-25 |
5.750000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$50,858,938.00 |
$23,254,229.04 |
|
Federal Home Loan Mortgage Corporation |
2034-01-15 |
4.500000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$9,334,235.00 |
$13,621,880.03 |
|
Fannie Mae REMIC Trust |
2036-03-25 |
5.500000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$6,500,000.00 |
$7,872,357.64 |
|
Federal Home Loan Mortgage Corporation |
2035-11-15 |
5.500000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$3,020,000.00 |
$5,323,645.97 |
|
Federal Home Loan Mortgage Corporation |
2036-02-15 |
5.500000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$5,931,527.00 |
$5,085,355.49 |
|
Fannie Mae REMIC Trust |
2037-03-25 |
5.500000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$10,000,000.00 |
$15,344,392.16 |
|
Fannie Mae REMIC Trust |
2037-07-25 |
6.000000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$5,506,981.00 |
$8,699,185.77 |
|
Federal Home Loan Mortgage Corporation |
2037-10-15 |
6.000000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$4,250,000.00 |
$6,583,176.38 |
|
Fannie Mae REMIC Trust |
2038-08-25 |
4.500000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$6,349,000.00 |
$1,561,316.43 |
|
FANNIE MAE |
2033-06-01 |
5.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$53,367,657.00 |
$7,398,970.50 |
|
FANNIE MAE |
2037-03-01 |
5.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$42,000,000.00 |
$6,994,059.71 |
|
FANNIE MAE |
2024-08-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$28,865,172.00 |
$7,701,717.22 |
|
FANNIE MAE |
2025-11-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$18,984,346.00 |
$7,606,915.10 |
|
FANNIE MAE |
2041-04-01 |
5.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$14,576,398.00 |
$7,755,674.02 |
|
FANNIE MAE |
2043-02-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$9,720,713.00 |
$9,161,460.14 |
|
FANNIE MAE |
2028-06-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$6,227,785.00 |
$6,219,759.71 |
|
FANNIE MAE |
2033-04-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$14,201,213.00 |
$14,236,425.15 |
|
FANNIE MAE |
2043-06-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$2,327,276.00 |
$2,385,192.03 |
|
FANNIE MAE |
2028-07-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$647,097.00 |
$652,626.27 |
|
FANNIE MAE |
2025-10-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$12,920,352.00 |
$8,094,250.35 |
|
Fannie Mae |
2040-11-01 |
2.950000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$742,866.00 |
$442,020.61 |
|
GINNIE MAE |
2053-02-15 |
3.070000 |
Government Agency Debt - GNMA I PROJECT NOTE |
$1,000,000.00 |
$1,008,808.90 |
|
GINNIE MAE |
2043-01-15 |
3.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$8,382,798.00 |
$7,855,557.62 |
|
GINNIE MAE |
2027-06-20 |
3.000000 |
Government Agency Debt - GNMA TYPE II |
$7,684,488.00 |
$5,478,317.27 |
|
GNMA II GTD CTF MULTI ISSUER |
2042-09-20 |
3.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$2,281,450.00 |
$2,097,782.02 |
|
GINNIE MAE |
2042-10-20 |
3.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$533,171.00 |
$495,927.71 |
|
GINNIE MAE |
2043-05-20 |
3.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$606,118.00 |
$608,810.93 |
|
GINNIE MAE |
2043-06-15 |
3.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$17,840,129.00 |
$17,268,035.76 |
|
GINNIE MAE |
2043-05-20 |
3.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$8,331,194.00 |
$8,412,078.13 |
|
GINNIE MAE |
2048-06-15 |
3.450000 |
Government Agency Debt - GNMA I PROJECT NOTE |
$6,187,503.00 |
$6,420,983.33 |
|
GINNIE MAE |
2025-04-20 |
4.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$15,454,995.00 |
$7,505,358.49 |
|
GINNIE MAE |
2040-07-20 |
4.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$5,834,392.00 |
$3,531,837.70 |
|
GINNIE MAE |
2041-02-20 |
4.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$11,150,770.00 |
$6,704,839.37 |
|
GINNIE MAE |
2026-04-20 |
4.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$16,532,613.00 |
$7,892,149.19 |
|
GINNIE MAE |
2041-08-20 |
4.000000 |
Government Agency Debt - GNMA TYPE II |
$20,803,501.00 |
$7,904,435.04 |
|
GINNIE MAE |
2041-09-20 |
4.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$207,296,202.00 |
$132,725,469.86 |
|
GNMA II GTD PASS THRU CTF |
2026-11-20 |
3.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$40,017,962.00 |
$26,542,189.82 |
|
GINNIE MAE |
2039-02-15 |
5.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$34,000,000.00 |
$7,547,740.72 |
|
GINNIE MAE |
2040-06-15 |
6.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$802,110.00 |
$443,315.76 |
|
GNMA I & II - SINGLE ISSUER |
2025-07-15 |
4.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY LOAN POOL 15-30 YR |
$1,000,000.00 |
$441,915.35 |
|
GINNIE MAE |
2041-08-20 |
3.000000 |
Government Agency Debt - GNMA II 7 YEAR HYBRID ARM |
$9,248,000.00 |
$7,359,947.16 |
|
GINNIE MAE |
2039-05-15 |
5.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY PLATINUM POOL 30 YR |
$900,000.00 |
$179,748.57 |
|
GINNIE MAE |
2027-06-15 |
3.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY PLATINUM POOL 30 YR |
$8,521,810.00 |
$7,935,984.58 |
|
GINNIE MAE |
2040-06-15 |
4.000000 |
Government Agency Debt - GNMA I SINGLE FAMILY PLATINUM POOL 30 YR |
$11,066,441.00 |
$6,497,902.31 |
|
GINNIE MAE |
2040-07-15 |
4.500000 |
Government Agency Debt - GNMA I SINGLE FAMILY PLATINUM POOL 30 YR |
$5,778,724.00 |
$3,651,820.74 |
|
GINNIE MAE |
2041-04-20 |
5.000000 |
Government Agency Debt - GNMA II SINGLE FAMILY PLATINUM POOL |
$15,150,452.00 |
$7,900,047.14 |
|
GINNIE MAE |
2043-07-20 |
3.500000 |
Government Agency Debt - GNMA II SINGLE FAMILY LOAN POOL 15-30 YR |
$958,086.00 |
$974,886.08 |
|
Ginnie Mae REMIC Trust |
2032-06-20 |
6.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$3,271,188.00 |
$1,684,756.35 |
|
Ginnie Mae REMIC Trust |
2038-10-16 |
4.250000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$27,183,334.00 |
$5,348,343.01 |
|
Ginnie Mae REMIC Trust |
2039-07-20 |
5.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$6,293,973.00 |
$8,689,219.60 |
|
Ginnie Mae REMIC Trust |
2037-11-20 |
1.460000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$2,000,000.00 |
$3,000,475.40 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2039-11-20 |
2.750000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$5,283,810.00 |
$2,991,390.95 |
|
Ginnie Mae REMIC Trust |
2037-08-16 |
2.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$291,167,015.00 |
$219,822,552.67 |
|
Ginnie Mae REMIC Trust |
2039-09-16 |
4.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$12,600,000.00 |
$8,228,739.65 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2041-08-16 |
4.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$14,657,000.00 |
$14,737,118.42 |
|
Ginnie Mae REMIC Trust |
2041-01-20 |
3.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$39,143,000.00 |
$31,034,469.00 |
|
Ginnie Mae REMIC Trust |
2041-06-20 |
3.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$30,822,841.00 |
$25,759,726.62 |
|
GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC P |
2041-04-16 |
2.170000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$4,900,000.00 |
$4,796,718.53 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2042-03-16 |
3.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$15,096,000.00 |
$14,287,570.62 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2041-12-20 |
4.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$63,232.00 |
$58,166.54 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2043-06-20 |
4.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$50,793.00 |
$53,071.91 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2043-06-20 |
4.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$10,125,560.00 |
$7,453,946.63 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,500,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,500,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 2.53%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,500,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,500,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CITIGROUP GLOBAL MARKETS INC. (REPO)
Item 27. The title of the issue (including coupon or yield): CITIGROUP GLOBAL MARKETS INC. (REPO) 0.06
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 0CTG06GK4
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 831001
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
Fannie Mae REMIC Trust |
2041-10-25 |
4.000000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$54,336,939.00 |
$33,450,183.85 |
|
FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR |
2036-11-25 |
3.000000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$25,409,543.00 |
$25,887,030.66 |
|
FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR |
2043-07-25 |
3.000000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$36,439,018.00 |
$33,867,249.28 |
|
FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR |
2043-07-25 |
1.195000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$26,168,848.00 |
$25,676,221.57 |
|
Federal Home Loan Mortgage Corporation |
2039-05-15 |
2.000000 |
Government Agency Debt - GOLD REMIC (FIXED) |
$1,000,000.00 |
$854,176.36 |
|
Fannie Mae REMIC Trust |
2032-10-25 |
4.500000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$2,509,184.00 |
$1,154,648.27 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2043-01-16 |
3.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$36,545,000.00 |
$38,293,731.04 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2043-08-16 |
1.135000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$3,861,161.00 |
$3,896,337.68 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2040-08-20 |
3.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$67,235,536.00 |
$70,458,501.30 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $226,736,000.00
Item 41. The total current amortized cost, to the nearest cent: $226,736,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .38%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $226,736,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $226,736,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: DEUTSCHE BANK SECURITIES INC. (REPO)
Item 27. The title of the issue (including coupon or yield): DEUTSCHE BANK SECURITIES INC. (REPO) 0.07
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 0DBS18AY6
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 800178
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
FREDDIE MAC |
2040-07-01 |
5.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$42,413,882.00 |
$19,736,547.51 |
|
FREDDIE MAC |
2033-07-01 |
3.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$41,949,079.00 |
$41,335,479.75 |
|
FREDDIE MAC |
2043-08-01 |
3.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$74,195,231.00 |
$73,712,772.39 |
|
Fannie Mae REMIC Trust |
2043-07-25 |
4.815900 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$13,274,410.00 |
$9,933,362.01 |
|
Federal Home Loan Mortgage Corporation |
2042-07-15 |
5.808900 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$6,035,472.00 |
$1,076,023.09 |
|
FANNIE MAE |
2028-04-01 |
2.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$57,897,593.00 |
$55,993,346.86 |
|
FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR |
2041-07-25 |
6.359900 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$53,942,852.00 |
$3,081,406.30 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-12
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $200,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $200,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .34%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $200,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $200,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: DEUTSCHE BANK SECURITIES INC. (REPO)
Item 27. The title of the issue (including coupon or yield): DEUTSCHE BANK SECURITIES INC. (REPO) 0.07
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 0DBS18DD9
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 800178
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
Federal Home Loan Mortgage Corporation |
2039-08-15 |
6.408900 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$56,966,474.00 |
$9,206,242.19 |
|
Federal Home Loan Mortgage Corporation |
2041-10-15 |
4.500000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$725,090.00 |
$212,965.10 |
|
Federal Home Loan Mortgage Corporation |
2041-11-15 |
4.500000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$20,000,000.00 |
$10,349,684.50 |
|
Federal Home Loan Mortgage Corporation |
2041-11-15 |
4.500000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$33,000,000.00 |
$16,708,673.16 |
|
Federal Home Loan Mortgage Corporation |
2041-11-15 |
4.500000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$23,758,000.00 |
$14,587,257.29 |
|
Federal Home Loan Mortgage Corporation |
2042-01-15 |
6.265900 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$46,571,428.00 |
$8,649,642.36 |
|
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT |
2042-03-15 |
6.265900 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$41,671,164.00 |
$9,940,575.64 |
|
Federal Home Loan Mortgage Corporation |
2032-02-15 |
6.458900 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$71,225,033.00 |
$13,557,129.08 |
|
FEDERAL HOME LN MTG CORP |
2041-08-15 |
6.465900 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$71,792,968.00 |
$13,850,956.15 |
|
FEDERAL HOME LN MTG CORP |
2042-06-15 |
6.365900 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$75,847,510.00 |
$18,789,885.84 |
|
FEDERAL HOME LN MTG CORP |
2042-06-15 |
5.808900 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$65,753,379.00 |
$10,689,154.17 |
|
Federal Home Loan Mortgage Corporation |
2042-07-15 |
5.808900 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$48,915,591.00 |
$8,720,826.66 |
|
FEDERAL HOME LN MTG CORP |
2039-07-15 |
5.915900 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$81,103,632.00 |
$15,934,699.15 |
|
Federal Home Loan Mortgage Corporation |
2043-01-15 |
2.500000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$13,259,816.00 |
$9,761,113.53 |
|
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT |
2040-10-15 |
6.015900 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$82,189,959.00 |
$19,721,669.62 |
|
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT |
2043-06-15 |
3.000000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$66,000,501.00 |
$53,868,690.86 |
|
Federal Home Loan Mortgage Corporation |
2035-05-15 |
18.037100 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$33,375,215.00 |
$11,880,345.33 |
|
Federal Home Loan Mortgage Corporation |
2036-11-15 |
24.247200 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$23,188,715.00 |
$9,295,287.74 |
|
Ginnie Mae REMIC Trust |
2033-12-16 |
12.931900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$26,627,250.00 |
$4,387,958.72 |
|
Ginnie Mae REMIC Trust |
2034-01-16 |
14.016000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$19,735,000.00 |
$4,611,663.00 |
|
Ginnie Mae REMIC Trust |
2042-10-16 |
2.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$9,308,980.00 |
$6,095,715.23 |
|
Ginnie Mae REMIC Trust |
2027-08-20 |
3.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$45,797,480.00 |
$4,208,824.07 |
|
Ginnie Mae REMIC Trust |
2042-08-16 |
3.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$41,097,551.00 |
$6,625,477.36 |
|
Ginnie Mae REMIC Trust |
2039-08-20 |
5.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$83,101,818.00 |
$4,437,622.62 |
|
GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC P |
2051-09-16 |
8.085000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$116,139,983.00 |
$5,532,144.00 |
|
GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC P |
2047-03-16 |
2.790000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$37,933,565.00 |
$2,512,343.18 |
|
GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC P |
2045-07-16 |
0.973000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$238,000,000.00 |
$6,251,450.67 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2040-08-16 |
4.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$23,581,000.00 |
$17,649,968.61 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2040-08-20 |
4.750000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$51,993,137.00 |
$52,128,543.39 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS |
2040-04-20 |
5.515900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$50,000,000.00 |
$4,372,988.82 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2040-08-20 |
4.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$25,215,251.00 |
$24,520,459.72 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2040-11-16 |
4.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$50,000,000.00 |
$54,785,039.57 |
|
Ginnie Mae REMIC Trust |
2040-11-16 |
4.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$20,000,000.00 |
$15,550,061.29 |
|
Ginnie Mae REMIC Trust |
2040-11-16 |
4.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$27,999,618.00 |
$27,494,129.98 |
|
Ginnie Mae REMIC Trust |
2039-09-16 |
5.895900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$92,826,785.00 |
$10,625,811.60 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2040-12-20 |
4.250000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$50,000,000.00 |
$20,802,620.64 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2038-08-16 |
6.315900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$129,463,374.00 |
$11,947,593.49 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2041-02-16 |
4.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$38,160,117.00 |
$35,197,958.30 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2041-02-16 |
4.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$20,000,000.00 |
$14,330,426.88 |
|
Ginnie Mae REMIC Trust |
2041-06-20 |
5.255900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$56,250,000.00 |
$4,783,580.05 |
|
Ginnie Mae REMIC Trust |
2041-06-20 |
5.245900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$56,250,000.00 |
$4,460,637.83 |
|
Ginnie Mae REMIC Trust |
2041-07-20 |
5.258400 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$52,102,283.00 |
$4,148,547.37 |
|
GOVERNMENT NATL MTG ASSN GTD |
2041-11-20 |
6.465900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$53,694,158.00 |
$9,980,387.85 |
|
Ginnie Mae REMIC Trust |
2041-12-20 |
6.408400 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$119,498,246.00 |
$17,818,007.84 |
|
GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC P |
2055-01-16 |
0.669000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$257,179,394.00 |
$13,888,858.73 |
|
GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC P |
2045-04-16 |
1.694000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$100,000,000.00 |
$6,076,846.08 |
|
GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC P |
2053-10-16 |
1.722000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$247,010,986.00 |
$24,763,750.60 |
|
GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC P |
2053-04-16 |
2.243000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$60,000,000.00 |
$4,183,835.52 |
|
Ginnie Mae REMIC Trust |
2042-01-20 |
6.465900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$74,033,788.00 |
$10,581,351.12 |
|
Ginnie Mae REMIC Trust |
2038-07-20 |
6.515900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$71,428,572.00 |
$14,347,481.29 |
|
Ginnie Mae REMIC Trust |
2042-03-20 |
6.415900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$18,292,642.00 |
$4,096,240.96 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2042-03-20 |
3.750000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$15,768,104.00 |
$7,646,237.04 |
|
Ginnie Mae REMIC Trust |
2042-03-20 |
6.415900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$54,886,290.00 |
$10,032,195.18 |
|
GOVERNMENT NATL MTG ASSN GTD |
2042-05-20 |
4.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$18,212,089.00 |
$5,070,618.27 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2040-07-20 |
3.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$40,400,000.00 |
$6,360,682.55 |
|
GOVERNMENT NATL MTG ASSN GTD |
2038-12-20 |
6.515900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$47,142,856.00 |
$9,658,730.52 |
|
GOVERNMENT NATL MTG ASSN GTD |
2042-05-20 |
6.465900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$25,440,571.00 |
$5,173,217.12 |
|
Ginnie Mae REMIC Trust |
2043-01-20 |
3.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$28,199,432.00 |
$13,766,515.70 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2041-06-20 |
3.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$28,277,416.00 |
$5,029,692.53 |
|
Ginnie Mae REMIC Trust |
2042-10-20 |
3.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$22,887,042.00 |
$4,383,539.24 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2041-01-20 |
3.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$69,357,142.00 |
$11,854,494.05 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2042-02-20 |
3.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$26,622,599.00 |
$5,140,921.04 |
|
Ginnie Mae REMIC Trust |
2027-12-16 |
3.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$37,155,563.00 |
$4,228,939.34 |
|
Ginnie Mae REMIC Trust |
2027-12-16 |
3.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$36,979,411.00 |
$4,080,766.61 |
|
Ginnie Mae REMIC Trust |
2042-09-20 |
2.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$30,945,068.00 |
$19,470,236.38 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2042-10-20 |
3.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$39,628,495.00 |
$8,405,850.03 |
|
Ginnie Mae REMIC Trust |
2042-01-20 |
6.565900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$38,004,881.00 |
$4,126,100.28 |
|
Ginnie Mae REMIC Trust |
2042-06-20 |
4.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$47,218,332.00 |
$7,642,917.73 |
|
Ginnie Mae REMIC Trust |
2042-09-16 |
3.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$39,308,141.00 |
$7,378,346.45 |
|
Ginnie Mae REMIC Trust |
2043-03-20 |
4.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$20,000,000.00 |
$4,232,362.75 |
|
Ginnie Mae REMIC Trust |
2043-03-20 |
3.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$22,678,700.00 |
$16,427,686.62 |
|
GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC P |
2055-01-16 |
1.012000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$165,000,000.00 |
$11,027,304.92 |
|
GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC P |
2055-01-16 |
2.870000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$14,000,000.00 |
$9,893,939.22 |
|
GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC P |
2048-03-16 |
0.871000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$337,659,914.00 |
$20,999,623.44 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2042-08-20 |
3.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$54,814,999.00 |
$9,931,455.31 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2043-04-16 |
4.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$59,092,501.00 |
$11,053,921.68 |
|
Ginnie Mae REMIC Trust |
2043-05-20 |
3.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$22,358,758.00 |
$4,759,341.71 |
|
Ginnie Mae REMIC Trust |
2043-05-20 |
3.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$28,571,428.00 |
$6,924,799.11 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2042-07-20 |
3.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$127,031,374.00 |
$26,249,712.14 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2043-05-20 |
3.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$40,594,971.00 |
$9,322,288.76 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2043-05-20 |
3.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$18,281,000.00 |
$15,160,327.25 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2043-07-20 |
6.057500 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$88,408,180.00 |
$16,049,746.74 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2042-09-16 |
6.015900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$40,217,333.00 |
$7,197,299.55 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2043-03-20 |
6.050000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$30,000,000.00 |
$5,127,406.67 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2042-02-20 |
6.043000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$1,400,000.00 |
$249,744.06 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2042-08-20 |
6.010000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$43,444,108.00 |
$8,297,887.38 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2043-08-20 |
6.465000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$45,694,819.00 |
$9,530,880.64 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2043-08-20 |
7.618000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$1,425,000.00 |
$1,372,734.88 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2043-08-16 |
6.510000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$103,902,361.00 |
$24,155,705.76 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2043-08-16 |
5.910000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$37,514,550.00 |
$6,428,543.31 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2043-01-20 |
4.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$117,098,358.00 |
$124,622,773.21 |
|
UNITED STATES TREAS BDS |
2021-11-15 |
8.000000 |
Treasury Debt - U.S. TREASURY BOND |
$32,590,700.00 |
$46,996,143.65 |
|
UNITED STATES TREAS NTS |
2016-10-31 |
1.000000 |
Treasury Debt - U.S. TREASURY NOTE |
$19,382,800.00 |
$19,522,767.41 |
|
UNITED STATES TREAS NTS |
2023-08-15 |
2.500000 |
Treasury Debt - U.S. TREASURY NOTE |
$257,590,000.00 |
$252,217,708.56 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,475,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,475,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 2.49%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,475,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,475,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL FARM CREDIT SYSTEM
Item 27. The title of the issue (including coupon or yield): FEDERAL FARM CREDIT SYSTEM 0.176
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 3133ECNE0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $50,010,210.64
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .08%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $50,004,300.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $50,004,300.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL FARM CREDIT SYSTEM
Item 27. The title of the issue (including coupon or yield): FEDERAL FARM CREDIT SYSTEM 0.130
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313313RL4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-01-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $75,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $74,965,604.17
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $74,992,125.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $74,992,125.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL FARM CREDIT SYSTEM
Item 27. The title of the issue (including coupon or yield): FEDERAL FARM CREDIT SYSTEM 0.14
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 3133ECPL2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-05-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-05-14
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $238,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $237,988,360.83
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .4%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $237,975,962.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $237,975,962.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL FARM CREDIT SYSTEM
Item 27. The title of the issue (including coupon or yield): FEDERAL FARM CREDIT SYSTEM 0.32
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 31331KQ37
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $250,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $250,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .42%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $250,108,250.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $250,108,250.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL FARM CREDIT SYSTEM
Item 27. The title of the issue (including coupon or yield): FEDERAL FARM CREDIT SYSTEM 0.32
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 31331KM23
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $75,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $75,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $75,028,950.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $75,028,950.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL FARM CREDIT SYSTEM
Item 27. The title of the issue (including coupon or yield): FEDERAL FARM CREDIT SYSTEM 0.170
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313313MV7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $25,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $24,995,277.78
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $24,999,450.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $24,999,450.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.11
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313383QP9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-01-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $75,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $74,993,238.59
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $75,008,775.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $75,008,775.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.125
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313383V73
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-08-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-08-13
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. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $99,995,072.58
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .17%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $100,003,300.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $100,003,300.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.112
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313385ML7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $790,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $789,924,006.94
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.33%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $789,986,570.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $789,986,570.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.23
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313383P70
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-07-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-07-25
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $200,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $200,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .34%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $200,037,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $200,037,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.129
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313383WX5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-08-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-08-19
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $150,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $150,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .25%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $150,008,550.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $150,008,550.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.1
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313382YV9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $140,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $139,996,228.26
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .24%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $140,004,900.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $140,004,900.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.126
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313383KK6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $200,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $200,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .34%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $200,014,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $200,014,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.060
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313385LP9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $500,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $499,991,666.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .84%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $499,997,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $499,997,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.129
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313383X89
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $200,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $200,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .34%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $200,011,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $200,011,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.124
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313383WZ0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $75,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $74,996,373.29
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $75,000,750.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $75,000,750.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.050
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313385LR5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-13
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. The total principal amount of the security held by the series, to the nearest cent: $228,010,000.00
Item 41. The total current amortized cost, to the nearest cent: $228,006,199.83
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .38%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $228,008,631.94
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $228,008,631.94
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.060
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313385MB9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-23
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $500,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $499,981,666.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .84%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $499,994,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $499,994,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.100
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313385LY0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,099,941,944.44
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.86%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,099,989,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,099,989,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.050
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313385LW4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $2,415,945,000.00
Item 41. The total current amortized cost, to the nearest cent: $2,415,887,745.62
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 4.07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $2,415,923,256.50
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $2,415,923,256.50
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.083
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313385PG5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-15
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. The total principal amount of the security held by the series, to the nearest cent: $875,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $874,848,697.92
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.48%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $874,964,125.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $874,964,125.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.089
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313385PE0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-13
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. The total principal amount of the security held by the series, to the nearest cent: $888,600,000.00
Item 41. The total current amortized cost, to the nearest cent: $888,439,301.45
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.5%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $888,564,456.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $888,564,456.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.075
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313385NZ5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-08
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. The total principal amount of the security held by the series, to the nearest cent: $1,656,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,655,765,400.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 2.79%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,655,938,728.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,655,938,728.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.092
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313385SM9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-01-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-31
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. The total principal amount of the security held by the series, to the nearest cent: $900,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $899,650,400.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.52%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $899,886,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $899,886,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.135
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313385UZ7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $120,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $119,904,600.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .2%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $119,936,760.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $119,936,760.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.107
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313385TB2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-14
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $175,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $174,915,270.84
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .3%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $174,959,925.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $174,959,925.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.098
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313385SU1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $416,600,000.00
Item 41. The total current amortized cost, to the nearest cent: $416,419,681.64
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .7%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $416,508,764.60
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $416,508,764.60
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.100
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313385NX0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $521,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $520,904,483.34
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .88%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $520,981,244.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $520,981,244.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.067
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313385NA0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-16
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,407,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,406,882,100.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 2.37%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,406,966,232.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,406,966,232.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.114
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313385MV5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $3,929,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $3,928,633,971.10
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 6.63%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $2,689,940,820.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $2,689,940,820.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.075
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313385MT0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-09
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. The total principal amount of the security held by the series, to the nearest cent: $720,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $719,943,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.21%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $719,984,880.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $719,984,880.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.100
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313385NH5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-23
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $99,985,555.56
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .17%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $99,997,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $99,997,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.042
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313385NS1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,498,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,497,893,392.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 2.53%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,497,950,566.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,497,950,566.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.040
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313385NQ5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-30
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $848,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $847,944,408.89
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.43%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $847,972,864.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $847,972,864.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.040
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313385NK8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-25
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $600,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $599,963,818.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $599,982,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $599,982,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.3
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313379L56
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-12-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-12-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $120,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $120,060,264.13
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .2%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $120,071,880.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $120,071,880.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.17
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313381LL7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-12-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-12-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $183,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $182,987,959.86
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .31%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $183,047,946.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $183,047,946.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.16
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313382F32
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-12-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-12-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $194,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $193,993,408.25
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .33%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $194,039,576.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $194,039,576.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.160
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313379G52
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $300,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $299,968,852.46
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .51%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $300,049,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $300,049,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.28
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313378HJ3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $50,000,173.47
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .08%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $50,000,550.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $50,000,550.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.185
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313379CC1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $300,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $299,986,710.38
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .51%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $300,054,300.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $300,054,300.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.3
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313379GG8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-12-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-12-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $205,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $205,095,663.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .35%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $205,113,980.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $205,113,980.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.1
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313382V42
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $99,996,666.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .17%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $100,003,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $100,003,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.1
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313382WE9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-08
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. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $99,997,228.26
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .17%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $100,003,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $100,003,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.1
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313382YA5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-12
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $205,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $204,990,924.19
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .35%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $205,007,790.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $205,007,790.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.16
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313382SJ3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $215,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $214,980,123.40
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .36%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $215,019,350.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $215,019,350.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.12
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313382MF7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $215,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $214,995,619.64
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .36%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $215,006,665.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $215,006,665.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.17
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313382PR8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-15
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. The total principal amount of the security held by the series, to the nearest cent: $325,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $324,995,562.73
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .55%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $325,050,375.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $325,050,375.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.125
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313382RL9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $144,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $143,958,619.20
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .24%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $143,983,728.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $143,983,728.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN MORTGAGE CORP.
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN MORTGAGE CORP. 0.100
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313397QG9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-12-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-12-09
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. The total principal amount of the security held by the series, to the nearest cent: $713,036,000.00
Item 41. The total current amortized cost, to the nearest cent: $712,839,915.10
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.2%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $712,997,496.06
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $712,997,496.06
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN MORTGAGE CORP.
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN MORTGAGE CORP. 0.075
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313397PK1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $55,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $54,991,062.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $54,997,635.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $54,997,635.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN MORTGAGE CORP.
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN MORTGAGE CORP. 0.120
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313397RL7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-01-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $99,957,666.66
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .17%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $99,989,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $99,989,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN MORTGAGE CORP.
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN MORTGAGE CORP. 0.100
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313397QS3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-12-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-12-19
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $560,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $559,830,444.44
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .94%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $559,966,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $559,966,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN MORTGAGE CORP.
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN MORTGAGE CORP. 0.080
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313397MZ1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-15
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. The total principal amount of the security held by the series, to the nearest cent: $317,030,000.00
Item 41. The total current amortized cost, to the nearest cent: $316,999,042.27
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .53%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $317,022,391.28
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $317,022,391.28
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN MORTGAGE CORP.
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN MORTGAGE CORP. 0.110
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313397MB4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-23
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $757,895,000.00
Item 41. The total current amortized cost, to the nearest cent: $757,844,052.62
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.28%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $757,885,905.26
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, to the nearest cent: $757,885,905.26
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN MORTGAGE CORP.
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN MORTGAGE CORP. 0.130
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313397LU3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-16
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $90,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $89,995,125.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $89,999,280.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $89,999,280.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN MORTGAGE CORP.
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN MORTGAGE CORP. 0.092
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313397MR9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,073,655,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,073,556,733.53
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.81%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,073,634,600.56
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,073,634,600.56
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN MORTGAGE CORP.
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN MORTGAGE CORP. 0.114
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313397MN8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $23,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $22,997,596.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $22,999,586.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $22,999,586.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN MORTGAGE CORP.
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN MORTGAGE CORP. 0.290
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 3134G2K43
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $388,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $387,996,726.52
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .65%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $388,018,624.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $388,018,624.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN MORTGAGE CORP.
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN MORTGAGE CORP. 0.090
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313397UE9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-13
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. The total principal amount of the security held by the series, to the nearest cent: $218,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $217,894,815.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .37%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $217,918,686.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $217,918,686.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN MORTGAGE CORP.
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN MORTGAGE CORP. 0.13
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 3134G43R7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $225,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $224,982,336.74
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .38%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $225,042,525.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $225,042,525.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN MORTGAGE CORP.
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN MORTGAGE CORP. 0.5
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 3134G23H3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-15
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. The total principal amount of the security held by the series, to the nearest cent: $99,292,000.00
Item 41. The total current amortized cost, to the nearest cent: $99,324,890.81
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .17%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $99,340,653.08
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $99,340,653.08
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN MORTGAGE CORP.
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN MORTGAGE CORP. 0.090
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313397TM3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $218,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $217,904,080.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .37%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $217,947,026.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $217,947,026.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN MORTGAGE CORP.
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN MORTGAGE CORP. 0.105
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313397RT0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-01-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-13
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. The total principal amount of the security held by the series, to the nearest cent: $265,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $264,896,429.16
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .45%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $264,970,585.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $264,970,585.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN MORTGAGE CORP.
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN MORTGAGE CORP. 0.080
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313397RN3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-01-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-08
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. The total principal amount of the security held by the series, to the nearest cent: $505,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $504,855,233.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .85%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $504,945,965.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $504,945,965.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN MORTGAGE CORP.
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN MORTGAGE CORP. 0.110
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313397TG6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-19
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $30,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $29,984,325.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $29,992,920.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $29,992,920.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN MORTGAGE CORP.
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN MORTGAGE CORP. 0.150
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313397TF8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $370,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $369,750,902.78
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .62%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $54,987,075.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $54,987,075.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN MORTGAGE CORP.
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN MORTGAGE CORP. 0.150
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313397LH2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $500,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $499,991,666.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .84%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $499,999,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $499,999,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN MORTGAGE CORP.
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN MORTGAGE CORP. 0.150
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313397LJ8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $500,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $499,989,583.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .84%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $499,999,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $499,999,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN MORTGAGE CORP.
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN MORTGAGE CORP. 0.070
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313397LN9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $500,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $499,991,250.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .84%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $499,998,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $499,998,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL NATIONAL MORTGAGE ASSOCIATION
Item 27. The title of the issue (including coupon or yield): FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.095
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313589LW1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $36,800,000.00
Item 41. The total current amortized cost, to the nearest cent: $36,798,349.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $36,799,668.80
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $36,799,668.80
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL NATIONAL MORTGAGE ASSOCIATION
Item 27. The title of the issue (including coupon or yield): FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.055
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313589NH2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-23
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $300,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $299,976,166.66
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .51%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $299,991,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $299,991,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL NATIONAL MORTGAGE ASSOCIATION
Item 27. The title of the issue (including coupon or yield): FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.062
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313589PM9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $650,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $649,910,444.44
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $649,971,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $649,971,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL NATIONAL MORTGAGE ASSOCIATION
Item 27. The title of the issue (including coupon or yield): FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.060
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313589LU5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-16
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $705,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $704,982,375.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.19%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $704,994,360.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $704,994,360.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL NATIONAL MORTGAGE ASSOCIATION
Item 27. The title of the issue (including coupon or yield): FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.25
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 3135G0AP8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-27
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $70,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $70,373,832.34
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $70,389,270.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $70,389,270.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL NATIONAL MORTGAGE ASSOCIATION
Item 27. The title of the issue (including coupon or yield): FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.165
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 3135G0PG2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $125,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $124,974,018.41
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .21%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $125,063,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $125,063,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL NATIONAL MORTGAGE ASSOCIATION
Item 27. The title of the issue (including coupon or yield): FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.133
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313589LP6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $150,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $149,994,458.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .25%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $149,994,458.33
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $149,994,458.33
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL NATIONAL MORTGAGE ASSOCIATION
Item 27. The title of the issue (including coupon or yield): FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.100
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313589QB2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-12-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-12-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $48,355,000.00
Item 41. The total current amortized cost, to the nearest cent: $48,342,373.97
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .08%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $48,352,485.54
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $48,352,485.54
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL NATIONAL MORTGAGE ASSOCIATION
Item 27. The title of the issue (including coupon or yield): FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.094
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313589TG8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-19
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $291,700,000.00
Item 41. The total current amortized cost, to the nearest cent: $291,569,755.95
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .49%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $291,631,158.80
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $291,631,158.80
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL NATIONAL MORTGAGE ASSOCIATION
Item 27. The title of the issue (including coupon or yield): FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.625
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 31359MTG8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-15
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. The total principal amount of the security held by the series, to the nearest cent: $300,136,000.00
Item 41. The total current amortized cost, to the nearest cent: $301,727,410.29
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .51%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $301,730,322.43
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, to the nearest cent: $301,730,322.43
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL NATIONAL MORTGAGE ASSOCIATION
Item 27. The title of the issue (including coupon or yield): FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.75
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 31398AVD1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $430,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $434,772,526.54
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .73%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $434,966,070.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $434,966,070.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL NATIONAL MORTGAGE ASSOCIATION
Item 27. The title of the issue (including coupon or yield): FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.125
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313589SH7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-01-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-27
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $500,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $499,743,055.55
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .84%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $499,939,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $499,939,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL NATIONAL MORTGAGE ASSOCIATION
Item 27. The title of the issue (including coupon or yield): FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.070
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313589QP1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-12-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-12-16
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $500,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $499,896,944.44
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .84%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $499,971,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $499,971,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL NATIONAL MORTGAGE ASSOCIATION
Item 27. The title of the issue (including coupon or yield): FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.140
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313589QR7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-12-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-12-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $101,167,000.00
Item 41. The total current amortized cost, to the nearest cent: $101,124,509.86
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .17%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $101,161,031.15
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $101,161,031.15
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL NATIONAL MORTGAGE ASSOCIATION
Item 27. The title of the issue (including coupon or yield): FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.080
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313589RL9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-01-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $700,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $699,802,444.45
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.18%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $699,926,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $699,926,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: GOLDMAN SACHS & CO. (REPO)
Item 27. The title of the issue (including coupon or yield): GOLDMAN SACHS & CO. (REPO) 0.04
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 0GOL20Q45
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000769993
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
FREDDIE MAC |
2031-04-01 |
5.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$12,792,036.00 |
$10,432,401.88 |
|
FREDDIE MAC |
2032-10-01 |
7.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$39,352,541.00 |
$11,098,686.51 |
|
FREDDIE MAC |
2038-11-01 |
5.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$55,000,000.00 |
$10,580,239.23 |
|
FREDDIE MAC |
2040-04-01 |
4.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$17,712,353.00 |
$10,922,289.63 |
|
FREDDIE MAC |
2040-08-01 |
5.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$16,370,000.00 |
$10,512,064.50 |
|
FREDDIE MAC |
2036-04-01 |
6.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$34,762,524.00 |
$10,748,002.10 |
|
FREDDIE MAC |
2033-08-01 |
3.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$10,420,179.00 |
$10,676,092.81 |
|
FREDDIE MAC |
2030-07-01 |
5.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$18,400,240.00 |
$10,781,350.16 |
|
FREDDIE MAC |
2031-09-01 |
4.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$13,700,582.00 |
$10,805,273.02 |
|
FREDDIE MAC |
2026-04-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$15,253,368.00 |
$10,809,028.10 |
|
FREDDIE MAC |
2026-10-01 |
3.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$14,182,205.00 |
$11,070,837.38 |
|
FEDERAL HOME LN MTG CORP PARTN |
2027-07-01 |
3.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$11,661,473.00 |
$10,424,706.99 |
|
FREDDIE MAC |
2027-05-01 |
3.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$12,218,290.00 |
$10,565,107.28 |
|
Freddie Mac |
2041-09-01 |
2.787000 |
Government Agency Debt - FEDERAL HOME LOAN MORT ADJUSTABLE RATE |
$18,632,000.00 |
$11,117,570.06 |
|
Federal Home Loan Mortgage Corporation |
2022-03-15 |
0.834000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$139.00 |
$.14 |
|
FREDDIE MAC |
2027-12-01 |
2.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$12,183,864.00 |
$10,783,427.36 |
|
Freddie Mac |
2043-04-01 |
2.545000 |
Government Agency Debt - FEDERAL HOME LOAN MORT ADJUSTABLE RATE |
$10,824,000.00 |
$10,560,150.91 |
|
FREDDIE MAC |
2042-01-01 |
4.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$10,770,790.00 |
$10,679,184.86 |
|
FREDDIE MAC |
2028-08-01 |
2.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$11,040,893.00 |
$10,916,747.97 |
|
FREDDIE MAC |
2043-04-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$7,076,967.00 |
$7,225,688.49 |
|
FED HOME LN MTG CORP PARTN |
2042-08-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$10,357,366.00 |
$10,342,626.39 |
|
FREDDIE MAC |
2042-11-01 |
3.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$10,857,066.00 |
$10,327,124.59 |
|
FREDDIE MAC |
2042-11-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$11,183,773.00 |
$10,968,414.93 |
|
FREDDIE MAC |
2043-02-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$10,035,832.00 |
$10,318,655.03 |
|
FREDDIE MAC |
2043-03-01 |
3.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$10,434,824.00 |
$10,343,964.86 |
|
FREDDIE MAC |
2043-04-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$10,767,374.00 |
$11,101,316.18 |
|
FREDDIE MAC |
2043-06-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$10,255,880.00 |
$10,434,382.00 |
|
FREDDIE MAC |
2043-08-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$10,232,274.00 |
$10,676,193.25 |
|
Federal Home Loan Mortgage Corporation |
2041-06-15 |
0.741000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$167,316,000.00 |
$60,881,507.57 |
|
Federal Home Loan Mortgage Corporation |
2041-06-15 |
0.741000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$400,000,000.00 |
$138,704,990.96 |
|
FEDERAL HOME LN MTG CORP |
2039-05-15 |
0.634000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$500,000.00 |
$467,306.47 |
|
Federal Home Loan Mortgage Corporation |
2039-04-15 |
0.584000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$427,380.00 |
$403,843.70 |
|
Federal Home Loan Mortgage Corporation |
2041-10-15 |
0.534000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$4,687,499.00 |
$4,316,994.16 |
|
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT |
2038-12-15 |
0.595000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$7,628,981.00 |
$7,584,964.64 |
|
FANNIE MAE |
2041-01-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$11,499,826.00 |
$10,973,888.92 |
|
FANNIE MAE |
2026-07-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$15,105,873.00 |
$11,112,541.71 |
|
FANNIE MAE |
2026-09-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$19,071,620.00 |
$10,558,041.25 |
|
FANNIE MAE |
2042-06-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$10,565,342.00 |
$10,551,861.37 |
|
FANNIE MAE |
2042-06-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$17,130,021.00 |
$10,983,587.44 |
|
FANNIE MAE |
2023-05-01 |
2.500000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$12,000,000.00 |
$11,107,024.29 |
|
FANNIE MAE |
2023-08-01 |
3.540000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$10,366,000.00 |
$10,399,136.65 |
|
FANNIE MAE |
2042-07-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$15,047,987.00 |
$10,611,805.19 |
|
FANNIE MAE |
2042-10-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$10,277,321.00 |
$10,521,593.40 |
|
FANNIE MAE |
2027-11-01 |
2.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$11,424,793.00 |
$10,821,793.88 |
|
FANNIE MAE |
2043-01-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$10,002,431.00 |
$10,274,410.68 |
|
FANNIE MAE |
2042-02-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$11,321,087.00 |
$11,037,251.85 |
|
FANNIE MAE |
2033-03-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$11,076,859.00 |
$10,796,287.77 |
|
FANNIE MAE |
2028-08-01 |
2.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$10,601,828.00 |
$10,368,014.08 |
|
FANNIE MAE |
2043-08-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$10,094,357.00 |
$10,811,507.25 |
|
FANNIE MAE |
2043-06-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$10,006,106.00 |
$10,293,875.97 |
|
FANNIE MAE |
2043-06-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$10,745,891.00 |
$10,750,229.42 |
|
FANNIE MAE |
2043-06-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$10,263,879.00 |
$10,635,425.83 |
|
FANNIE MAE |
2043-07-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$10,000,056.00 |
$10,382,033.54 |
|
FANNIE MAE |
2043-07-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$10,578,094.00 |
$10,606,148.50 |
|
FANNIE MAE |
2043-09-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$10,397,593.00 |
$10,003,687.12 |
|
FANNIE MAE |
2043-09-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$10,601,535.00 |
$10,998,861.68 |
|
FANNIE MAE |
2043-09-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$10,016,473.00 |
$9,637,005.60 |
|
FANNIE MAE |
2033-08-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$10,418,989.00 |
$10,592,876.14 |
|
FANNIE MAE |
2043-08-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$10,016,315.00 |
$10,413,323.89 |
|
FANNIE MAE |
2043-09-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$9,590,882.00 |
$10,174,688.58 |
|
Federal Home Loan Mortgage Corporation |
2035-08-15 |
0.891000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$16,505,000.00 |
$2,402,559.45 |
|
Federal Home Loan Mortgage Corporation |
2037-11-15 |
1.391000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$50,000,000.00 |
$11,092,939.37 |
|
Federal Home Loan Mortgage Corporation |
2038-01-15 |
1.191000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$40,000,000.00 |
$11,233,416.38 |
|
Federal Home Loan Mortgage Corporation |
2040-02-15 |
0.951000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$175,000,000.00 |
$68,552,761.97 |
|
FANNIE MAE |
2037-06-01 |
6.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$15,719,015.00 |
$10,924,818.90 |
|
FANNIE MAE |
2037-12-01 |
6.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$46,186,179.00 |
$10,476,030.05 |
|
Fannie Mae |
2037-12-01 |
2.579000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$41,508,921.00 |
$11,053,586.17 |
|
FANNIE MAE |
2049-02-01 |
5.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$64,342,681.00 |
$9,805,543.77 |
|
FANNIE MAE |
2029-06-01 |
5.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$53,065,000.00 |
$10,724,432.76 |
|
FANNIE MAE |
2041-11-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$13,297,260.00 |
$10,886,509.10 |
|
FANNIE MAE |
2039-11-01 |
5.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$25,034,591.00 |
$10,518,538.59 |
|
FANNIE MAE |
2040-02-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$12,028,106.00 |
$7,203,109.26 |
|
FANNIE MAE |
2020-05-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$31,000,000.00 |
$10,414,797.49 |
|
FANNIE MAE |
2028-03-01 |
2.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$11,361,058.00 |
$10,875,985.62 |
|
FANNIE MAE |
2043-07-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$10,318,677.00 |
$10,958,591.54 |
|
FANNIE MAE |
2036-01-01 |
1.928000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$20,863,699.00 |
$10,759,732.11 |
|
Fannie Mae |
2040-05-01 |
3.482000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$40,028,268.00 |
$10,433,104.60 |
|
Fannie Mae |
2040-06-01 |
3.472000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$25,454,175.00 |
$10,826,795.90 |
|
Fannie Mae |
2040-09-01 |
3.447000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$24,995,152.00 |
$10,826,102.05 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,000,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,000,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.69%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,000,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,000,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: GOLDMAN SACHS & CO. (REPO)
Item 27. The title of the issue (including coupon or yield): GOLDMAN SACHS & CO. (REPO) 0.04
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 0GOL20Q60
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000769993
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
FREDDIE MAC |
2025-11-01 |
5.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$48,184,265.00 |
$13,520,929.25 |
|
FREDDIE MAC |
2032-10-01 |
3.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$15,116,473.00 |
$13,814,992.59 |
|
Freddie Mac |
2036-02-01 |
2.548000 |
Government Agency Debt - FEDERAL HOME LOAN MORT ADJUSTABLE RATE |
$47,302,415.00 |
$13,396,003.74 |
|
FREDDIE MAC |
2031-03-01 |
5.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$19,095,411.00 |
$13,251,141.88 |
|
FREDDIE MAC |
2025-12-01 |
3.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$18,675,714.00 |
$13,530,358.65 |
|
FREDDIE MAC |
2026-10-01 |
3.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$17,212,354.00 |
$13,698,892.37 |
|
FMAC |
2042-06-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$23,900,694.00 |
$13,497,479.07 |
|
FREDDIE MAC |
2041-02-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$20,147,161.00 |
$13,366,561.40 |
|
FREDDIE MAC |
2027-05-01 |
2.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$15,350,837.00 |
$13,328,959.95 |
|
FREDDIE MAC |
2041-09-01 |
4.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$24,833,135.00 |
$14,371,523.88 |
|
FREDDIE MAC |
2041-10-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$19,000,000.00 |
$13,726,797.91 |
|
FREDDIE MAC |
2041-11-01 |
4.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$14,761,616.00 |
$14,059,026.65 |
|
FREDDIE MAC |
2042-02-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$16,036,865.00 |
$13,847,140.09 |
|
FREDDIE MAC |
2042-02-01 |
3.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$15,225,733.00 |
$13,803,287.82 |
|
FREDDIE MAC |
2043-04-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$13,908,535.00 |
$14,212,269.42 |
|
FREDDIE MAC |
2042-09-01 |
3.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$14,272,114.00 |
$13,265,912.65 |
|
FED HOME LN MTG CORP PARTN |
2042-09-01 |
3.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$15,160,849.00 |
$14,150,958.13 |
|
FREDDIE MAC |
2042-11-01 |
3.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$14,676,018.00 |
$14,155,447.27 |
|
FREDDIE MAC |
2043-03-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$13,843,806.00 |
$14,170,502.12 |
|
FREDDIE MAC |
2043-06-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$13,738,211.00 |
$14,126,441.39 |
|
FREDDIE MAC |
2043-09-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$13,041,546.00 |
$13,607,356.37 |
|
FREDDIE MAC |
2043-07-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$13,763,060.00 |
$14,161,240.67 |
|
Fannie Mae |
2041-04-01 |
3.303000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$31,521,599.00 |
$14,187,152.72 |
|
FANNIE MAE |
2041-06-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$20,142,632.00 |
$13,396,214.83 |
|
FANNIE MAE |
2026-05-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$19,798,632.00 |
$14,309,732.42 |
|
Fannie Mae |
2041-08-01 |
2.973000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$25,120,011.00 |
$13,727,286.22 |
|
FANNIE MAE |
2041-11-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$18,664,050.00 |
$14,294,902.10 |
|
FEDERAL NATL MTG ASSN GTD MTG |
2042-02-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$16,918,765.00 |
$13,489,749.12 |
|
FANNIE MAE |
2040-06-01 |
6.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$40,287,782.00 |
$13,970,049.30 |
|
FANNIE MAE |
2042-06-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$15,008,852.00 |
$14,125,704.68 |
|
FANNIE MAE |
2027-07-01 |
2.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$15,400,000.00 |
$13,540,278.13 |
|
FANNIE MAE |
2042-12-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$13,441,759.00 |
$13,784,430.11 |
|
FANNIE MAE |
2033-02-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$14,945,452.00 |
$14,300,543.99 |
|
FANNIE MAE |
2043-04-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$13,068,924.00 |
$13,473,466.04 |
|
FANNIE MAE |
2043-04-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$13,432,797.00 |
$13,850,291.89 |
|
FANNIE MAE |
2043-06-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$13,981,260.00 |
$13,401,059.60 |
|
FANNIE MAE |
2023-07-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$13,786,403.00 |
$14,209,676.30 |
|
FANNIE MAE |
2043-09-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$12,777,786.00 |
$13,292,094.73 |
|
FANNIE MAE |
2033-06-01 |
5.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$100,000,000.00 |
$13,374,266.64 |
|
FANNIE MAE |
2034-09-01 |
6.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$135,445,838.00 |
$13,652,220.22 |
|
FANNIE MAE |
2035-07-01 |
5.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$84,255,000.00 |
$13,412,165.39 |
|
FANNIE MAE |
2036-04-01 |
5.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$93,187,549.00 |
$13,448,500.33 |
|
FANNIE MAE |
2038-06-01 |
6.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$75,000,000.00 |
$13,429,901.98 |
|
FANNIE MAE |
2039-02-01 |
5.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$70,000,000.00 |
$13,875,761.80 |
|
Fannie Mae |
2037-07-01 |
1.629000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$58,407,533.00 |
$13,438,170.85 |
|
FANNIE MAE |
2036-07-01 |
5.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$56,392,894.00 |
$13,955,478.51 |
|
Fannie Mae |
2037-11-01 |
2.766000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$59,671,143.00 |
$13,808,501.66 |
|
FANNIE MAE |
2040-05-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$24,291,873.00 |
$13,932,279.49 |
|
FANNIE MAE |
2026-06-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$21,453,360.00 |
$14,242,794.42 |
|
FANNIE MAE |
2042-08-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$16,000,000.00 |
$13,502,486.28 |
|
FANNIE MAE |
2042-10-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$2,987,232.00 |
$2,722,055.51 |
|
FANNIE MAE |
2028-05-01 |
2.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$14,857,589.00 |
$14,310,610.73 |
|
Fannie Mae |
2039-01-01 |
2.625000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$50,926,569.00 |
$13,373,804.10 |
|
FANNIE MAE |
2031-06-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$20,073,840.00 |
$12,601,869.37 |
|
FANNIE MAE |
2043-06-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$13,786,063.00 |
$14,176,896.66 |
|
FEDERAL NATL MTG ASSN GTD MTG |
2039-12-01 |
4.081000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$50,000,000.00 |
$13,459,925.15 |
|
FANNIE MAE |
2038-11-01 |
5.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$20,837,212.00 |
$13,844,809.18 |
|
FANNIE MAE |
2040-06-01 |
5.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$24,385,933.00 |
$14,075,000.57 |
|
Fannie Mae |
2040-07-01 |
3.667000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$35,037,750.00 |
$13,656,003.56 |
|
FANNIE MAE |
2040-06-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$35,104,344.00 |
$13,200,094.42 |
|
FANNIE MAE |
2025-08-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$50,000,000.00 |
$13,770,733.91 |
|
FANNIE MAE |
2040-09-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$25,000,000.00 |
$13,819,814.41 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $825,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $825,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.39%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $825,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $825,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: GOLDMAN SACHS & CO. (REPO)
Item 27. The title of the issue (including coupon or yield): GOLDMAN SACHS & CO. (REPO) 0.04
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 0GOL20Q94
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000769993
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
FREDDIE MAC |
2031-04-01 |
4.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$25,158,394.00 |
$14,782,135.65 |
|
Freddie Mac |
2042-05-01 |
2.278000 |
Government Agency Debt - FEDERAL HOME LOAN MORT ADJUSTABLE RATE |
$22,362,973.00 |
$15,128,300.10 |
|
FREDDIE MAC |
2036-03-01 |
4.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$65,001,428.00 |
$14,508,127.96 |
|
FREDDIE MAC |
2037-09-01 |
6.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$28,367,370.00 |
$14,443,814.64 |
|
FREDDIE MAC |
2024-11-01 |
5.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$23,895,070.00 |
$13,030,524.65 |
|
FREDDIE MAC |
2028-07-01 |
2.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$15,951,755.00 |
$15,303,729.77 |
|
Freddie Mac |
2036-01-01 |
2.394000 |
Government Agency Debt - FEDERAL HOME LOAN MORT ADJUSTABLE RATE |
$86,637,749.00 |
$14,918,122.16 |
|
Freddie Mac |
2041-09-01 |
3.227000 |
Government Agency Debt - FEDERAL HOME LOAN MORT ADJUSTABLE RATE |
$25,062,724.00 |
$15,081,610.19 |
|
FREDDIE MAC |
2039-10-01 |
5.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$23,579,293.00 |
$14,595,555.19 |
|
FREDDIE MAC |
2039-12-01 |
5.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$29,307,318.00 |
$14,727,022.70 |
|
FREDDIE MAC |
2041-07-01 |
4.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$20,499,091.00 |
$14,994,173.35 |
|
FREDDIE MAC |
2042-10-01 |
3.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$15,038,185.00 |
$14,462,237.78 |
|
FREDDIE MAC |
2042-11-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$14,969,028.00 |
$14,947,399.46 |
|
FREDDIE MAC |
2033-07-01 |
3.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$14,645,273.00 |
$14,394,533.30 |
|
FREDDIE MAC |
2043-02-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$14,886,854.00 |
$15,242,654.78 |
|
FREDDIE MAC |
2043-04-01 |
3.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$15,183,532.00 |
$14,841,221.11 |
|
FREDDIE MAC |
2043-04-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$14,734,878.00 |
$15,103,052.77 |
|
FREDDIE MAC |
2043-07-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$14,026,458.00 |
$14,572,739.94 |
|
FREDDIE MAC |
2043-07-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$14,121,682.00 |
$14,675,567.32 |
|
FREDDIE MAC |
2043-08-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$14,491,044.00 |
$15,090,454.76 |
|
Fannie Mae |
2041-04-01 |
3.305000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$25,489,157.00 |
$14,720,195.54 |
|
FANNIE MAE |
2041-03-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$18,384,109.00 |
$14,763,971.13 |
|
FANNIE MAE |
2041-05-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$17,949,310.00 |
$14,699,933.71 |
|
Fannie Mae |
2041-11-01 |
3.302000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$25,003,943.00 |
$14,624,828.32 |
|
FANNIE MAE |
2023-07-01 |
2.449000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$16,515,000.00 |
$15,225,838.69 |
|
FANNIE MAE |
2042-06-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$15,830,569.00 |
$14,627,197.00 |
|
FEDERAL NATL MTG ASSN GTD MTG |
2042-06-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$15,083,266.00 |
$15,235,836.23 |
|
FANNIE MAE |
2042-07-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$15,545,220.00 |
$14,779,787.58 |
|
FANNIE MAE |
2042-09-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$15,058,886.00 |
$15,168,361.81 |
|
FANNIE MAE |
2042-10-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$15,446,337.00 |
$14,800,240.96 |
|
FANNIE MAE |
2042-11-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$14,783,348.00 |
$14,616,693.43 |
|
FANNIE MAE |
2027-12-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$15,500,000.00 |
$14,982,851.72 |
|
FANNIE MAE |
2043-02-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$15,775,131.00 |
$14,873,837.59 |
|
FANNIE MAE |
2043-08-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$13,814,197.00 |
$14,689,341.75 |
|
Fannie Mae |
2043-09-01 |
2.583000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$14,729,925.00 |
$14,840,204.27 |
|
Fannie Mae |
2043-08-01 |
2.320000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$15,012,654.00 |
$14,968,577.46 |
|
FANNIE MAE |
2043-04-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$15,402,527.00 |
$14,671,482.74 |
|
FANNIE MAE |
2043-05-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$15,982,233.00 |
$15,214,467.54 |
|
FANNIE MAE |
2043-09-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$14,818,929.00 |
$14,731,785.46 |
|
FANNIE MAE |
2043-07-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$15,000,158.00 |
$15,031,866.04 |
|
FANNIE MAE |
2043-07-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$15,054,586.00 |
$15,088,833.03 |
|
FANNIE MAE |
2043-07-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$15,028,281.00 |
$15,055,006.50 |
|
FANNIE MAE |
2043-09-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$14,729,335.00 |
$15,281,379.02 |
|
FANNIE MAE |
2043-08-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$14,830,423.00 |
$14,881,713.19 |
|
FANNIE MAE |
2043-08-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$14,619,375.00 |
$14,669,935.30 |
|
FANNIE MAE |
2035-02-01 |
5.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$105,755,000.00 |
$15,050,628.76 |
|
FANNIE MAE |
2039-07-01 |
5.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$31,493,654.00 |
$15,267,146.08 |
|
Fannie Mae |
2038-04-01 |
2.812000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$73,757,000.00 |
$15,010,022.66 |
|
FANNIE MAE |
2041-11-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$17,664,741.00 |
$14,812,671.14 |
|
FEDERAL NATL MTG ASSN GTD MTG |
2032-09-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$16,674,767.00 |
$14,766,793.26 |
|
FANNIE MAE |
2042-10-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$12,789,754.00 |
$11,654,407.96 |
|
FANNIE MAE |
2043-01-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$15,000,000.00 |
$15,162,752.52 |
|
FANNIE MAE |
2043-04-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$15,347,680.00 |
$14,555,172.33 |
|
FANNIE MAE |
2040-01-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$24,770,830.00 |
$14,587,562.48 |
|
Fannie Mae |
2040-05-01 |
3.572000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$50,152,952.00 |
$14,533,895.18 |
|
Fannie Mae |
2040-08-01 |
3.793000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$40,354,045.00 |
$14,463,284.94 |
|
FANNIE MAE |
2037-08-01 |
6.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$30,861,514.00 |
$14,548,519.55 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $825,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $825,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.39%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $825,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $825,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: GOLDMAN SACHS & CO. (REPO)
Item 27. The title of the issue (including coupon or yield): GOLDMAN SACHS & CO. (REPO) 0.04
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 0GOL20QD5
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000769993
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
FREDDIE MAC |
2032-04-01 |
3.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$13,063,308.00 |
$11,511,773.84 |
|
FREDDIE MAC |
2040-06-01 |
5.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$45,869,573.00 |
$11,659,432.63 |
|
FREDDIE MAC |
2032-10-01 |
3.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$12,414,289.00 |
$11,873,142.20 |
|
FREDDIE MAC |
2036-05-01 |
5.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$82,951,279.00 |
$11,520,460.30 |
|
FREDDIE MAC |
2035-03-01 |
5.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$28,228,899.00 |
$11,745,002.49 |
|
FREDDIE MAC |
2038-10-01 |
6.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$33,072,837.00 |
$11,659,328.75 |
|
FREDDIE MAC |
2041-03-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$15,000,000.00 |
$11,582,715.64 |
|
FREDDIE MAC |
2026-07-01 |
4.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$15,456,684.00 |
$11,832,445.64 |
|
FREDDIE MAC |
2031-02-01 |
5.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$14,756,883.00 |
$11,656,283.27 |
|
FREDDIE MAC |
2031-11-01 |
4.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$14,352,145.00 |
$12,049,630.96 |
|
FREDDIE MAC |
2026-07-01 |
5.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$14,813,626.00 |
$11,270,945.88 |
|
FREDDIE MAC |
2026-01-01 |
3.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$15,944,197.00 |
$11,581,091.88 |
|
FREDDIE MAC |
2026-05-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$17,348,603.00 |
$12,024,352.63 |
|
FREDDIE MAC |
2026-05-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$17,583,716.00 |
$12,053,678.05 |
|
FREDDIE MAC |
2026-06-01 |
4.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$15,682,342.00 |
$11,489,779.48 |
|
FREDDIE MAC |
2041-09-01 |
4.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$20,430,070.00 |
$11,373,673.21 |
|
Freddie Mac |
2038-08-01 |
2.551000 |
Government Agency Debt - FEDERAL HOME LOAN MORT ADJUSTABLE RATE |
$15,209,311.00 |
$11,250,417.04 |
|
Freddie Mac |
2041-07-01 |
3.305000 |
Government Agency Debt - FEDERAL HOME LOAN MORT ADJUSTABLE RATE |
$25,194,152.00 |
$11,787,956.56 |
|
Federal Home Loan Mortgage Corporation |
2021-07-15 |
8.250000 |
Government Agency Debt - GOLD REMIC (FIXED) |
$355,000.00 |
$4,466.32 |
|
FREDDIE MAC |
2040-07-01 |
4.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$19,200,000.00 |
$11,940,000.64 |
|
FREDDIE MAC |
2040-08-01 |
4.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$18,740,000.00 |
$12,027,204.44 |
|
FREDDIE MAC |
2042-08-01 |
4.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$11,465,970.00 |
$11,716,891.34 |
|
FREDDIE MAC |
2042-09-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$11,373,149.00 |
$11,192,961.29 |
|
FREDDIE MAC |
2043-07-01 |
3.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$12,209,536.00 |
$12,081,744.61 |
|
FREDDIE MAC |
2042-09-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$11,411,395.00 |
$11,293,380.37 |
|
FREDDIE MAC |
2042-09-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$10,937,202.00 |
$11,137,546.64 |
|
FREDDIE MAC |
2042-11-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$11,357,810.00 |
$11,291,187.36 |
|
FREDDIE MAC |
2033-05-01 |
3.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$12,013,203.00 |
$11,708,661.71 |
|
FREDDIE MAC |
2043-07-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$10,769,010.00 |
$11,181,547.35 |
|
FREDDIE MAC |
2043-09-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$11,525,542.00 |
$12,025,568.68 |
|
FREDDIE MAC |
2043-09-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$10,920,050.00 |
$11,249,171.81 |
|
Freddie Mac |
2035-01-01 |
4.946000 |
Government Agency Debt - FEDERAL HOME LOAN MORT ADJUSTABLE RATE |
$157,667,252.00 |
$11,575,524.74 |
|
FANNIE MAE |
2023-12-25 |
6.500000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$2,150,000.00 |
$1,407,507.88 |
|
Fannie Mae REMIC Trust |
2041-11-25 |
4.000000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$6,225,099.00 |
$6,647,818.83 |
|
Fannie Mae REMIC Trust |
2042-03-25 |
4.000000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$1,000,000.00 |
$988,598.83 |
|
FEDERAL NATL MTG ASSN GTD |
2042-09-25 |
6.000000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$3,336,702.00 |
$4,034,585.59 |
|
FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR |
2043-05-25 |
3.500000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$18,617,882.00 |
$15,408,403.93 |
|
FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR |
2040-07-25 |
3.500000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$32,428,869.00 |
$27,869,036.36 |
|
Federal Home Loan Mortgage Corporation |
2041-04-15 |
4.000000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$3,910,000.00 |
$3,577,226.99 |
|
Federal Home Loan Mortgage Corporation |
2041-06-15 |
5.500000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$1,500,000.00 |
$1,862,779.14 |
|
Federal Home Loan Mortgage Corporation |
2042-03-15 |
4.000000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$10,000,000.00 |
$6,669,619.40 |
|
Federal Home Loan Mortgage Corporation |
2042-03-15 |
4.000000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$274,088.00 |
$265,898.69 |
|
FEDERAL HOME LN MTG CORP |
2042-06-15 |
0.731000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$10,224,394.00 |
$7,003,845.70 |
|
Federal Home Loan Mortgage Corporation |
2042-06-15 |
4.000000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$324,143.00 |
$310,098.24 |
|
Federal Home Loan Mortgage Corporation |
2041-10-15 |
2.500000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$1,895,384.00 |
$1,259,949.90 |
|
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT |
2043-05-15 |
3.500000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$11,721,745.00 |
$9,934,886.05 |
|
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT |
2040-11-15 |
0.000000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$23,024,092.00 |
$24,269,534.21 |
|
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT |
2040-11-15 |
0.000000 |
Government Agency Debt - GOLD REMIC (FIXED) |
$22,852,695.00 |
$24,590,139.70 |
|
FANNIE MAE |
2041-05-01 |
5.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$13,302,625.00 |
$11,251,075.66 |
|
FANNIE MAE |
2041-06-01 |
5.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$17,059,518.00 |
$11,984,602.12 |
|
FANNIE MAE |
2041-08-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$17,775,785.00 |
$11,321,761.99 |
|
FANNIE MAE |
2041-09-01 |
3.364000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$20,181,700.00 |
$11,348,934.06 |
|
FANNIE MAE |
2036-08-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$14,749,275.00 |
$12,083,182.48 |
|
FEDERAL NATL MTG ASSN GTD MTG |
2041-10-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$15,078,791.00 |
$11,183,503.67 |
|
FANNIE MAE |
2042-03-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$12,146,258.00 |
$11,710,407.54 |
|
FANNIE MAE |
2037-04-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$13,073,154.00 |
$11,766,076.73 |
|
FANNIE MAE |
2041-06-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$20,480,000.00 |
$11,600,035.98 |
|
FANNIE MAE |
2027-11-01 |
2.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$13,730,000.00 |
$11,473,037.30 |
|
FANNIE MAE |
2043-01-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$12,686,000.00 |
$12,068,820.49 |
|
FANNIE MAE |
2042-09-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$12,337,532.00 |
$11,847,198.95 |
|
FANNIE MAE |
2042-12-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$13,272,581.00 |
$12,081,629.95 |
|
FANNIE MAE |
2043-04-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$11,032,884.00 |
$11,329,950.68 |
|
FANNIE MAE |
2033-04-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$11,928,536.00 |
$11,672,870.59 |
|
FANNIE MAE |
2043-04-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$11,625,000.00 |
$11,443,483.83 |
|
FANNIE MAE |
2032-02-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$11,513,946.00 |
$11,579,062.36 |
|
FANNIE MAE |
2033-06-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$12,080,974.00 |
$12,125,606.13 |
|
FANNIE MAE |
2043-06-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$11,581,733.00 |
$12,006,266.11 |
|
FANNIE MAE |
2028-08-01 |
2.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$12,087,175.00 |
$12,033,506.60 |
|
FANNIE MAE |
2043-07-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$12,112,547.00 |
$11,635,585.32 |
|
FANNIE MAE |
2043-08-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$11,113,276.00 |
$11,581,114.05 |
|
FANNIE MAE |
2043-08-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$11,565,768.00 |
$12,017,055.27 |
|
FANNIE MAE |
2043-09-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$11,533,795.00 |
$11,573,683.99 |
|
FANNIE MAE |
2043-09-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$10,724,171.00 |
$11,132,721.40 |
|
Fannie Mae REMIC Trust |
2032-08-25 |
4.585000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$3,000,000.00 |
$1,608,756.62 |
|
Fannie Mae REMIC Trust |
2035-03-25 |
5.500000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$23,221,200.00 |
$29,230,258.99 |
|
Federal Home Loan Mortgage Corporation |
2035-03-15 |
5.000000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$10,000,000.00 |
$16,450,375.75 |
|
Freddie Mac Reference REMIC |
2035-10-15 |
5.500000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$800,000.00 |
$1,331,104.60 |
|
FEDERAL NATL MTG ASSN GTD |
2036-07-25 |
6.000000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$2,287,356.00 |
$3,824,295.22 |
|
Federal Home Loan Mortgage Corporation |
2036-01-15 |
5.000000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$3,000,000.00 |
$4,608,579.96 |
|
Fannie Mae REMIC Trust |
2039-06-25 |
4.500000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$3,500,000.00 |
$4,233,165.76 |
|
Fannie Mae REMIC Trust |
2041-02-25 |
5.000000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$15,000,000.00 |
$18,041,494.55 |
|
Fannie Mae REMIC Trust |
2041-04-25 |
5.000000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$16,000,000.00 |
$15,736,905.59 |
|
Fannie Mae REMIC Trust |
2040-01-25 |
5.000000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$2,500,000.00 |
$3,095,902.18 |
|
FANNIE MAE |
2039-09-01 |
5.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$25,200,000.00 |
$11,339,308.23 |
|
FANNIE MAE |
2026-01-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$25,000,000.00 |
$11,908,952.81 |
|
FANNIE MAE |
2042-03-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$19,954,921.00 |
$11,575,344.87 |
|
FANNIE MAE |
2027-09-01 |
2.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$12,566,700.00 |
$11,442,687.25 |
|
FANNIE MAE |
2027-10-01 |
2.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$13,000,000.00 |
$11,654,246.65 |
|
FANNIE MAE |
2027-10-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$12,257,797.00 |
$11,744,715.16 |
|
FANNIE MAE |
2039-09-01 |
5.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$24,000,000.00 |
$11,206,930.64 |
|
FANNIE MAE |
2040-02-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$6,546,894.00 |
$3,920,649.92 |
|
FEDERAL NATL MTG ASSN GTD MTG |
2042-07-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$12,150,000.00 |
$11,587,009.61 |
|
FANNIE MAE |
2028-02-01 |
2.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$12,437,637.00 |
$11,839,884.15 |
|
FANNIE MAE |
2043-06-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$11,741,417.00 |
$11,626,696.22 |
|
FANNIE MAE |
2043-05-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$3,722,989.00 |
$3,815,358.37 |
|
FANNIE MAE |
2040-02-01 |
5.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$17,755,773.00 |
$12,152,726.40 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,000,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,000,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.69%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,000,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,000,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: GOLDMAN SACHS & CO. (REPO)
Item 27. The title of the issue (including coupon or yield): GOLDMAN SACHS & CO. (REPO) 0.06
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 0GOL20QG8
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000769993
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
FREDDIE MAC |
2031-07-01 |
5.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$20,792,253.00 |
$17,084,874.66 |
|
FREDDIE MAC |
2038-06-01 |
5.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$50,000,000.00 |
$17,069,146.25 |
|
FREDDIE MAC |
2037-04-01 |
4.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$68,338,340.00 |
$15,526,155.57 |
|
FREDDIE MAC |
2024-11-01 |
5.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$4,186,026.00 |
$2,282,735.10 |
|
FREDDIE MAC |
2039-06-01 |
4.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$48,197,947.00 |
$15,833,479.40 |
|
FREDDIE MAC |
2031-06-01 |
4.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$25,577,089.00 |
$15,919,741.79 |
|
FREDDIE MAC |
2025-09-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$25,265,023.00 |
$15,716,670.10 |
|
Freddie Mac |
2041-08-01 |
3.657000 |
Government Agency Debt - FEDERAL HOME LOAN MORT ADJUSTABLE RATE |
$40,327,953.00 |
$16,996,627.30 |
|
FREDDIE MAC |
2043-02-01 |
3.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$17,000,000.00 |
$15,853,583.40 |
|
FREDDIE MAC |
2039-02-01 |
4.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$50,000,000.00 |
$16,188,654.97 |
|
FREDDIE MAC |
2040-06-01 |
5.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$25,706,088.00 |
$15,779,287.28 |
|
FREDDIE MAC |
2040-09-01 |
5.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$30,776,000.00 |
$15,669,245.46 |
|
FREDDIE MAC |
2041-01-01 |
3.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$25,043,000.00 |
$16,660,733.81 |
|
Freddie Mac |
2043-04-01 |
2.438000 |
Government Agency Debt - FEDERAL HOME LOAN MORT ADJUSTABLE RATE |
$16,250,000.00 |
$15,709,906.52 |
|
FREDDIE MAC |
2027-09-01 |
2.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$17,630,783.00 |
$16,314,729.49 |
|
FREDDIE MAC |
2041-07-01 |
5.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$18,148,976.00 |
$15,438,502.01 |
|
FREDDIE MAC |
2041-08-01 |
4.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$21,520,000.00 |
$16,975,131.57 |
|
FEDERAL HOME LN MTG CORP PARTN |
2041-12-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$24,600,000.00 |
$16,558,705.77 |
|
FREDDIE MAC |
2042-04-01 |
3.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$20,189,094.00 |
$15,464,267.46 |
|
FREDDIE MAC |
2042-05-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$18,091,125.00 |
$16,890,573.99 |
|
FREDDIE MAC |
2042-07-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$17,529,018.00 |
$16,990,828.46 |
|
FREDDIE MAC |
2042-09-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$16,326,468.00 |
$16,300,568.18 |
|
FREDDIE MAC |
2043-08-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$15,003,602.00 |
$15,425,056.51 |
|
FREDDIE MAC |
2043-08-01 |
3.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$13,197,618.00 |
$13,059,552.15 |
|
FREDDIE MAC |
2043-06-01 |
3.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$15,370,073.00 |
$15,320,073.05 |
|
FREDDIE MAC |
2043-09-01 |
3.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$17,713,963.00 |
$16,995,833.04 |
|
FANNIE MAE |
2041-03-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$26,215,531.00 |
$15,939,905.17 |
|
Fannie Mae |
2041-05-01 |
3.221000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$34,622,000.00 |
$16,518,949.10 |
|
Fannie Mae |
2041-10-01 |
3.372000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$25,322,129.00 |
$15,437,994.94 |
|
FANNIE MAE |
2026-12-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$19,724,100.00 |
$16,252,998.09 |
|
FEDERAL NATL MTG ASSN GTD MTG |
2032-01-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$20,100,000.00 |
$16,648,435.56 |
|
FANNIE MAE |
2042-04-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$19,069,017.00 |
$16,472,909.14 |
|
FANNIE MAE |
2027-01-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$21,381,206.00 |
$16,957,301.90 |
|
FANNIE MAE |
2026-05-01 |
5.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$23,463,239.00 |
$15,357,197.05 |
|
FANNIE MAE |
2018-10-01 |
6.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$18,979,978.00 |
$15,538,654.24 |
|
FANNIE MAE |
2042-08-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$16,423,568.00 |
$15,756,737.63 |
|
FANNIE MAE |
2042-09-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$16,949,897.00 |
$16,445,388.49 |
|
FANNIE MAE |
2028-02-01 |
2.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$17,878,000.00 |
$16,875,449.94 |
|
FANNIE MAE |
2043-02-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$15,855,942.00 |
$16,170,035.11 |
|
FANNIE MAE |
2043-01-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$17,896,045.00 |
$16,651,575.42 |
|
FANNIE MAE |
2043-08-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$15,604,654.00 |
$16,196,072.37 |
|
FANNIE MAE |
2028-04-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$15,098,822.00 |
$15,428,355.19 |
|
Fannie Mae |
2043-04-01 |
2.180000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$16,337,320.00 |
$15,558,392.69 |
|
FANNIE MAE |
2043-07-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$15,070,925.00 |
$15,630,039.08 |
|
FANNIE MAE |
2043-08-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$16,470,319.00 |
$17,087,613.75 |
|
FANNIE MAE |
2043-09-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$14,404,281.00 |
$15,322,136.19 |
|
FANNIE MAE |
2043-09-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$14,827,880.00 |
$15,772,727.34 |
|
FANNIE MAE |
2043-09-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$15,588,314.00 |
$16,177,368.67 |
|
Fannie Mae REMIC Trust |
2036-01-25 |
0.540000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$2,000,000.00 |
$499,594.05 |
|
Fannie Mae REMIC Trust |
2036-12-25 |
0.000000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$550,000.00 |
$21,355.56 |
|
FANNIE MAE |
2035-10-01 |
5.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$136,000,000.00 |
$15,843,545.95 |
|
FANNIE MAE |
2037-03-01 |
6.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$105,062,000.00 |
$16,895,934.07 |
|
FANNIE MAE |
2037-09-01 |
6.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$82,833,827.00 |
$16,154,023.63 |
|
FANNIE MAE |
2026-01-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$23,800,000.00 |
$16,862,928.54 |
|
FANNIE MAE |
2043-01-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$18,100,323.00 |
$16,855,118.72 |
|
FANNIE MAE |
2043-06-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$17,000,000.00 |
$16,910,712.35 |
|
Fannie Mae |
2039-12-01 |
3.374000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$34,892,740.00 |
$15,866,726.46 |
|
FANNIE MAE |
2042-05-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$29,028,000.00 |
$16,229,329.26 |
|
FANNIE MAE |
2043-02-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$16,138,000.00 |
$15,796,984.24 |
|
FANNIE MAE |
2023-02-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$16,487,808.00 |
$15,686,056.92 |
|
FANNIE MAE |
2040-06-01 |
5.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$30,890,772.00 |
$15,749,845.54 |
|
FANNIE MAE |
2040-06-01 |
5.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$27,064,722.00 |
$16,155,861.95 |
|
FANNIE MAE |
2024-08-01 |
6.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$43,000,000.00 |
$16,003,570.16 |
|
FANNIE MAE |
2041-02-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$25,497,818.00 |
$16,552,207.95 |
|
FANNIE MAE |
2025-10-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$43,209,075.00 |
$16,594,528.89 |
|
Fannie Mae |
2041-04-01 |
3.138000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$36,185,427.00 |
$17,105,833.84 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,000,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,000,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.69%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,000,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,000,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: GOLDMAN SACHS & CO. (REPO)
Item 27. The title of the issue (including coupon or yield): GOLDMAN SACHS & CO. (REPO) 0.06
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 0GOL20QH6
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000769993
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
GINNIE MAE |
2023-10-20 |
5.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$225,000.00 |
$188,246.79 |
|
Ginnie Mae REMIC Trust |
2034-04-20 |
5.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$34,000,000.00 |
$20,943,602.88 |
|
Ginnie Mae REMIC Trust |
2035-03-16 |
5.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$6,000,000.00 |
$9,923,998.21 |
|
GOVERNMENT NATL MTG ASSN GTD |
2042-04-20 |
3.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$30,000,000.00 |
$2,081,005.41 |
|
Ginnie Mae REMIC Trust |
2042-04-20 |
3.750000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$2,950,689.00 |
$2,762,490.61 |
|
Ginnie Mae REMIC Trust |
2042-07-20 |
2.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$7,515,988.00 |
$6,094,345.55 |
|
Ginnie Mae REMIC Trust |
2042-01-20 |
1.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$5,883,519.00 |
$5,073,054.55 |
|
GOVERNMENT NATL MTG ASSN GTD |
2042-08-20 |
2.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$8,755,081.00 |
$5,286,932.59 |
|
Ginnie Mae REMIC Trust |
2039-09-20 |
5.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$1,600,000.00 |
$2,107,757.52 |
|
Ginnie Mae REMIC Trust |
2039-10-16 |
5.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$46,553,070.00 |
$13,537,113.90 |
|
Ginnie Mae REMIC Trust |
2039-08-16 |
5.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$60,320,079.00 |
$6,405,657.68 |
|
Ginnie Mae REMIC Trust |
2039-11-20 |
0.854000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$50,000,000.00 |
$18,628,222.09 |
|
Ginnie Mae REMIC Trust |
2038-11-20 |
3.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$2,500,000.00 |
$1,398,402.82 |
|
Ginnie Mae REMIC Trust |
2039-04-20 |
4.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$1,500,000.00 |
$821,532.48 |
|
Ginnie Mae REMIC Trust |
2034-07-20 |
4.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$12,000,000.00 |
$12,270,540.00 |
|
Ginnie Mae REMIC Trust |
2038-03-20 |
3.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$1,200,000.00 |
$400,327.06 |
|
Ginnie Mae REMIC Trust |
2040-09-16 |
4.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$6,213,000.00 |
$7,141,806.12 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2040-09-20 |
2.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$11,300,000.00 |
$5,792,333.44 |
|
Ginnie Mae REMIC Trust |
2038-12-20 |
4.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$18,570,000.00 |
$15,865,955.09 |
|
Ginnie Mae REMIC Trust |
2039-08-16 |
3.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$1,650,000.00 |
$1,094,687.65 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2040-11-20 |
4.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$50,000,000.00 |
$765,890.87 |
|
Ginnie Mae REMIC Trust |
2040-12-16 |
4.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$35,241,929.00 |
$33,315,631.10 |
|
GOVERNMENT NATL MTG ASSN GTD |
2040-05-20 |
3.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$4,650,000.00 |
$2,831,086.60 |
|
Ginnie Mae REMIC Trust |
2039-04-16 |
3.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$4,691,000.00 |
$3,853,504.21 |
|
Ginnie Mae REMIC Trust |
2041-04-16 |
3.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$17,985,000.00 |
$13,114,004.00 |
|
Ginnie Mae REMIC Trust |
2042-11-20 |
2.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$914,568.00 |
$763,125.70 |
|
Ginnie Mae REMIC Trust |
2042-06-20 |
2.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$14,244,257.00 |
$13,435,744.76 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2037-03-20 |
4.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$6,885,492.00 |
$1,641,291.35 |
|
GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC P |
2042-10-16 |
1.410000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$450,000.00 |
$438,007.28 |
|
GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC P |
2038-07-16 |
1.061000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$460,000.00 |
$444,380.10 |
|
Ginnie Mae REMIC Trust |
2042-02-20 |
3.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$8,444,582.00 |
$5,061,520.02 |
|
Ginnie Mae REMIC Trust |
2042-03-16 |
3.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$18,249,611.00 |
$13,738,100.88 |
|
Ginnie Mae REMIC Trust |
2043-02-20 |
2.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$3,768,560.00 |
$3,036,388.67 |
|
Ginnie Mae REMIC Trust |
2042-09-16 |
1.750000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$3,893,000.00 |
$3,437,039.32 |
|
Ginnie Mae REMIC Trust |
2042-05-20 |
3.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$4,110.00 |
$3,492.33 |
|
Ginnie Mae REMIC Trust |
2042-03-16 |
2.750000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$7,063,171.00 |
$6,623,899.28 |
|
Ginnie Mae REMIC Trust |
2042-09-16 |
2.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$8,251,672.00 |
$7,404,716.66 |
|
Ginnie Mae REMIC Trust |
2043-03-20 |
2.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$2,930,139.00 |
$2,229,261.15 |
|
GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC P |
2042-05-16 |
1.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$1,000,000.00 |
$975,721.90 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2042-08-20 |
3.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$15,000,000.00 |
$10,359,315.19 |
|
Ginnie Mae REMIC Trust |
2041-11-16 |
2.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$489,890.00 |
$362,553.93 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2040-01-16 |
2.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$1,568,677.00 |
$1,253,075.05 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2043-05-20 |
2.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$4,845,910.00 |
$3,930,342.61 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2043-05-20 |
3.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$12,331,311.00 |
$10,014,630.19 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2043-07-20 |
3.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$16,530,597.00 |
$15,282,862.03 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2028-08-16 |
3.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$1,960,389.00 |
$1,898,061.70 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2043-08-20 |
0.539000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$15,244,096.00 |
$14,968,341.31 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $300,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $300,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .51%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $300,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $300,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: HSBC SECURITIES (USA) INC. (REPO)
Item 27. The title of the issue (including coupon or yield): HSBC SECURITIES (USA) INC. (REPO) 0.06
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 0HSB08PR6
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 1140465
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
FEDERAL HOME LOAN MORTGAGE - F |
2031-10-01 |
4.000000 |
Government Agency Debt - FGPC |
$10,075,000.00 |
$7,683,807.57 |
|
FEDERAL HOME LOAN MORTGAGE - F |
2042-04-01 |
4.000000 |
Government Agency Debt - FGPC |
$110,000,150.00 |
$76,652,752.38 |
|
FEDERAL HOME LOAN MORTGAGE - F |
2042-04-01 |
4.000000 |
Government Agency Debt - FGPC |
$100,000,004.00 |
$66,746,529.63 |
|
FEDERAL HOME LOAN MORTGAGE - F |
2028-07-01 |
3.000000 |
Government Agency Debt - FGPC |
$113,384,312.00 |
$114,458,073.36 |
|
FEDERAL HOME LOAN MORTGAGE - F |
2042-08-01 |
3.500000 |
Government Agency Debt - FGPC |
$98,200,000.00 |
$91,283,395.43 |
|
FEDERAL HOME LOAN MORTGAGE - F |
2043-09-01 |
4.000000 |
Government Agency Debt - FGPC |
$171,021.00 |
$178,440.69 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $350,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $350,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .59%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $350,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $350,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: MERRILL LYNCH PFS INCORPORATED (REPO)
Item 27. The title of the issue (including coupon or yield): MERRILL LYNCH PFS INCORPORATED (REPO) 0.04
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 0MRL04N87
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000728612
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: 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 |
2016-03-31 |
2.250000 |
Treasury Debt - U.S. TREASURY NOTE |
$4,129,100.00 |
$4,342,220.45 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $4,257,000.00
Item 41. The total current amortized cost, to the nearest cent: $4,257,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $4,257,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $4,257,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: MERRILL LYNCH PFS INCORPORATED (REPO)
Item 27. The title of the issue (including coupon or yield): MERRILL LYNCH PFS INCORPORATED (REPO) 0.09
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 0MRL04M13
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000728612
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
Freddie Mac Giant Ioette Strips |
2037-04-15 |
6.709000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$100,000,000.00 |
$1,410,450.75 |
|
Federal Home Loan Mortgage Corporation |
2028-08-15 |
8.559000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$38,216,160.00 |
$299,927.75 |
|
Federal Home Loan Mortgage Corporation |
2029-06-15 |
8.409000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$36,910,722.00 |
$234,035.66 |
|
Fannie Mae REMIC Trust |
2030-12-18 |
7.759000 |
Government Agency Debt - FEDERAL NAT MORT REMIC ADJUSTABLE RATE |
$122,896,244.00 |
$539,763.73 |
|
Fannie Mae REMIC Trust |
2039-12-25 |
5.810000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$28,678,167.00 |
$4,086,653.43 |
|
Fannie Mae REMIC Trust |
2042-03-25 |
5.709900 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$22,000,000.00 |
$2,962,674.28 |
|
Fannie Mae REMIC Trust |
2037-01-25 |
6.415900 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$2,720,650.00 |
$447,208.19 |
|
Fannie Mae REMIC Trust |
2038-07-25 |
5.815900 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$8,000,000.00 |
$492,983.39 |
|
FEDERAL NATL MTG ASSN GTD |
2042-04-25 |
6.310000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$28,457,346.00 |
$4,241,334.04 |
|
FEDERAL NATL MTG ASSN GTD |
2042-04-25 |
5.760000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$34,000,000.00 |
$3,610,582.18 |
|
FEDERAL NATL MTG ASSN GTD |
2042-07-25 |
6.359900 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$14,951,541.00 |
$1,532,809.51 |
|
Fannie Mae REMIC Trust |
2042-06-25 |
6.360000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$14,816,949.00 |
$2,238,219.82 |
|
Fannie Mae REMIC Trust |
2042-08-25 |
5.815900 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$35,000,000.00 |
$3,253,831.98 |
|
FEDERAL NATL MTG ASSN GTD |
2042-09-25 |
5.890000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$16,935,361.00 |
$2,011,959.29 |
|
FEDERAL NATL MTG ASSN GTD |
2042-09-25 |
5.860000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$19,679,885.00 |
$2,791,686.99 |
|
FEDERAL NATL MTG ASSN GTD |
2042-04-25 |
6.460000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$24,683,600.00 |
$4,154,032.44 |
|
Fannie Mae REMIC Trust |
2043-03-25 |
5.909900 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$20,000,000.00 |
$4,333,388.07 |
|
Federal Home Loan Mortgage Corporation |
2040-07-15 |
5.709000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$26,359,440.00 |
$1,742,779.89 |
|
Federal Home Loan Mortgage Corporation |
2040-07-15 |
6.459000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$32,677,143.00 |
$1,757,686.50 |
|
Federal Home Loan Mortgage Corporation |
2040-11-15 |
5.859000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$10,500,000.00 |
$612,688.79 |
|
Federal Home Loan Mortgage Corporation |
2040-11-15 |
5.759000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$40,000,000.00 |
$4,602,179.78 |
|
Federal Home Loan Mortgage Corporation |
2040-02-15 |
6.359000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$23,906,062.00 |
$2,287,536.30 |
|
Federal Home Loan Mortgage Corporation |
2040-04-15 |
6.359000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$31,683,999.00 |
$2,312,858.89 |
|
FREDDIE MAC |
2041-05-15 |
6.359000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$12,511,638.00 |
$703,880.31 |
|
Federal Home Loan Mortgage Corporation |
2040-02-15 |
5.965900 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$10,000,000.00 |
$925,501.29 |
|
Federal Home Loan Mortgage Corporation |
2041-04-15 |
5.915900 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$35,000,000.00 |
$3,242,818.18 |
|
Federal Home Loan Mortgage Corporation |
2041-09-15 |
5.709000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$39,021,240.00 |
$4,760,991.45 |
|
Federal Home Loan Mortgage Corporation |
2041-09-15 |
5.809000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$42,000,000.00 |
$5,004,940.40 |
|
Federal Home Loan Mortgage Corporation |
2042-02-15 |
6.365900 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$28,571,428.00 |
$2,773,333.10 |
|
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT |
2042-04-15 |
6.258900 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$27,228,515.00 |
$3,058,718.90 |
|
Federal Home Loan Mortgage Corporation |
2036-10-15 |
6.365900 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$25,000,000.00 |
$4,552,878.68 |
|
FEDERAL HOME LN MTG CORP |
2032-07-15 |
5.908900 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$12,207,420.00 |
$1,818,485.14 |
|
Federal Home Loan Mortgage Corporation |
2043-04-15 |
0.000000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$19,760,200.00 |
$340.39 |
|
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT |
2038-12-15 |
5.965900 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$27,753,666.00 |
$5,063,267.50 |
|
Federal Home Loan Mortgage Corporation |
2040-09-15 |
5.809000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$15,000,000.00 |
$557,226.37 |
|
Federal Home Loan Mortgage Corporation |
2040-09-15 |
5.809000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$96,000,000.00 |
$4,019,899.63 |
|
Fannie Mae REMIC Trust |
2031-08-18 |
7.909000 |
Government Agency Debt - FEDERAL NAT MORT REMIC ADJUSTABLE RATE |
$66,777,444.00 |
$226,087.73 |
|
Fannie Mae REMIC Trust |
2032-03-25 |
7.910000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$55,000,000.00 |
$251,340.86 |
|
Fannie Mae REMIC Trust |
2033-01-25 |
6.809900 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$62,019,059.00 |
$524,586.68 |
|
Fannie Mae REMIC Trust |
2023-05-25 |
6.910000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$92,100,000.00 |
$526,325.08 |
|
Fannie Mae REMIC Trust |
2029-10-25 |
6.810000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$11,071,000.00 |
$69,953.28 |
|
Fannie Mae REMIC Trust |
2030-05-25 |
5.160000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$198,450,000.00 |
$47,299.09 |
|
Federal Home Loan Mortgage Corporation |
2032-11-15 |
7.909000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$75,000,000.00 |
$318,653.71 |
|
Fannie Mae REMIC Trust |
2034-07-25 |
6.860000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$14,502,768.00 |
$271,939.96 |
|
Fannie Mae REMIC Trust |
2034-09-25 |
6.310000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$26,907,912.00 |
$396,113.59 |
|
Fannie Mae REMIC Trust |
2034-10-25 |
6.560000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$63,760,427.00 |
$2,617,487.88 |
|
Fannie Mae REMIC Trust |
2034-02-25 |
6.610000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$50,290,000.00 |
$968,379.30 |
|
Fannie Mae REMIC Trust |
2035-08-25 |
6.495900 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$16,370,295.00 |
$738,838.87 |
|
Fannie Mae REMIC Trust |
2025-08-25 |
6.565900 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$64,875,000.00 |
$1,258,767.13 |
|
Fannie Mae REMIC Trust |
2035-05-25 |
6.559900 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$12,500,000.00 |
$553,292.13 |
|
Fannie Mae REMIC Trust |
2035-09-25 |
5.910000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$64,000,000.00 |
$1,870,953.33 |
|
Fannie Mae REMIC Trust |
2035-02-25 |
6.500000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$14,545,453.00 |
$1,158,736.48 |
|
Fannie Mae REMIC Trust |
2035-10-25 |
6.510000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$31,962,174.00 |
$1,069,176.45 |
|
Fannie Mae REMIC Trust |
2036-03-25 |
6.390000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$80,255,286.00 |
$2,857,845.63 |
|
Federal Home Loan Mortgage Corporation |
2034-06-15 |
6.859000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$60,000,000.00 |
$1,112,148.48 |
|
Fannie Mae REMIC Trust |
2036-03-25 |
6.510000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$23,778,495.00 |
$909,922.85 |
|
Fannie Mae REMIC Trust |
2036-04-25 |
7.110000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$22,252,747.00 |
$840,073.02 |
|
Fannie Mae REMIC Trust |
2036-03-25 |
6.390000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$40,313,999.00 |
$1,998,776.10 |
|
Fannie Mae REMIC Trust |
2036-06-25 |
7.060000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$17,111,396.00 |
$680,726.54 |
|
Fannie Mae REMIC Trust |
2036-06-25 |
6.510000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$54,534,000.00 |
$2,824,070.08 |
|
Fannie Mae REMIC Trust |
2036-06-25 |
6.370000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$56,000,000.00 |
$1,152,791.70 |
|
FREDDIE MAC |
2034-04-15 |
7.059000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$51,165,771.00 |
$7,350.20 |
|
FREDDIE MAC |
2034-07-15 |
7.009000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$38,494,333.00 |
$1,281,744.61 |
|
Federal Home Loan Mortgage Corporation |
2035-01-15 |
6.509000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$128,670,867.00 |
$2,871,362.87 |
|
FREDDIE MAC |
2035-01-15 |
17.051000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$5,000,000.00 |
$503,725.39 |
|
Fannie Mae REMIC Trust |
2036-06-25 |
6.415900 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$78,332,646.00 |
$2,098,071.28 |
|
Federal Home Loan Mortgage Corporation |
2035-03-15 |
6.509000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$50,050,852.00 |
$1,116,002.86 |
|
FREDDIE MAC |
2035-06-15 |
6.509000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$36,086,654.00 |
$1,868,121.55 |
|
Federal Home Loan Mortgage Corporation |
2035-08-15 |
5.919000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$26,250,000.00 |
$135,875.27 |
|
Federal Home Loan Mortgage Corporation |
2036-02-15 |
6.509000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$14,200,000.00 |
$663,464.57 |
|
Fannie Mae REMIC Trust |
2036-10-25 |
6.390000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$26,314,000.00 |
$1,361,635.65 |
|
Fannie Mae REMIC Trust |
2036-11-25 |
6.430000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$21,849,481.00 |
$1,460,621.63 |
|
FEDERAL NATL MTG ASSN GTD |
2036-12-25 |
6.190000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$59,910,000.00 |
$2,200,762.12 |
|
Fannie Mae REMIC Trust |
2036-12-25 |
6.409900 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$142,570,285.00 |
$3,391,213.93 |
|
Fannie Mae REMIC Trust |
2037-03-25 |
6.250000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$29,417,978.00 |
$524,172.08 |
|
Fannie Mae REMIC Trust |
2037-01-25 |
7.010000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$46,428,000.00 |
$1,555,280.45 |
|
Fannie Mae REMIC Trust |
2037-02-25 |
6.560000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$139,285,714.00 |
$1,816,470.88 |
|
Fannie Mae REMIC Trust |
2037-02-25 |
6.260000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$83,345,678.00 |
$964,047.82 |
|
Fannie Mae REMIC Trust |
2037-03-25 |
6.209900 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$89,200,000.00 |
$2,992,860.12 |
|
Fannie Mae REMIC Trust |
2039-09-25 |
5.865900 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$15,000,000.00 |
$464,117.25 |
|
Fannie Mae REMIC Trust |
2037-05-25 |
6.250000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$49,813,961.00 |
$1,406,250.73 |
|
Fannie Mae REMIC Trust |
2037-08-25 |
6.360000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$75,000,000.00 |
$2,152,211.21 |
|
Fannie Mae REMIC Trust |
2037-06-25 |
6.550000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$20,363,449.00 |
$333,568.76 |
|
Fannie Mae REMIC Trust |
2037-07-25 |
6.510000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$14,500,000.00 |
$224,202.46 |
|
Fannie Mae REMIC Trust |
2037-07-25 |
6.340000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$52,455,908.00 |
$1,822,730.66 |
|
Fannie Mae REMIC Trust |
2037-09-25 |
6.360000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$14,653,437.00 |
$496,197.08 |
|
Fannie Mae REMIC Trust |
2037-10-25 |
5.859900 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$25,000,000.00 |
$1,395,156.30 |
|
Fannie Mae REMIC Trust |
2038-01-25 |
6.810000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$35,000,000.00 |
$1,678,505.89 |
|
Fannie Mae REMIC Trust |
2038-03-25 |
6.030000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$40,891,000.00 |
$2,092,160.86 |
|
Federal Home Loan Mortgage Corporation |
2036-09-15 |
6.384000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$25,829,313.00 |
$526,550.23 |
|
Federal Home Loan Mortgage Corporation |
2036-10-15 |
6.429000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$37,177,934.00 |
$2,207,765.67 |
|
Federal Home Loan Mortgage Corporation |
2036-10-15 |
6.409000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$39,955,710.00 |
$1,475,746.06 |
|
Federal Home Loan Mortgage Corporation |
2032-04-15 |
6.259000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$25,000,000.00 |
$1,008,076.19 |
|
Federal Home Loan Mortgage Corporation |
2036-11-15 |
6.299000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$30,000,000.00 |
$1,102,063.40 |
|
Federal Home Loan Mortgage Corporation |
2036-11-15 |
6.459000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$100,000,000.00 |
$3,403,174.41 |
|
Federal Home Loan Mortgage Corporation |
2037-03-15 |
5.928900 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$20,000,000.00 |
$861,248.35 |
|
FEDERAL HOME LN MTG CORP |
2037-03-15 |
6.509000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$27,000,000.00 |
$1,379,955.51 |
|
Federal Home Loan Mortgage Corporation |
2037-04-15 |
6.559000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$82,305,092.00 |
$4,560,664.62 |
|
Federal Home Loan Mortgage Corporation |
2037-04-15 |
5.898900 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$36,700,000.00 |
$1,324,124.40 |
|
Federal Home Loan Mortgage Corporation |
2037-05-15 |
5.909000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$86,000,000.00 |
$1,629,035.49 |
|
Federal Home Loan Mortgage Corporation |
2037-07-15 |
6.399000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$10,000,000.00 |
$366,468.07 |
|
Federal Home Loan Mortgage Corporation |
2037-08-15 |
5.529000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$40,000,000.00 |
$519,120.10 |
|
Federal Home Loan Mortgage Corporation |
2037-10-15 |
6.209000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$95,938,000.00 |
$4,700,697.37 |
|
Fannie Mae REMIC Trust |
2038-08-25 |
5.910000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$20,724,120.00 |
$988,733.53 |
|
Fannie Mae REMIC Trust |
2038-07-25 |
5.960000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$71,760,000.00 |
$863,351.81 |
|
Fannie Mae REMIC Trust |
2038-05-25 |
6.770000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$145,000,000.00 |
$2,261,191.67 |
|
Fannie Mae REMIC Trust |
2038-07-25 |
6.000000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$43,551,073.00 |
$1,808,519.04 |
|
Fannie Mae REMIC Trust |
2038-05-25 |
5.915900 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$74,285,714.00 |
$1,218,678.82 |
|
Fannie Mae REMIC Trust |
2023-06-25 |
6.310000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$60,000,000.00 |
$1,720,338.89 |
|
Fannie Mae REMIC Trust |
2039-02-25 |
4.810000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$200,000,000.00 |
$3,350,655.04 |
|
Fannie Mae REMIC Trust |
2038-08-25 |
5.840000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$100,000,000.00 |
$2,096,328.25 |
|
Fannie Mae REMIC Trust |
2036-04-25 |
5.310000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$10,238,108.00 |
$419,155.92 |
|
Fannie Mae REMIC Trust |
2038-08-25 |
5.910000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$56,809,000.00 |
$1,117,510.94 |
|
Fannie Mae REMIC Trust |
2038-08-25 |
5.840000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$125,000,000.00 |
$2,756,722.82 |
|
Federal Home Loan Mortgage Corporation |
2037-11-15 |
5.809000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$60,767,653.00 |
$1,038,942.34 |
|
Federal Home Loan Mortgage Corporation |
2037-11-15 |
6.229000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$22,087,000.00 |
$1,250,978.12 |
|
Federal Home Loan Mortgage Corporation |
2037-12-15 |
6.809000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$27,711,491.00 |
$1,084,766.08 |
|
Fannie Mae REMIC Trust |
2041-02-25 |
6.260000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$8,800,000.00 |
$908,756.19 |
|
Federal Home Loan Mortgage Corporation |
2038-02-15 |
6.109000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$50,000,000.00 |
$1,188,984.55 |
|
Federal Home Loan Mortgage Corporation |
2036-11-15 |
6.709000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$50,000,000.00 |
$748,193.88 |
|
Federal Home Loan Mortgage Corporation |
2038-03-15 |
5.459000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$50,000,000.00 |
$653,566.57 |
|
Federal Home Loan Mortgage Corporation |
2037-03-15 |
5.539000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$96,700,000.00 |
$4,213,038.04 |
|
Federal Home Loan Mortgage Corporation |
2038-05-15 |
5.909000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$25,000,000.00 |
$902,594.46 |
|
Federal Home Loan Mortgage Corporation |
2038-06-15 |
6.059000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$60,000,000.00 |
$1,022,524.69 |
|
FEDERAL NATL MTG ASSN GTD |
2041-06-25 |
6.369900 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$50,000,000.00 |
$3,757,813.18 |
|
Fannie Mae REMIC Trust |
2041-06-25 |
5.730000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$86,000,000.00 |
$4,979,727.13 |
|
Federal Home Loan Mortgage Corporation |
2038-06-15 |
5.929000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$80,000,000.00 |
$3,674,475.13 |
|
Federal Home Loan Mortgage Corporation |
2038-06-15 |
5.915900 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$54,385,768.00 |
$503,444.99 |
|
Federal Home Loan Mortgage Corporation |
2038-06-15 |
5.909000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$32,869,133.00 |
$1,575,754.00 |
|
Federal Home Loan Mortgage Corporation |
2037-05-15 |
5.809000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$65,000,000.00 |
$1,160,159.74 |
|
Federal Home Loan Mortgage Corporation |
2038-08-15 |
5.659000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$100,000,000.00 |
$1,015,396.55 |
|
Federal Home Loan Mortgage Corporation |
2039-01-15 |
5.659000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$32,000,000.00 |
$1,787,765.35 |
|
Federal Home Loan Mortgage Corporation |
2032-03-15 |
0.000000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$10,916,685.00 |
$554.61 |
|
Federal Home Loan Mortgage Corporation |
2039-05-15 |
5.809000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$79,295,154.00 |
$2,055,702.69 |
|
Federal Home Loan Mortgage Corporation |
2036-07-15 |
0.000000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$77,242,219.00 |
$336.53 |
|
Federal Home Loan Mortgage Corporation |
2039-07-15 |
5.609000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$56,066,666.00 |
$932,223.60 |
|
Fannie Mae REMIC Trust |
2039-12-25 |
5.960000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$50,000,000.00 |
$1,178,849.11 |
|
Fannie Mae REMIC Trust |
2039-11-25 |
6.060000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$103,151,785.00 |
$3,781,715.80 |
|
Fannie Mae REMIC Trust |
2039-11-25 |
6.109900 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$127,032,000.00 |
$4,206,542.36 |
|
Fannie Mae REMIC Trust |
2040-01-25 |
6.060000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$150,000,000.00 |
$3,060,059.60 |
|
Federal Home Loan Mortgage Corporation |
2039-04-15 |
6.409000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$20,000,000.00 |
$553,014.09 |
|
Federal Home Loan Mortgage Corporation |
2039-10-15 |
5.959000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$23,790,289.00 |
$549,870.71 |
|
Federal Home Loan Mortgage Corporation |
2039-10-15 |
5.959000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$50,814,314.00 |
$3,068,748.96 |
|
Federal Home Loan Mortgage Corporation |
2039-12-15 |
6.109000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$33,000,000.00 |
$1,116,209.50 |
|
Federal Home Loan Mortgage Corporation |
2039-12-15 |
6.149000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$3,975,000.00 |
$366,939.24 |
|
Fannie Mae REMIC Trust |
2040-02-25 |
6.040000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$43,012,223.00 |
$1,909,847.45 |
|
Fannie Mae REMIC Trust |
2039-10-25 |
5.760000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$25,626,401.00 |
$1,843,185.28 |
|
REMIC TR 2010-42 CL-AS |
2040-05-25 |
6.210000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$42,500,000.00 |
$1,391,696.00 |
|
Federal Home Loan Mortgage Corporation |
2032-07-15 |
5.558900 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$62,753,064.00 |
$1,076,183.25 |
|
Fannie Mae REMIC Trust |
2040-06-25 |
6.230000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$17,000,000.00 |
$732,294.14 |
|
REMIC TR 2010-59 CL-SD |
2040-06-25 |
5.580000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$20,000,000.00 |
$633,064.32 |
|
Fannie Mae REMIC Trust |
2040-12-25 |
5.835900 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$50,000,000.00 |
$3,225,743.12 |
|
Fannie Mae REMIC Trust |
2033-11-25 |
6.510000 |
Government Agency Debt - FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE |
$47,063,493.00 |
$25,487.65 |
|
SER 3662 CL SM |
2032-10-15 |
4.315900 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$20,000,000.00 |
$1,571,368.48 |
|
Federal Home Loan Mortgage Corporation |
2040-02-15 |
6.079000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$18,000,000.00 |
$563,576.63 |
|
Federal Home Loan Mortgage Corporation |
2040-02-15 |
6.049000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$76,754,703.00 |
$3,403,662.31 |
|
Ginnie Mae REMIC Trust |
2033-03-20 |
6.958000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$41,257,142.00 |
$506,376.15 |
|
GOVERNMENT NATL MTG ASSN GTD |
2030-01-16 |
6.408000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$123,157,876.00 |
$942,605.67 |
|
Ginnie Mae Remic Trust |
2038-02-20 |
6.315900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$135,000,000.00 |
$3,128,649.92 |
|
Ginnie Mae REMIC Trust |
2038-02-20 |
6.295900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$100,969,450.00 |
$2,326,280.19 |
|
Ginnie Mae REMIC Trust |
2033-06-20 |
6.508000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$80,000,000.00 |
$1,271,340.76 |
|
Ginnie Mae REMIC Trust |
2033-01-16 |
7.558000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$135,343,666.00 |
$553,707.21 |
|
Ginnie Mae REMIC Trust |
2038-04-20 |
7.515900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$68,181,818.00 |
$1,667,254.20 |
|
Ginnie Mae REMIC Trust |
2037-12-20 |
6.365900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$130,000,000.00 |
$2,249,126.93 |
|
Ginnie Mae REMIC Trust |
2037-12-20 |
6.365900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$100,000,000.00 |
$1,730,097.64 |
|
Ginnie Mae REMIC Trust |
2038-01-20 |
6.335900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$120,000,000.00 |
$2,422,683.18 |
|
Ginnie Mae REMIC Trust |
2038-01-16 |
6.335900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$21,000,000.00 |
$645,816.99 |
|
Ginnie Mae REMIC Trust |
2033-11-20 |
6.408000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$75,000,000.00 |
$589,966.39 |
|
Ginnie Mae REMIC Trust |
2034-11-20 |
5.908000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$135,531,012.00 |
$2,535,951.50 |
|
Ginnie Mae REMIC Trust |
2035-03-20 |
5.995900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$146,666,666.00 |
$2,954,677.44 |
|
Ginnie Mae REMIC Trust |
2035-05-20 |
6.015900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$80,000,000.00 |
$2,037,414.43 |
|
Ginnie Mae REMIC Trust |
2035-06-20 |
6.008000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$50,000,000.00 |
$912,503.96 |
|
Ginnie Mae REMIC Trust |
2034-05-20 |
5.915900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$47,369,333.00 |
$679,541.30 |
|
GOVERNMENT NATL MTG ASSN GTD |
2036-05-20 |
6.915900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$85,000,000.00 |
$1,986,760.79 |
|
Ginnie Mae REMIC Trust |
2034-12-20 |
6.115900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$114,700,000.00 |
$2,169,003.09 |
|
GOVERNMENT NATL MTG ASSN GTD |
2036-04-20 |
6.065900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$20,000,000.00 |
$390,976.13 |
|
Ginnie Mae REMIC Trust |
2039-06-20 |
5.815900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$50,000,000.00 |
$1,359,138.12 |
|
Ginnie Mae Remic Trust |
2039-07-20 |
5.865900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$50,000,000.00 |
$1,148,778.23 |
|
Ginnie Mae REMIC Trust |
2038-12-20 |
7.115900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$126,894,204.00 |
$3,290,669.24 |
|
Ginnie Mae REMIC Trust |
2037-05-16 |
6.608000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$12,847,000.00 |
$721,198.00 |
|
Ginnie Mae REMIC Trust |
2037-05-20 |
6.315900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$125,000,000.00 |
$3,079,281.24 |
|
Ginnie Mae REMIC Trust |
2037-04-16 |
6.365900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$40,000,000.00 |
$2,343,441.89 |
|
Ginnie Mae REMIC Trust |
2036-08-16 |
6.915900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$33,333,333.00 |
$1,510,608.63 |
|
Ginnie Mae REMIC Trust |
2037-06-20 |
6.515900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$130,000,000.00 |
$3,496,556.20 |
|
Ginnie Mae REMIC Trust |
2037-06-20 |
6.505900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$130,357,141.00 |
$3,558,692.18 |
|
GOVERNMENT NATL MTG ASSN GTD |
2037-10-20 |
6.515900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$51,413,142.00 |
$2,099,077.14 |
|
Ginnie Mae REMIC Trust |
2037-10-20 |
5.915900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$87,500,000.00 |
$1,174,145.78 |
|
Ginnie Mae REMIC Trust |
2037-10-20 |
5.965900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$87,500,000.00 |
$1,440,543.27 |
|
Ginnie Mae REMIC Trust |
2038-02-20 |
6.308000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$116,666,667.00 |
$2,586,676.25 |
|
Ginnie Mae REMIC Trust |
2038-02-20 |
6.335900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$45,000,000.00 |
$1,040,070.51 |
|
Ginnie Mae REMIC Trust |
2038-02-20 |
6.305900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$48,700,000.00 |
$1,060,813.72 |
|
Ginnie Mae REMIC Trust |
2038-05-16 |
6.215900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$3,475,000.00 |
$187,225.74 |
|
Ginnie Mae REMIC Trust |
2038-08-20 |
5.955900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$15,000,000.00 |
$314,971.86 |
|
Ginnie Mae REMIC Trust |
2027-04-16 |
6.115900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$50,000,000.00 |
$45,568.03 |
|
GOVERNMENT NATL MTG ASSN GTD |
2038-08-20 |
5.865900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$90,000,000.00 |
$1,554,154.18 |
|
Ginnie Mae REMIC Trust |
2038-09-20 |
5.815900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$83,900,000.00 |
$1,792,463.75 |
|
Ginnie Mae REMIC Trust |
2038-07-20 |
5.815900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$60,074,049.00 |
$1,084,872.73 |
|
Ginnie Mae REMIC Trust |
2039-10-20 |
6.058000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$60,000,000.00 |
$2,213,125.41 |
|
Ginnie Mae REMIC Trust |
2039-09-16 |
6.015900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$22,500,000.00 |
$1,411,334.29 |
|
Ginnie Mae REMIC Trust |
2039-11-20 |
6.115900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$100,000,000.00 |
$4,066,099.80 |
|
Ginnie Mae Remic Trust |
2039-09-20 |
6.165900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$110,000,000.00 |
$4,392,104.29 |
|
Ginnie Mae REMIC Trust |
2035-09-20 |
6.115900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$39,228,684.00 |
$1,686,030.21 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2040-07-20 |
6.385900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$49,740,000.00 |
$4,394,700.86 |
|
Ginnie Mae REMIC Trust |
2039-12-16 |
6.295900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$19,000,000.00 |
$760,028.64 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS |
2039-12-16 |
6.215900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$72,223,000.00 |
$2,154,270.05 |
|
Ginnie Mae REMIC Trust |
2040-01-16 |
6.215900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$48,000,000.00 |
$2,098,361.07 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS |
2034-05-16 |
6.415900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$37,601,752.00 |
$3,844,751.26 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS |
2040-02-16 |
5.765900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$57,450,000.00 |
$4,575,380.67 |
|
Ginnie Mae REMIC Trust |
2040-02-16 |
6.365900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$25,000,000.00 |
$2,128,839.92 |
|
Ginnie Mae REMIC Trust |
2033-08-16 |
6.415900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$11,065,055.00 |
$1,474,533.08 |
|
Ginnie Mae REMIC Trust |
2038-01-20 |
6.065900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$40,016,426.00 |
$1,819,097.41 |
|
Ginnie Mae REMIC Trust |
2038-03-16 |
6.415900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$40,000,000.00 |
$3,703,633.27 |
|
Ginnie Mae REMIC Trust |
2039-06-20 |
6.365900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$45,359,605.00 |
$3,510,519.79 |
|
Ginnie Mae REMIC Trust |
2040-08-20 |
6.428000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$33,333,333.00 |
$3,854,770.49 |
|
Ginnie Mae REMIC Trust |
2040-10-16 |
5.165900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$40,000,000.00 |
$3,125,826.59 |
|
Ginnie Mae REMIC Trust |
2039-10-20 |
5.915900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$23,060,714.00 |
$2,020,430.88 |
|
Ginnie Mae REMIC Trust |
2034-09-20 |
5.915900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$15,000,000.00 |
$560,619.11 |
|
Ginnie Mae REMIC Trust |
2038-04-20 |
6.465900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$64,329,428.00 |
$4,145,593.39 |
|
Ginnie Mae REMIC Trust |
2038-04-20 |
6.515900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$50,000,000.00 |
$3,251,182.06 |
|
Ginnie Mae REMIC Trust |
2040-12-20 |
5.835900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$33,717,124.00 |
$3,483,758.49 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2035-08-20 |
6.415900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$67,862,285.00 |
$5,094,872.56 |
|
Ginnie Mae REMIC Trust |
2041-08-20 |
5.265900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$24,000,000.00 |
$1,567,985.11 |
|
Ginnie Mae REMIC Trust |
2025-06-20 |
6.615900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$21,429,000.00 |
$1,524,545.42 |
|
GOVERNMENT NATL MTG ASSN GTD |
2042-05-16 |
5.865900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$30,890,491.00 |
$4,243,755.39 |
|
Ginnie Mae REMIC Trust |
2043-01-20 |
5.015900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$9,212,592.00 |
$991,622.69 |
|
Ginnie Mae REMIC Trust |
2043-03-20 |
6.045900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$1,693,000.00 |
$246,528.91 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2042-10-16 |
6.015900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$10,887,142.00 |
$2,024,777.47 |
|
Ginnie Mae REMIC Trust |
2029-04-16 |
6.965900 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$30,000,000.00 |
$99,884.40 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-01
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 PFS INCORPORATED (REPO) |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $400,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $400,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .67%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $400,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $400,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: RBC CAPITAL MARKETS LLC (REPO)
Item 27. The title of the issue (including coupon or yield): RBC CAPITAL MARKETS LLC (REPO) 0.06
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 0PO001DT0
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 000050916
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
FREDDIE MAC |
2032-01-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$6,957,921.00 |
$6,534,668.97 |
|
FREDDIE MAC |
2042-07-01 |
3.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$1,433,033.00 |
$1,097,393.48 |
|
Federal Home Loan Mortgage Corporation |
2021-09-15 |
7.000000 |
Government Agency Debt - FEDERAL HOME LOAN FIXED RATE REMIC |
$9,000.00 |
$86.44 |
|
Federal Home Loan Mortgage Corporation |
2021-02-15 |
1.084000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$500,000.00 |
$2,152.06 |
|
FREDDIE MAC |
2023-06-15 |
7.000000 |
Government Agency Debt - GOLD REMIC (FIXED) |
$1,000.00 |
$112.91 |
|
FREDDIE MAC |
2041-06-01 |
4.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$12,037,367.00 |
$5,716,368.98 |
|
FREDDIE MAC |
2041-08-01 |
4.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$12,424,038.00 |
$10,232,585.35 |
|
FREDDIE MAC |
2042-03-01 |
3.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$10,887,837.00 |
$9,979,937.23 |
|
FREDDIE MAC |
2042-03-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$17,059,650.00 |
$15,887,573.51 |
|
FEDERAL HOME LN MTG CORP PARTN |
2042-07-01 |
3.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$10,647,875.00 |
$10,110,338.97 |
|
FREDDIE MAC |
2042-12-01 |
3.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$16,809,756.00 |
$16,436,166.19 |
|
FREDDIE MAC |
2028-06-01 |
3.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$7,499,189.00 |
$7,550,793.08 |
|
FREDDIE MAC |
2042-09-01 |
3.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$6,524,522.00 |
$6,175,649.74 |
|
FREDDIE MAC |
2043-01-01 |
3.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$6,531,178.00 |
$6,082,707.05 |
|
FREDDIE MAC |
2043-01-01 |
3.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$26,643,089.00 |
$24,430,892.23 |
|
FREDDIE MAC |
2043-04-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$8,841,232.00 |
$9,136,059.07 |
|
FREDDIE MAC |
2043-08-01 |
3.500000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$30,469,426.00 |
$30,479,585.86 |
|
Freddie Mac Multiclass Mortgage Securities |
2023-10-25 |
5.500000 |
Government Agency Debt - GINNIE MAE REMIC BACKED FREDDIE MAC |
$52,000.00 |
$8,243.89 |
|
Fannie Mae REMIC Trust |
2022-09-25 |
7.000000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$12,000.00 |
$478.99 |
|
Fannie Mae REMIC Trust |
2042-04-25 |
3.500000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$20,000.00 |
$10,236.00 |
|
Federal Home Loan Mortgage Corporation |
2041-08-15 |
3.500000 |
Government Agency Debt - GOLD REMIC (FIXED) |
$60,000.00 |
$42,544.64 |
|
Federal Home Loan Mortgage Corporation |
2043-03-15 |
3.000000 |
Government Agency Debt - GOLD ADJUSTABLE RATE REMIC |
$100,000.00 |
$33,941.34 |
|
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT |
2043-08-15 |
4.000000 |
Government Agency Debt - GOLD REMIC (FIXED) |
$75,000.00 |
$73,209.84 |
|
FANNIE MAE |
2040-12-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$22,198,378.00 |
$15,148,262.55 |
|
FANNIE MAE |
2041-12-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$12,909,188.00 |
$8,702,606.39 |
|
FANNIE MAE |
2042-02-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$11,829,660.00 |
$9,925,113.98 |
|
FANNIE MAE |
2042-03-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$33,131,801.00 |
$29,853,726.13 |
|
FANNIE MAE |
2042-03-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$7,154,541.00 |
$6,986,411.91 |
|
FANNIE MAE |
2042-03-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$14,500,000.00 |
$9,656,614.21 |
|
FANNIE MAE |
2042-03-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$6,647,874.00 |
$5,556,699.63 |
|
FANNIE MAE |
2043-01-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$17,614,327.00 |
$17,988,799.25 |
|
FANNIE MAE |
2043-05-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$23,815,339.00 |
$24,223,886.76 |
|
FANNIE MAE |
2042-06-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$14,958,167.00 |
$14,984,882.56 |
|
FANNIE MAE |
2042-06-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$6,616,703.00 |
$6,130,270.54 |
|
FANNIE MAE |
2042-07-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$13,457,398.00 |
$12,616,606.22 |
|
FANNIE MAE |
2042-10-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$11,645,832.00 |
$9,964,603.95 |
|
FANNIE MAE |
2042-10-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$13,903,826.00 |
$13,198,328.67 |
|
FANNIE MAE |
2042-10-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$7,030,500.00 |
$6,652,393.12 |
|
FANNIE MAE |
2042-10-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$7,000,118.00 |
$6,268,427.19 |
|
FANNIE MAE |
2043-02-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$20,265,520.00 |
$18,933,107.43 |
|
FANNIE MAE |
2043-05-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$6,566,102.00 |
$6,376,265.54 |
|
FANNIE MAE |
2043-07-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$8,400,570.00 |
$8,714,495.19 |
|
FANNIE MAE |
2043-09-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$21,208,282.00 |
$21,281,629.67 |
|
FANNIE MAE |
2043-09-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$7,210,230.00 |
$7,480,463.81 |
|
FANNIE MAE |
2043-09-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$6,983,146.00 |
$7,244,861.90 |
|
FANNIE MAE |
2043-09-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$6,098,750.00 |
$6,327,320.31 |
|
FANNIE MAE |
2037-02-01 |
6.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$37,790,000.00 |
$8,007,456.16 |
|
FANNIE MAE |
2040-11-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$35,453,049.00 |
$26,492,622.60 |
|
FANNIE MAE |
2041-03-01 |
4.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$15,671,317.00 |
$12,292,793.65 |
|
FANNIE MAE |
2042-07-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$10,363,925.00 |
$10,093,963.56 |
|
FANNIE MAE |
2042-07-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$18,716,865.00 |
$16,407,568.38 |
|
FANNIE MAE |
2039-10-01 |
5.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$9,899,776.00 |
$7,280,376.35 |
|
FANNIE MAE |
2033-08-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$4,345,243.00 |
$4,306,594.96 |
|
FANNIE MAE |
2023-08-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$15,699,257.00 |
$16,313,202.61 |
|
FANNIE MAE |
2041-01-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$8,713,116.00 |
$7,003,126.96 |
|
Ginnie Mae REMIC Trust |
2042-12-20 |
2.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$30,000.00 |
$22,689.28 |
|
Ginnie Mae REMIC Trust |
2041-12-20 |
2.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$912,000.00 |
$729,867.58 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2043-06-20 |
3.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$10,000.00 |
$8,399.26 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2043-08-16 |
3.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$161,000.00 |
$167,822.77 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2043-08-20 |
3.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$500,000.00 |
$517,673.22 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2043-08-20 |
4.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$64,589,597.00 |
$68,762,551.45 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2043-08-20 |
3.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$38,000.00 |
$39,473.05 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $600,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $600,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $600,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $600,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: RBC CAPITAL MARKETS LLC (REPO)
Item 27. The title of the issue (including coupon or yield): RBC CAPITAL MARKETS LLC (REPO) 0.06
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 0PO001DS2
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 000050916
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
FEDERAL HOME LN MTG CORP PARTN |
2041-10-01 |
4.000000 |
Government Agency Debt - GOLD PC (PARTICIPATING CERTIFICATES) |
$214,400,000.00 |
$143,292,133.36 |
|
FANNIE MAE |
2042-11-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$149,486,243.00 |
$142,890,754.27 |
|
FANNIE MAE |
2028-05-01 |
3.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$43,268,077.00 |
$43,380,001.66 |
|
FANNIE MAE |
2042-09-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$150,300,000.00 |
$141,760,882.03 |
|
FANNIE MAE |
2043-08-01 |
3.500000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$9,010,950.00 |
$9,042,113.87 |
|
FANNIE MAE |
2040-05-01 |
5.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$250,486,104.00 |
$142,390,059.81 |
|
FANNIE MAE |
2040-11-01 |
4.000000 |
Government Agency Debt - FEDERAL NATIONAL MORT BACKED SECURITY |
$300,000,000.00 |
$142,244,055.46 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $750,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $750,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $750,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $750,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: RBS SECURITIES INC. (REPO)
Item 27. The title of the issue (including coupon or yield): RBS SECURITIES INC. (REPO) 0.05
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 0RSI04ZJ5
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000808379
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
U.S. TREASURY |
2015-08-15 |
10.625000 |
Treasury Debt - TPRX |
$26,514,000.00 |
$26,301,092.65 |
|
U.S. TREASURY |
2015-11-15 |
9.875000 |
Treasury Debt - TPRX |
$200,000.00 |
$197,876.01 |
|
U.S. TREASURY |
2016-05-15 |
7.250000 |
Treasury Debt - TPRX |
$18,259,000.00 |
$17,932,345.83 |
|
U.S. TREASURY |
2017-05-15 |
8.750000 |
Treasury Debt - TPRX |
$27,187,000.00 |
$26,067,166.70 |
|
U.S. TREASURY |
2019-02-15 |
8.875000 |
Treasury Debt - TPRX |
$3,087,000.00 |
$2,801,853.89 |
|
U.S. TREASURY |
2019-08-15 |
8.125000 |
Treasury Debt - TPRX |
$42,375,000.00 |
$37,741,295.19 |
|
U.S. TREASURY |
2020-05-15 |
8.750000 |
Treasury Debt - TPRX |
$54,185,000.00 |
$46,912,292.31 |
|
U.S. TREASURY |
2021-02-15 |
7.875000 |
Treasury Debt - TPRX |
$8,662,000.00 |
$7,270,103.14 |
|
U.S. TREASURY |
2021-05-15 |
8.125000 |
Treasury Debt - TPRX |
$41,564,000.00 |
$34,415,408.58 |
|
U.S. TREASURY |
2021-08-15 |
8.125000 |
Treasury Debt - TPRX |
$2,236,000.00 |
$1,831,820.72 |
|
U.S. TREASURY |
2023-08-15 |
6.250000 |
Treasury Debt - TPRX |
$3,911,000.00 |
$2,933,914.84 |
|
U.S. TREASURY |
2026-08-15 |
6.750000 |
Treasury Debt - TPRX |
$4,981,000.00 |
$3,247,412.84 |
|
U.S. TREASURY |
2026-11-15 |
6.500000 |
Treasury Debt - TPRX |
$23,463,000.00 |
$15,112,282.20 |
|
U.S. TREASURY |
2027-08-15 |
6.375000 |
Treasury Debt - TPRX |
$15,807,000.00 |
$9,824,840.28 |
|
U.S. TREASURY |
2028-08-15 |
5.500000 |
Treasury Debt - TPRX |
$2,304,000.00 |
$1,368,921.62 |
|
U.S. TREASURY |
2028-11-15 |
5.250000 |
Treasury Debt - TPRX |
$8,532,000.00 |
$5,008,454.47 |
|
U.S. TREASURY |
2029-02-15 |
5.250000 |
Treasury Debt - TPRX |
$7,250,000.00 |
$4,204,419.96 |
|
U.S. TREASURY |
2029-08-15 |
6.125000 |
Treasury Debt - TPRX |
$5,147,000.00 |
$2,925,348.77 |
|
U.S. TREASURY |
2037-02-15 |
4.750000 |
Treasury Debt - TPRX |
$17,323,000.00 |
$7,123,910.72 |
|
U.S. TREASURY |
2038-05-15 |
4.500000 |
Treasury Debt - TPRX |
$29,637,000.00 |
$11,528,793.84 |
|
U.S. TREASURY |
2039-02-15 |
3.500000 |
Treasury Debt - TPRX |
$10,690,000.00 |
$4,015,270.84 |
|
U.S. TREASURY |
2040-11-15 |
4.250000 |
Treasury Debt - TPRN |
$10,923,000.00 |
$3,805,682.54 |
|
U.S. TREASURY |
2041-02-15 |
4.750000 |
Treasury Debt - TPRN |
$6,189,000.00 |
$2,138,670.74 |
|
U.S. TREASURY |
2041-05-15 |
4.375000 |
Treasury Debt - TPRN |
$40,799,000.00 |
$13,932,449.32 |
|
U.S. TREASURY |
2041-08-15 |
0.000000 |
Treasury Debt - TPRN |
$24,746,000.00 |
$8,324,306.66 |
|
U.S. TREASURY |
2041-11-15 |
0.000000 |
Treasury Debt - TPRN |
$17,288,000.00 |
$5,743,246.56 |
|
U.S. TREASURY |
2042-02-15 |
3.125000 |
Treasury Debt - TPRN |
$1,300,000.00 |
$426,725.02 |
|
U.S. TREASURY |
2042-05-15 |
0.000000 |
Treasury Debt - TPRN |
$14,416,000.00 |
$4,677,415.36 |
|
U.S. TREASURY |
2042-08-15 |
0.000000 |
Treasury Debt - TPRN |
$349,543,000.00 |
$111,986,576.71 |
|
U.S. TREASURY |
2042-11-15 |
2.750000 |
Treasury Debt - TPRN |
$8,293,000.00 |
$2,633,608.02 |
|
U.S. TREASURY |
2043-02-15 |
0.000000 |
Treasury Debt - TPRN |
$5,041,000.00 |
$1,582,218.58 |
|
U.S. TREASURY |
2043-05-15 |
0.000000 |
Treasury Debt - TPRN |
$24,465,000.00 |
$7,608,125.50 |
|
U.S. TREASURY |
2043-08-15 |
0.000000 |
Treasury Debt - TPRN |
$917,000.00 |
$282,426.82 |
|
U.S. TREASURY |
2013-11-15 |
4.250000 |
Treasury Debt - TPRN |
$721,000.00 |
$720,891.88 |
|
U.S. TREASURY |
2014-05-15 |
4.750000 |
Treasury Debt - TPRN |
$395,000.00 |
$394,628.69 |
|
U.S. TREASURY |
2014-08-15 |
4.250000 |
Treasury Debt - TPRN |
$87,000.00 |
$86,864.28 |
|
U.S. TREASURY |
2016-08-15 |
4.875000 |
Treasury Debt - TPRN |
$6,921,000.00 |
$6,757,041.20 |
|
U.S. TREASURY |
2017-11-15 |
4.250000 |
Treasury Debt - TPRN |
$80,000.00 |
$75,638.40 |
|
U.S. TREASURY |
2018-11-15 |
3.750000 |
Treasury Debt - TPRN |
$33,000.00 |
$30,196.98 |
|
U.S. TREASURY |
2017-04-30 |
0.875000 |
Treasury Debt - NOTE |
$112,880,000.00 |
$112,290,867.78 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $541,433,000.00
Item 41. The total current amortized cost, to the nearest cent: $541,433,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .91%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $541,433,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $541,433,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ROYAL BANK OF SCOTLAND PLC (REPO)
Item 27. The title of the issue (including coupon or yield): ROYAL BANK OF SCOTLAND PLC (REPO) 0.06
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 0FX001H35
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 844150
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: 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 |
2016-02-15 |
4.500000 |
Treasury Debt - NOTY |
$90,450,000.00 |
$99,300,917.51 |
|
U.S. TREASURY |
2016-11-15 |
4.625000 |
Treasury Debt - NOTY |
$84,153,000.00 |
$95,198,725.29 |
|
U.S. TREASURY |
2015-06-30 |
1.875000 |
Treasury Debt - NOTY |
$88,000,000.00 |
$90,700,548.17 |
|
U.S. TREASURY |
2017-11-30 |
2.250000 |
Treasury Debt - NOTE |
$90,700,000.00 |
$94,658,538.83 |
|
U.S. TREASURY |
2013-12-31 |
0.125000 |
Treasury Debt - NOTE |
$22,350,000.00 |
$22,358,877.54 |
|
U.S. TREASURY |
2022-02-15 |
2.000000 |
Treasury Debt - NOTE |
$16,130,000.00 |
$15,474,075.94 |
|
U.S. TREASURY |
2015-07-15 |
0.250000 |
Treasury Debt - NOTE |
$92,500,000.00 |
$92,308,755.67 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $500,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $500,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .84%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $500,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $500,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ROYAL BANK OF SCOTLAND PLC (REPO)
Item 27. The title of the issue (including coupon or yield): ROYAL BANK OF SCOTLAND PLC (REPO) 0.05
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 0FX001I18
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 844150
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: 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 |
2014-02-15 |
4.000000 |
Treasury Debt - NOTY |
$70,000,000.00 |
$71,372,027.40 |
|
U.S. TREASURY |
2015-02-15 |
4.000000 |
Treasury Debt - NOTY |
$29,860,000.00 |
$31,524,111.60 |
|
U.S. TREASURY |
2013-10-31 |
2.750000 |
Treasury Debt - NOTY |
$75,000,000.00 |
$76,023,513.08 |
|
U.S. TREASURY |
2019-08-15 |
3.625000 |
Treasury Debt - NOTY |
$68,600,000.00 |
$75,437,880.80 |
|
U.S. TREASURY |
2014-08-15 |
0.500000 |
Treasury Debt - NOTE |
$69,300,000.00 |
$69,544,201.18 |
|
U.S. TREASURY |
2013-12-31 |
0.125000 |
Treasury Debt - NOTE |
$55,450,000.00 |
$55,472,025.04 |
|
U.S. TREASURY |
2018-12-31 |
1.375000 |
Treasury Debt - NOTE |
$65,900,000.00 |
$64,938,470.22 |
|
U.S. TREASURY |
2017-07-31 |
0.500000 |
Treasury Debt - NOTE |
$67,500,000.00 |
$65,692,188.44 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-26
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $500,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $500,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .84%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $500,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $500,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SOCIETE GENERALE NY BRANCH (REPO)
Item 27. The title of the issue (including coupon or yield): SOCIETE GENERALE NY BRANCH (REPO) 0.07
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 0SON02IJ9
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 865845
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
Federal Home Loan Mortgage Corporation |
2035-04-15 |
5.500000 |
Government Agency Debt - GOLD REMIC (FIXED) |
$2,294,369.00 |
$2,556,036.18 |
|
Federal Home Loan Mortgage Corporation |
2038-01-15 |
6.000000 |
Government Agency Debt - GOLD REMIC (FIXED) |
$40,000,000.00 |
$33,427,993.20 |
|
Federal Home Loan Mortgage Corporation |
2038-07-15 |
6.000000 |
Government Agency Debt - GOLD REMIC (FIXED) |
$1,362,900.00 |
$1,125,826.66 |
|
Fannie Mae |
2036-04-01 |
2.542000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$54,608,217.00 |
$31,217,291.38 |
|
FEDERAL NATL MTG ASSN GTD MTG |
2040-06-01 |
3.770000 |
Government Agency Debt - FEDERAL NAT MORT ADJUSTABLE RATE MBS |
$85,249,520.00 |
$27,037,312.70 |
|
Ginnie Mae REMIC Trust |
2034-05-16 |
0.584000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$22,899,193.00 |
$4,434,219.56 |
|
Ginnie Mae REMIC Trust |
2035-02-16 |
0.414000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$75,428,571.00 |
$21,169,543.82 |
|
Ginnie Mae REMIC Trust |
2034-12-16 |
0.434000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$13,853.00 |
$3,781.08 |
|
Ginnie Mae REMIC Trust |
2034-11-20 |
0.434000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$48,670,000.00 |
$20,089,076.97 |
|
GOVERNMENT NATL MTG ASSN GTD |
2036-05-20 |
0.331500 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$65,932,751.00 |
$10,835,591.99 |
|
Ginnie Mae REMIC Trust |
2037-04-16 |
0.484000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$20,968,398.00 |
$4,197,120.59 |
|
Ginnie Mae REMIC Trust |
2037-05-20 |
0.384000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$166,666,666.00 |
$24,213,362.77 |
|
Ginnie Mae REMIC Trust |
2043-04-16 |
3.250000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$34,000,000.00 |
$35,091,911.89 |
|
Ginnie Mae REMIC Trust |
2037-05-20 |
3.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$4,333,197.00 |
$2,060,142.99 |
|
Ginnie Mae REMIC Trust |
2038-12-20 |
4.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$7,397,301.00 |
$4,247,026.44 |
|
Ginnie Mae REMIC Trust |
2038-12-20 |
3.750000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$19,300,000.00 |
$19,735,481.98 |
|
Ginnie Mae REMIC Trust |
2039-10-20 |
4.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$25,000,000.00 |
$17,528,442.06 |
|
Ginnie Mae REMIC Trust |
2037-10-20 |
3.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$23,500,000.00 |
$17,709,246.45 |
|
Ginnie Mae REMIC Trust |
2039-01-20 |
4.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$4,114,899.00 |
$4,268,904.12 |
|
Ginnie Mae REMIC Trust |
2035-11-20 |
3.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$4,453,953.00 |
$2,440,295.57 |
|
Ginnie Mae REMIC Trust |
2037-07-20 |
4.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$50,000,000.00 |
$22,750,815.59 |
|
Ginnie Mae REMIC Trust |
2039-05-16 |
3.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$34,140,000.00 |
$17,424,826.49 |
|
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2040-07-20 |
3.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$44,522,000.00 |
$36,364,626.15 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $350,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $350,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .59%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $350,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $350,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: US TREASURY
Item 27. The title of the issue (including coupon or yield): US TREASURY 0.5
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912828PB0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-15
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. The total principal amount of the security held by the series, to the nearest cent: $980,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $980,353,530.36
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.65%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $980,497,840.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $980,497,840.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: US TREASURY
Item 27. The title of the issue (including coupon or yield): US TREASURY 1.875
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912828KN9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-30
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. The total principal amount of the security held by the series, to the nearest cent: $470,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $475,295,777.45
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .8%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $475,452,940.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $475,452,940.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: US TREASURY
Item 27. The title of the issue (including coupon or yield): US TREASURY 2
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912828JT8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-30
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. The total principal amount of the security held by the series, to the nearest cent: $550,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $552,592,231.90
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .93%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $552,578,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $552,578,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: US TREASURY
Item 27. The title of the issue (including coupon or yield): US TREASURY 0.25
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912828RS1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-30
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. The total principal amount of the security held by the series, to the nearest cent: $225,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $225,092,624.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .38%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $225,096,750.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $225,096,750.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: US TREASURY
Item 27. The title of the issue (including coupon or yield): US TREASURY 0.125
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912828RK8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-30
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. The total principal amount of the security held by the series, to the nearest cent: $266,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $265,983,999.15
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .45%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $266,010,374.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $266,010,374.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: US TREASURY
Item 27. The title of the issue (including coupon or yield): US TREASURY 0.5
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912828PU8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-15
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. The total principal amount of the security held by the series, to the nearest cent: $250,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $250,226,042.28
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .42%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $250,214,750.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $250,214,750.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: US TREASURY
Item 27. The title of the issue (including coupon or yield): US TREASURY 0.040
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912796BC2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-26
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,125,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,124,968,576.39
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.9%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,124,985,375.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,124,985,375.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: US TREASURY
Item 27. The title of the issue (including coupon or yield): US TREASURY 0.055
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912796BB4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-12
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,150,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,149,980,574.30
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.94%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,149,996,550.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,149,996,550.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: US TREASURY
Item 27. The title of the issue (including coupon or yield): US TREASURY 0.048
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 9127957K1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-19
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,200,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,199,971,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 2.02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,199,990,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,199,990,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: US TREASURY
Item 27. The title of the issue (including coupon or yield): US TREASURY 2.75
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912828JQ4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-31
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. The total principal amount of the security held by the series, to the nearest cent: $130,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $130,542,023.03
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .22%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $130,548,470.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $130,548,470.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: US TREASURY
Item 27. The title of the issue (including coupon or yield): US TREASURY 3.125
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912828JM3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-30
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. The total principal amount of the security held by the series, to the nearest cent: $200,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $200,485,850.53
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .34%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $200,453,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $200,453,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: US TREASURY
Item 27. The title of the issue (including coupon or yield): US TREASURY 4.25
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912828BR0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: 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. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-15
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. The total principal amount of the security held by the series, to the nearest cent: $1,135,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,144,698,216.14
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.93%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,144,398,935.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,144,398,935.00