Monthly Schedule of Portfolio Holdings of Money Market Funds (n-mfp2)
June 05 2020 - 11:42AM
Edgar (US Regulatory)
| Item A.1 Securities Act File Number.
| 033-49023 |
| Item A.2 Investment Adviser
| The Vanguard Group, Inc. |
a. SEC file number of investment adviser
| 801-11953 |
| Item A.4 Independent Public Accountant.
| PRICEWATERHOUSECOOPERS LLC |
a. City and state of independent public accountant.
| |
City of independent public accountant
| Philadelphia |
State/Province/Country of independent public accountant
|
PENNSYLVANIA
|
| Item A.5 Administrator. If a fund has one or more administrators, disclose the name of each administrator.
| The Vanguard Group, Inc. |
| Item A.6 Transfer Agent.
| The Vanguard Group, Inc. |
a. CIK Number
| 0000735286 |
b. SEC file number of transfer agent.
| 084-00772 |
| Item A.7 Master-Feeder Funds. Is this a Feeder Fund? If Yes, answer Items A.7.a - 7.c.
| Yes
X No
|
a. Identify the Master Fund by CIK or, if the fund does not have a CIK, by name.
| |
| Item A.8 Master-Feeder Funds. Is this a Master Fund? If Yes, answer Items A.8.a - 8.c.
| Yes
X No
|
| Item A.9 Is this series primarily used to fund insurance company separate accounts?
| Yes
X No
|
| Item A.10 Category. Indicate the category that identifies the money market fund from among the following:
| X
Treasury
Government/Agency
X
Exempt Government
Prime
Single State
Other Tax Exempt
|
a. Is this fund an exempt retail fund as defined in 270.2a-7(a)(25)?
| Yes
X No
|
| Item A.11 Dollar-weighted average portfolio maturity ("WAM" as defined in rule 2a-7(d)(1)(ii)).
| 56 |
| Item A.12 Dollar-weighted average life maturity ("WAL" as defined in rule 2a-7(d)(1)(iii)).
Calculate WAL without reference to the exceptions in rule 2a-7(d) regarding interest rate readjustments.
| 102 |
| Item A.13 Liquidity. Provide the following, as of the close of business on each Friday during the month reported (if the reporting date falls on a holiday or other day on which the fund does not calculate the daily or weekly liquidity, provide the value as of the close of business on the date in that week last calculated):
| |
a. Total Value of Daily Liquid Assets to the nearest cent:
| |
i. Friday, day 1:
| $41,754,891,792.01 |
ii. Friday, day 2:
| $43,218,149,859.26 |
iii. Friday, day 3:
| $42,872,869,956.88 |
iv. Friday, day 4:
| $41,638,754,997.99 |
v. Friday, day 5 (if applicable):
| $41,824,678,337.30 |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent:
| |
i. Friday, week 1:
| $41,374,947,947.57 |
ii. Friday, week 2:
| $41,648,512,613.53 |
iii. Friday, week 3:
| $41,747,157,515.61 |
iv. Friday, week 4:
| $41,638,754,997.99 |
v. Friday, week 5 (if applicable):
| $41,381,723,129.56 |
c. Percentage of Total Assets invested in Daily Liquid Assets:
| |
i. Friday, day 1:
| 99.94%
|
ii. Friday, day 2:
| 99.94%
|
iii. Friday, day 3:
| 99.94%
|
iv. Friday, day 4:
| 96.24%
|
v. Friday, day 5 (if applicable):
| 99.20%
|
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets):
| |
i. Friday, week 1:
| 99.03%
|
ii. Friday, week 2:
| 96.31%
|
iii. Friday, week 3:
| 97.32%
|
iv. Friday, week 4:
| 96.24%
|
v. Friday, week 5 (if applicable):
| 98.15%
|
| Item A.14 Provide the following, to the nearest cent:
| |
a. Cash. (See General Instructions E.)
| $242.97 |
b. Total Value of portfolio securities. (See General Instructions E.)
| $42,148,267,567.33 |
i. If any portfolio securities are valued using amortized cost, the total value of the portfolio securities valued at amortized cost.
| $42,137,681,152.06 |
c. Total Value of other assets (excluding amounts provided in A.14.a-c.)
| $21,619,265.13 |
| Item A.15 Total value of liabilities, to the nearest cent.
| $767,192,852.37 |
| Item A.16 Net assets of the series, to the nearest cent.
| $41,392,107,807.79 |
| Item A.17 Number of shares outstanding, to the nearest hundredth.
|
$41,389,188,919.21 |
| Item A.18 If the fund seeks to maintain a stable price per share, state the price the fund seeks to maintain.
| $1.0000 |
| Item A.19 7-day gross yield. Based on the 7 days ended on the last day of the prior month, calculate the fund's yield by determining the net change, exclusive of capital changes and income other than investment income, in the value of a hypothetical pre-existing account having a balance of one share at the beginning of the period and dividing the difference by the value of the account at the beginning of the base period to obtain the base period return, and then multiplying the base period return by (365/7) with the resulting yield figure carried to the nearest hundredth of one percent. The 7-day gross yield should not reflect a deduction of shareholders fees and fund operating expenses. For master funds and feeder funds, report the 7-day gross yield at the master-fund level.
| 0.27%
|
| Item A.20 Net asset value per share. Provide the net asset value per share, calculated using available market quotations (or an appropriate substitute that reflects current market conditions) rounded to the fourth decimal place in the case of a fund with a $1.0000 share price (or an equivalent level of accuracy for funds with a different share price), as of the close of business on each Friday during the month reported (if the reporting date falls on a holiday or other day on which the fund does not calculate the net asset value per share, provide the value as of the close of business on the date in that week last calculated):
| |
i. Friday, week 1:
| $1.0006 |
ii. Friday, week 2:
| $1.0005 |
iii. Friday, week 3:
| $1.0004 |
iv. Friday, week 4:
| $1.0004 |
v. Friday, week 5 (if applicable):
| $1.0003 |
| Item B.1 EDGAR Class identifier.
| C000005732 |
| Item B.2 Minimum initial investment.
| $3,000.00 |
| Item B.3 Net assets of the Class, to the nearest cent.
| $41,392,107,807.79 |
| Item B.4 Number of shares outstanding, to the nearest hundredth.
|
$41,389,188,919.21 |
| Item B.5 Net asset value per share. Provide the net asset value per share, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), rounded to the fourth decimal place in the case of a fund with a $1.0000 share price (or an equivalent level of accuracy for funds with a different share price), as of the close of business on each Friday during the month reported (if the reporting date falls on a holiday or other day on which the fund does not calculate the net asset value per share, provide the value as of the close of business on the date in that week last calculated):
| |
i. Friday, week 1:
| $1.0006 |
ii. Friday, week 2:
| $1.0005 |
iii. Friday, week 3:
| $1.0004 |
iv. Friday, week 4:
| $1.0004 |
v. Friday, week 5 (if applicable):
| $1.0003 |
| Item B.6 Net shareholder flow. Provide the aggregate weekly gross subscriptions
(including dividend reinvestments) and gross redemptions, rounded to the nearest cent,
as of the close of business on each Friday during the month reported (if the reporting
date falls on a holiday or other day on which the fund does not calculate the gross
subscriptions or gross redemptions, provide the value as of the close of business on
the date in that week last calculated):
| |
a. Friday, week 1:
|
i. Weekly gross subscriptions (including dividend reinvestments):
| $631,542,625.43 |
ii. Weekly gross redemptions:
| $433,673,124.57 |
b. Friday, week 2:
|
i. Weekly gross subscriptions
(including dividend reinvestments):
| $669,355,067.38 |
ii. Weekly gross redemptions:
| $396,193,420.49 |
c. Friday, week 3:
|
i. Weekly gross subscriptions
(including dividend reinvestments):
| $434,242,989.25 |
ii. Weekly gross redemptions:
| $340,520,821.19 |
d. Friday, week 4:
|
i. Weekly gross subscriptions
(including dividend reinvestments):
| $496,561,472.95 |
ii. Weekly gross redemptions:
| $608,206,669.14 |
e. Friday, week 5:
|
i. Weekly gross subscriptions
(including dividend reinvestments):
|
$253,922,684.46 |
ii. Weekly gross redemptions:
|
$512,494,867.94 |
f. Total for the month reported:
|
i. Monthly gross subscriptions
(including dividend reinvestments):
| $2,015,958,384.02 |
ii. Monthly gross redemptions:
| $1,945,273,152.90 |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Treasury Bill 0.000000% |
| Item C.3 The CUSIP.
| 9127962G3 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US9127962G32 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-09-17 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2020-09-17 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2020-09-17 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.17%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $995,086,168.74 |
b. Excluding the value of any sponsor support:
| $995,086,168.74 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 2.40%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Treasury Bill 0.000000% |
| Item C.3 The CUSIP.
| 9127962H1 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US9127962H15 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-09-24 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2020-09-24 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2020-09-24 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.17%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $299,841,000.00 |
b. Excluding the value of any sponsor support:
| $299,841,000.00 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 0.72%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Treasury Bill 0.000000% |
| Item C.3 The CUSIP.
| 9127962J7 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US9127962J70 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-10-01 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2020-10-01 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2020-10-01 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.17%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $349,797,000.00 |
b. Excluding the value of any sponsor support:
| $349,797,000.00 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 0.85%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Treasury Bill 0.000000% |
| Item C.3 The CUSIP.
| 9127962P3 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US9127962P31 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-06-02 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2020-06-02 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2020-06-02 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.10%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $443,166,000.00 |
b. Excluding the value of any sponsor support:
| $443,166,000.00 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 1.07%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Treasury Bill 0.000000% |
| Item C.3 The CUSIP.
| 9127962R9 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US9127962R96 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-10-15 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2020-10-15 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2020-10-15 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.16%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $299,820,000.00 |
b. Excluding the value of any sponsor support:
| $299,820,000.00 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 0.72%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Treasury Bill 0.000000% |
| Item C.3 The CUSIP.
| 9127962S7 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US9127962S79 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-10-22 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2020-10-22 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2020-10-22 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.17%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $499,670,000.00 |
b. Excluding the value of any sponsor support:
| $499,670,000.00 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 1.21%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Treasury Bill 0.000000% |
| Item C.3 The CUSIP.
| 9127962U2 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US9127962U26 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-06-09 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2020-06-09 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2020-06-09 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.13%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $814,646,559.87 |
b. Excluding the value of any sponsor support:
| $814,646,559.87 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 1.97%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Treasury Bill 0.000000% |
| Item C.3 The CUSIP.
| 9127962V0 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US9127962V09 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-06-16 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2020-06-16 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2020-06-16 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.14%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $1,779,893,200.00 |
b. Excluding the value of any sponsor support:
| $1,779,893,200.00 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 4.30%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Treasury Bill 0.000000% |
| Item C.3 The CUSIP.
| 9127962W8 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US9127962W81 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-06-23 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2020-06-23 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2020-06-23 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.13%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $997,920,160.00 |
b. Excluding the value of any sponsor support:
| $997,920,160.00 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 2.41%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Treasury Bill 0.000000% |
| Item C.3 The CUSIP.
| 9127962X6 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US9127962X64 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-06-30 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2020-06-30 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2020-06-30 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.13%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $823,368,654.90 |
b. Excluding the value of any sponsor support:
| $823,368,654.90 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 1.99%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Treasury Bill 0.000000% |
| Item C.3 The CUSIP.
| 9127962Z1 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US9127962Z13 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-11-12 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2020-11-12 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2020-11-12 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.16%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $249,817,500.00 |
b. Excluding the value of any sponsor support:
| $249,817,500.00 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 0.60%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Treasury Bill 0.000000% |
| Item C.3 The CUSIP.
| 9127963C1 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US9127963C19 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-07-07 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2020-07-07 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2020-07-07 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.13%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $1,369,821,900.00 |
b. Excluding the value of any sponsor support:
| $1,369,821,900.00 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 3.31%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Treasury Bill 0.000000% |
| Item C.3 The CUSIP.
| 9127963D9 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US9127963D91 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-07-14 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2020-07-14 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2020-07-14 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.13%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $1,468,025,078.40 |
b. Excluding the value of any sponsor support:
| $1,468,025,078.40 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 3.55%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Treasury Bill 0.000000% |
| Item C.3 The CUSIP.
| 9127963F4 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US9127963F40 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-07-21 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2020-07-21 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2020-07-21 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.14%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $1,324,748,250.00 |
b. Excluding the value of any sponsor support:
| $1,324,748,250.00 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 3.20%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Treasury Bill 0.000000% |
| Item C.3 The CUSIP.
| 9127963G2 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US9127963G23 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-07-28 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2020-07-28 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2020-07-28 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.14%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $130,971,180.00 |
b. Excluding the value of any sponsor support:
| $130,971,180.00 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 0.32%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Cash Management Bill 0.000000% |
| Item C.3 The CUSIP.
| 9127963R8 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US9127963R87 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-09-01 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2020-09-01 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2020-09-01 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.16%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $399,840,000.00 |
b. Excluding the value of any sponsor support:
| $399,840,000.00 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 0.97%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Cash Management Bill 0.000000% |
| Item C.3 The CUSIP.
| 9127963X5 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US9127963X55 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-09-08 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2020-09-08 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2020-09-08 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.17%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $827,627,400.00 |
b. Excluding the value of any sponsor support:
| $827,627,400.00 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 2.00%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Cash Management Bill 0.000000% |
| Item C.3 The CUSIP.
| 9127963Y3 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US9127963Y39 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-09-15 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2020-09-15 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2020-09-15 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.17%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $399,804,000.00 |
b. Excluding the value of any sponsor support:
| $399,804,000.00 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 0.97%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Cash Management Bill 0.000000% |
| Item C.3 The CUSIP.
| 9127963Z0 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US9127963Z04 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-09-22 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2020-09-22 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2020-09-22 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.17%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $399,792,000.00 |
b. Excluding the value of any sponsor support:
| $399,792,000.00 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 0.97%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Cash Management Bill 0.000000% |
| Item C.3 The CUSIP.
| 9127964A4 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US9127964A44 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-09-29 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2020-09-29 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2020-09-29 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.17%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $399,780,000.00 |
b. Excluding the value of any sponsor support:
| $399,780,000.00 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 0.97%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Cash Management Bill 0.000000% |
| Item C.3 The CUSIP.
| 9127964H9 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US9127964H96 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-10-13 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2020-10-13 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2020-10-13 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.17%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $199,878,000.00 |
b. Excluding the value of any sponsor support:
| $199,878,000.00 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 0.48%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Treasury Bill 0.000000% |
| Item C.3 The CUSIP.
| 912796SV2 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US912796SV23 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-06-18 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2020-06-18 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2020-06-18 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.13%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $1,689,898,600.00 |
b. Excluding the value of any sponsor support:
| $1,689,898,600.00 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 4.08%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Treasury Bill 0.000000% |
| Item C.3 The CUSIP.
| 912796SZ3 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US912796SZ37 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-07-16 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2020-07-16 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2020-07-16 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.14%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $822,008,234.84 |
b. Excluding the value of any sponsor support:
| $822,008,234.84 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 1.99%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Treasury Bill 0.000000% |
| Item C.3 The CUSIP.
| 912796TD1 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US912796TD16 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-08-13 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2020-08-13 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2020-08-13 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.14%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $2,037,449,740.00 |
b. Excluding the value of any sponsor support:
| $2,037,449,740.00 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 4.92%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Treasury Bill 0.000000% |
| Item C.3 The CUSIP.
| 912796TJ8 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US912796TJ85 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-09-10 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2020-09-10 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2020-09-10 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.16%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $536,764,347.30 |
b. Excluding the value of any sponsor support:
| $536,764,347.30 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 1.30%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Treasury Bill 0.000000% |
| Item C.3 The CUSIP.
| 912796TN9 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US912796TN97 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-10-08 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2020-10-08 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2020-10-08 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.16%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $799,544,000.00 |
b. Excluding the value of any sponsor support:
| $799,544,000.00 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 1.93%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Treasury Bill 0.000000% |
| Item C.3 The CUSIP.
| 912796TX7 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US912796TX79 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-06-04 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2020-06-04 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2020-06-04 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.10%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $1,053,951,460.38 |
b. Excluding the value of any sponsor support:
| $1,053,951,460.38 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 2.55%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Treasury Bill 0.000000% |
| Item C.3 The CUSIP.
| 912796TZ2 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US912796TZ28 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-06-11 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2020-06-11 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2020-06-11 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.13%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $2,231,910,720.00 |
b. Excluding the value of any sponsor support:
| $2,231,910,720.00 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 5.39%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Treasury Bill 0.000000% |
| Item C.3 The CUSIP.
| 912796UA5 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US912796UA57 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-06-25 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2020-06-25 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2020-06-25 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.12%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $1,125,909,720.02 |
b. Excluding the value of any sponsor support:
| $1,125,909,720.02 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 2.72%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Treasury Bill 0.000000% |
| Item C.3 The CUSIP.
| 912796UB3 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US912796UB31 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-07-02 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2020-07-02 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2020-07-02 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.14%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $1,353,003,620.08 |
b. Excluding the value of any sponsor support:
| $1,353,003,620.08 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 3.27%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Treasury Bill 0.000000% |
| Item C.3 The CUSIP.
| 912796WW5 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US912796WW59 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-07-09 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2020-07-09 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2020-07-09 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.14%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $799,888,000.00 |
b. Excluding the value of any sponsor support:
| $799,888,000.00 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 1.93%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Treasury Bill 0.000000% |
| Item C.3 The CUSIP.
| 912796WX3 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US912796WX33 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-07-23 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2020-07-23 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2020-07-23 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.14%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $909,827,100.00 |
b. Excluding the value of any sponsor support:
| $909,827,100.00 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 2.20%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Treasury Bill 0.000000% |
| Item C.3 The CUSIP.
| 912796WY1 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US912796WY16 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-07-30 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2020-07-30 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2020-07-30 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.15%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $2,074,502,000.00 |
b. Excluding the value of any sponsor support:
| $2,074,502,000.00 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 5.01%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Treasury Bill 0.000000% |
| Item C.3 The CUSIP.
| 912796WZ8 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US912796WZ80 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-08-06 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2020-08-06 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2020-08-06 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.15%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $2,299,379,000.00 |
b. Excluding the value of any sponsor support:
| $2,299,379,000.00 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 5.56%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Treasury Bill 0.000000% |
| Item C.3 The CUSIP.
| 912796XF1 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US912796XF18 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-08-20 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2020-08-20 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2020-08-20 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.16%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $2,470,159,860.00 |
b. Excluding the value of any sponsor support:
| $2,470,159,860.00 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 5.97%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Treasury Bill 0.000000% |
| Item C.3 The CUSIP.
| 912796XG9 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US912796XG90 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-08-27 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2020-08-27 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2020-08-27 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.15%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $1,935,322,400.00 |
b. Excluding the value of any sponsor support:
| $1,935,322,400.00 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 4.68%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Treasury Bill 0.000000% |
| Item C.3 The CUSIP.
| 912796XH7 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US912796XH73 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-09-03 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2020-09-03 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2020-09-03 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.16%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $90,963,600.00 |
b. Excluding the value of any sponsor support:
| $90,963,600.00 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 0.22%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Treasury Note 2.500000% |
| Item C.3 The CUSIP.
| 9128284Q0 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US9128284Q05 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-05-31 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2020-05-31 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2020-05-31 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 2.48%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $300,000,000.00 |
b. Excluding the value of any sponsor support:
| $300,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 0.72%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Treasury Note/Bond 2.875000% |
| Item C.3 The CUSIP.
| 9128285G1 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US9128285G14 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-10-31 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2020-10-31 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2020-10-31 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.19%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $252,772,500.00 |
b. Excluding the value of any sponsor support:
| $252,772,500.00 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 0.61%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Treasury Note/Bond 2.750000% |
| Item C.3 The CUSIP.
| 9128285Q9 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US9128285Q95 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-11-30 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2020-11-30 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2020-11-30 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.20%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $681,520,180.00 |
b. Excluding the value of any sponsor support:
| $681,520,180.00 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 1.65%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Treasury Floating Rate Note 0.245043% |
| Item C.3 The CUSIP.
| 9128285Y2 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US9128285Y20 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-06-01 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2021-01-31 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2021-01-31 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.15%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $100,065,000.00 |
b. Excluding the value of any sponsor support:
| $100,065,000.00 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 0.24%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Treasury Floating Rate Note 0.269043% |
| Item C.3 The CUSIP.
| 9128286Q8 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US9128286Q86 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-06-01 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2021-04-30 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2021-04-30 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.16%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $900,882,000.00 |
b. Excluding the value of any sponsor support:
| $900,882,000.00 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 2.18%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Treasury Floating Rate Note 0.350043% |
| Item C.3 The CUSIP.
| 9128287G9 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US9128287G95 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-06-01 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2021-07-31 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2021-07-31 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.19%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $1,077,085,500.00 |
b. Excluding the value of any sponsor support:
| $1,077,085,500.00 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 2.60%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Treasury Note/Bond 1.625000% |
| Item C.3 The CUSIP.
| 912828XM7 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US912828XM78 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-07-31 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2020-07-31 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2020-07-31 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.20%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $75,175,500.00 |
b. Excluding the value of any sponsor support:
| $75,175,500.00 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 0.18%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Treasury Floating Rate Note 0.430043% |
| Item C.3 The CUSIP.
| 912828YN4 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US912828YN43 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-06-01 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2021-10-31 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2021-10-31 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.20%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $1,156,036,432.80 |
b. Excluding the value of any sponsor support:
| $1,156,036,432.80 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 2.79%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Treasury Floating Rate Note 0.284043% |
| Item C.3 The CUSIP.
| 912828Z45 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US912828Z450 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-06-01 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2022-01-31 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2022-01-31 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.21%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $700,854,000.00 |
b. Excluding the value of any sponsor support:
| $700,854,000.00 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 1.69%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
| Item C.1 The name of the issuer.
| UNITED STATES TREASURY |
| Item C.2 The title of the issue (including coupon, if applicable).
| United States Treasury Floating Rate Note 0.244043% |
| Item C.3 The CUSIP.
| 912828ZK9 |
| Item C.4 The LEI (if available). (See General Instruction E.)
| 254900HROIFWPRGM1V77 |
| Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US912828ZK94 |
b. The CIK; or
| |
c. Other unique identifier.
| |
| Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| X U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
|
| Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
| Yes
No
|
| Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
|
If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
| |
| Item C.9 Is the security an Eligible Security?
| X Yes
No
|
| Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
| Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 2020-06-01 |
| Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 2022-04-30 |
| Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 2022-04-30 |
| Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| |
| Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
| Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
X No
|
|
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| |
| Item C.17 The yield of the security as of the reporting date.
| 0.22%
|
| Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.)
| |
a. Including the value of any sponsor support:
| $200,080,000.00 |
b. Excluding the value of any sponsor support:
| $200,080,000.00 |
| Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent.
| 0.48%
|
| Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?
| Yes
X No
|
| Item C.21 Is the security a Daily Liquid Asset?
| X Yes
No
|
| Item C.22 Is the security a Weekly Liquid Asset?
| X Yes
No
|
| Item C.23 Is the security an Illiquid Security?
| Yes
X No
|
| Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.
| |
