Part II - Schedule of Portfolio Securities
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Citibank NA, New York
Item 27. The title of the issue (including coupon or yield):
Citibank NA, New York, 0.270%, 8/16/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
17304UEN6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Certificate of Deposit
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of 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 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-16
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$2,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$2,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.84%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$2,000,160.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$2,000,160.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Bank of America N.A.
Item 27. The title of the issue (including coupon or yield):
Bank of America N.A., 0.270%, 9/4/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
06052WZG1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other Note
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of 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 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-09-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-09-04
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$2,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$2,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.84%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$2,000,060.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$2,000,060.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
General Electric Capital Corp.
Item 27. The title of the issue (including coupon or yield):
General Electric Capital Corp., 5.900%, 5/13/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
36962G4C5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other Note
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of 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 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2014-05-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-05-13
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$2,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$2,087,200.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.92%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$2,084,804.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$2,084,804.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Electricite de France SA
Item 27. The title of the issue (including coupon or yield):
Electricite de France SA, 0.230%, 10/24/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
28504GXQ4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other Commercial Paper
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of 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 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-10-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-10-24
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$5,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$4,997,316.66
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
4.6%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$4,997,350.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$4,997,350.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
BNP Paribas SA
Item 27. The title of the issue (including coupon or yield):
BNP Paribas SA, 0.260%, 8/2/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
05572WJ31
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Certificate of Deposit
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of 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 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-02
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$2,900,000.00
Item 41. The total current amortized cost, to the nearest cent:
$2,900,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.67%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$2,900,029.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$2,900,029.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Toyota Motor Credit Corp.
Item 27. The title of the issue (including coupon or yield):
Toyota Motor Credit Corp., 0.268%, 7/14/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
89236TAN5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other Note
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of 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 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-10-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-10-15
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$2,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$2,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.84%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$1,999,642.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$1,999,642.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Societe Generale, Paris
Item 27. The title of the issue (including coupon or yield):
Societe Generale, Paris, 0.270%, 8/21/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
83368NFF3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Certificate of Deposit
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of 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 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-21
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$2,500,000.00
Item 41. The total current amortized cost, to the nearest cent:
$2,500,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.3%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$2,500,125.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$2,500,125.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Canadian Imperial Bank of Commerce
Item 27. The title of the issue (including coupon or yield):
Canadian Imperial Bank of Commerce, 0.311%, 1/24/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
13606YHL3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Certificate of Deposit
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of 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 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-26
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$2,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$2,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.84%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$2,001,160.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$2,001,160.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Capital Trust Agency, FL
Item 27. The title of the issue (including coupon or yield):
Capital Trust Agency, FL, 0.150%, 7/15/2024
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
140532AP7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Variable Rate Demand Note
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of 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 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-07
Item 37. Does the security have a Demand Feature?
Yes
|
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
|
Federal National Mortgage Association
|
N/A
|
N/A
|
Item 38. Does the security have a Guarantee?
Yes
|
Guarantor
|
Designated NRSRO(s) for the Guarantee or Guarantor
|
Credit rating of the Guarantor
|
|
Federal National Mortgage Association
|
N/A
|
N/A
|
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$2,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$2,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.84%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$2,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$2,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
LMA-Americas LLC
Item 27. The title of the issue (including coupon or yield):
LMA-Americas LLC, 0.260%, 10/23/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
50202TXP7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Asset Backed Commercial Paper
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of 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 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-10-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-10-23
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
Yes
|
Guarantor
|
Designated NRSRO(s) for the Guarantee or Guarantor
|
Credit rating of the Guarantor
|
|
Credit Agricole Corporate and Investment Bank
|
N/A
|
N/A
|
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$1,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$999,400.56
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.92%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$999,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$999,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Bank of America N.A.
Item 27. The title of the issue (including coupon or yield):
Bank of America N.A., 0.270%, 10/17/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
06052WC92
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other Note
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of 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 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-10-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-10-17
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$3,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$3,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.76%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$3,000,180.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$3,000,180.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Bank of America N.A.
Item 27. The title of the issue (including coupon or yield):
Bank of America N.A., REPO, 0.090%, 8/1/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
03199U009
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
|
GNMA GNII SF 004559 M
|
2039-10-20
|
5
|
Government Agency Debt
|
$748,798.11
|
$817,175.86
|
|
FMAC 04.000 FGPC A94605 G
|
2040-10-01
|
4
|
Government Agency Debt
|
$2,024,328.65
|
$2,104,093.95
|
|
FNMA FNMS 03.500 CLAO8046
|
2042-07-01
|
3.5
|
Government Agency Debt
|
$1,933,112.91
|
$1,953,568.47
|
|
FNMA FNMS 04.000 CLAJ9279
|
2041-12-01
|
4
|
Government Agency Debt
|
$1,987,320.92
|
$2,069,101.82
|
|
FNMA FNMS 05.000 CL555678
|
2033-08-01
|
5
|
Government Agency Debt
|
$1,326,583.54
|
$1,436,001.03
|
|
FNMA FNMS 05.500 CL995018
|
2038-06-01
|
5.5
|
Government Agency Debt
|
$292,618.55
|
$320,054.27
|
|
FNMA FNMS 06.000 CLAE0022
|
2039-07-01
|
6
|
Government Agency Debt
|
$863,012.87
|
$948,129.24
|
|
FNMA FNMS 06.500 CLAD0922
|
2039-09-01
|
6.5
|
Government Agency Debt
|
$1,466,289.01
|
$1,638,203.57
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-01
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$11,065,000.00
Item 41. The total current amortized cost, to the nearest cent:
$11,065,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
10.18%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$11,065,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$11,065,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Wells Fargo Securities, LLC
Item 27. The title of the issue (including coupon or yield):
Wells Fargo Securities, LLC, 0.350%, 10/21/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
92999Z003
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
|
01BCMWYETH
|
2017-04-01
|
5.45
|
Other Instrument - Corporates
|
$15,540.96
|
$17,920.38
|
|
01BG5DOW CHEM
|
2021-08-16
|
4.1
|
Other Instrument - Corporates
|
$280.00
|
$285.19
|
|
01BKEIBM CORP
|
2017-02-06
|
1.25
|
Other Instrument - Corporates
|
$3,985.00
|
$3,961.93
|
|
02J3YSLM CORP
|
2013-10-01
|
5
|
Other Instrument - Corporates
|
$125.00
|
$127.71
|
|
02J3YSLM CORP
|
2016-01-25
|
6.25
|
Other Instrument - Corporates
|
$200.00
|
$213.21
|
|
02J3YSLM CORP
|
2033-08-01
|
5.625
|
Other Instrument - Corporates
|
$225.00
|
$193.64
|
|
01BCTHESS CORP
|
2041-02-15
|
5.6
|
Other Instrument - Corporates
|
$500.00
|
$532.96
|
|
01BR2BB T CORP
|
2022-03-22
|
3.95
|
Other Instrument - Corporates
|
$15,914.05
|
$16,285.87
|
|
01BV0AMGEN INC
|
2042-06-15
|
5.65
|
Other Instrument - Corporates
|
$565.00
|
$595.64
|
|
01C5PENSCO PLC
|
2016-03-15
|
3.25
|
Other Instrument - Corporates
|
$940.00
|
$993.57
|
|
01C99CSMC 2007
|
2015-12-15
|
.371
|
Other Instrument - Commercial Mortgage-Backed Security
|
$44,592.63
|
$44,218.88
|
|
02G1ACORPBANCA
|
2018-01-15
|
3.125
|
Other Instrument - Corporates
|
$390.00
|
$362.56
|
|
01BJZHUMANA INC
|
2018-06-15
|
7.2
|
Other Instrument - Corporates
|
$115.00
|
$138.42
|
|
01BN03M COMPANY
|
2022-06-26
|
2
|
Other Instrument - Corporates
|
$1,985.00
|
$1,856.64
|
|
01BO5NUCOR CORP
|
2037-12-01
|
6.4
|
Other Instrument - Corporates
|
$215.00
|
$251.65
|
|
01R7GFORD MOTOR
|
2016-12-15
|
8
|
Other Instrument - Corporates
|
$750.00
|
$882.86
|
|
01W0APNC BANK NA
|
2023-07-25
|
3.8
|
Other Instrument - Corporates
|
$975.67
|
$963.31
|
|
01BR3AT AND T INC
|
2022-12-01
|
2.625
|
Other Instrument - Corporates
|
$18,930.56
|
$17,415.83
|
|
0288ZAES GENER SA
|
2018-04-01
|
11
|
Other Instrument - Corporates
|
$1,500.00
|
$1,480.00
|
|
02G54GOLMAN SACHS
|
2041-08-15
|
5.75
|
Other Instrument - Corporates
|
$30.00
|
$30.16
|
|
02XSECSMC 2006-C5
|
2039-12-15
|
5.373
|
Other Instrument - Commercial Mortgage-Backed Security
|
$47,659.95
|
$41,107.80
|
|
01BGWKINDER MORGAN
|
2022-09-01
|
3.95
|
Other Instrument - Corporates
|
$10,431.72
|
$10,546.80
|
|
01BGWKINDER MORGAN
|
2042-08-15
|
5
|
Other Instrument - Corporates
|
$4,591.23
|
$4,442.90
|
|
01BLATHE KROGER CO
|
2017-08-15
|
6.4
|
Other Instrument - Corporates
|
$330.00
|
$392.71
|
|
01BLATHE KROGER CO
|
2043-08-01
|
5.15
|
Other Instrument - Corporates
|
$300.00
|
$300.67
|
|
01BPCCITIGROUP INC
|
2014-05-05
|
5.125
|
Other Instrument - Corporates
|
$12,425.00
|
$12,978.45
|
|
01BPCCITIGROUP INC
|
2036-08-25
|
6.125
|
Other Instrument - Corporates
|
$9,500.00
|
$9,826.91
|
|
01BT1UNIT CORP INC
|
2021-05-15
|
6.625
|
Other Instrument - Corporates
|
$16,700.00
|
$17,601.57
|
|
01ZXEHSBC BANK USA
|
2017-03-02
|
0
|
Other Instrument - CD
|
$215.00
|
$215.00
|
|
01ZXEHSBC BANK USA
|
2017-12-06
|
0
|
Other Instrument - CD
|
$750.00
|
$750.00
|
|
01ZXEHSBC BANK USA
|
2018-02-05
|
0
|
Other Instrument - CD
|
$25.00
|
$25.00
|
|
02G0YUNION BANK NA
|
2016-12-02
|
0
|
Other Instrument - CD
|
$500.00
|
$479.65
|
|
02G27COMCAST CABLE
|
2017-05-01
|
8.875
|
Other Instrument - Corporates
|
$10,815.00
|
$13,766.06
|
|
02G54GOLDMAN SACHS
|
2023-12-15
|
5
|
Other Instrument - Corporates
|
$5.00
|
$5.14
|
|
02MEVAGENCY STRIPS
|
2013-08-12
|
0
|
Government Agency Debt
|
$15.00
|
$15.00
|
|
01BG2WALT DISNEY CO
|
2032-03-01
|
7
|
Other Instrument - Corporates
|
$12,260.00
|
$16,521.17
|
|
01BO2WELLS FARGO CO
|
2018-01-16
|
1.5
|
Other Instrument - Corporates
|
$26,329.01
|
$25,710.15
|
|
01BVGMICROSOFT CORP
|
2039-06-01
|
5.2
|
Other Instrument - Corporates
|
$50.00
|
$55.57
|
|
01CJLMARKEL CORP,VA
|
2019-09-30
|
7.125
|
Other Instrument - Corporates
|
$13,346.47
|
$16,375.16
|
|
01CUSQUIKSILVER INC
|
2015-04-15
|
6.875
|
Other Instrument - Corporates
|
$17,025.00
|
$17,369.81
|
|
01DDGBOMBARDIER INC
|
2022-03-15
|
5.75
|
Other Instrument - CBND
|
$1,000.00
|
$1,044.22
|
|
01DRNTRANSALTA CORP
|
2022-11-15
|
4.5
|
Other Instrument - Corporates
|
$33,245.00
|
$32,410.88
|
|
01PR0GE CAP INT NTS
|
2014-10-15
|
5
|
Other Instrument - Corporates
|
$15.00
|
$15.83
|
|
01PR0GEN E CAP CORP
|
2013-09-20
|
5.4
|
Other Instrument - Corporates
|
$75.00
|
$77.01
|
|
01BI8GENERAL ELEC CO
|
2022-10-09
|
2.7
|
Other Instrument - Corporates
|
$1,250.00
|
$1,199.30
|
|
01BI9GENERAL MLS INC
|
2013-08-15
|
5.25
|
Other Instrument - Corporates
|
$85.00
|
$87.20
|
|
01BZ0WR BERKLEY CORP
|
2020-09-15
|
5.375
|
Other Instrument - Corporates
|
$12,330.00
|
$13,555.79
|
|
02FOGPPL CAPITAL FDG
|
2043-06-01
|
4.7
|
Other Instrument - Corporates
|
$12,981.53
|
$12,079.15
|
|
02FU6SEALED AIR CORP
|
2019-09-15
|
8.125
|
Other Instrument - CBND
|
$150.00
|
$167.25
|
|
02J3YSLM CORPORATION
|
2015-04-15
|
5
|
Other Instrument - Corporates
|
$585.00
|
$614.63
|
|
02K2PCLI FUNDING LLC
|
2021-08-18
|
.3705
|
Other Instrument - Asset Backed Securities
|
$10,836.53
|
$10,867.70
|
|
02XRVCWCI 2006-C1 A4
|
2048-08-15
|
5.223
|
Other Instrument - Commercial Mortgage-Backed Security
|
$375.00
|
$407.50
|
|
01BKTJOHNSON CONTROLS
|
2014-03-01
|
1.75
|
Other Instrument - Corporates
|
$25.00
|
$25.38
|
|
01BPWRYDER SYSTEM INC
|
2018-03-01
|
2.5
|
Other Instrument - Corporates
|
$50.00
|
$50.54
|
|
01M39CF INDUSTRIESINC
|
2023-06-01
|
3.45
|
Other Instrument - Corporates
|
$330.00
|
$314.89
|
|
01PR0GE CAP CP INTNTS
|
2014-09-15
|
4.25
|
Other Instrument - Corporates
|
$25.00
|
$26.01
|
|
01RVEZIMMER HLDGS INC
|
2014-11-30
|
1.4
|
Other Instrument - Corporates
|
$125.00
|
$126.13
|
|
01ULIDEUTSCHE BANK AG
|
2014-08-18
|
3.875
|
Other Instrument - Corporates
|
$465.00
|
$488.18
|
|
02DGAWESTERN UNION CO
|
2014-02-26
|
6.5
|
Other Instrument - Corporates
|
$105.00
|
$111.34
|
|
02G5DKILROY REALTY LP
|
2018-07-15
|
4.8
|
Other Instrument - Corporates
|
$12,450.00
|
$13,388.77
|
|
02G65SEMPRA ENERGY,CA
|
2039-10-15
|
6
|
Other Instrument - Corporates
|
$11,410.02
|
$12,942.46
|
|
02J3YSLM CORP EDNOTES
|
2019-06-15
|
6
|
Other Instrument - Corporates
|
$100.00
|
$97.58
|
|
02J3YSLM CORP EDNOTES
|
2020-12-15
|
7
|
Other Instrument - Corporates
|
$65.00
|
$65.26
|
|
02LCIFAIRFIELD STREET
|
2039-11-28
|
.6228
|
Other Instrument - Collateralized Debt Obligation
|
$78,922.34
|
$70,367.94
|
|
02XRXADJ RATE MTGE TR
|
2036-01-25
|
2.8883
|
Other Instrument - CMOs
|
$2,902.41
|
$2,401.99
|
|
01BDWBANK OF NY CO INC
|
2019-05-15
|
5.45
|
Other Instrument - Corporates
|
$125.00
|
$145.53
|
|
01BFNCOCA COLA COMPANY
|
2016-09-01
|
1.8
|
Other Instrument - Corporates
|
$1,270.00
|
$1,311.61
|
|
01BKTJOHNSON & JOHNSON
|
2014-05-15
|
1.2
|
Other Instrument - Corporates
|
$15.00
|
$15.14
|
|
01BL5KIMCO REALTY CORP
|
2013-10-01
|
5.19
|
Other Instrument - Corporates
|
$250.00
|
$255.99
|
|
01BL5KIMCO REALTY CORP
|
2023-06-01
|
3.125
|
Other Instrument - Corporates
|
$11,855.00
|
$11,068.53
|
|
01DP2ROYAL BANK CANADA
|
2015-10-30
|
.8
|
Other Instrument - Corporates
|
$50.00
|
$50.03
|
|
01FJ9DCP MIDSTREAM LLC
|
2043-05-21
|
5.85
|
Other Instrument - Corporates
|
$26,250.00
|
$25,392.94
|
|
01MIDPRIUDENTYAL FINCL
|
2036-12-14
|
5.7
|
Other Instrument - Corporates
|
$400.00
|
$440.08
|
|
01STWEKSPORTFINANS ASA
|
2014-11-17
|
3
|
Other Instrument - Corporates
|
$460.00
|
$461.92
|
|
02CDRBANCO BTG PACTUAL
|
2020-01-16
|
4
|
Other Instrument - MTN
|
$2,280.00
|
$1,995.95
|
|
01BFHJP MORGAN CHASE CO
|
2015-03-20
|
1.3223
|
Other Instrument - Corporates
|
$1,775.00
|
$1,793.83
|
|
01BG2DISNEY WALT CO THE
|
2016-08-16
|
1.35
|
Other Instrument - Corporates
|
$125.00
|
$127.13
|
|
01BGCDUKE POWER COMPANY
|
2014-02-01
|
6.3
|
Other Instrument - Corporates
|
$5.00
|
$5.30
|
|
01BRNSUNTRUST BANKS INC
|
2017-09-11
|
6
|
Other Instrument - Corporates
|
$25.00
|
$29.30
|
|
01BTUVODAFONE GROUP PLC
|
2037-02-27
|
6.15
|
Other Instrument - Corporates
|
$45.00
|
$50.27
|
|
01BV9COMCAST CORP SPL A
|
2022-07-15
|
3.125
|
Other Instrument - Corporates
|
$23,014.26
|
$22,608.95
|
|
01BV9COMCAST CORP SPL A
|
2040-03-01
|
6.4
|
Other Instrument - Corporates
|
$16,083.40
|
$19,693.42
|
|
01DP2ROYAL BK OF CANADA
|
2014-09-05
|
0
|
Other Instrument - MTN
|
$455.00
|
$470.89
|
|
01DP2ROYAL BK OF CANADA
|
2015-03-13
|
1.15
|
Other Instrument - Corporates
|
$20.00
|
$20.25
|
|
01MISPETROLES MEXICANOS
|
2023-01-30
|
3.5
|
Other Instrument - MTN
|
$225.00
|
$206.23
|
|
01PR0 N. ELECTRIC CAP.
|
2015-09-15
|
6.9
|
Other Instrument - Corporates
|
$50.00
|
$57.07
|
|
030H7BEAR STEARNS ASSET
|
2035-03-25
|
2.293
|
Other Instrument - Asset Backed Securities
|
$50,000.00
|
$42,847.81
|
|
030KQMASTR ASSET BACKED
|
2035-10-25
|
.693
|
Other Instrument - Asset Backed Securities
|
$37,255.88
|
$21,746.49
|
|
01BO0NORTHEAST UTILITIES
|
2018-05-01
|
1.45
|
Other Instrument - Corporates
|
$3,108.25
|
$3,028.72
|
|
01E1SXSTRATA FINANCE LTD
|
2015-10-23
|
2.05
|
Other Instrument - Corporates
|
$17,450.00
|
$17,474.27
|
|
01M07PROGRESS ENERGY INC
|
2014-03-15
|
6.05
|
Other Instrument - Corporates
|
$15,180.99
|
$16,028.63
|
|
02G0YUNION BANK OF CALIF
|
2017-10-05
|
0
|
Other Instrument - CD
|
$250.00
|
$250.00
|
|
02I85NUSTAR LOGOSTICS LP
|
2020-09-01
|
4.8
|
Other Instrument - Corporates
|
$64,500.00
|
$62,977.15
|
|
02J3NJEFFERIES GROUP INC
|
2018-04-13
|
5.125
|
Other Instrument - Corporates
|
$50.00
|
$53.86
|
|
02MD2AMERICAN INTL GROUP
|
2017-05-18
|
5.45
|
Other Instrument - Corporates
|
$10.00
|
$11.23
|
|
01BG5DOW CHEMICAL COMPANY
|
2020-11-15
|
4.25
|
Other Instrument - Corporates
|
$1,355.00
|
$1,435.54
|
|
01BJSHSBC FNC CORP INTNTS
|
2015-07-15
|
4.15
|
Other Instrument - Corporates
|
$75.00
|
$78.63
|
|
01BNABANK OF AMERICA CORP
|
2013-11-15
|
4.7
|
Other Instrument - Corporates
|
$5.00
|
$5.09
|
|
01CTOPROTECTIVE LIFE CORP
|
2039-10-15
|
8.45
|
Other Instrument - Corporates
|
$11,425.00
|
$14,908.15
|
|
01CWPROPER INDUSTRIES INC
|
2018-10-01
|
2.05
|
Other Instrument - Corporates
|
$8,623.45
|
$8,550.34
|
|
01D6VWA REAL STATE INV TR
|
2022-10-15
|
3.95
|
Other Instrument - Corporates
|
$250.00
|
$240.59
|
|
01DE3CANADIAN IMP BK COMM
|
2015-10-01
|
.9
|
Other Instrument - Corporates
|
$21,606.03
|
$21,641.67
|
|
01DE3CANADIAN IMP BK COMM
|
2015-12-11
|
2.35
|
Other Instrument - Corporates
|
$10,584.59
|
$10,965.67
|
|
01DE3CANADIAN IMP BK COMM
|
2016-07-18
|
.7862
|
Other Instrument - Corporates
|
$15,099.92
|
$15,108.82
|
|
01F3TBRANDYWINE OPERATING
|
2018-04-15
|
4.95
|
Other Instrument - Corporates
|
$585.00
|
$639.48
|
|
01F6JMORGAN STANLEY NOTES
|
2014-01-24
|
2.875
|
Other Instrument - Corporates
|
$460.00
|
$464.79
|
|
01MIDPRUDENTIAL FINCL INC
|
2041-11-18
|
5.8
|
Other Instrument - Corporates
|
$2,000.00
|
$2,261.33
|
|
01MTSARDEN REALTY LIMITED
|
2015-03-01
|
5.25
|
Other Instrument - Corporates
|
$75.00
|
$81.09
|
|
01O19BANCO DE CREDITO DEL
|
2020-09-16
|
5.375
|
Other Instrument - CBND
|
$70.00
|
$73.72
|
|
01OZMANHEUSER-BUSCH INBEV
|
2015-07-15
|
.8
|
Other Instrument - Corporates
|
$705.00
|
$707.01
|
|
01R7GFORD MOTOR CREDIT CO
|
2015-04-15
|
7
|
Other Instrument - Corporates
|
$175.00
|
$193.80
|
|
01R7QJERSEY CENTRAL POWER
|
2018-06-15
|
4.8
|
Other Instrument - Corporates
|
$15,000.00
|
$16,235.70
|
|
02GAULIBERTY MUTUAL GROUP
|
2022-05-01
|
4.95
|
Other Instrument - Corporates
|
$26,004.81
|
$27,253.69
|
|
02GMZBANC OF AMERICA COMM
|
2042-11-10
|
5.1172
|
Other Instrument - Commercial Mortgage-Backed Security
|
$193.24
|
$269.70
|
|
02L76DIRECTV HOLDINGS LLC
|
2016-03-01
|
3.5
|
Other Instrument - Corporates
|
$12,170.00
|
$12,946.85
|
|
02LVSPACIFIC GAS ELECTRIC
|
2041-12-15
|
4.5
|
Other Instrument - Corporates
|
$15,290.74
|
$14,993.18
|
|
02PNETOWNSQUARE RADIO LLC
|
2019-04-01
|
9
|
Other Instrument - CBND
|
$160.07
|
$176.08
|
|
02XTTLONG BEACH MTG LN TR
|
2035-02-25
|
1.063
|
Other Instrument - Asset Backed Securities
|
$2,941.03
|
$2,389.34
|
|
030GBACCREDITED MTGE LOAN
|
2035-07-25
|
.793
|
Other Instrument - Asset Backed Securities
|
$23,112.77
|
$15,441.88
|
|
030HDCARRINGTON MTGE LOAN
|
2035-02-25
|
.973
|
Other Instrument - Asset Backed Securities
|
$6,926.09
|
$6,148.74
|
|
030JDFORD CRDT AUTO OWNER
|
2014-08-15
|
2.98
|
Other Instrument - Asset Backed Securities
|
$79.98
|
$180.63
|
|
030NASTANWICH MTG LOAN CO
|
2042-09-15
|
2.9814
|
Other Instrument - ABS
|
$17,480.91
|
$17,374.84
|
|
01BCOAIRCRAFT LEASE SEC LT
|
2032-05-10
|
.4548
|
Other Instrument - Asset Backed Securities
|
$20,664.51
|
$16,764.46
|
|
01BG0DETROIT EDISON COMPAN
|
2022-06-15
|
2.65
|
Other Instrument - Corporates
|
$14,510.17
|
$13,965.98
|
|
01BI2FREEPORT MCMORAN COPP
|
2043-03-15
|
5.45
|
Other Instrument - Corporates
|
$275.00
|
$241.76
|
|
01BJ8HEALTH MGT ASSOC INC.
|
2016-04-15
|
6.125
|
Other Instrument - Corporates
|
$14,470.00
|
$15,959.41
|
|
01BNABANK OF AMER FDG CORP
|
2015-09-01
|
3.7
|
Other Instrument - Corporates
|
$26,540.00
|
$28,177.96
|
|
01BNABANK OF AMERICA FDG C
|
2015-10-09
|
1.5
|
Other Instrument - Corporates
|
$15,795.00
|
$15,908.36
|
|
01BNABANK OF AMERICA FUNDI
|
2016-07-12
|
3.75
|
Other Instrument - Corporates
|
$1,515.00
|
$1,603.43
|
|
01BNABANK OF AMERICA FUNDI
|
2021-05-13
|
5
|
Other Instrument - Corporates
|
$1,250.00
|
$1,357.37
|
|
01BNANATIONWIDE HEALTH PRO
|
2015-05-20
|
6
|
Other Instrument - Corporates
|
$1,150.00
|
$1,250.51
|
|
01BPEPUBLIC SERVICE COLORA
|
2023-03-15
|
2.5
|
Other Instrument - Corporates
|
$15,111.14
|
$14,166.08
|
|
01BR3SBC COMMUNICATIONS IN
|
2014-09-15
|
5.1
|
Other Instrument - Corporates
|
$20,835.98
|
$22,290.68
|
|
01BSRTUCSON ELECTRIC PWR C
|
2021-11-15
|
5.15
|
Other Instrument - Corporates
|
$13,513.98
|
$14,734.59
|
|
01BUGWESTPAC BNKING CRP EC
|
2017-07-25
|
2.051
|
Other Instrument - MTN
|
$7,810.95
|
$7,743.48
|
|
01BV9COMCAST CORPORATION S
|
2015-01-15
|
6.5
|
Other Instrument - Corporates
|
$520.00
|
$564.92
|
|
01D0DSANTANDER HLDGS USA I
|
2015-09-24
|
3
|
Other Instrument - Corporates
|
$175.00
|
$180.09
|
|
01E1SXSTRATA FINANCE (CANA
|
2017-01-15
|
3.6
|
Other Instrument - Corporates
|
$15,000.00
|
$15,440.85
|
|
01F3TBRANDYWINE OPER PARTN
|
2015-05-15
|
7.5
|
Other Instrument - Corporates
|
$65,635.00
|
$73,694.54
|
|
01FDOMETLIFE CAPITAL TRUST
|
2019-02-15
|
7.717
|
Other Instrument - Corporates
|
$16,065.00
|
$20,878.30
|
|
01FUPHEALTHCARE REALTY TRU
|
2021-01-15
|
5.75
|
Other Instrument - Corporates
|
$14,360.00
|
$15,821.37
|
|
01KS9AKTIEBOLAGET SVENSK E
|
2014-11-01
|
0
|
Other Instrument - CBND
|
$550.00
|
$449.41
|
|
01KS9AKTIEBOLAGET SVENSK E
|
2016-02-05
|
0
|
Other Instrument - CBND
|
$1,000.00
|
$1,286.60
|
|
01LVWSAPPI PAPIER HLDG GMB
|
2017-07-15
|
7.75
|
Other Instrument - Corporates
|
$14,942.82
|
$15,816.14
|
|
01N1JPEMEX PROJECT FUNDING
|
2035-06-15
|
6.625
|
Other Instrument - Corporates
|
$540.00
|
$582.53
|
|
01PQRCATERPILAR FIN SRV CO
|
2013-09-30
|
6.2
|
Other Instrument - Corporates
|
$100.00
|
$103.08
|
|
01PQRCATERPILLAR FIN SRV C
|
2015-03-26
|
1.05
|
Other Instrument - Corporates
|
$1,250.00
|
$1,262.89
|
|
01PR0GENERAL ELEC CAPT COR
|
2014-09-15
|
.5333
|
Other Instrument - Corporates
|
$50.00
|
$50.13
|
|
01PR0GENERAL ELEC CAPT COR
|
2015-03-04
|
4.875
|
Other Instrument - Corporates
|
$635.00
|
$688.27
|
|
01PR0GENERAL ELEC CAPT COR
|
2015-11-09
|
2.25
|
Other Instrument - Corporates
|
$125.00
|
$128.79
|
|
01PR0GENERAL ELEC CAPT COR
|
2017-09-15
|
5.625
|
Other Instrument - Corporates
|
$780.00
|
$903.21
|
|
01PR6JOHN DEERE CAPITAL CO
|
2014-06-16
|
.4433
|
Other Instrument - Corporates
|
$10,000.00
|
$10,020.04
|
|
01PRBSOUTHWESTERN ELECTRIC
|
2040-03-15
|
6.2
|
Other Instrument - Corporates
|
$11,725.00
|
$13,511.92
|
|
01Q8NBANCO DE CREDITO E IN
|
2023-02-11
|
4
|
Other Instrument - CBND
|
$1,000.00
|
$935.81
|
|
01R7GFORD MOTOR CREDIT COM
|
2021-08-02
|
5.875
|
Other Instrument - Corporates
|
$7,051.33
|
$8,062.80
|
|
01RDQHARTFORD FIN SERV GRO
|
2040-03-30
|
6.625
|
Other Instrument - Corporates
|
$23,975.00
|
$29,639.99
|
|
01RGHENERGY TRANSFER PARTN
|
2066-11-01
|
3.2825
|
Other Instrument - CBND
|
$12,750.00
|
$11,537.44
|
|
01SKFTHE HANOVER INSURANCE
|
2021-06-15
|
6.375
|
Other Instrument - Corporates
|
$13,315.10
|
$14,781.30
|
|
01T89PRINICPAL FINANCAIL G
|
2019-05-15
|
8.875
|
Other Instrument - Corporates
|
$7,544.34
|
$10,004.82
|
|
01TRLTEVA PHARMACEUTICAL F
|
2015-06-15
|
3
|
Other Instrument - Corporates
|
$18,608.79
|
$19,422.99
|
|
01U16ABBEY NATIONAL TREASU
|
2014-04-25
|
2.875
|
Other Instrument - Corporates
|
$80.00
|
$81.87
|
|
01UE4BANCO DO BRASIL SA AC
|
2014-09-20
|
8.5
|
Other Instrument - CBND
|
$514.70
|
$562.14
|
|
01YCEHSBC USA INC DEPOSITO
|
2018-01-16
|
1.625
|
Other Instrument - Corporates
|
$70.00
|
$68.42
|
|
01YR6NATIONWIDE MUTUAL INS
|
2039-08-15
|
9.375
|
Other Instrument - Corporates
|
$565.00
|
$805.43
|
|
0239BVALERO ENERGY CORP NE
|
2032-04-15
|
7.5
|
Other Instrument - Corporates
|
$8,135.00
|
$9,973.21
|
|
02DODKRAFT FOODS GROUP INC
|
2022-06-06
|
3.5
|
Other Instrument - Corporates
|
$1,590.00
|
$1,599.34
|
|
02FQCERP OPER LTD PARTNERS
|
2016-08-01
|
5.375
|
Other Instrument - Corporates
|
$5,560.00
|
$6,375.85
|
|
02FRGNEWS AMERICA INCORPOR
|
2039-08-15
|
6.9
|
Other Instrument - Corporates
|
$16,588.43
|
$20,360.08
|
|
02G0YUNION BANK OF CALIFOR
|
2018-02-02
|
0
|
Other Instrument - CD
|
$365.00
|
$365.00
|
|
02G54GOLDMAN SACHS GROUP I
|
2015-01-15
|
5.35
|
Other Instrument - Corporates
|
$30.00
|
$32.72
|
|
02G54GOLDMAN SACHS GRP INC
|
2015-11-23
|
1.6
|
Other Instrument - Corporates
|
$13,365.00
|
$13,492.26
|
|
02G54GOLDMAN SACHS GRP INC
|
2041-03-15
|
6
|
Other Instrument - Corporates
|
$25.00
|
$25.07
|
|
02G54GOLDMAN SACHS GRP INC
|
2041-06-17
|
5.85
|
Other Instrument - Corporates
|
$90.00
|
$89.49
|
|
02G54GOLDMAN SACHS GRP INC
|
2041-09-16
|
6
|
Other Instrument - Corporates
|
$350.00
|
$354.72
|
|
02GEFBALTIMORE GAS& ELECTR
|
2033-06-15
|
5.2
|
Other Instrument - Corporates
|
$16,126.48
|
$16,613.73
|
|
02HLTBOSTON PROPERTIES LTD
|
2015-04-15
|
5.625
|
Other Instrument - Corporates
|
$1,100.00
|
$1,203.63
|
|
02IK0ASPEN INSURANCE HOLDI
|
2020-12-15
|
6
|
Other Instrument - Corporates
|
$28,575.00
|
$32,210.79
|
|
02J0UENTERPRISE PRODUCTS O
|
2068-01-15
|
7.034
|
Other Instrument - Corporates
|
$6,725.00
|
$7,569.84
|
|
02J3TREYNOLDS AMERICAN INC
|
2015-10-30
|
1.05
|
Other Instrument - Corporates
|
$700.00
|
$701.04
|
|
02JPJPETROHAWK ENERGY CORP
|
2015-06-01
|
7.875
|
Other Instrument - Corporates
|
$12,017.16
|
$12,385.19
|
|
02KC6CORP NACIONAL DEL COB
|
2013-10-15
|
5.5
|
Other Instrument - CBND
|
$90.00
|
$92.23
|
|
02LBH GULF SOUTH PIPELINE
|
2017-08-15
|
6.3
|
Other Instrument - Corporates
|
$2,744.67
|
$3,154.09
|
|
02LYEWILLIAMS PARTNERS L P
|
2020-11-15
|
4.125
|
Other Instrument - Corporates
|
$14,266.44
|
$14,401.30
|
|
02M3KVIACOM INC CLASS B CO
|
2022-06-15
|
3.125
|
Other Instrument - Corporates
|
$14,825.00
|
$13,967.37
|
|
02MCKINTL LEASE FINANCE,CA
|
2013-11-15
|
6.625
|
Other Instrument - Corporates
|
$200.00
|
$205.55
|
|
02MD2AMERICAN INTL GRP INC
|
2037-11-15
|
6.82
|
Other Instrument - Corporates
|
$645.00
|
$766.98
|
|
02MEVFEDERAL HOME LN MTG C
|
2041-05-25
|
0
|
Other Instrument - CMO
|
$122,901.23
|
$13,914.51
|
|
02XNDHLSS SERVICER ADVANCE
|
2048-01-15
|
4.4584
|
Other Instrument - Asset Backed Securities
|
$2,000.00
|
$1,994.56
|
|
02XU5MORGAN STANLEY MTGE L
|
2035-11-25
|
5.2999
|
Other Instrument - CMOs
|
$169,599.46
|
$160,068.70
|
|
02XU7 MORTGAGEIT TRUST 200
|
2035-10-25
|
.473
|
Other Instrument - Asset Backed Securities
|
$46,318.11
|
$40,454.63
|
|
02XU9NCUA GUARANTEED TRUS
|
2017-11-06
|
.6648
|
Other Instrument - Collateralized Debt Obligation
|
$21,865.56
|
$22,110.59
|
|
030GJAMERIQUEST MTGE SEC I
|
2035-07-25
|
.673
|
Other Instrument - Asset Backed Securities
|
$32,892.94
|
$25,238.56
|
|
030H3BEAR STEARNS ALT A TR
|
2032-07-28
|
3.4747
|
Other Instrument - ABS
|
$33,549.09
|
$33,307.18
|
|
030ICALTERNATIVE LOAN TRUS
|
2036-07-25
|
6
|
Other Instrument - CMOs
|
$29,803.73
|
$24,994.44
|
|
030ILCHL MTG PASS 2007 -16
|
2037-10-25
|
6.5
|
Other Instrument - CMOs
|
$356.27
|
$329.67
|
|
030J7FREMONT HME LOAN TRUS
|
2035-06-25
|
1.258
|
Other Instrument - Asset Backed Securities
|
$13,057.41
|
$10,103.58
|
|
030K7INDYMAC INDX MTGE LOA
|
2036-11-25
|
5.1069
|
Other Instrument - CMOs
|
$54,866.22
|
$47,528.86
|
|
030KOSTRUCTURED ASSET SECU
|
2035-11-25
|
.493
|
Other Instrument - Asset Backed Securities
|
$52,697.26
|
$43,312.02
|
|
030N0SLM PRIVATE CREDIT SE
|
2023-03-15
|
.4533
|
Other Instrument - Asset Backed Securities
|
$21,394.15
|
$20,953.20
|
|
0322RAMERICAN CR ACCEP REC
|
2020-06-15
|
4.94
|
Other Instrument - ABS
|
$54,991.11
|
$54,836.80
|
|
032M5FREMF 2011 K10 MTG PA
|
2020-11-25
|
4.7556
|
Other Instrument - Commercial Mortgage-Backed Security
|
$20,363.80
|
$20,218.65
|
|
032M5FREMF 2011-K11 MTGE T
|
2048-12-25
|
4.5698
|
Other Instrument - Commercial Mortgage-Backed Security
|
$1,900.00
|
$1,866.59
|
|
033HCEXETER AUTOMOBILE REC
|
2019-10-15
|
5.05
|
Other Instrument - ABS
|
$30,635.95
|
$30,062.45
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-07
Item 37. Does the security have a Demand Feature?
Yes
|
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
|
Wells Fargo Securities, LLC
|
N/A
|
N/A
|
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$2,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$2,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.84%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$2,000,136.57
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$2,000,136.57
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Chariot Funding LLC
Item 27. The title of the issue (including coupon or yield):
Chariot Funding LLC, 0.300%, 4/3/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
15963UD37
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Asset Backed Commercial Paper
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of 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 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2014-04-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-04-03
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$2,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$1,995,916.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.84%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$1,996,560.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$1,996,560.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Royal Bank of Canada, Montreal
Item 27. The title of the issue (including coupon or yield):
Royal Bank of Canada, Montreal, 0.300%, 2/19/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
78009NLF1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Certificate of Deposit
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of 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 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-01
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$2,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$2,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.84%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$2,000,860.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$2,000,860.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Mizuho Bank Ltd.
Item 27. The title of the issue (including coupon or yield):
Mizuho Bank Ltd., 0.230%, 8/1/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
60688RFN8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Certificate of Deposit
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of 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 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-01
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$2,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$2,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.84%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$2,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$2,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Wells Fargo Securities, LLC
Item 27. The title of the issue (including coupon or yield):
Wells Fargo Securities, LLC, 0.400%, 9/23/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
92999Z003
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
|
030M2RALI TR
|
2046-05-25
|
.383
|
Other Instrument - Asset Backed Securities
|
$23,834.18
|
$17,535.81
|
|
02J3YSLM COEP
|
2023-04-25
|
5.4
|
Other Instrument - Corporates
|
$50.00
|
$44.27
|
|
01C99CSMC 2007
|
2015-12-15
|
.371
|
Other Instrument - Commercial Mortgage-Backed Security
|
$30,199.09
|
$29,945.98
|
|
01GAP144A/3 C7
|
2021-07-31
|
1.2256
|
Other Instrument - ABS
|
$12,500.00
|
$11,500.05
|
|
01BS5TEREX CORP
|
2021-05-15
|
6
|
Other Instrument - Corporates
|
$202.50
|
$210.89
|
|
01D03US BANCORP
|
2022-03-15
|
3
|
Other Instrument - Corporates
|
$617.50
|
$607.85
|
|
02GTY144A 3(C)7
|
2030-07-26
|
10.026
|
Other Instrument - ABS
|
$15,485.00
|
$9,241.33
|
|
02K45NORTEK INC
|
2018-12-01
|
10
|
Other Instrument - Corporates
|
$60.00
|
$65.70
|
|
02MCKINTL LEASE
|
2013-09-20
|
5.625
|
Other Instrument - Corporates
|
$25.00
|
$25.57
|
|
030I7CWALT 2007
|
2037-07-25
|
5.75
|
Other Instrument - CMOs
|
$1,310.56
|
$1,129.30
|
|
030KFJPMMT 2007
|
2035-07-25
|
3.0048
|
Other Instrument - CMOs
|
$21,062.68
|
$21,790.99
|
|
01CDVEMBARQ CORP
|
2036-06-01
|
7.995
|
Other Instrument - Corporates
|
$65.00
|
$68.90
|
|
02J6HHOSPIRA INC
|
2017-03-30
|
6.05
|
Other Instrument - Corporates
|
$3,170.54
|
$3,454.74
|
|
01CUO1776 CLO LTD
|
2020-05-08
|
0
|
Other Instrument - ABS
|
$8,267.55
|
$5,363.35
|
|
01BHXFORD MOTOR CO
|
2043-06-15
|
7.75
|
Other Instrument - Corporates
|
$125.00
|
$144.68
|
|
01ZXEHSBC BANK USA
|
2017-12-05
|
0
|
Other Instrument - CD
|
$37.50
|
$37.50
|
|
02G0YUNION BANK NA
|
2016-12-02
|
0
|
Other Instrument - CD
|
$270.00
|
$259.01
|
|
02GK2CSFB MORTGAGE
|
2038-08-11
|
5.1
|
Other Instrument - Commercial Mortgage-Backed Security
|
$39.25
|
$42.61
|
|
01BPCCITIGROUP INC.
|
2014-09-15
|
5
|
Other Instrument - Corporates
|
$1,740.00
|
$1,840.14
|
|
02XWOKATONAH VI LTD
|
2016-09-20
|
2.4723
|
Other Instrument - ABS
|
$10,621.39
|
$10,608.38
|
|
01BEEBEST BUY CO INC
|
2016-03-15
|
3.75
|
Other Instrument - Corporates
|
$380.44
|
$388.84
|
|
01BEEBEST BUY CO INC
|
2021-03-15
|
5.5
|
Other Instrument - Corporates
|
$175.00
|
$174.70
|
|
01STWESPORTFINAN ASA
|
2015-01-07
|
0
|
Other Instrument - MTN
|
$1,990.00
|
$2,120.74
|
|
02J3YSLM CORPORATION
|
2015-04-15
|
5
|
Other Instrument - Corporates
|
$42.50
|
$44.65
|
|
02XWNVENTURE III CDO
|
2016-01-21
|
0
|
Other Instrument - ABS
|
$13,964.58
|
$12,532.26
|
|
01STWA S EKSPORTFINAS
|
2013-10-01
|
0
|
Other Instrument - CBND
|
$2,692.50
|
$3,687.65
|
|
01STWAS EKSPORTFINANS
|
2013-08-01
|
0
|
Other Instrument - CBND
|
$151.09
|
$143.74
|
|
01STWAS EKSPORTFINANS
|
2014-07-03
|
0
|
Other Instrument - CBND
|
$759.34
|
$1,272.58
|
|
02FPDFIRSTENERGY CORP
|
2023-03-15
|
4.25
|
Other Instrument - Corporates
|
$5,937.50
|
$5,599.30
|
|
02G0YUNION BANK CALIF
|
2017-01-04
|
0
|
Other Instrument - CD
|
$92.50
|
$92.50
|
|
02G0YUNION BANK CALIF
|
2017-08-02
|
0
|
Other Instrument - CD
|
$50.00
|
$50.00
|
|
02G0YUNION BANK CALIF
|
2017-09-05
|
0
|
Other Instrument - CD
|
$750.00
|
$750.00
|
|
02J3YSLM CORP EDNOTES
|
2018-06-15
|
5.6
|
Other Instrument - Corporates
|
$25.00
|
$24.07
|
|
02J3YSLM CORP EDNOTES
|
2026-12-15
|
6
|
Other Instrument - Corporates
|
$80.00
|
$68.57
|
|
02XRXADJ RATE MTGE TR
|
2036-01-25
|
2.8883
|
Other Instrument - CMOs
|
$674.18
|
$557.94
|
|
01BPCCITIGROUP FDG INC
|
2014-11-03
|
0
|
Other Instrument - MTN
|
$125.00
|
$164.14
|
|
01STWA S EKSPORTFINANS
|
2016-02-05
|
0
|
Other Instrument - CBND
|
$2,632.86
|
$3,007.52
|
|
01STWA/S EKSPORTFINANS
|
2014-06-05
|
0
|
Other Instrument - CBND
|
$2,285.00
|
$3,369.69
|
|
01STWA/S EKSPORTFINANS
|
2014-07-23
|
0
|
Other Instrument - CBND
|
$17,000.00
|
$12,619.30
|
|
02I8RMAGNETITE VII LTD
|
2025-01-15
|
5.5271
|
Other Instrument - ABS
|
$12,401.04
|
$11,531.72
|
|
02J3YSLM CORP ED NOTES
|
2018-03-15
|
5.6
|
Other Instrument - Corporates
|
$30.00
|
$28.94
|
|
02J3YSLM CORP ED NOTES
|
2021-06-15
|
6.15
|
Other Instrument - Corporates
|
$75.00
|
$71.14
|
|
02XRUCIFC FUNDING 2006
|
2021-03-01
|
.6153
|
Other Instrument - ABS
|
$10,000.00
|
$9,522.68
|
|
030IKCWMBS INC 2005-19
|
2035-11-25
|
5.5
|
Other Instrument - CMOs
|
$26,062.33
|
$24,142.02
|
|
030ITDMSI 2009-RS2 1A2
|
2036-09-26
|
5.9893
|
Other Instrument - ABS
|
$19,801.16
|
$11,543.32
|
|
030LXRAAC SER 2006 RP4
|
2046-01-25
|
.483
|
Other Instrument - Asset Backed Securities
|
$11,065.02
|
$10,464.63
|
|
01BLLLENNAR CORPORATION
|
2022-11-15
|
5
|
Other Instrument - Corporates
|
$1,177.50
|
$1,152.31
|
|
01BV9COMCAST CORP SPL A
|
2038-05-15
|
6.4
|
Other Instrument - Corporates
|
$4,772.50
|
$5,756.36
|
|
01DP2ROYAL BK OF CANADA
|
2013-10-03
|
0
|
Other Instrument - MTN
|
$225.00
|
$200.68
|
|
01DP2ROYAL BK OF CANADA
|
2013-12-05
|
0
|
Other Instrument - MTN
|
$390.00
|
$417.44
|
|
01DP2ROYAL BK OF CANADA
|
2014-03-05
|
0
|
Other Instrument - MTN
|
$190.00
|
$201.25
|
|
01DP2ROYAL BK OF CANADA
|
2014-07-03
|
0
|
Other Instrument - MTN
|
$500.00
|
$559.36
|
|
01DP2ROYAL BK OF CANADA
|
2014-08-04
|
0
|
Other Instrument - MTN
|
$810.00
|
$868.92
|
|
01DP2ROYAL BK OF CANADA
|
2014-09-05
|
0
|
Other Instrument - MTN
|
$970.00
|
$1,010.37
|
|
01DP2ROYAL BK OF CANADA
|
2016-02-02
|
0
|
Other Instrument - MTN
|
$250.00
|
$258.93
|
|
01DP2ROYAL BK OF CANADA
|
2016-04-04
|
0
|
Other Instrument - Corporates
|
$2,045.00
|
$2,853.59
|
|
02I8PROYAL BK OF CANADA
|
2015-06-02
|
0
|
Other Instrument - MTN
|
$2,970.00
|
$3,697.51
|
|
02L3ZEASTON BELL SPORTS
|
2016-12-01
|
9.75
|
Other Instrument - Corporates
|
$437.50
|
$472.50
|
|
030KQMASTR ASSET BACKED
|
2035-10-25
|
.693
|
Other Instrument - Asset Backed Securities
|
$4,247.06
|
$2,479.04
|
|
01CZYSTEWART ENTERPRISES
|
2019-04-15
|
6.5
|
Other Instrument - Corporates
|
$437.50
|
$475.40
|
|
01DP2ROYAL BANK OF CANDA
|
2015-07-06
|
0
|
Other Instrument - Corporates
|
$2,930.00
|
$3,700.47
|
|
01M78AMERIPRISE FINL INC
|
2019-06-28
|
7.3
|
Other Instrument - Corporates
|
$8,127.90
|
$10,245.88
|
|
01Y5QFINANCING CORP PRIN
|
2017-11-30
|
0
|
Government Agency Debt
|
$16,762.40
|
$15,671.00
|
|
02MCKINTL LEASE FIN CORP
|
2017-09-01
|
8.875
|
Other Instrument - Corporates
|
$20.00
|
$24.04
|
|
030HWCNH EQUIP TR 2012-D
|
2018-04-16
|
.65
|
Other Instrument - Asset Backed Securities
|
$14,399.14
|
$14,343.47
|
|
030LAMS HEQ LN TR 2006-1
|
2035-12-25
|
.613
|
Other Instrument - Asset Backed Securities
|
$20,000.00
|
$14,844.30
|
|
01C99CSFB MORTGAGE BACKED
|
2036-03-25
|
6
|
Other Instrument - CMOs
|
$33,664.98
|
$31,506.14
|
|
01DE3CANADIAN IMP BK COMM
|
2015-10-01
|
.9
|
Other Instrument - Corporates
|
$553.36
|
$554.27
|
|
01F6JMORGAN STANLEY GROUP
|
2032-04-01
|
7.25
|
Other Instrument - Corporates
|
$1,487.50
|
$1,852.20
|
|
01FJ4CONCHO RESOURCES INC
|
2022-10-01
|
5.5
|
Other Instrument - Corporates
|
$560.00
|
$566.30
|
|
01GM2T2 IMCOME FUND CLO I
|
2019-07-15
|
3.0181
|
Other Instrument - ABS
|
$10,000.00
|
$9,512.11
|
|
01OQ7BANCO DE CREDITO DEL
|
2027-04-24
|
6.125
|
Other Instrument - CBND
|
$1,762.50
|
$1,795.99
|
|
01RE2IRON MOUNTAIN INCORP
|
2021-08-15
|
8.375
|
Other Instrument - Corporates
|
$12.50
|
$14.05
|
|
01RPPINTL BANK FOR RECONS
|
2014-09-30
|
0
|
Other Instrument - CBND
|
$1,346.64
|
$1,264.46
|
|
02GAULIBERTY MUTUAL GROUP
|
2037-03-15
|
7.8
|
Other Instrument - Corporates
|
$10,000.00
|
$11,659.67
|
|
02GMZBANC OF AMERICA COMM
|
2042-11-10
|
5.1172
|
Other Instrument - Commercial Mortgage-Backed Security
|
$103.06
|
$143.84
|
|
02MCKINTL LSE FIN CP ILFC
|
2015-06-15
|
6.75
|
Other Instrument - Corporates
|
$12.50
|
$13.34
|
|
02MEVFED HOME LN MTG CORP
|
2040-10-25
|
1.7454
|
Other Instrument - Commercial Mortgage-Backed Security
|
$69,551.88
|
$7,932.04
|
|
02QY6ARES XI CLO LTD CORP
|
2021-10-11
|
0
|
Other Instrument - ABS
|
$12,500.00
|
$6,911.99
|
|
02QY6MAPS CLO FUND II LTD
|
2022-07-20
|
0
|
Other Instrument - ABS
|
$19,760.44
|
$15,907.78
|
|
02VRHSNAAC AUTO REC 2012
|
2018-12-17
|
6.21
|
Other Instrument - ABS
|
$8,750.00
|
$9,064.97
|
|
02XJFSHACKLETON I CLI LTD
|
2023-08-12
|
6.4751
|
Other Instrument - ABS
|
$12,500.00
|
$12,644.99
|
|
02XUQSILVERADO CLO 2006-1
|
2020-04-11
|
.6662
|
Other Instrument - ABS
|
$11,250.00
|
$10,794.94
|
|
030FSGALLATIN CLO II 2005
|
2017-08-15
|
0
|
Other Instrument - ABS
|
$15,000.00
|
$11,729.12
|
|
030LMOPTION ONE MTGE LOAN
|
2036-01-25
|
.383
|
Other Instrument - Asset Backed Securities
|
$18,181.42
|
$16,841.96
|
|
030MRSTRUCTURED ASSET SEC
|
2036-05-25
|
.343
|
Other Instrument - Asset Backed Securities
|
$6,508.21
|
$5,741.22
|
|
031E6GLOBAL SC FIN II SRL
|
2027-07-19
|
4.11
|
Other Instrument - ABS
|
$17,759.29
|
$18,090.94
|
|
01BJ7PFD HCP IJNC SERIES F
|
2018-01-30
|
6.7
|
Other Instrument - Corporates
|
$7,139.59
|
$8,398.35
|
|
01BUGWESTPAC BNKING CRP EC
|
2017-07-25
|
2.051
|
Other Instrument - MTN
|
$204.39
|
$202.63
|
|
01C01ISLE OF CAPRI CASINOS
|
2019-03-15
|
7.75
|
Other Instrument - Corporates
|
$6,317.50
|
$6,802.54
|
|
01E7EGLOBAL LEVERAGED CAPI
|
2018-12-20
|
2.2261
|
Other Instrument - ABS
|
$12,500.00
|
$11,689.25
|
|
01KS9AKTIEBOLAGET SVENSK E
|
2014-02-05
|
0
|
Other Instrument - CBND
|
$695.00
|
$956.18
|
|
01MIDPRUDENTIAL FINCIAL IN
|
2014-04-01
|
4.75
|
Other Instrument - Corporates
|
$12,116.47
|
$12,630.74
|
|
01OAGUNITED ARTIST THEATHE
|
2015-07-01
|
9.3
|
Other Instrument - CMO
|
$7.95
|
$8.58
|
|
01R82APPALACHIAN POWER COM
|
2038-04-01
|
7
|
Other Instrument - Corporates
|
$681.79
|
$847.41
|
|
01RE2IRON MOUNTAIN INCORPO
|
2020-06-15
|
8
|
Other Instrument - Corporates
|
$207.50
|
$217.92
|
|
01S4DFREMF 2012 K707 MTG T
|
2047-01-25
|
4.0184
|
Other Instrument - Commercial Mortgage-Backed Security
|
$17,578.78
|
$17,276.12
|
|
01T75BBVA BANCOMER SA INST
|
2020-04-22
|
7.25
|
Other Instrument - CBND
|
$512.50
|
$568.84
|
|
01TGMHCA THE HEALTHCARE CO
|
2015-01-15
|
6.375
|
Other Instrument - Corporates
|
$855.00
|
$907.65
|
|
028CDBREITBURN ENERGY PART
|
2022-04-15
|
7.875
|
Other Instrument - Corporates
|
$725.00
|
$759.85
|
|
02AGWACCESS MIDSTREAM PART
|
2023-05-15
|
4.875
|
Other Instrument - Corporates
|
$687.50
|
$654.84
|
|
02DM1FIESTA RESTAURANT GRO
|
2016-08-15
|
8.875
|
Other Instrument - Corporates
|
$707.06
|
$752.14
|
|
02G0YUNION BANK OF CALIFOR
|
2018-02-02
|
0
|
Other Instrument - CD
|
$212.50
|
$212.50
|
|
02GEIHUNTSMAN INTERNATIONA
|
2021-03-15
|
8.625
|
Other Instrument - Corporates
|
$5.00
|
$5.80
|
|
02GK2CSFB MTG PTC 2004-AR6
|
2034-10-25
|
2.6437
|
Other Instrument - CMOs
|
$14,928.85
|
$14,797.94
|
|
02GK4COUNTRYWIDE HME LN TR
|
2033-03-25
|
5.308
|
Other Instrument - Asset Backed Securities
|
$9,550.56
|
$9,987.29
|
|
02GK4CWABS ASSET-BACKED CE
|
2036-02-25
|
4.9099
|
Other Instrument - Asset Backed Securities
|
$16,906.84
|
$17,679.60
|
|
02JDJNBCUNIVERSAL MEDIA LL
|
2015-04-30
|
3.65
|
Other Instrument - Corporates
|
$1,329.79
|
$1,408.69
|
|
02MEVFEDERAL HOME LN MTG C
|
2021-04-25
|
1.4385
|
Other Instrument - Commercial Mortgage-Backed Security
|
$157,836.21
|
$12,222.30
|
|
02MEVFEDERAL HOME LN MTG C
|
2023-01-25
|
1.7954
|
Other Instrument - Commercial Mortgage-Backed Security
|
$171,770.04
|
$16,713.17
|
|
02MEVFEDERAL HOME LN MTG C
|
2041-05-25
|
0
|
Other Instrument - CMO
|
$95,853.77
|
$10,852.28
|
|
02PUCGULF STREAM-COMPASS C
|
2019-10-28
|
1.1756
|
Other Instrument - ABS
|
$20,000.00
|
$19,162.16
|
|
02R62NAVIGARE FDG CLO 2006
|
2019-05-20
|
.7541
|
Other Instrument - ABS
|
$10,271.72
|
$10,038.32
|
|
02XRYALLY AUTO RECEIVABLES
|
2016-10-17
|
1
|
Other Instrument - Asset Backed Securities
|
$200.00
|
$200.91
|
|
02XRYAMERCIAN CR ACCEP REC
|
2016-04-15
|
6.62
|
Other Instrument - ABS
|
$10,000.00
|
$10,255.20
|
|
02XS0AMERICREDIT AUTOMOBIL
|
2019-08-08
|
4.85
|
Other Instrument - Asset Backed Securities
|
$28,932.50
|
$30,200.02
|
|
02XSTFIRST FRANKLIN MTG 20
|
2035-01-25
|
.713
|
Other Instrument - Asset Backed Securities
|
$17,397.27
|
$12,707.52
|
|
02XT8HOME BANC MTG TRUST 2
|
2037-05-25
|
.493
|
Other Instrument - Asset Backed Securities
|
$14,447.84
|
$11,780.72
|
|
02XTEHSI ASSET SEC CORP TR
|
2035-08-25
|
.653
|
Other Instrument - Asset Backed Securities
|
$3,124.24
|
$2,867.64
|
|
02XTTLONG BEACH MORTGAGE L
|
2034-02-25
|
1.018
|
Other Instrument - Asset Backed Securities
|
$17,532.69
|
$17,699.09
|
|
02XUNSEQUOIA MTG TR 2012-1
|
2042-01-25
|
4.2524
|
Other Instrument - CMO
|
$12,584.06
|
$11,011.95
|
|
02XVWCARLYLE HIGH YIEDL PA
|
2021-05-21
|
0
|
Other Instrument - ABS
|
$20,000.00
|
$11,499.10
|
|
02XWOSTONE TOWER CLO III L
|
2017-05-26
|
2.1728
|
Other Instrument - ABS
|
$17,500.00
|
$17,566.54
|
|
030HECARRINGTON MTG LN 200
|
2036-01-25
|
.4
|
Other Instrument - Asset Backed Securities
|
$18,374.87
|
$17,301.95
|
|
030HRCITIMORTGAGE ALTERNAT
|
2036-12-25
|
6
|
Other Instrument - CMOs
|
$2,686.94
|
$2,252.78
|
|
030ILCHL MORTGAGE PASS-THR
|
2037-10-25
|
6
|
Other Instrument - CMOs
|
$1,669.19
|
$1,655.44
|
|
030ILCHL MTG PASS 2007 -16
|
2037-10-25
|
6.5
|
Other Instrument - CMOs
|
$16,272.68
|
$15,057.70
|
|
030IWEXTER AUTO REC TR 201
|
2018-11-15
|
6.79
|
Other Instrument - ABS
|
$8,066.21
|
$8,564.17
|
|
030J7FREMONT HME LOAN TRUS
|
2035-06-25
|
1.258
|
Other Instrument - Asset Backed Securities
|
$4,556.08
|
$3,525.41
|
|
030JRGS MTG SECS TR 2011 G
|
2044-03-10
|
1.1068
|
Other Instrument - Commercial Mortgage-Backed Security
|
$294,674.51
|
$13,387.44
|
|
030K7INDYMAC INDX MTGE LOA
|
2036-11-25
|
5.1069
|
Other Instrument - CMOs
|
$23,285.10
|
$20,171.14
|
|
030K9IRWIN WHOLE HOME EQUI
|
2028-06-25
|
3.193
|
Other Instrument - ABS
|
$402.05
|
$354.43
|
|
030KKLB-UBS COMMERCIAL MTG
|
2031-02-17
|
5.156
|
Other Instrument - Commercial Mortgage-Backed Security
|
$175.00
|
$189.36
|
|
030KRMASTR ASSET BACKED SE
|
2037-05-25
|
.403
|
Other Instrument - Asset Backed Securities
|
$6,750.00
|
$4,179.27
|
|
030KWMETROPOLITAN MORTGAGE
|
2027-10-25
|
6.5173
|
Other Instrument - ABS
|
$1,402.24
|
$1,269.20
|
|
030M6RAMP SER 2006 RS4 TRU
|
2035-05-25
|
.363
|
Other Instrument - Asset Backed Securities
|
$15,607.26
|
$15,196.33
|
|
030MTSTRUCTURED ASSET SECU
|
2035-09-25
|
.623
|
Other Instrument - Asset Backed Securities
|
$12,500.00
|
$9,817.20
|
|
030N2SLM STUDENT LOAN TRUS
|
2025-01-27
|
.3956
|
Other Instrument - ABS
|
$10,000.00
|
$9,968.34
|
|
030N3SLM STUDENT LN TR 201
|
2017-02-27
|
.353
|
Other Instrument - Asset Backed Securities
|
$1,679.62
|
$1,742.81
|
|
030N5SECURITY NATIONAL MOR
|
2036-10-25
|
6.31
|
Other Instrument - Asset Backed Securities
|
$6,916.27
|
$6,497.18
|
|
030PGAMERIQUEST MTGE SEC I
|
2035-12-25
|
.543
|
Other Instrument - Asset Backed Securities
|
$12,500.00
|
$11,332.52
|
|
032M5FREMF 2011 K10 MTG PA
|
2020-11-25
|
4.7556
|
Other Instrument - Commercial Mortgage-Backed Security
|
$21,136.58
|
$20,985.93
|
|
032M5FREMF 2011 MTG TR FAM
|
2046-01-25
|
4.4952
|
Other Instrument - Commercial Mortgage-Backed Security
|
$17,367.20
|
$16,968.73
|
|
033EDUNITED AUTO CR SEC TR
|
2018-03-15
|
3.12
|
Other Instrument - ABS
|
$18,437.50
|
$18,434.86
|
|
033H7FREMF 2013-K26 MTG TR
|
2045-12-25
|
3.723
|
Other Instrument - Commercial Mortgage-Backed Security
|
$19,496.06
|
$15,866.27
|
|
033HCEXETER AUTOMOBILE REC
|
2019-02-15
|
3.52
|
Other Instrument - ABS
|
$2,500.00
|
$2,462.52
|
|
033X4WFRBS COML MTG TR 201
|
2046-06-15
|
4.0028
|
Other Instrument - Commercial Mortgage-Backed Security
|
$25,479.09
|
$20,043.02
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-07
Item 37. Does the security have a Demand Feature?
Yes
|
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
|
Wells Fargo Securities, LLC
|
N/A
|
N/A
|
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$1,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$1,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.92%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$1,000,134.94
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$1,000,134.94
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Jupiter Securitization Co. LLC
Item 27. The title of the issue (including coupon or yield):
Jupiter Securitization Co. LLC, 0.270%, 10/1/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
4820P2X18
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Asset Backed Commercial Paper
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of 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 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-10-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-10-01
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$1,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$999,542.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.92%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$999,740.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$999,740.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Starbird Funding Corp.
Item 27. The title of the issue (including coupon or yield):
Starbird Funding Corp., 0.220%, 9/6/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
85520LW68
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Asset Backed Commercial Paper
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of 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 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-09-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-09-06
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
Yes
|
Type of enhancement
|
Enhancement provider
|
Designated NRSRO(s) for the enhancement or the enhancement provider
|
Credit rating of the enhancement provider
|
|
Liquidity Agreement
|
BNP Paribas SA
|
N/A
|
N/A
|
|
Letter Of Credit(LOC) - Direct
|
BNP Paribas SA
|
N/A
|
N/A
|
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$600,000.00
Item 41. The total current amortized cost, to the nearest cent:
$599,868.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.55%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$599,892.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$599,892.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
ING (U.S.) Funding LLC
Item 27. The title of the issue (including coupon or yield):
ING (U.S.) Funding LLC, 0.230%, 9/20/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
4497W0WL8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Financial Company Commercial Paper
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of 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 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-09-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-09-20
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$3,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$2,999,041.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.76%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$2,999,220.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$2,999,220.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Holmes Master Issuer PLC 2013-1
Item 27. The title of the issue (including coupon or yield):
Holmes Master Issuer PLC 2013-1, Class A1, 0.272%, 4/15/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
43641NBV5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other Note
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of 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 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-15
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$1,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$1,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.92%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$999,626.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$999,626.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Toronto Dominion Bank
Item 27. The title of the issue (including coupon or yield):
Toronto Dominion Bank, 0.241%, 11/15/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
89112WWF0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Certificate of Deposit
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of 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 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-15
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$2,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$2,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.84%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$2,000,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$2,000,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
ING (U.S.) Funding LLC
Item 27. The title of the issue (including coupon or yield):
ING (U.S.) Funding LLC, 0.230%, 9/16/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
4497W0WG9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Financial Company Commercial Paper
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of 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 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-09-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-09-16
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$3,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$2,999,118.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.76%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$2,999,310.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$2,999,310.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Bank of Montreal
Item 27. The title of the issue (including coupon or yield):
Bank of Montreal, 0.305%, 8/15/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
06366VJ64
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Certificate of Deposit
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of 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 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-15
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$2,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$2,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.84%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$2,000,100.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$2,000,100.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
General Electric Capital Corp.
Item 27. The title of the issue (including coupon or yield):
General Electric Capital Corp., 5.400%, 9/20/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
36962G3F9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other Note
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of 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 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-09-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-09-20
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$2,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$2,013,832.12
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.85%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$2,013,376.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$2,013,376.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
LMA-Americas LLC
Item 27. The title of the issue (including coupon or yield):
LMA-Americas LLC, 0.270%, 10/3/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
50202TX36
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Asset Backed Commercial Paper
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of 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 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-10-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-10-03
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
Yes
|
Guarantor
|
Designated NRSRO(s) for the Guarantee or Guarantor
|
Credit rating of the Guarantor
|
|
Credit Agricole Corporate and Investment Bank
|
N/A
|
N/A
|
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$1,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$999,527.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.92%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$999,660.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$999,660.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Bank of Nova Scotia, Toronto
Item 27. The title of the issue (including coupon or yield):
Bank of Nova Scotia, Toronto, 0.250%, 1/6/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
06417FZW3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Certificate of Deposit
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of 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 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2014-01-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-01-06
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$2,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$2,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.84%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$2,000,180.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$2,000,180.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Mizuho Bank Ltd.
Item 27. The title of the issue (including coupon or yield):
Mizuho Bank Ltd., 0.220%, 9/20/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
60688RKQ5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Certificate of Deposit
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of 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 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-09-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-09-20
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$1,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$1,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.92%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$1,000,040.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$1,000,040.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Deutsche Bank AG
Item 27. The title of the issue (including coupon or yield):
Deutsche Bank AG, 0.230%, 8/29/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
25155BZF5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Certificate of Deposit
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of 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 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-29
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$1,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$1,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.92%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$1,000,070.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$1,000,070.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Societe Generale, Paris
Item 27. The title of the issue (including coupon or yield):
Societe Generale, Paris, 0.290%, 10/31/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
83368NLM1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Certificate of Deposit
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of 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 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-10-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-10-31
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$900,000.00
Item 41. The total current amortized cost, to the nearest cent:
$900,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.83%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$900,117.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$900,117.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Credit Agricole Corporate and Investment Bank
Item 27. The title of the issue (including coupon or yield):
Credit Agricole Corporate and Investment Bank, 0.260%, 10/9/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
22532UYG3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Certificate of Deposit
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of 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 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-10-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-10-09
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$1,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$1,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.92%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$1,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$1,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
JPMorgan Chase Bank, N.A.
Item 27. The title of the issue (including coupon or yield):
JPMorgan Chase Bank, N.A., 0.392%, 8/21/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
48125LAA0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Certificate of Deposit
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of 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 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-21
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$3,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$3,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.76%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$3,000,081.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$3,000,081.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Bank of Tokyo-Mitsubishi UFJ Ltd.
Item 27. The title of the issue (including coupon or yield):
Bank of Tokyo-Mitsubishi UFJ Ltd., 0.240%, 8/27/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
06538FZQ0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Certificate of Deposit
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of 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 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-27
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$2,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$2,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.84%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$2,000,080.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$2,000,080.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
RBC Capital Markets, LLC
Item 27. The title of the issue (including coupon or yield):
RBC Capital Markets, LLC, 0.260%, 8/14/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
15499K002
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
|
GNMA GNRA 2004-86 JS
|
2034-09-20
|
5.908
|
Other Instrument - CMOs
|
$125,206.57
|
$11,914.69
|
|
GNMA GNRA 2010-164 S
|
2040-12-20
|
5.208
|
Other Instrument - GNRM
|
$152,513.22
|
$21,789.46
|
|
GNMA GNRA 2011-22 PS
|
2040-07-20
|
5.8084
|
Other Instrument - GNRM
|
$109,878.42
|
$16,030.14
|
|
GNMA GNRA 2005-071 SA
|
2035-09-16
|
6.168
|
Other Instrument - CMOs
|
$166,031.16
|
$32,901.73
|
|
GNMA GNRA 2007-017 IC
|
2037-04-16
|
6.058
|
Other Instrument - CMOs
|
$32,898.06
|
$7,073.45
|
|
GNMA GNRA 2010-113 CS
|
2039-11-20
|
6.458
|
Other Instrument - CMOs
|
$64,661.64
|
$10,702.68
|
|
GNMA GNRA 2010-115 SQ
|
2040-09-20
|
5.8584
|
Other Instrument - GNRM
|
$119,219.27
|
$17,753.43
|
|
GNMA GNRA 2010-125 CS
|
2040-06-20
|
6.4584
|
Other Instrument - CMOs
|
$96,835.44
|
$13,546.25
|
|
GNMA GNRA 2010-163 SD
|
2037-08-16
|
5.908
|
Other Instrument - GNRM
|
$63,790.79
|
$8,366.14
|
|
GNMA GNRA 2011-073 LS
|
2039-08-20
|
6.498
|
Other Instrument - CMOs
|
$134,589.48
|
$25,781.35
|
|
GNMA GNRA 2011-146 HS
|
2041-05-16
|
6.508
|
Other Instrument - GNRM
|
$165,702.84
|
$36,162.44
|
|
GNMA GNRA 2012-013 SB
|
2042-01-20
|
6.4584
|
Other Instrument - CMOs
|
$164,664.39
|
$35,415.09
|
|
GNMA GNRA 2013-034 SC
|
2040-01-16
|
6.208
|
Other Instrument - GNRM
|
$168,877.34
|
$24,649.96
|
|
GNMA GNRA 2013-034 SK
|
2039-11-16
|
6.108
|
Other Instrument - GNRM
|
$185,714.05
|
$30,553.12
|
|
GNMA GNRA 2013-081 SA
|
2043-05-20
|
6.0084
|
Other Instrument - GNRM
|
$38,644.45
|
$9,258.43
|
|
GNMA GNRM 2012-098 HI
|
2041-08-20
|
4
|
Other Instrument - CMOs
|
$87,801.33
|
$15,649.21
|
|
GNMA GNRM 2013-028 DI
|
2042-12-20
|
3
|
Other Instrument - CMOs
|
$89,297.73
|
$11,679.79
|
|
FNMA FNRA CL001S R12F001
|
2042-02-25
|
6.357
|
Other Instrument - FNRA
|
$147,688.84
|
$24,905.73
|
|
FNMA FNRA CL019S R12F019
|
2042-03-25
|
5.757
|
Other Instrument - CMOs
|
$55,014.32
|
$10,354.66
|
|
FMAC FGRA 04023S 03/15/42
|
2042-03-15
|
6.057
|
Other Instrument - CMOs
|
$101,476.02
|
$15,383.46
|
|
FMAC FGRA 3114MI 02/15/36
|
2036-02-15
|
6.407
|
Other Instrument - CMOs
|
$130,982.04
|
$19,218.54
|
|
FMAC FGRA 3153SI 05/15/36
|
2036-05-15
|
6.398
|
Other Instrument - CMOs
|
$187,377.12
|
$24,573.68
|
|
FMAC FGRA 3297CI 04/15/37
|
2037-04-15
|
6.567
|
Other Instrument - CMOs
|
$99,549.18
|
$13,010.85
|
|
FMAC FGRA 3317ES 05/15/37
|
2037-05-15
|
5.807
|
Other Instrument - CMOs
|
$118,733.29
|
$16,155.67
|
|
FMAC FGRA 3331SL 08/15/35
|
2035-08-15
|
6.308
|
Other Instrument - CMOs
|
$102,070.11
|
$13,778.91
|
|
FMAC FGRA 3339IB 05/15/37
|
2037-05-15
|
6.807
|
Other Instrument - CMOs
|
$79,760.69
|
$13,315.76
|
|
FMAC FGRA 3339TI 07/15/37
|
2037-07-15
|
5.948
|
Other Instrument - FGRA
|
$192,875.00
|
$28,179.53
|
|
FMAC FGRA 3359SN 08/15/37
|
2037-08-15
|
6.2275
|
Other Instrument - CMOs
|
$56,925.23
|
$8,398.00
|
|
FMAC FGRA 3367YS 09/15/37
|
2037-09-15
|
6.257
|
Other Instrument - CMOs
|
$106,735.43
|
$17,375.66
|
|
FMAC FGRA 3404SB 01/15/38
|
2038-01-15
|
5.807
|
Other Instrument - CMOs
|
$94,859.07
|
$12,897.31
|
|
FMAC FGRA 3428SL 07/15/36
|
2036-07-15
|
5.867
|
Other Instrument - CMOs
|
$97,614.93
|
$12,641.58
|
|
FMAC FGRA 3459JS 06/15/38
|
2038-06-15
|
6.057
|
Other Instrument - CMOs
|
$147,736.46
|
$21,254.25
|
|
FMAC FGRA 3471SD 12/15/36
|
2036-12-15
|
5.888
|
Other Instrument - CMOs
|
$204,493.87
|
$28,103.16
|
|
FMAC FGRA 3574SJ 09/15/39
|
2039-09-15
|
6.557
|
Other Instrument - CMOs
|
$108,637.49
|
$20,179.76
|
|
FMAC FGRA 3852SW 05/15/41
|
2041-05-15
|
5.8075
|
Other Instrument - CMOs
|
$98,800.79
|
$16,469.21
|
|
FMAC FGRA 3919CS 10/15/40
|
2040-10-15
|
6.3575
|
Other Instrument - CMOs
|
$6,625.85
|
$1,481.11
|
|
FMAC FGRA 3935SH 12/15/40
|
2040-12-15
|
6.407
|
Other Instrument - FGRA
|
$176,902.84
|
$27,236.41
|
|
FMAC FGRA 3998SA 02/15/42
|
2042-02-15
|
6.2575
|
Other Instrument - CMOs
|
$105,325.72
|
$28,877.90
|
|
FMAC FGRA 4002SL 09/15/41
|
2041-09-15
|
6.3589
|
Other Instrument - CMOs
|
$81,515.71
|
$13,459.48
|
|
FMAC FGRA 4002WS 02/15/42
|
2042-02-15
|
6.257
|
Other Instrument - CMOs
|
$118,662.26
|
$25,691.43
|
|
FMAC FGRA 4015LS 04/15/41
|
2041-04-15
|
6.357
|
Other Instrument - FGRA
|
$124,663.02
|
$21,629.57
|
|
FMAC FGRA 4020LS 11/15/41
|
2041-11-15
|
5.858
|
Other Instrument - CMOs
|
$193,257.19
|
$27,973.31
|
|
FMAC FGRA 4048BS 05/15/42
|
2042-05-15
|
6.357
|
Other Instrument - CMOs
|
$93,527.53
|
$16,677.21
|
|
FMAC FGRA 4077CS 07/15/42
|
2042-07-15
|
5.8589
|
Other Instrument - FGRA
|
$116,074.93
|
$18,083.19
|
|
FMAC FGRA 4083CS 12/15/38
|
2038-12-15
|
6.458
|
Other Instrument - FGRA
|
$125,815.98
|
$35,355.83
|
|
FMAC FGRA 4095HS 07/15/32
|
2032-07-15
|
5.9089
|
Other Instrument - FGRA
|
$132,602.40
|
$24,430.43
|
|
FMAC FGRA 4109CS 06/15/32
|
2032-06-15
|
6.0589
|
Other Instrument - FGRA
|
$134,961.91
|
$26,507.17
|
|
FMAC FGRA 4132SE 12/15/40
|
2040-12-15
|
6.0089
|
Other Instrument - FGRA
|
$154,368.98
|
$33,751.02
|
|
FMAC FGRA 4184GS 03/15/43
|
2043-03-15
|
5.9289
|
Other Instrument - FGRA
|
$90,912.88
|
$21,253.26
|
|
FMAC FGRA S12525 01/15/43
|
2043-01-15
|
5.808
|
Other Instrument - FGRA
|
$140,555.87
|
$32,495.72
|
|
FMAC FGRM 3706PO 08/15/40
|
2040-08-15
|
0
|
Other Instrument - CMOs
|
$23,802.48
|
$20,522.19
|
|
FMAC FGRM 4062DI 09/15/39
|
2039-09-15
|
4
|
Other Instrument - CMOs
|
$209,394.37
|
$33,893.48
|
|
FMAC FGRM 4077AI 01/15/27
|
2027-01-15
|
3
|
Other Instrument - CMOs
|
$87,312.20
|
$10,999.33
|
|
FMAC FGRM 4122JI 12/15/40
|
2040-12-15
|
4
|
Other Instrument - CMOs
|
$108,532.71
|
$23,838.05
|
|
FMAC FGRM 4142ID 12/15/32
|
2032-12-15
|
3
|
Other Instrument - CMOs
|
$201,680.37
|
$28,601.91
|
|
FMAC FGRM 4153BI 01/15/28
|
2028-01-15
|
2.5
|
Other Instrument - CMOs
|
$227,825.64
|
$24,774.29
|
|
FMAC FGRM 4157NI 01/15/43
|
2043-01-15
|
3.5
|
Other Instrument - CMOs
|
$41,844.14
|
$8,262.99
|
|
FMAC FGRM 4184KI 02/15/42
|
2042-02-15
|
5
|
Other Instrument - CMOs
|
$237,608.51
|
$35,975.28
|
|
FMAC FGRM 4208LI 07/15/32
|
2032-07-15
|
3.5
|
Other Instrument - FGRM
|
$148,723.14
|
$26,792.28
|
|
FNMA FNRA CL002SJ R10F002
|
2039-10-25
|
6.257
|
Other Instrument - CMOs
|
$95,518.54
|
$12,084.89
|
|
FNMA FNRA CL004ST R13F004
|
2043-02-25
|
5.957
|
Other Instrument - FNRA
|
$126,386.73
|
$25,942.75
|
|
FNMA FNRA CL009SC R12F009
|
2042-02-25
|
6.407
|
Other Instrument - CMOs
|
$141,300.25
|
$19,308.09
|
|
FNMA FNRA CL010HI R06F010
|
2036-03-25
|
6.507
|
Other Instrument - CMOs
|
$173,880.04
|
$23,813.31
|
|
FNMA FNRA CL010SC R10F010
|
2040-02-25
|
6.057
|
Other Instrument - CMOs
|
$86,129.87
|
$10,750.77
|
|
FNMA FNRA CL013SC R10F013
|
2040-03-25
|
6.057
|
Other Instrument - CMOs
|
$108,424.01
|
$15,454.27
|
|
FNMA FNRA CL015SW R12F015
|
2042-03-25
|
5.757
|
Other Instrument - CMOs
|
$191,223.71
|
$27,776.68
|
|
FNMA FNRA CL015SY R12F015
|
2038-07-25
|
6.427
|
Other Instrument - FNRA
|
$184,950.54
|
$26,720.39
|
|
FNMA FNRA CL021ST R12F021
|
2042-03-25
|
5.757
|
Other Instrument - CMOs
|
$192,251.54
|
$32,896.26
|
|
FNMA FNRA CL023SP R06F023
|
2036-04-25
|
6.5099
|
Other Instrument - CMOs
|
$68,598.91
|
$9,851.96
|
|
FNMA FNRA CL027SA R12F027
|
2042-03-25
|
5.737
|
Other Instrument - FNRA
|
$114,479.84
|
$20,201.13
|
|
FNMA FNRA CL033HS R12F033
|
2042-04-25
|
6.287
|
Other Instrument - FNRA
|
$106,321.18
|
$25,363.96
|
|
FNMA FNRA CL049KS R11F049
|
2041-06-25
|
6.357
|
Other Instrument - FNRA
|
$168,046.84
|
$22,317.71
|
|
FNMA FNRA CL052DC R05F052
|
2035-06-25
|
7.007
|
Other Instrument - CMOs
|
$90,718.07
|
$15,854.42
|
|
FNMA FNRA CL054UI R07F054
|
2037-06-25
|
6.217
|
Other Instrument - CMOs
|
$160,779.26
|
$27,679.94
|
|
FNMA FNRA CL062SA R13F062
|
2043-06-25
|
6.507
|
Other Instrument - FNRA
|
$94,645.88
|
$25,210.21
|
|
FNMA FNRA CL075SL R06F075
|
2036-08-25
|
7.007
|
Other Instrument - CMOs
|
$72,041.40
|
$10,253.71
|
|
FNMA FNRA CL076GS R12F076
|
2039-09-25
|
5.857
|
Other Instrument - FNRA
|
$169,744.65
|
$35,361.40
|
|
FNMA FNRA CL080SB R08F080
|
2038-09-25
|
6.117
|
Other Instrument - CMOs
|
$119,263.01
|
$16,562.35
|
|
FNMA FNRA CL082SD R09F082
|
2039-10-25
|
5.957
|
Other Instrument - CMOs
|
$148,562.63
|
$20,254.71
|
|
FNMA FNRA CL094SD R09F094
|
2039-11-25
|
6.007
|
Other Instrument - CMOs
|
$149,287.37
|
$21,840.17
|
|
FNMA FNRA CL100NS R12F100
|
2042-09-25
|
6.4099
|
Other Instrument - FNRA
|
$145,072.79
|
$32,429.04
|
|
FNMA FNRA CL101NS R09F101
|
2039-12-25
|
5.967
|
Other Instrument - CMOs
|
$84,114.85
|
$9,497.58
|
|
FNMA FNRA CL103SD R11F103
|
2040-05-25
|
6.357
|
Other Instrument - FNRA
|
$116,301.80
|
$27,506.02
|
|
FNMA FNRA CL103SW R12F103
|
2032-09-25
|
6.4099
|
Other Instrument - FNRA
|
$37,028.15
|
$8,881.21
|
|
FNMA FNRA CL119PS R10F119
|
2030-09-25
|
6.5099
|
Other Instrument - FNRA
|
$176,718.97
|
$30,139.77
|
|
FNMA FNRA CL136CS R10F136
|
2038-06-25
|
5.807
|
Other Instrument - CMOs
|
$235,407.74
|
$31,481.51
|
|
FNMA FNRA CL154CS R12F154
|
2037-04-25
|
6.247
|
Other Instrument - FNRA
|
$121,718.22
|
$21,793.91
|
|
FNMA FNRA RC035ST R12F035
|
2041-09-25
|
6.407
|
Other Instrument - FNRA
|
$108,771.39
|
$24,615.71
|
|
FNMA FNRA RC072SE R12F072
|
2041-09-25
|
5.907
|
Other Instrument - FNRA
|
$107,589.77
|
$23,027.06
|
|
FNMA FNRM CL007EI R13F007
|
2040-10-25
|
3
|
Other Instrument - CMOs
|
$185,048.65
|
$31,007.68
|
|
FNMA FNRM CL010PI R13F010
|
2043-02-25
|
3
|
Other Instrument - CMOs
|
$183,482.90
|
$24,088.74
|
|
FNMA FNRM CL021AI R13F021
|
2033-03-25
|
3.5
|
Other Instrument - FNRM
|
$78,144.88
|
$16,834.57
|
|
FNMA FNRM CL031IH R13F031
|
2043-02-25
|
3.5
|
Other Instrument - CMOs
|
$105,871.41
|
$19,540.44
|
|
FNMA FNRM CL031NI R13F031
|
2041-06-25
|
3
|
Other Instrument - CMOs
|
$252,796.19
|
$31,705.19
|
|
FNMA FNRM CL076MI R13F076
|
2041-11-25
|
4
|
Other Instrument - CMOs
|
$132,005.04
|
$24,165.15
|
|
FNMA FNRM CL076PI R13F076
|
2042-09-25
|
4
|
Other Instrument - CMOs
|
$39,649.61
|
$7,812.57
|
|
FNMA FNRM CL109PI R12F109
|
2042-10-25
|
4.5
|
Other Instrument - CMOs
|
$212,448.70
|
$29,183.44
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-07
Item 37. Does the security have a Demand Feature?
Yes
|
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
|
RBC Capital Markets, LLC
|
N/A
|
N/A
|
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$2,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$2,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.84%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$2,000,085.55
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$2,000,085.55
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Bank of Montreal
Item 27. The title of the issue (including coupon or yield):
Bank of Montreal, 0.380%, 10/15/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
06366V2X3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Certificate of Deposit
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of 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 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-10-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-10-15
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$1,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$1,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.92%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$1,000,440.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$1,000,440.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Wells Fargo Securities, LLC
Item 27. The title of the issue (including coupon or yield):
Wells Fargo Securities, LLC, 0.400%, 9/30/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
92999Z003
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
|
01BOXPEPSICO
|
2022-03-05
|
2.75
|
Other Instrument - Corporates
|
$1,440.00
|
$1,386.54
|
|
01TGMHCA INC
|
2022-02-15
|
7.5
|
Other Instrument - Corporates
|
$620.00
|
$723.59
|
|
030M2RALI TR
|
2046-05-25
|
.383
|
Other Instrument - Asset Backed Securities
|
$1,267.92
|
$932.86
|
|
01BNELAB CORP
|
2016-05-15
|
3.125
|
Other Instrument - Corporates
|
$80.00
|
$83.74
|
|
01BVBDELL INC
|
2014-04-15
|
5.625
|
Other Instrument - Corporates
|
$500.00
|
$522.77
|
|
01BVBDELL INC
|
2015-09-10
|
2.3
|
Other Instrument - Corporates
|
$72,093.79
|
$72,576.70
|
|
01CZMSTAPLES,
|
2014-01-15
|
9.75
|
Other Instrument - Corporates
|
$100.00
|
$104.42
|
|
02GZULKQ CORP
|
2023-05-15
|
4.75
|
Other Instrument - Corporates
|
$1,750.00
|
$1,694.79
|
|
02J3YSLM CORP
|
2018-06-15
|
8.45
|
Other Instrument - Corporates
|
$420.00
|
$487.59
|
|
02J3YSLM CORP
|
2020-12-15
|
7
|
Other Instrument - Corporates
|
$100.00
|
$100.09
|
|
01BI8GATX CORP
|
2014-05-15
|
8.75
|
Other Instrument - Corporates
|
$50.00
|
$53.80
|
|
01BR2BB T CORP
|
2022-03-22
|
3.95
|
Other Instrument - Corporates
|
$2,300.00
|
$2,353.74
|
|
01BR3SOUTHWEST
|
2016-12-15
|
5.75
|
Other Instrument - Corporates
|
$250.00
|
$278.99
|
|
01C99CSMC 2007
|
2015-12-15
|
.371
|
Other Instrument - Commercial Mortgage-Backed Security
|
$73,255.02
|
$72,641.04
|
|
01DQUTECK CORP
|
2017-01-15
|
3.15
|
Other Instrument - Corporates
|
$30.00
|
$30.64
|
|
01EJLTRAVELERS
|
2033-03-15
|
6.375
|
Other Instrument - Corporates
|
$140.00
|
$174.00
|
|
01ENVORIX CORP
|
2015-04-27
|
4.71
|
Other Instrument - Corporates
|
$40.00
|
$42.50
|
|
02G4ZE BAY INC
|
2020-10-15
|
3.25
|
Other Instrument - Corporates
|
$1,150.00
|
$1,177.29
|
|
01BFICHUBB CORP
|
2031-11-15
|
6.8
|
Other Instrument - Corporates
|
$450.00
|
$561.35
|
|
01BH6XL CAPITAL
|
2024-11-15
|
6.375
|
Other Instrument - Corporates
|
$1,200.00
|
$1,378.98
|
|
01BHEFERRO CORP
|
2018-08-15
|
7.875
|
Other Instrument - Corporates
|
$1,990.00
|
$2,146.84
|
|
01BJZHUMAMA INC
|
2022-12-01
|
3.15
|
Other Instrument - Corporates
|
$200.00
|
$187.28
|
|
01BJZHUMANA INC
|
2018-06-15
|
7.2
|
Other Instrument - Corporates
|
$1,420.00
|
$1,709.17
|
|
01BLATHE KROGER
|
2015-01-15
|
4.95
|
Other Instrument - Corporates
|
$1,500.00
|
$1,587.14
|
|
01BMCMATTEL INC
|
2018-03-15
|
1.7
|
Other Instrument - Corporates
|
$20.00
|
$19.80
|
|
01BO5NUCOR CORP
|
2018-06-01
|
5.85
|
Other Instrument - Corporates
|
$250.00
|
$292.92
|
|
01BR2BB &T CORP
|
2017-06-30
|
4.9
|
Other Instrument - Corporates
|
$20.00
|
$22.03
|
|
01BS5TEREX CORP
|
2021-05-15
|
6
|
Other Instrument - Corporates
|
$150.00
|
$156.21
|
|
01BUVXEROX CORP
|
2014-05-15
|
8.25
|
Other Instrument - Corporates
|
$700.00
|
$752.32
|
|
01D03US BANCORP
|
2014-05-15
|
4.2
|
Other Instrument - Corporates
|
$20.00
|
$20.78
|
|
01D5BVIACOM INC
|
2018-05-15
|
4.625
|
Other Instrument - Corporates
|
$1,800.00
|
$1,962.89
|
|
01PRBQWEST CORP
|
2021-12-01
|
6.75
|
Other Instrument - Corporates
|
$290.00
|
$330.52
|
|
01R7GFORD MOTOR
|
2016-12-15
|
8
|
Other Instrument - Corporates
|
$100.00
|
$117.71
|
|
02IX5SANOFI S A
|
2014-09-30
|
1.2
|
Other Instrument - Corporates
|
$100.00
|
$101.42
|
|
02K45NORTEK INC
|
2021-04-15
|
8.5
|
Other Instrument - Corporates
|
$1,030.00
|
$1,148.48
|
|
02M3KVIACOM INC
|
2016-04-30
|
6.25
|
Other Instrument - Corporates
|
$57,724.74
|
$66,221.16
|
|
02MCKINTL LEASE
|
2013-09-20
|
5.625
|
Other Instrument - Corporates
|
$3,700.00
|
$3,784.98
|
|
02YH4EATON CORP
|
2018-05-15
|
5.6
|
Other Instrument - Corporates
|
$900.00
|
$1,036.17
|
|
01BCSA T &T CORP
|
2031-11-15
|
8
|
Other Instrument - Corporates
|
$100.00
|
$140.18
|
|
01BFRCONAGRA INC
|
2014-04-15
|
5.875
|
Other Instrument - Corporates
|
$650.00
|
$684.76
|
|
01BH3EQT CORP,PA
|
2019-06-01
|
8.125
|
Other Instrument - Corporates
|
$1,270.00
|
$1,561.59
|
|
01BMBMARSCO CORP
|
2022-03-15
|
5.95
|
Other Instrument - Corporates
|
$240.00
|
$260.99
|
|
01BPAPRAXAIR INC
|
2023-02-21
|
2.7
|
Other Instrument - Corporates
|
$100.00
|
$95.10
|
|
01BPZSAFEWAY INC
|
2019-08-15
|
5
|
Other Instrument - Corporates
|
$70.00
|
$76.34
|
|
01BR2BB & T CORP
|
2015-12-23
|
5.2
|
Other Instrument - Corporates
|
$530.00
|
$581.78
|
|
01CN4USB CPTL IX
|
2099-04-15
|
3.5
|
Other Instrument - Corporates
|
$70.00
|
$61.71
|
|
01EYXHEINEKEN NV
|
2017-10-01
|
1.4
|
Other Instrument - Corporates
|
$1,000.00
|
$982.39
|
|
01FENKRAFT FOODS
|
2014-02-19
|
6.75
|
Other Instrument - Corporates
|
$2,820.00
|
$2,994.01
|
|
01PR0GE CAP CORP
|
2014-06-09
|
5.65
|
Other Instrument - Corporates
|
$250.00
|
$263.28
|
|
02FO5COMPASS BNK
|
2020-04-01
|
5.5
|
Other Instrument - Corporates
|
$150.00
|
$153.21
|
|
01BDZC R BARD INC
|
2018-01-15
|
1.375
|
Other Instrument - Corporates
|
$850.00
|
$829.42
|
|
01BE4BEAR STEARNS
|
2018-07-02
|
4.65
|
Other Instrument - Corporates
|
$300.00
|
$325.88
|
|
01BE7VERIZON COMM
|
2014-03-28
|
1.95
|
Other Instrument - Corporates
|
$710.00
|
$721.87
|
|
01BFHCHEVRON CORP
|
2022-12-05
|
2.355
|
Other Instrument - Corporates
|
$150.00
|
$141.05
|
|
01BFHJP MORGAN CO
|
2030-03-15
|
5.55
|
Other Instrument - Corporates
|
$300.00
|
$292.73
|
|
01BFMINTL CCE INC
|
2015-09-15
|
2.125
|
Other Instrument - Corporates
|
$1,500.00
|
$1,549.48
|
|
01BMPCVS CAREMARK
|
2019-03-15
|
6.6
|
Other Instrument - Corporates
|
$50.00
|
$61.38
|
|
01BMPCVS/CAREMARK
|
2021-05-15
|
4.125
|
Other Instrument - Corporates
|
$2,000.00
|
$2,140.02
|
|
01BN5MOTOROLA INC
|
2017-11-15
|
6
|
Other Instrument - Corporates
|
$590.00
|
$674.23
|
|
01BPCCITGROUP INC
|
2015-08-07
|
2.25
|
Other Instrument - Corporates
|
$1,100.00
|
$1,132.83
|
|
01BPCCITGROUP INC
|
2015-12-15
|
4.587
|
Other Instrument - Corporates
|
$1,070.00
|
$1,153.05
|
|
01BPWRYDER SYSTEM
|
2016-11-01
|
5.85
|
Other Instrument - Corporates
|
$100.00
|
$113.25
|
|
01BR3SBC COMM INC
|
2016-06-15
|
5.625
|
Other Instrument - Corporates
|
$150.00
|
$169.67
|
|
01BVKSTRYKER CORP
|
2020-01-15
|
4.375
|
Other Instrument - Corporates
|
$250.00
|
$272.31
|
|
01CR7OSHKOSH CORP
|
2020-03-01
|
8.5
|
Other Instrument - Corporates
|
$1,100.00
|
$1,251.71
|
|
01PUHCOX COMM INC
|
2016-12-01
|
5.875
|
Other Instrument - Corporates
|
$720.00
|
$821.82
|
|
02FOKPROLOGIS L P
|
2017-03-15
|
6.25
|
Other Instrument - Corporates
|
$640.00
|
$741.46
|
|
02FOKPROLOGIS L P
|
2019-10-30
|
7.375
|
Other Instrument - Corporates
|
$50.00
|
$61.28
|
|
02G8HMOODY'S CORP
|
2020-09-01
|
5.5
|
Other Instrument - Corporates
|
$150.00
|
$164.29
|
|
02JGBASSURANT,INC
|
2034-02-15
|
6.75
|
Other Instrument - Corporates
|
$10.00
|
$11.05
|
|
XXXX ROCK-TENN CO
|
2020-03-01
|
3.5
|
Other Instrument - Corporates
|
$1,200.00
|
$1,181.76
|
|
01BFMCNA FINL CORP
|
2023-11-15
|
7.25
|
Other Instrument - Corporates
|
$1,610.00
|
$1,980.63
|
|
01BLATHE KROGER CO
|
2014-01-15
|
7.5
|
Other Instrument - Corporates
|
$500.00
|
$517.45
|
|
01BPCCITIGROUP INC
|
2015-05-19
|
4.75
|
Other Instrument - Corporates
|
$70.00
|
$74.85
|
|
01BPCCITIGROUP INC
|
2017-02-15
|
5.5
|
Other Instrument - Corporates
|
$700.00
|
$784.92
|
|
01BPCCITIGROUP INC
|
2019-05-22
|
8.5
|
Other Instrument - Corporates
|
$50.00
|
$64.63
|
|
01BPCCITIGROUP INC
|
2032-06-15
|
6.625
|
Other Instrument - Corporates
|
$30.00
|
$32.35
|
|
01BUYADOBE SYS INC
|
2015-02-01
|
3.25
|
Other Instrument - Corporates
|
$1,220.00
|
$1,282.32
|
|
01D0JSYMANTEC CORP
|
2015-09-15
|
2.75
|
Other Instrument - Corporates
|
$240.00
|
$249.83
|
|
01FLCALLSTATE CORP
|
2019-05-16
|
7.45
|
Other Instrument - Corporates
|
$1,020.00
|
$1,303.84
|
|
01PR0GE CAP CO INT
|
2014-11-17
|
5
|
Other Instrument - Corporates
|
$50.00
|
$52.14
|
|
01ZXEHSBC BANK USA
|
2017-10-04
|
0
|
Other Instrument - CD
|
$1,050.00
|
$1,050.00
|
|
01ZXEHSBC BANK USA
|
2017-12-06
|
0
|
Other Instrument - CD
|
$400.00
|
$400.00
|
|
0233KAMPHENOL CORP
|
2014-11-15
|
4.75
|
Other Instrument - Corporates
|
$2,500.00
|
$2,648.07
|
|
02K2PCLI FDG V LLC
|
2027-06-18
|
4.21
|
Other Instrument - Asset Backed Securities
|
$45,221.39
|
$47,022.31
|
|
02L7VMOSAIC CO NEW
|
2021-11-15
|
3.75
|
Other Instrument - Corporates
|
$100.00
|
$99.68
|
|
XXXX MERITAGE CORP
|
2018-03-01
|
4.5
|
Other Instrument - Corporates
|
$900.00
|
$911.25
|
|
01BEKBOEING COMPANY
|
2040-02-15
|
5.875
|
Other Instrument - Corporates
|
$510.00
|
$624.58
|
|
01BIUHALLIBURTON CO
|
2019-09-15
|
6.15
|
Other Instrument - Corporates
|
$380.00
|
$467.07
|
|
01BJHTHE HOME DEPOT
|
2013-12-16
|
5.25
|
Other Instrument - Corporates
|
$360.00
|
$368.85
|
|
01BO2WELLS FARGO CO
|
2015-12-07
|
0
|
Other Instrument - MTN
|
$120.00
|
$136.23
|
|
01BP1ALTRIA GRP INC
|
2019-08-06
|
9.25
|
Other Instrument - Corporates
|
$390.00
|
$537.15
|
|
01BP1CONOCOPHILLIPS
|
2032-10-15
|
5.9
|
Other Instrument - Corporates
|
$200.00
|
$238.33
|
|
01BPCCITIGROUP INC.
|
2014-09-15
|
5
|
Other Instrument - Corporates
|
$380.00
|
$401.87
|
|
01BRNSUNTRUST BANKS
|
2026-02-15
|
6
|
Other Instrument - Corporates
|
$250.00
|
$271.41
|
|
01BSFTORCHMARK CORP
|
2019-06-15
|
9.25
|
Other Instrument - Corporates
|
$250.00
|
$326.46
|
|
01BVGMICROSOFT CORP
|
2014-06-01
|
2.95
|
Other Instrument - Corporates
|
$320.00
|
$328.78
|
|
01D03US BANCORP NEW
|
2016-02-01
|
3.442
|
Other Instrument - Corporates
|
$10.00
|
$10.67
|
|
01DDGBOMBARDIER INC
|
2022-03-15
|
5.75
|
Other Instrument - Corporates
|
$2,500.00
|
$2,613.35
|
|
01F6JMORGAN STANLEY
|
2016-04-29
|
3.8
|
Other Instrument - Corporates
|
$500.00
|
$530.17
|
|
01F6JMORGAN STANLEY
|
2017-03-22
|
4.75
|
Other Instrument - Corporates
|
$80.00
|
$87.35
|
|
01F6JMORGAN STANLEY
|
2019-05-13
|
7.3
|
Other Instrument - Corporates
|
$850.00
|
$1,026.70
|
|
01RX6MERCK & CO INC
|
2015-03-01
|
4.75
|
Other Instrument - Corporates
|
$430.00
|
$464.82
|
|
01S2QCIT GROUP INC.
|
2017-05-15
|
5
|
Other Instrument - Corporates
|
$340.00
|
$363.66
|
|
0274VARGENT SEC INC
|
2034-01-25
|
1.243
|
Other Instrument - Asset Backed Securities
|
$17,819.31
|
$13,695.69
|
|
028G8STHI HLDG CORP
|
2018-03-15
|
8
|
Other Instrument - Corporates
|
$1,290.00
|
$1,425.74
|
|
02GMBCOMM 2004-LNB4
|
2037-10-14
|
4.84
|
Other Instrument - Commercial Mortgage-Backed Security
|
$81,210.24
|
$82,935.56
|
|
01BEEBEST BUY CO INC
|
2016-03-15
|
3.75
|
Other Instrument - Corporates
|
$500.00
|
$511.04
|
|
01BFACATERPILLAR INC
|
2014-05-27
|
1.375
|
Other Instrument - Corporates
|
$150.00
|
$151.47
|
|
01BFACATERPILLAR INC
|
2021-05-27
|
3.9
|
Other Instrument - Corporates
|
$3,160.00
|
$3,339.88
|
|
01BFGCENTURYTEL, INC
|
2021-06-15
|
6.45
|
Other Instrument - Corporates
|
$410.00
|
$438.93
|
|
01BFZDEERE & COMPANY
|
2014-04-25
|
6.95
|
Other Instrument - Corporates
|
$100.00
|
$106.59
|
|
01BFZDEERE & COMPANY
|
2019-10-16
|
4.375
|
Other Instrument - Corporates
|
$10.00
|
$11.37
|
|
01BNCNAT'L CITY CORP
|
2015-01-15
|
4.9
|
Other Instrument - Corporates
|
$80.00
|
$84.77
|
|
01EBQWINDSTREAM CORP
|
2013-08-01
|
8.125
|
Other Instrument - Corporates
|
$600.00
|
$624.38
|
|
01FENKRAFT FOODS INC
|
2013-10-01
|
5.25
|
Other Instrument - Corporates
|
$1,670.00
|
$1,712.52
|
|
01OQWCOMML CREDIT CO
|
2015-06-01
|
6.625
|
Other Instrument - Corporates
|
$500.00
|
$546.75
|
|
01PR8PACIFIC BELL CO
|
2026-03-15
|
7.125
|
Other Instrument - Corporates
|
$800.00
|
$991.54
|
|
01STWESPORTFINAN ASA
|
2015-01-07
|
0
|
Other Instrument - MTN
|
$1,799.98
|
$1,918.24
|
|
01W0BREGIONS BANK,LA
|
2018-05-15
|
7.5
|
Other Instrument - Corporates
|
$40.00
|
$47.88
|
|
02XRVCWCI 2006-C1 A4
|
2048-08-15
|
5.223
|
Other Instrument - Commercial Mortgage-Backed Security
|
$53,837.22
|
$58,502.61
|
|
01BFACATERPILLAR INC.
|
2015-06-26
|
.95
|
Other Instrument - Corporates
|
$1,080.00
|
$1,087.05
|
|
01BIDGEORGIA PAC CORP
|
2015-06-15
|
7.7
|
Other Instrument - Corporates
|
$210.00
|
$237.00
|
|
01BKTJOHNSON CONTROLS
|
2014-03-01
|
1.75
|
Other Instrument - Corporates
|
$1,000.00
|
$1,015.24
|
|
01BP1ALTRIA GROUP INC
|
2038-11-10
|
9.95
|
Other Instrument - Corporates
|
$1,200.00
|
$1,822.17
|
|
01BPCPROGRESSIVE CORP
|
2029-03-01
|
6.625
|
Other Instrument - Corporates
|
$1,250.00
|
$1,546.48
|
|
01C3TDELPHI FIN GROUP
|
2020-01-31
|
7.875
|
Other Instrument - Corporates
|
$100.00
|
$116.85
|
|
01CBAHEALTH CARE REIT
|
2022-01-15
|
5.25
|
Other Instrument - Corporates
|
$150.00
|
$161.98
|
|
01CBAHEALYH CARE REIT
|
2020-04-15
|
6.125
|
Other Instrument - Corporates
|
$540.00
|
$625.00
|
|
01DCJBANK OF MONTREAL
|
2017-09-11
|
1.4
|
Other Instrument - Corporates
|
$200.00
|
$197.09
|
|
01EMYNOMURA HLDGS INC
|
2016-09-13
|
2
|
Other Instrument - Corporates
|
$100.00
|
$100.20
|
|
01FENKRAFT FOODS INC.
|
2020-02-10
|
5.375
|
Other Instrument - Corporates
|
$830.00
|
$957.61
|
|
01FK1TYCO ELECTRONICS
|
2021-01-15
|
4.875
|
Other Instrument - Corporates
|
$1,850.00
|
$1,965.80
|
|
01GTZSYNGENTA FIN N V
|
2022-03-28
|
3.125
|
Other Instrument - Corporates
|
$390.00
|
$382.51
|
|
01RD2GEORGIA POWER CO
|
2016-04-15
|
3
|
Other Instrument - Corporates
|
$300.00
|
$316.59
|
|
01RPPINTL BK OF RECON
|
2013-12-05
|
0
|
Other Instrument - MTN
|
$122,700.00
|
$122,324.54
|
|
01STWA S EKSPORTFINAS
|
2013-10-01
|
0
|
Other Instrument - CBND
|
$1,000.00
|
$1,369.60
|
|
01STWAS EKSPORTFINANS
|
2013-08-01
|
0
|
Other Instrument - CBND
|
$130.65
|
$124.30
|
|
01STWAS EKSPORTFINANS
|
2014-07-03
|
0
|
Other Instrument - CBND
|
$1,322.64
|
$2,216.61
|
|
01SUPSTATOILHYDRO ASA
|
2014-10-15
|
2.9
|
Other Instrument - Corporates
|
$1,400.00
|
$1,452.15
|
|
01ZXEHSBC BANK USA NA
|
2017-08-09
|
6
|
Other Instrument - Corporates
|
$50.00
|
$58.25
|
|
01ZXEHSBC BANK USA NA
|
2017-09-05
|
0
|
Other Instrument - CD
|
$100.00
|
$101.42
|
|
01ZZYPNC FUNDING CORP
|
2017-02-01
|
5.625
|
Other Instrument - Corporates
|
$90.00
|
$100.71
|
|
02G0YUNION BANK CALIF
|
2017-08-02
|
0
|
Other Instrument - CD
|
$490.00
|
$490.00
|
|
02G54GOLMAN SACHS GRP
|
2016-03-15
|
4.2
|
Other Instrument - Corporates
|
$20.00
|
$21.46
|
|
02G5KWACHOVIA BANK NA
|
2017-11-15
|
6
|
Other Instrument - Corporates
|
$17,910.00
|
$20,874.05
|
|
02G88NCNB CORPORATION
|
2015-07-15
|
10.2
|
Other Instrument - Corporates
|
$100.00
|
$117.35
|
|
02J3YSLM CORP EDNOTES
|
2025-06-15
|
5.35
|
Other Instrument - Corporates
|
$190.00
|
$156.88
|
|
02J3YSLM CORP EDNOTES
|
2031-12-15
|
5.85
|
Other Instrument - Corporates
|
$200.00
|
$159.72
|
|
02K4AACE INA HOLDINGS
|
2018-03-15
|
5.8
|
Other Instrument - Corporates
|
$650.00
|
$769.90
|
|
02LB9JUNIPER NETWORKS
|
2016-03-15
|
3.1
|
Other Instrument - Corporates
|
$1,000.00
|
$1,047.79
|
|
01BGXEOG RESOURCES INC
|
2019-06-01
|
5.625
|
Other Instrument - Corporates
|
$640.00
|
$756.15
|
|
01BHBFEDEX CORPORATION
|
2022-08-01
|
2.625
|
Other Instrument - Corporates
|
$610.00
|
$558.07
|
|
01BL5KIMCO REALTY CORP
|
2019-10-01
|
6.875
|
Other Instrument - Corporates
|
$440.00
|
$545.37
|
|
01BMBMASCO CORPORATION
|
2032-08-15
|
6.5
|
Other Instrument - Corporates
|
$1,250.00
|
$1,285.90
|
|
01BV9CISCO SYSTEMS INC
|
2014-03-14
|
1.625
|
Other Instrument - Corporates
|
$1,600.00
|
$1,615.92
|
|
01FJ9DCP MIDSTREAM LLC
|
2043-05-21
|
5.85
|
Other Instrument - Corporates
|
$15,110.00
|
$14,616.66
|
|
01R7GFORD MOTOR CREDIT
|
2017-08-15
|
6.625
|
Other Instrument - Corporates
|
$130.00
|
$152.08
|
|
01RCIVIRGINIA ELEC PWR
|
2038-11-15
|
8.875
|
Other Instrument - Corporates
|
$350.00
|
$554.79
|
|
01STWA/S EKSPORTFINANS
|
2014-06-05
|
0
|
Other Instrument - CBND
|
$1,000.00
|
$1,474.70
|
|
01W2KUNIV TX VAR-SYS-B
|
2016-08-01
|
.03
|
Other Instrument - MUBD
|
$1,000.00
|
$1,000.03
|
|
02FOWHEARTS -ARGYLE TV
|
2018-01-15
|
7
|
Other Instrument - Corporates
|
$50.00
|
$46.16
|
|
02HXKVALE OVERSEAS LTD
|
2036-11-21
|
6.875
|
Other Instrument - Corporates
|
$1,800.00
|
$1,806.13
|
|
02J3YSLM CORP ED NOTES
|
2015-09-15
|
5
|
Other Instrument - Corporates
|
$100.00
|
$97.76
|
|
02LEZMANULIFE FIN CORP
|
2020-09-17
|
4.9
|
Other Instrument - Corporates
|
$2,400.00
|
$2,631.57
|
|
02LW5TIME WARNER CABLE
|
2019-02-14
|
8.75
|
Other Instrument - Corporates
|
$70.00
|
$85.25
|
|
030IKCWMBS INC 2005-19
|
2035-11-25
|
5.5
|
Other Instrument - CMOs
|
$51,431.12
|
$47,641.60
|
|
01BCEHONEYWELL INTL INC
|
2019-02-15
|
5
|
Other Instrument - Corporates
|
$10.00
|
$11.66
|
|
01BCEHONEYWELL INTL INC
|
2021-03-01
|
4.25
|
Other Instrument - Corporates
|
$70.00
|
$77.62
|
|
01BD2ANALOG DEVICES INC
|
2016-04-15
|
3
|
Other Instrument - Corporates
|
$1,540.00
|
$1,622.24
|
|
01BD5APACHE CORPORATION
|
2023-01-15
|
2.625
|
Other Instrument - Corporates
|
$1,300.00
|
$1,209.39
|
|
01BENBRE PROPERTIES INC
|
2017-03-15
|
5.5
|
Other Instrument - Corporates
|
$370.00
|
$414.25
|
|
01BERBUCKEYE PARTNER LP
|
2019-08-15
|
5.5
|
Other Instrument - Corporates
|
$50.00
|
$56.35
|
|
01BFHJP MORGAN CHASE CO
|
2015-03-01
|
4.75
|
Other Instrument - Corporates
|
$1,400.00
|
$1,504.67
|
|
01BFHJP MORGAN CHASE CO
|
2023-01-25
|
3.2
|
Other Instrument - Corporates
|
$81,400.12
|
$76,947.80
|
|
01BGCDUKE POWER COMPANY
|
2014-02-01
|
6.3
|
Other Instrument - Corporates
|
$110.00
|
$116.52
|
|
01BJFHEWLETT PACKARD CO
|
2015-12-01
|
2.2
|
Other Instrument - Corporates
|
$170.00
|
$172.90
|
|
01BJHTHE HOME DEPOT INC
|
2040-09-15
|
5.4
|
Other Instrument - Corporates
|
$730.00
|
$831.08
|
|
01BMQMERCK & CO INC NEW
|
2023-05-18
|
2.8
|
Other Instrument - Corporates
|
$1,100.00
|
$1,047.81
|
|
01BMQMERRILL LYNCH & CO
|
2014-02-03
|
5
|
Other Instrument - Corporates
|
$1,660.00
|
$1,736.66
|
|
01BNELABORATORY CORP OF
|
2017-08-23
|
2.2
|
Other Instrument - Corporates
|
$200.00
|
$200.63
|
|
01BSZUNION PACIFIC CORP
|
2015-01-15
|
4.875
|
Other Instrument - Corporates
|
$50.00
|
$52.98
|
|
01CJLMARKEL CORPORATION
|
2021-06-01
|
5.35
|
Other Instrument - Corporates
|
$650.00
|
$718.72
|
|
01DP2ROYAL BK OF CANADA
|
2013-10-03
|
0
|
Other Instrument - MTN
|
$1,605.00
|
$1,431.50
|
|
01DP2ROYAL BK OF CANADA
|
2014-02-03
|
0
|
Other Instrument - MTN
|
$100.00
|
$122.48
|
|
01DP2ROYAL BK OF CANADA
|
2016-04-19
|
2.875
|
Other Instrument - Corporates
|
$500.00
|
$528.75
|
|
01F88BOTTLING GROUP LLC
|
2014-03-15
|
6.95
|
Other Instrument - Corporates
|
$440.00
|
$469.18
|
|
01F88BOTTLING GROUP LLC
|
2015-06-15
|
4.125
|
Other Instrument - Corporates
|
$100.00
|
$106.70
|
|
01MISPETROLES MEXICANOS
|
2023-01-30
|
3.5
|
Other Instrument - MTN
|
$1,200.00
|
$1,099.92
|
|
01PR0ALLY FINANCIAL INC
|
2016-07-18
|
3.5
|
Other Instrument - Corporates
|
$3,150.00
|
$3,161.38
|
|
01RTKADR AMERICAL MOVIL
|
2040-03-30
|
6.125
|
Other Instrument - Corporates
|
$750.00
|
$823.84
|
|
01TC9TCI COMMUNICATIONS
|
2028-02-15
|
7.125
|
Other Instrument - Corporates
|
$1,000.00
|
$1,316.59
|
|
01TGMHCA THE HEALTHCARE
|
2016-02-15
|
6.5
|
Other Instrument - Corporates
|
$1,000.00
|
$1,119.97
|
|
02FOYYUM BRANDS INC COM
|
2019-09-15
|
5.3
|
Other Instrument - Corporates
|
$50.00
|
$57.42
|
|
02I84DIAGEO FINANCE B V
|
2015-01-15
|
3.25
|
Other Instrument - Corporates
|
$1,000.00
|
$1,038.93
|
|
02I8PROYAL BK OF CANADA
|
2013-09-03
|
0
|
Other Instrument - Corporates
|
$2,495.00
|
$3,405.18
|
|
02XUCPOPULAR ABS 2004-4
|
2034-09-25
|
5.0674
|
Other Instrument - Asset Backed Securities
|
$538.68
|
$556.34
|
|
01BDWBANK NY MELLON CORP
|
2017-06-20
|
1.969
|
Other Instrument - Corporates
|
$10.00
|
$10.06
|
|
01BFICHURCH & DWIGHT INC
|
2022-10-01
|
2.875
|
Other Instrument - Corporates
|
$350.00
|
$328.70
|
|
01BJ7HLTH CARE PROP INV.
|
2015-03-01
|
6
|
Other Instrument - Corporates
|
$350.00
|
$384.90
|
|
01BL4KIMBERLY-CLARK CORP
|
2018-11-01
|
7.5
|
Other Instrument - Corporates
|
$110.00
|
$141.11
|
|
01BNABNK OF AMERICA CORP
|
2014-06-15
|
5.375
|
Other Instrument - Corporates
|
$250.00
|
$262.73
|
|
01BTUVODAFONE GRP PLC,GB
|
2015-11-24
|
3.375
|
Other Instrument - Corporates
|
$700.00
|
$738.94
|
|
01BTYWAL MART STORES INC
|
2015-04-01
|
2.875
|
Other Instrument - Corporates
|
$1,290.00
|
$1,353.65
|
|
01BUHWEYERHAUSER COMPANY
|
2033-12-15
|
6.875
|
Other Instrument - Corporates
|
$200.00
|
$230.35
|
|
01CQ1NORTHERN TRUST CORP
|
2013-08-15
|
5.5
|
Other Instrument - Corporates
|
$500.00
|
$513.63
|
|
01DDHTALISMAN ENERGY INC
|
2019-06-01
|
7.75
|
Other Instrument - Corporates
|
$50.00
|
$61.64
|
|
01M78AMERIPRISE FINL INC
|
2019-06-28
|
7.3
|
Other Instrument - Corporates
|
$8,112.49
|
$10,226.46
|
|
01PQRCATERPLR FIN SRV CO
|
2019-02-15
|
7.15
|
Other Instrument - Corporates
|
$420.00
|
$536.70
|
|
01PR6BOEING CAPITAL CORP
|
2019-10-27
|
4.7
|
Other Instrument - Corporates
|
$150.00
|
$170.88
|
|
01R4LHOSPITALITY PROP TR
|
2022-08-15
|
5
|
Other Instrument - Corporates
|
$66,760.00
|
$66,976.97
|
|
01RD2SOUTHERN CALIFORNIA
|
2014-09-15
|
4.15
|
Other Instrument - Corporates
|
$100.00
|
$105.55
|
|
01W3WSUNTRUST BK ATLANTA
|
2017-12-01
|
5.45
|
Other Instrument - Corporates
|
$280.00
|
$313.35
|
|
01W7IAMERICAN TOWER CORP
|
2017-10-15
|
7
|
Other Instrument - Corporates
|
$40.00
|
$46.82
|
|
02GD2MACK-CALI REALTY,LP
|
2019-08-15
|
7.75
|
Other Instrument - Corporates
|
$720.00
|
$902.19
|
|
02ID7PLAINS ALL AMERICAN
|
2020-01-15
|
5.75
|
Other Instrument - Corporates
|
$900.00
|
$1,032.17
|
|
02JWEPFD GOOGLE INC SR A
|
2014-05-19
|
1.25
|
Other Instrument - Corporates
|
$1,340.00
|
$1,352.58
|
|
02K49AT&T BROADBAND CORP
|
2022-11-15
|
9.455
|
Other Instrument - Corporates
|
$2,000.00
|
$2,876.62
|
|
02XSECSCM MTGE TR SERIES
|
2017-02-15
|
5.517
|
Other Instrument - Commercial Mortgage-Backed Security
|
$129,290.00
|
$12,356.50
|
|
030GEACE SECURITIES CORP
|
2032-08-25
|
1.468
|
Other Instrument - Asset Backed Securities
|
$3,295.76
|
$3,085.63
|
|
01BDQBANK ONE CORPORATION
|
2015-04-01
|
4.9
|
Other Instrument - Corporates
|
$280.00
|
$301.73
|
|
01BE4BEAR STEARNS COS INC
|
2013-09-15
|
5.05
|
Other Instrument - Corporates
|
$10.00
|
$10.23
|
|
01BFHJP MORGAN CHASE & CO
|
2026-09-28
|
4
|
Other Instrument - Corporates
|
$150.00
|
$143.63
|
|
01BJ7PFD HCP INC SERIES E
|
2016-02-01
|
3.75
|
Other Instrument - Corporates
|
$400.00
|
$429.52
|
|
01BJ7PFD HCP INC SERIES E
|
2021-02-01
|
5.375
|
Other Instrument - Corporates
|
$200.00
|
$225.41
|
|
01BJSHSBC FNC CORP INTNTS
|
2014-01-15
|
2.5
|
Other Instrument - Corporates
|
$50.00
|
$50.06
|
|
01BLWLOWES COMPANIES, INC
|
2015-10-15
|
5
|
Other Instrument - Corporates
|
$200.00
|
$221.28
|
|
01BMQSCHERING-PLOUGH CORP
|
2013-12-01
|
5.3
|
Other Instrument - Corporates
|
$970.00
|
$994.04
|
|
01BNABANK OF AMERICA CORP
|
2015-03-16
|
4.2
|
Other Instrument - Corporates
|
$100.00
|
$104.81
|
|
01BQPDAIMLERCHRYSLER AUTO
|
2015-10-01
|
3.25
|
Other Instrument - Corporates
|
$200.00
|
$209.32
|
|
01BQPDAIMLERCHRYSLER AUTO
|
2022-04-01
|
4.95
|
Other Instrument - Corporates
|
$140.00
|
$142.43
|
|
01BSATHERMO ELECTRON CORP
|
2015-06-01
|
5
|
Other Instrument - Corporates
|
$100.00
|
$107.76
|
|
01C18CINCINNATI FIN CORP.
|
2028-05-15
|
6.9
|
Other Instrument - Corporates
|
$170.00
|
$195.30
|
|
01CTOPROTECTIVE LIFE CORP
|
2039-10-15
|
8.45
|
Other Instrument - Corporates
|
$1,360.00
|
$1,774.62
|
|
01DE3CANADIAN IMP BK COMM
|
2015-10-01
|
.9
|
Other Instrument - Corporates
|
$26,996.81
|
$27,041.35
|
|
01ENEHIGHWOODS PROPERTIES
|
2023-01-15
|
3.625
|
Other Instrument - Corporates
|
$950.00
|
$883.60
|
|
01F6JMORGAN STANLEY GROUP
|
2020-07-24
|
5.5
|
Other Instrument - Corporates
|
$1,000.00
|
$1,098.17
|
|
01F6JMORGAN STANLEY NOTES
|
2014-01-24
|
2.875
|
Other Instrument - Corporates
|
$1,580.00
|
$1,596.45
|
|
01FDOMETLIFE CAPITAL TR I
|
2015-06-15
|
5
|
Other Instrument - Corporates
|
$10.00
|
$10.82
|
|
01FLNLORILLARD TOBACCO CO
|
2019-06-23
|
8.125
|
Other Instrument - Corporates
|
$590.00
|
$725.47
|
|
01I8HAVALONBAY COMM, INC.
|
2023-03-15
|
2.85
|
Other Instrument - Corporates
|
$140.00
|
$129.99
|
|
01NB2WILLIS NORTH AMERICA
|
2017-03-28
|
6.2
|
Other Instrument - Corporates
|
$100.00
|
$113.15
|
|
01O01VERISK ANALYTICS INC
|
2019-01-15
|
4.875
|
Other Instrument - Corporates
|
$100.00
|
$110.75
|
|
01OQ7BANCO DE CREDITO DEL
|
2023-04-01
|
4.25
|
Other Instrument - CBND
|
$2,310.00
|
$2,169.48
|
|
01OQVSOUTHERN COPPER CORP
|
2035-07-27
|
7.5
|
Other Instrument - Corporates
|
$800.00
|
$833.20
|
|
01OZMANHEUSER BUSCH INBEV
|
2016-02-15
|
2.875
|
Other Instrument - Corporates
|
$350.00
|
$370.80
|
|
01OZMANHEUSER-BUSCH INBEV
|
2015-07-15
|
.8
|
Other Instrument - Corporates
|
$40.00
|
$40.11
|
|
01R82APPALACHIAN POWER CO
|
2013-08-16
|
.6491
|
Other Instrument - Corporates
|
$3,060.00
|
$3,064.47
|
|
01SMBBARCLAYS BANK PLC,GB
|
2019-05-22
|
6.75
|
Other Instrument - Corporates
|
$750.00
|
$905.86
|
|
01SUQTRANSCONTINENTAL GAS
|
2042-08-01
|
4.45
|
Other Instrument - Corporates
|
$3,600.00
|
$3,356.62
|
|
01UENBHP BILLITON FINANCE
|
2014-04-01
|
5.5
|
Other Instrument - Corporates
|
$250.00
|
$263.07
|
|
02GEHSIMON PROPERTY GROUP
|
2019-04-01
|
10.35
|
Other Instrument - Corporates
|
$490.00
|
$695.98
|
|
02GEHSIMON PROPERTY GROUP
|
2021-12-01
|
4.125
|
Other Instrument - Corporates
|
$640.00
|
$674.52
|
|
02GMZBANC OF AMERICA COMM
|
2042-11-10
|
5.1172
|
Other Instrument - Commercial Mortgage-Backed Security
|
$1,891.18
|
$2,639.42
|
|
02GMZBANC OF AMERICA COMM
|
2047-09-10
|
5.1852
|
Other Instrument - Commercial Mortgage-Backed Security
|
$86,479.00
|
$92,970.26
|
|
02I85NUSTAR LOGISTICS L P
|
2022-02-01
|
4.75
|
Other Instrument - Corporates
|
$3,000.00
|
$2,800.05
|
|
02IDVENDURANCE SPEC HLDGS
|
2015-10-15
|
6.15
|
Other Instrument - Corporates
|
$50.00
|
$55.34
|
|
02J0UENTERPRISE PROD OPER
|
2049-08-01
|
8.375
|
Other Instrument - Corporates
|
$77,730.00
|
$89,923.89
|
|
02J4ACASE NEW HOLLAND INC
|
2013-09-01
|
7.75
|
Other Instrument - Corporates
|
$1,300.00
|
$1,346.85
|
|
02JMIUNITED RENTALS NORTH
|
2022-04-15
|
7.625
|
Other Instrument - Corporates
|
$1,270.00
|
$1,450.91
|
|
02K4AACE INA HOLDINGS INC
|
2019-06-15
|
5.9
|
Other Instrument - Corporates
|
$840.00
|
$1,006.90
|
|
02KACVIRGIN MEDIA FINANCE
|
2019-10-15
|
8.375
|
Other Instrument - Corporates
|
$2,750.00
|
$3,051.56
|
|
02LVSPACIFIC GAS ELECTRIC
|
2041-12-15
|
4.5
|
Other Instrument - Corporates
|
$100.00
|
$98.05
|
|
02NPQARDAGH PACKAGING FIN
|
2020-11-15
|
7
|
Other Instrument - Corporates
|
$1,450.00
|
$1,453.30
|
|
030JKGMAC MTGE LOAN TRUST
|
2035-07-25
|
5.75
|
Other Instrument - CMOs
|
$20,120.96
|
$12,891.92
|
|
030M2RALI SERIES 2006-QS4
|
2036-04-25
|
6
|
Other Instrument - CMOs
|
$98,018.30
|
$78,285.08
|
|
030MRSTRUCTURED ASSET SEC
|
2036-05-25
|
.343
|
Other Instrument - Asset Backed Securities
|
$24,116.15
|
$21,274.07
|
|
01BCFCB ALLTEL CORPORATION
|
2029-05-01
|
6.8
|
Other Instrument - Corporates
|
$1,300.00
|
$1,583.35
|
|
01BCKAMERICAN EXPRESS COMP
|
2014-05-20
|
7.25
|
Other Instrument - Corporates
|
$50.00
|
$53.37
|
|
01BD1ANADARKA PETROLEUM CO
|
2014-03-15
|
7.625
|
Other Instrument - Corporates
|
$350.00
|
$374.73
|
|
01BD1ANADARKA PETROLEUM CO
|
2019-03-15
|
8.7
|
Other Instrument - Corporates
|
$750.00
|
$996.89
|
|
01BD6ARCHER-DANIELS MIDLAN
|
2038-01-15
|
6.45
|
Other Instrument - Corporates
|
$1,790.00
|
$2,127.57
|
|
01BETBURLINGTON NORTHERN S
|
2041-06-01
|
5.4
|
Other Instrument - Corporates
|
$1,550.00
|
$1,690.60
|
|
01BF1CAMPBELL SOUP COMPANY
|
2014-08-15
|
3.375
|
Other Instrument - Corporates
|
$850.00
|
$874.57
|
|
01BFGCENTURY TELEPHONE ENT
|
2025-12-01
|
7.2
|
Other Instrument - Corporates
|
$200.00
|
$205.65
|
|
01BFHJ P MORGAN CHASE & CO
|
2014-09-15
|
5.125
|
Other Instrument - Corporates
|
$100.00
|
$106.73
|
|
01BFLCLIFFS NATURAL RESOUR
|
2020-10-01
|
4.8
|
Other Instrument - Corporates
|
$750.00
|
$698.18
|
|
01BFMCOCA-COLA ENTERPRISES
|
2016-08-19
|
2
|
Other Instrument - Corporates
|
$500.00
|
$514.39
|
|
01BG3DOMINION RESOURCES IN
|
2019-08-15
|
5.2
|
Other Instrument - Corporates
|
$37,320.00
|
$43,446.74
|
|
01BGAE I DU PONT DE NEMOUR
|
2014-04-30
|
4.875
|
Other Instrument - Corporates
|
$450.00
|
$469.51
|
|
01BGAE I DU PONT DE NEMOUR
|
2023-02-15
|
2.8
|
Other Instrument - Corporates
|
$100.00
|
$95.25
|
|
01BGAE I DU PONT DE NEMOUR
|
2041-01-15
|
4.9
|
Other Instrument - Corporates
|
$2,310.00
|
$2,403.71
|
|
01BHDFEDERAL REALTY INV TR
|
2022-08-01
|
3
|
Other Instrument - Corporates
|
$640.00
|
$606.33
|
|
01BHXGCB FORD MOTOR COMPAN
|
2028-10-01
|
6.625
|
Other Instrument - Corporates
|
$400.00
|
$456.76
|
|
01BI8GENERAL DYNAMICS CORP
|
2017-11-15
|
1
|
Other Instrument - Corporates
|
$320.00
|
$311.02
|
|
01BI8GENERAL DYNAMICS CORP
|
2022-11-15
|
2.25
|
Other Instrument - Corporates
|
$200.00
|
$182.84
|
|
01BJ6HRPT PROPERTIES TRUST
|
2016-08-15
|
6.25
|
Other Instrument - Corporates
|
$30.00
|
$33.04
|
|
01BJFHEWLETT PACKARD CO,CA
|
2014-03-01
|
6.125
|
Other Instrument - Corporates
|
$630.00
|
$664.93
|
|
01BKHINTERNATIONAL PAPER C
|
2022-02-15
|
4.75
|
Other Instrument - Corporates
|
$1,240.00
|
$1,326.09
|
|
01BLPLINCOLN NATIONAL CORP
|
2015-06-15
|
4.3
|
Other Instrument - Corporates
|
$100.00
|
$106.57
|
|
01BLPLINCOLN NATIONAL CORP
|
2036-04-07
|
6.15
|
Other Instrument - Corporates
|
$1,300.00
|
$1,514.94
|
|
01BLPLINCOLN NATIONAL CORP
|
2037-10-09
|
6.3
|
Other Instrument - Corporates
|
$71,624.98
|
$85,324.69
|
|
01BLWLOWE'S COMPANIES, INC
|
2020-04-15
|
4.625
|
Other Instrument - Corporates
|
$1,000.00
|
$1,108.24
|
|
01BM9MARSH & MCLENNAN CO,I
|
2019-04-15
|
9.25
|
Other Instrument - Corporates
|
$2,031.65
|
$2,719.23
|
|
01BM9MARSH & MCLENNAN CORP
|
2033-08-01
|
5.875
|
Other Instrument - Corporates
|
$41,390.00
|
$46,703.44
|
|
01BMQGCB MERRILL LYNCH & C
|
2018-07-15
|
6.5
|
Other Instrument - Corporates
|
$910.00
|
$1,052.89
|
|
01BN7MURPHY OIL CORPORATIO
|
2042-12-01
|
5.125
|
Other Instrument - Corporates
|
$230.00
|
$208.70
|
|
01BNABANK OF AMERICA FUNDI
|
2015-04-01
|
4.5
|
Other Instrument - Corporates
|
$350.00
|
$373.13
|
|
01BNABANK OF AMERICA FUNDI
|
2018-05-01
|
5.65
|
Other Instrument - Corporates
|
$1,210.00
|
$1,377.64
|
|
01BNFTENET HEALTHCARE CORP
|
2018-11-01
|
6.25
|
Other Instrument - Corporates
|
$710.00
|
$773.46
|
|
01BNHNATIONAL SEMICONDUCTO
|
2015-04-15
|
3.95
|
Other Instrument - Corporates
|
$1,500.00
|
$1,582.29
|
|
01BNPNEWELL RUBBERMAID INC
|
2015-06-15
|
2
|
Other Instrument - Corporates
|
$200.00
|
$203.60
|
|
01BP1KONINKLIJKE PHILIPS E
|
2042-03-15
|
5
|
Other Instrument - Corporates
|
$500.00
|
$517.78
|
|
01BP8POTASH CORP OF SASKAT
|
2020-03-30
|
4.875
|
Other Instrument - Corporates
|
$120.00
|
$134.14
|
|
01BPAPRECISION CASTPARTS C
|
2023-01-15
|
2.5
|
Other Instrument - Corporates
|
$2,000.00
|
$1,861.28
|
|
01BPCPROGRESSIVE CORPORATI
|
2032-12-01
|
6.25
|
Other Instrument - Corporates
|
$200.00
|
$241.42
|
|
01BR9THE TRAVELERS COMP IN
|
2018-05-15
|
5.8
|
Other Instrument - Corporates
|
$450.00
|
$530.05
|
|
01BRDSTANLEY BLACK & DECKE
|
2022-11-01
|
2.9
|
Other Instrument - Corporates
|
$50.00
|
$47.52
|
|
01BT3UNITEDHEALTH GROUP IN
|
2014-08-15
|
5
|
Other Instrument - Corporates
|
$250.00
|
$267.16
|
|
01BTJUNITED STATES STEEL C
|
2017-06-01
|
6.05
|
Other Instrument - Corporates
|
$2,250.00
|
$2,379.56
|
|
01BTJUNITED STATES STEEL C
|
2037-06-01
|
6.65
|
Other Instrument - Corporates
|
$2,670.00
|
$2,272.39
|
|
01BTUVODAFONE GROUP PLC AD
|
2016-03-16
|
2.875
|
Other Instrument - Corporates
|
$260.00
|
$272.40
|
|
01BV9COMCAST CORP SPL A,PA
|
2039-07-01
|
6.55
|
Other Instrument - Corporates
|
$150.00
|
$181.63
|
|
01CDTCORPORACION AZUCARERA
|
2022-08-02
|
6.375
|
Other Instrument - CBND
|
$3,040.00
|
$3,090.76
|
|
01CPDNATIONAL RETAIL PROPE
|
2021-07-15
|
5.5
|
Other Instrument - Corporates
|
$350.00
|
$386.53
|
|
01D5BCBS CORP CLASS B COMM
|
2019-05-15
|
8.875
|
Other Instrument - Corporates
|
$1,790.00
|
$2,354.80
|
|
01EWKBAC CAPITAL TRUST XIV
|
2049-12-31
|
4
|
Other Instrument - Corporates
|
$720.00
|
$608.48
|
|
01F6JMORGAN STANLEY DEAN W
|
2023-02-25
|
3.75
|
Other Instrument - Corporates
|
$35,783.18
|
$34,962.67
|
|
01F70DEVELOPERS DIVERSIFIE
|
2020-09-01
|
7.875
|
Other Instrument - Corporates
|
$590.00
|
$723.51
|
|
01F7TCHESAPEAKE ENERGY COR
|
2020-08-15
|
6.625
|
Other Instrument - Corporates
|
$250.00
|
$280.76
|
|
01FDOMETLIFE CAPITAL TRUST
|
2019-02-15
|
7.717
|
Other Instrument - Corporates
|
$800.00
|
$1,039.69
|
|
01FLNLORILLARD TOBACCO COM
|
2020-05-01
|
6.875
|
Other Instrument - Corporates
|
$760.00
|
$888.84
|
|
01FSITYCO INTERNATIONAL GR
|
2015-10-15
|
3.375
|
Other Instrument - Corporates
|
$100.00
|
$104.90
|
|
01FURCAMDEN PROPERTY TRUST
|
2021-06-15
|
4.625
|
Other Instrument - Corporates
|
$1,270.00
|
$1,352.44
|
|
01GOBAI BABCOCK & BROWN AI
|
2033-11-14
|
.5417
|
Other Instrument - ABS
|
$97,079.98
|
$82,517.99
|
|
01GZ9DAIMLER CHRYSLER NA H
|
2013-11-15
|
6.5
|
Other Instrument - Corporates
|
$880.00
|
$906.75
|
|
01KNDCB RICHARD ELLIS SERV
|
2020-10-15
|
6.625
|
Other Instrument - Corporates
|
$6,917.91
|
$7,485.23
|
|
01KQ9GOLDMAN SACHS GROUP I
|
2017-01-18
|
2
|
Other Instrument - Corporates
|
$100.00
|
$100.07
|
|
01KS9AKTIEBOLAGET SVENSK E
|
2014-02-05
|
0
|
Other Instrument - CBND
|
$1,245.00
|
$1,712.87
|
|
01KUWCENTRAIS ELETRICAS BR
|
2019-07-30
|
6.875
|
Other Instrument - CBND
|
$3,000.00
|
$3,205.79
|
|
01M2QDUN & BRADSTREET CORP
|
2015-11-15
|
2.875
|
Other Instrument - Corporates
|
$730.00
|
$753.53
|
|
01OWJTRANSOCEAN SEDCO FORE
|
2021-12-15
|
6.375
|
Other Instrument - Corporates
|
$230.00
|
$262.19
|
|
01P82COOPERATIEVE CENTRALE
|
2015-10-13
|
2.125
|
Other Instrument - Corporates
|
$1,400.00
|
$1,445.45
|
|
01PQRCAPITAL ONE FINANCIAL
|
2014-05-23
|
7.375
|
Other Instrument - Corporates
|
$100.00
|
$106.68
|
|
01PR0GENERAL ELEC CAPT COR
|
2015-03-04
|
4.875
|
Other Instrument - Corporates
|
$1,050.00
|
$1,138.09
|
|
01PRBTOYOTA MOTOR CREDIT C
|
2015-02-17
|
1
|
Other Instrument - Corporates
|
$2,500.00
|
$2,531.61
|
|
01PRBTOYOTA MOTOR CREDIT C
|
2017-01-12
|
2.05
|
Other Instrument - Corporates
|
$280.00
|
$284.89
|
|
01QV2VERIZON WIRELESS CAPI
|
2013-11-15
|
7.375
|
Other Instrument - Corporates
|
$2,150.00
|
$2,223.89
|
|
01R4L HOSPITALITY PROPERT
|
2017-03-15
|
5.625
|
Other Instrument - Corporates
|
$640.00
|
$710.11
|
|
01R82APPALACHIAN POWER COM
|
2038-04-01
|
7
|
Other Instrument - Corporates
|
$84,638.04
|
$105,198.60
|
|
01RAUCRDT SUISSE BOSTON IN
|
2014-01-15
|
5.125
|
Other Instrument - Corporates
|
$450.00
|
$470.17
|
|
01RCWLIBERTY PROPERTY LIMI
|
2020-10-01
|
4.75
|
Other Instrument - Corporates
|
$1,270.00
|
$1,368.07
|
|
01RCWLRY 7.500 01/15/18
|
2018-01-15
|
7.5
|
Other Instrument - Corporates
|
$200.00
|
$240.73
|
|
01RD2SOUTHERN CALIFORNIA E
|
2035-04-01
|
5.75
|
Other Instrument - Corporates
|
$280.00
|
$326.66
|
|
01RDQHARTFORD FINANCIAL SE
|
2018-03-15
|
6.3
|
Other Instrument - Corporates
|
$400.00
|
$472.79
|
|
01RDQHARTFORD FINL SEVR GR
|
2036-10-15
|
5.95
|
Other Instrument - Corporates
|
$650.00
|
$734.97
|
|
01RTKADR AMERICA MOVIL S.A
|
2017-11-15
|
5.625
|
Other Instrument - Corporates
|
$530.00
|
$614.36
|
|
01RV1FMC TECHNOLOGIES, INC
|
2022-10-01
|
3.45
|
Other Instrument - Corporates
|
$190.00
|
$181.02
|
|
01S0PREYNOLDS GROUP ISSUER
|
2019-08-15
|
9.875
|
Other Instrument - Corporates
|
$1,630.00
|
$1,764.48
|
|
01S4DFREMF 2013 K24 MORTGA
|
2045-11-25
|
.15
|
Other Instrument - Commercial Mortgage-Backed Security
|
$7,109,044.26
|
$73,712.25
|
|
01SLYCANADIAN BATL RAILWAY
|
2019-03-01
|
5.55
|
Other Instrument - Corporates
|
$570.00
|
$680.66
|
|
01SLYCANADIAN NATIONAL RAI
|
2014-01-15
|
4.95
|
Other Instrument - Corporates
|
$250.00
|
$255.59
|
|
01T89PRINCIPAL FINANCIAL G
|
2023-05-15
|
3.125
|
Other Instrument - Corporates
|
$170.00
|
$163.12
|
|
01TGMHCA THE HEALTHCARE CO
|
2015-01-15
|
6.375
|
Other Instrument - Corporates
|
$2,500.00
|
$2,653.96
|
|
01TJWDISCOVER BK GREENWOOD
|
2016-05-31
|
1.25
|
Other Instrument - Corporates
|
$300.00
|
$302.67
|
|
01TUQNATIONAL-OILWELL, INC
|
2022-12-01
|
2.6
|
Other Instrument - Corporates
|
$2,940.00
|
$2,776.74
|
|
01XW8EASYGROWTH TREASURY R
|
2015-02-15
|
0
|
Other Instrument - Sovereign
|
$630.00
|
$624.89
|
|
01Y9PNEXTERA ENERGY CAPITA
|
2015-06-01
|
1.2
|
Other Instrument - Corporates
|
$30.00
|
$30.16
|
|
022VVBP CAPITAL MARKETS P.
|
2021-11-01
|
3.561
|
Other Instrument - Corporates
|
$100.00
|
$101.80
|
|
022VVBP CAPITAL MARKETS P.
|
2022-11-06
|
2.5
|
Other Instrument - Corporates
|
$650.00
|
$597.81
|
|
022VVBP CAPITAL MARKETS PL
|
2013-11-07
|
5.25
|
Other Instrument - Corporates
|
$980.00
|
$1,004.77
|
|
0232FARCELORMITTAL CLASS A
|
2020-08-05
|
5.75
|
Other Instrument - Corporates
|
$1,600.00
|
$1,660.98
|
|
0238TPIONEER NATURAL RESOU
|
2022-07-15
|
3.95
|
Other Instrument - Corporates
|
$1,270.00
|
$1,258.40
|
|
026QENORTH ATLANTIC TRADIN
|
2016-07-15
|
11.5
|
Other Instrument - Corporates
|
$11,296.39
|
$11,918.95
|
|
02AGWACCESS MIDSTREAM PART
|
2023-05-15
|
4.875
|
Other Instrument - Corporates
|
$100.00
|
$95.25
|
|
02BNKJUDICIARY OFFICE BLDG
|
2024-02-15
|
0
|
Government Agency Debt
|
$200.00
|
$134.07
|
|
02G13HOST HOTELS & RESORTS
|
2023-03-01
|
4.75
|
Other Instrument - Corporates
|
$40,410.00
|
$41,592.17
|
|
02G54GOLDMAN SACHS GROUP I
|
2015-01-15
|
5.35
|
Other Instrument - Corporates
|
$140.00
|
$152.71
|
|
02G54GOLDMAN SACHS GRP INC
|
2022-08-15
|
5
|
Other Instrument - Corporates
|
$40.00
|
$42.08
|
|
02G54GOLDMAN SACHS GRP INC
|
2039-05-16
|
5.75
|
Other Instrument - Corporates
|
$10.00
|
$10.16
|
|
02GFQSENIOR HOUSING PROPER
|
2016-01-15
|
4.3
|
Other Instrument - Corporates
|
$640.00
|
$667.37
|
|
02GJQAMERICAN CREDIT AUTOM
|
2020-02-10
|
3.82
|
Other Instrument - Asset Backed Securities
|
$27,579.09
|
$28,350.22
|
|
02GJWC BASS TRUST 1999 CB1
|
2033-01-25
|
2.443
|
Other Instrument - Asset Backed Securities
|
$22,071.00
|
$18,648.65
|
|
02GK2CSFB MTG BACKED TRUST
|
2040-12-15
|
5.23
|
Other Instrument - Commercial Mortgage-Backed Security
|
$422.78
|
$457.92
|
|
02GMZBANC OF AMERICA COMME
|
2041-11-10
|
4.542
|
Other Instrument - Commercial Mortgage-Backed Security
|
$62.46
|
$64.86
|
|
02H54H.J. HEINZ FINANCE CO
|
2032-03-15
|
6.75
|
Other Instrument - Corporates
|
$500.00
|
$535.25
|
|
02HJ5RIO TINTO FINANCE USA
|
2021-09-20
|
3.75
|
Other Instrument - Corporates
|
$370.00
|
$375.49
|
|
02HYLCRH AMERICAN INC 7.64
|
2018-07-15
|
8.125
|
Other Instrument - Corporates
|
$280.00
|
$340.42
|
|
02I11VENTAS REALTY LIMITED
|
2015-11-30
|
3.125
|
Other Instrument - Corporates
|
$2,840.00
|
$2,979.29
|
|
02I11VENTAS REALTY LTD PAR
|
2022-03-01
|
4.25
|
Other Instrument - Corporates
|
$2,910.00
|
$2,993.63
|
|
02I6OAI CHS COMMUNITY HEAL
|
2020-07-15
|
7.125
|
Other Instrument - Corporates
|
$170.00
|
$174.79
|
|
02IK0ASPEN INSURANCE HOLDI
|
2020-12-15
|
6
|
Other Instrument - Corporates
|
$100.00
|
$112.72
|
|
02J3TREYNOLDS AMERICAN INC
|
2042-11-01
|
4.75
|
Other Instrument - Corporates
|
$400.00
|
$366.71
|
|
02JGFSNDERS CRS EXCHANGE L
|
2023-10-01
|
.45
|
Other Instrument - CBND
|
$1,100.00
|
$1,100.41
|
|
02JPDCITY OF VERONA WISCON
|
2013-10-24
|
8.75
|
Other Instrument - Corporates
|
$100.00
|
$103.61
|
|
02JPMBERKSHIRE HATHAWAY FI
|
2013-10-15
|
4.625
|
Other Instrument - Corporates
|
$1,350.00
|
$1,380.35
|
|
02K67PRNCL LFE INCM FNDG T
|
2014-04-15
|
5.1
|
Other Instrument - Corporates
|
$140.00
|
$145.98
|
|
02KDVRADNET MANAGEMENT INC
|
2018-04-01
|
10.375
|
Other Instrument - Corporates
|
$340.00
|
$373.86
|
|
02KK8DUKES WEEKS REALTY LI
|
2020-03-15
|
6.75
|
Other Instrument - Corporates
|
$950.00
|
$1,117.49
|
|
02KMYREGIONS FINANCIAL COR
|
2014-11-10
|
7.75
|
Other Instrument - Corporates
|
$810.00
|
$888.22
|
|
02MD2AMERICAN INTERNATIONA
|
2015-03-20
|
3
|
Other Instrument - Corporates
|
$100.00
|
$103.55
|
|
02MD2AMERICAN INTERNATIONA
|
2020-12-15
|
6.4
|
Other Instrument - Corporates
|
$19,090.00
|
$22,701.85
|
|
02MD2AMERICAN INTL GRP INC
|
2037-11-15
|
6.82
|
Other Instrument - Corporates
|
$1,000.00
|
$1,189.11
|
|
02MD6THE ROYAL BANK OF SCO
|
2013-08-23
|
3.4
|
Other Instrument - Corporates
|
$150.00
|
$152.49
|
|
02MEVFEDERAL HOME LN MTG C
|
2022-01-25
|
1.603
|
Other Instrument - CMO
|
$83,616.39
|
$82,198.77
|
|
02XNDHLSS SERVICER ADVANCE
|
2043-10-15
|
1.34
|
Other Instrument - Asset Backed Securities
|
$40,000.00
|
$40,059.82
|
|
02XRYALLY AUTO RECEIVABLES
|
2016-08-15
|
.85
|
Other Instrument - Asset Backed Securities
|
$30,697.15
|
$30,763.36
|
|
02XTEHSI ASSET SEC CORP TR
|
2035-08-25
|
.653
|
Other Instrument - Asset Backed Securities
|
$17,546.27
|
$16,105.21
|
|
02XU2MERRILL LYNCH MORTGAG
|
2035-11-25
|
2.2575
|
Other Instrument - CMOs
|
$17,263.32
|
$16,315.75
|
|
02XU9NCUA GUARANTEED NOTES
|
2020-10-07
|
.6448
|
Other Instrument - Collateralized Debt Obligation
|
$535.94
|
$545.89
|
|
02XUENEW CENTURY HME EQUIT
|
2035-06-25
|
.683
|
Other Instrument - Asset Backed Securities
|
$19,966.52
|
$14,633.44
|
|
02ZMNANHEUSER-BUSCH COMPAN
|
2014-01-15
|
4.95
|
Other Instrument - Corporates
|
$150.00
|
$153.32
|
|
02ZMNCB ANHEUSER-BUSCH COS
|
2027-12-15
|
6.75
|
Other Instrument - Corporates
|
$150.00
|
$185.77
|
|
030GAASSET BACKED CERTIFIC
|
2035-02-25
|
.943
|
Other Instrument - Asset Backed Securities
|
$13,386.80
|
$12,294.47
|
|
030GSBANC OF AMERICA FUNDI
|
2046-12-20
|
2.585
|
Other Instrument - CMOs
|
$11,441.96
|
$11,586.55
|
|
030HLCITIGROUP COMM MTG TR
|
2043-05-15
|
4.639
|
Other Instrument - Commercial Mortgage-Backed Security
|
$8.43
|
$8.50
|
|
030IQDBUBS 2O11 LC1 MTG TR
|
2044-07-12
|
3.386
|
Other Instrument - Commercial Mortgage-Backed Security
|
$1,000.00
|
$1,050.88
|
|
030JYCSFB HOME EQUTIY ASSE
|
2036-02-25
|
.643
|
Other Instrument - Asset Backed Securities
|
$20,000.00
|
$12,688.48
|
|
030K7INDYMAC INDX MTGE LOA
|
2036-11-25
|
5.1069
|
Other Instrument - CMOs
|
$41,034.08
|
$35,546.52
|
|
030KCJP MORGAN CHASE COMCL
|
2044-12-15
|
5.1998
|
Other Instrument - Commercial Mortgage-Backed Security
|
$1,250.00
|
$1,351.95
|
|
030LKSTUDENT LNASSET BACKE
|
2046-04-25
|
.993
|
Other Instrument - Asset Backed Securities
|
$104,839.84
|
$107,346.66
|
|
030LMOPTION ONE MTGE LN TR
|
2037-01-25
|
.293
|
Other Instrument - Asset Backed Securities
|
$28,015.05
|
$16,069.80
|
|
03242US AIRWAYS PT TRUST 2
|
2027-05-15
|
3.95
|
Other Instrument - Corporates
|
$15,000.00
|
$14,509.33
|
|
032M5FREDDIE MAC STRUCTURE
|
2048-07-25
|
4.4355
|
Other Instrument - Commercial Mortgage-Backed Security
|
$70,813.31
|
$72,318.39
|
|
032M5FREMF 2010-K7 MTGE TR
|
2020-05-25
|
.1
|
Other Instrument - Commercial Mortgage-Backed Security
|
$867,240.47
|
$4,395.80
|
|
032M6FREMF 2013-K712 MTG T
|
2019-12-25
|
3.4825
|
Other Instrument - Commercial Mortgage-Backed Security
|
$38,307.96
|
$33,689.76
|
|
032UACWALT INC ALTERN LOAN
|
2046-03-10
|
3.613
|
Other Instrument - Commercial Mortgage-Backed Security
|
$3,000.00
|
$2,729.46
|
|
033HCEXETER AUTOMOBILE REC
|
2019-10-15
|
5.05
|
Other Instrument - ABS
|
$30,400.00
|
$29,830.93
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-07
Item 37. Does the security have a Demand Feature?
Yes
|
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
|
Wells Fargo Securities, LLC
|
N/A
|
N/A
|
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$2,500,000.00
Item 41. The total current amortized cost, to the nearest cent:
$2,500,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.3%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$2,500,381.05
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$2,500,381.05
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Mizuho Funding LLC
Item 27. The title of the issue (including coupon or yield):
Mizuho Funding LLC, 0.230%, 8/1/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
60688FV14
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Financial Company Commercial Paper
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of 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 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-01
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$2,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$2,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.84%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$2,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$2,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Credit Suisse, Zurich
Item 27. The title of the issue (including coupon or yield):
Credit Suisse, Zurich, 0.250%, 9/13/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
22550D2G3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Certificate of Deposit
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of 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 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-09-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-09-13
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$4,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$4,000,142.66
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
3.68%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$4,000,440.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$4,000,440.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Erste Abwicklungsanstalt
Item 27. The title of the issue (including coupon or yield):
Erste Abwicklungsanstalt, 0.235%, 9/30/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
29604CWW8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other Commercial Paper
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of 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 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-09-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-09-30
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$1,800,000.00
Item 41. The total current amortized cost, to the nearest cent:
$1,799,295.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.66%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$1,799,424.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$1,799,424.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Kells Funding, LLC
Item 27. The title of the issue (including coupon or yield):
Kells Funding, LLC, 0.260%, 8/15/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
48802QBY6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Asset Backed Commercial Paper
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of 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 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-15
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
Yes
|
Guarantor
|
Designated NRSRO(s) for the Guarantee or Guarantor
|
Credit rating of the Guarantor
|
|
FMS Wertmanagement AoR
|
N/A
|
N/A
|
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$5,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$4,999,494.44
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
4.6%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$4,999,750.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$4,999,750.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Sumitomo Mitsui Banking Corp.
Item 27. The title of the issue (including coupon or yield):
Sumitomo Mitsui Banking Corp., 0.240%, 10/11/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
86562CRF1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Certificate of Deposit
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of 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 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-10-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-10-11
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$1,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$1,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.92%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$1,000,020.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$1,000,020.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Sumitomo Mitsui Banking Corp.
Item 27. The title of the issue (including coupon or yield):
Sumitomo Mitsui Banking Corp., 0.240%, 10/7/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
86562CQJ4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Certificate of Deposit
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of 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 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-10-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-10-07
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$2,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$2,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.84%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$2,000,040.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$2,000,040.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Mizuho Bank Ltd.
Item 27. The title of the issue (including coupon or yield):
Mizuho Bank Ltd., 0.230%, 8/22/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
60688RGX5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Certificate of Deposit
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of 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 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-22
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$1,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$1,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.92%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$1,000,030.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$1,000,030.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
J.P. Morgan Securities LLC
Item 27. The title of the issue (including coupon or yield):
J.P. Morgan Securities LLC, 0.290%, 8/26/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
466999000
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
|
AHM
|
2047-03-25
|
2.0784
|
Other Instrument - CMOs
|
$2,437,299.32
|
$418,909.28
|
|
RALI
|
2045-12-25
|
2.53078
|
Other Instrument - CMOs
|
$553,851.69
|
$27,013.83
|
|
WAMU
|
2035-10-25
|
2.42627
|
Other Instrument - CMOs
|
$18,530.42
|
$4,020.84
|
|
CWALT
|
2035-11-20
|
2.2978
|
Other Instrument - CMOs
|
$525,830.13
|
$45,573.69
|
|
AHM200602
|
2046-07-25
|
2.3295
|
Other Instrument - Asset Backed Securities
|
$540,036.83
|
$38,857.34
|
|
JPMMT2007-A6
|
2037-12-25
|
.32477
|
Other Instrument - CMOs
|
$173,058.75
|
$1,404.15
|
|
JPMMT2007-S3
|
2037-08-25
|
0
|
Other Instrument - CMOs
|
$2,064.45
|
$657.88
|
|
SARM04-10 B1
|
2034-08-25
|
.89003
|
Other Instrument - CMOs
|
$50,737.42
|
$4,686.29
|
|
SARM04-20 B1
|
2035-01-25
|
.71003
|
Other Instrument - CMOs
|
$26,587.80
|
$652.56
|
|
SASC06-3H B1
|
2035-12-25
|
4.85854
|
Other Instrument - CMOs
|
$15,133.42
|
$1,167.33
|
|
BSMF 2006-AR5
|
2046-12-25
|
.5
|
Other Instrument - Asset Backed Securities
|
$134,805.34
|
$3,072.69
|
|
RAST05-A14 PO
|
2035-12-25
|
0
|
Other Instrument - CMOs
|
$1,410.87
|
$834.86
|
|
AHMA 2006-6 XP
|
2046-12-25
|
2.09149
|
Other Instrument - CMOs
|
$240,773.27
|
$17,643.09
|
|
AHMA 2007-5 XP
|
2047-06-25
|
2.82012
|
Other Instrument - CMOs
|
$1,803,568.70
|
$220,232.17
|
|
ARC 2002 BC1 B
|
2032-01-25
|
2.24003
|
Other Instrument - Asset Backed Securities
|
$603.04
|
$70.19
|
|
HMBT 2005-2 B4
|
2025-05-25
|
2.24003
|
Other Instrument - Asset Backed Securities
|
$3,661.54
|
$6.60
|
|
SAIL 2005-9 M2
|
2035-11-25
|
.64003
|
Other Instrument - Asset Backed Securities
|
$6,250.00
|
$161.03
|
|
AHMA 2006-2 XBI
|
2046-09-25
|
2.3295
|
Other Instrument - Asset Backed Securities
|
$754,769.04
|
$46,259.68
|
|
ARC 2002 BC1 M2
|
2032-01-25
|
1.29003
|
Other Instrument - Asset Backed Securities
|
$6,304.01
|
$477.20
|
|
BOAA 2006-5 2A2
|
2046-06-25
|
6.95997
|
Other Instrument - CMOs
|
$34,731.78
|
$7,759.52
|
|
BSMF 2006-SL3 A
|
2036-10-25
|
.35003
|
Other Instrument - Asset Backed Securities
|
$10,041.22
|
$6,330.50
|
|
BSMF 2006-SL4 A
|
2036-11-25
|
.34003
|
Other Instrument - Asset Backed Securities
|
$42,486.94
|
$22,368.60
|
|
CWHL 2004-J2 B1
|
2034-03-25
|
5.5
|
Other Instrument - CMOs
|
$7,222.14
|
$5,911.75
|
|
HVMLT 2005-3 X2
|
2035-06-19
|
2.24596
|
Other Instrument - CMOs
|
$731,765.70
|
$52,789.02
|
|
IMSA 2006-4 A2C
|
2037-01-25
|
.45003
|
Other Instrument - Asset Backed Securities
|
$259,490.87
|
$84,038.58
|
|
MALT 2005-6 2A2
|
2035-12-25
|
6.85997
|
Other Instrument - CMOs
|
$170,672.66
|
$56,884.48
|
|
MLMI 2006-A4 1A
|
2036-07-25
|
.39153
|
Other Instrument - CMOs
|
$10,285.03
|
$5,584.27
|
|
RALI 2007-QH8 X
|
2037-10-25
|
.99126
|
Other Instrument - CMOs
|
$2,145.40
|
$25,543.18
|
|
SAIL 2003-BC7 B
|
2033-07-25
|
3.19003
|
Other Instrument - Asset Backed Securities
|
$127.04
|
$14.29
|
|
SAMI 2006-AR7 X
|
2036-08-25
|
.9
|
Other Instrument - Asset Backed Securities
|
$323,824.91
|
$12,528.53
|
|
SAMI 2006-AR8 X
|
2036-10-25
|
.4
|
Other Instrument - Asset Backed Securities
|
$214,893.47
|
$3,530.63
|
|
BSMF 2006-SL5 1A
|
2036-12-25
|
.34003
|
Other Instrument - Asset Backed Securities
|
$14,873.86
|
$8,420.79
|
|
BSMF 2007-SL1 1A
|
2037-03-25
|
.35003
|
Other Instrument - Asset Backed Securities
|
$15,009.15
|
$7,732.47
|
|
GPMF 2005-AR3 X1
|
2045-08-25
|
2.56146
|
Other Instrument - CMOs
|
$283,142.02
|
$24,581.44
|
|
GPMF 2005-AR4 X4
|
2045-10-25
|
2.40402
|
Other Instrument - CMO
|
$655,171.36
|
$44,268.36
|
|
JPMMT 2005-S1 B1
|
2035-01-25
|
6.19516
|
Other Instrument - CMOs
|
$212.72
|
$8.28
|
|
RALI 2006-QO1 X2
|
2046-02-25
|
2.61733
|
Other Instrument - CMOs
|
$1,583.39
|
$166.85
|
|
RALI 2006-QO5 XN
|
2046-05-25
|
1.85852
|
Other Instrument - Asset Backed Securities
|
$247,299.83
|
$17,272.20
|
|
RALI 2006-QO7 X1
|
2046-09-25
|
.9
|
Other Instrument - Asset Backed Securities
|
$665,672.25
|
$28,185.83
|
|
RALI 2006-QO7 X2
|
2046-09-25
|
1.27
|
Other Instrument - Asset Backed Securities
|
$733,685.98
|
$42,984.34
|
|
RALI 2006-QO7 X3
|
2046-09-25
|
1.5
|
Other Instrument - Asset Backed Securities
|
$352,943.10
|
$24,040.77
|
|
RALI 2007-QS3 AV
|
2037-02-25
|
.31801
|
Other Instrument - CMOs
|
$218,474.96
|
$2,884.85
|
|
SAMI 2006-AR6 R1
|
2046-07-25
|
1
|
Other Instrument - Asset Backed Securities
|
$144,695.98
|
$6,405.14
|
|
SAMI 2007-AR4 X2
|
2047-09-25
|
.5
|
Other Instrument - Asset Backed Securities
|
$168,785.43
|
$4,210.50
|
|
SASC 2004-18H B1
|
2034-10-25
|
4.77
|
Other Instrument - CMOs
|
$20,172.44
|
$8,767.21
|
|
BSABS 2007-AC2 A2
|
2037-03-25
|
6
|
Other Instrument - Asset Backed Securities
|
$180,802.44
|
$93,513.74
|
|
BSMF 2006-AR2 1YC
|
2046-09-25
|
.7
|
Other Instrument - Asset Backed Securities
|
$92,397.96
|
$3,039.04
|
|
CSFB 2004-AR1 6M2
|
2034-02-25
|
1.79003
|
Other Instrument - Asset Backed Securities
|
$11,271.58
|
$1,630.01
|
|
CWALT 2006-OA12 X
|
2046-09-20
|
2.57826
|
Other Instrument - CMOs
|
$897,010.11
|
$67,713.72
|
|
CWALT 2006-OA2 X1
|
2046-05-20
|
6.43355
|
Other Instrument - CMOs
|
$894,428.43
|
$70,325.42
|
|
CWALT 2006-OA21 X
|
2047-03-20
|
2.58212
|
Other Instrument - CMOs
|
$584,557.72
|
$54,586.33
|
|
CWALT 2007-OA10 X
|
2047-09-25
|
2
|
Other Instrument - Asset Backed Securities
|
$189,384.52
|
$16,334.71
|
|
CWHL 2004-HYB4 B1
|
2034-09-20
|
2.55978
|
Other Instrument - CMOs
|
$1,479.35
|
$186.03
|
|
GPMF 2005-AR5 2X1
|
2045-11-25
|
2.56269
|
Other Instrument - CMOs
|
$214,104.32
|
$16,975.83
|
|
INDX 2005-AR14 1X
|
2035-07-25
|
0
|
Other Instrument - CMO
|
$668,013.75
|
$50,164.16
|
|
JPMMT 2006-A2 2B3
|
2034-08-25
|
2.82872
|
Other Instrument - CMOs
|
$9,770.29
|
$1,531.95
|
|
RALI 2005-QS15 AP
|
2035-10-25
|
0
|
Other Instrument - CMOs
|
$20,520.53
|
$11,922.86
|
|
RAST 2006-A5CB AX
|
2036-06-25
|
6.25
|
Other Instrument - CMOs
|
$2,946.10
|
$663.41
|
|
SAMI 2006-AR7 A11
|
2036-08-25
|
.49003
|
Other Instrument - Asset Backed Securities
|
$125,000.00
|
$32,904.63
|
|
WMALT 2006-AR9 2A
|
2046-11-25
|
1.00916
|
Other Instrument - CMOs
|
$68,145.47
|
$35,834.22
|
|
BALTA 2006-R1 2E13
|
2036-08-25
|
2.58202
|
Other Instrument - CMO
|
$31,089.09
|
$12,880.97
|
|
CWALT 2006-45T1 1X
|
2037-02-25
|
.45358
|
Other Instrument - CMOs
|
$1,366,799.06
|
$22,653.32
|
|
SASC 2003-26A B1II
|
2033-09-25
|
2.61309
|
Other Instrument - CMOs
|
$66,867.95
|
$39,550.76
|
|
WMALT 2005-10 4CB4
|
2035-12-25
|
4.95997
|
Other Instrument - CMOs
|
$230,295.63
|
$37,009.63
|
|
SAMI TRUST 2007-AP6
|
2047-08-25
|
.5
|
Other Instrument - Asset Backed Securities
|
$162,146.93
|
$3,894.34
|
|
SASC 2004-21XS 1-M1
|
2034-12-25
|
5.36
|
Other Instrument - Asset Backed Securities
|
$58,986.82
|
$21,843.50
|
|
144A JPMCC 2008-C2 E
|
2051-02-12
|
6.57344
|
Other Instrument - Commercial Mortgage-Backed Security
|
$38,756.25
|
$444.53
|
|
144A JPMCC 2008-C2 F
|
2051-02-12
|
6.57344
|
Other Instrument - Commercial Mortgage-Backed Security
|
$22,381.25
|
$197.53
|
|
144A JPMCC 2008-C2 J
|
2051-02-12
|
6.57344
|
Other Instrument - Commercial Mortgage-Backed Security
|
$51,087.50
|
$178.13
|
|
144A JPMCC 2008-C2 K
|
2051-02-12
|
6.57344
|
Other Instrument - Commercial Mortgage-Backed Security
|
$51,081.25
|
$178.11
|
|
144A SACO 1997-2 2B4
|
2033-11-25
|
0
|
Other Instrument - CMOs
|
$906.55
|
$828.06
|
|
CITIGROUP MORTGAGE LOAN
|
2034-09-25
|
2.80541
|
Other Instrument - CMOs
|
$14,221.08
|
$6,611.15
|
|
144A J.P. MORGAN MBS, SE
|
2044-09-28
|
4.2544
|
Other Instrument - CMO
|
$43,486.20
|
$40,758.50
|
|
HOMEBANC MORTGAGE TRUST 20
|
2047-04-25
|
.644
|
Other Instrument - CMOs
|
$159,266.36
|
$417.83
|
|
INDY MAC INDX 2007-AR13 CL
|
2037-07-01
|
3.19842
|
Other Instrument - CMOs
|
$38,072.45
|
$22,369.76
|
|
LUMINENT MORTGAGE TRUST 20
|
2036-05-25
|
1
|
Other Instrument - Asset Backed Securities
|
$361,709.53
|
$13,890.65
|
|
PRIME MTGE LOAN TRUST 2006
|
2035-02-25
|
1.24003
|
Other Instrument - Asset Backed Securities
|
$4,343.75
|
$79.14
|
|
PRIME MTGE LOAN TRUST 2006
|
2035-02-25
|
2.09003
|
Other Instrument - Asset Backed Securities
|
$6,200.00
|
$102.67
|
|
SAMI TRUST 2006-AR3 (S63M
|
2036-04-25
|
1
|
Other Instrument - Asset Backed Securities
|
$418,560.41
|
$16,518.44
|
|
CMO BEAR STEARNS STRUCTURED
|
2036-08-25
|
7
|
Other Instrument - Asset Backed Securities
|
$3,365.20
|
$3,215.00
|
|
RES SECURITIZATION 2003-A11
|
2033-11-25
|
5.75
|
Other Instrument - CMOs
|
$7,920.91
|
$4,255.29
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-07
Item 37. Does the security have a Demand Feature?
Yes
|
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
|
J.P. Morgan Securities LLC
|
N/A
|
N/A
|
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$2,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$2,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.84%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$2,000,028.88
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$2,000,028.88
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Barclays Capital, Inc.
Item 27. The title of the issue (including coupon or yield):
Barclays Capital, Inc., 0.360%, 10/9/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
068992007
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
|
01D27ISHARES
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$376.67
|
$118.53
|
|
01EINISHARES
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$214,026.66
|
$234,984.81
|
|
01FICISHARES
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$54,333.33
|
$6,813.40
|
|
01KSZISHARES
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$6,333.33
|
$2,408.60
|
|
01KTFISHARES
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$13,776.67
|
$6,729.90
|
|
01LDMISHARES
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$28,333.33
|
$10,395.50
|
|
01M2LISHARES
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$11,236.67
|
$8,591.56
|
|
01MJ7ISHARES
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$42,356.67
|
$22,144.07
|
|
01MLAISHARES
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$16,966.67
|
$9,796.55
|
|
01NFUISHARES
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$153.33
|
$86.23
|
|
01NL4ISHARES
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$4,773.33
|
$5,700.31
|
|
02GLXISHARES
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$11,333.33
|
$3,978.00
|
|
02GLYISHARES
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$206,333.33
|
$23,171.23
|
|
02GLZISHARES
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$238,193.33
|
$56,845.01
|
|
02GM0ISHARES
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$31,620.00
|
$29,305.81
|
|
02GTZISHARES
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$27,333.33
|
$22,451.60
|
|
02GW6ISHARES
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$45,670.00
|
$90,052.11
|
|
02HCPISHARES
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$90.00
|
$58.19
|
|
02HDMISHARES
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$27,230.00
|
$16,542.23
|
|
02HMOISHARES
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$71,210.00
|
$25,713.93
|
|
02HSRENERSYS
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$14,230.00
|
$7,443.71
|
|
02I8BISHARES
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$32,996.66
|
$34,598.85
|
|
02I8DISHARES
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$72,166.67
|
$60,908.67
|
|
02ILTISHARES
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$190.00
|
$114.25
|
|
02JGFISHARES
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$14,063.33
|
$15,773.43
|
|
02L3IISHARES
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$820,110.00
|
$282,117.84
|
|
02MMKISHARES
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$166.67
|
$96.20
|
|
01C30CULP INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$80,663.33
|
$15,543.82
|
|
01D5UVSE CORP
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$2,413.33
|
$1,037.25
|
|
01R41CBIZ INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$91,136.67
|
$6,616.52
|
|
01BHEMACYS INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$36,436.67
|
$17,547.90
|
|
01BN9MYLAN INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$80,086.67
|
$26,756.96
|
|
01BP4BRINKS CO
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$18,773.33
|
$4,944.90
|
|
01C5TEXAR CORP
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$59,693.33
|
$7,730.29
|
|
01C7CFREDS INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$26,003.33
|
$4,472.57
|
|
01C9UGLATFELTER
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$162,376.67
|
$42,623.88
|
|
01KHUREVLON INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$116,203.33
|
$28,876.53
|
|
01U1UTESARO INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$31,946.67
|
$11,107.86
|
|
02K45NORTEK INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$8,870.00
|
$5,970.40
|
|
02NK8GASLOG LTD
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$7,616.67
|
$1,066.33
|
|
02X8DZOETIS INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$542,376.67
|
$162,929.95
|
|
01BFXCUMMINS INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$29,743.33
|
$35,165.54
|
|
01BQVSNAP ON INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$10,333.33
|
$9,803.23
|
|
01BVHORACLE CORP
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$18,666.67
|
$6,076.00
|
|
01BVSABIOMED INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$64,706.67
|
$16,163.73
|
|
01C0YCOGNEX CORP
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$32,570.00
|
$17,170.90
|
|
01CZ0SKYWEST INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$43,593.33
|
$6,508.48
|
|
01D4UUNITIL CORP
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$122,610.00
|
$37,825.19
|
|
01F9NTELENAV INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$256,996.67
|
$15,779.60
|
|
01RBCBANNER CORP
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$5,030.00
|
$1,852.05
|
|
01S4NIMPERVA INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$17,353.33
|
$8,812.02
|
|
02FTMAMEREN CORP
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$402,096.67
|
$145,197.11
|
|
02JENGTX INC DEL
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$130,930.00
|
$6,271.55
|
|
02Y5ISPDR SER TR
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$31,823.33
|
$22,777.55
|
|
01BR5SPARTON CORP
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$98,386.67
|
$17,483.31
|
|
01BYAAV HOMES INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$76,900.00
|
$12,519.32
|
|
01DE4PROSHARES TR
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$28,906.67
|
$24,486.84
|
|
01EOQPROSHARES TR
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$89,300.00
|
$56,906.69
|
|
01EU7PROSHARES TR
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$2,423.33
|
$501.87
|
|
01EU8PROSHARES TR
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$5,810.00
|
$1,591.50
|
|
01F7XCRYOLIFE INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$172,426.67
|
$12,087.11
|
|
01FTRFLIR SYS INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$104,666.67
|
$33,608.47
|
|
01FUQGENTHERM INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$192,073.33
|
$39,432.66
|
|
01MKTHARDINGE INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$86,346.67
|
$13,254.21
|
|
01QA3PROSHARES TR
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$2,093.33
|
$980.10
|
|
01SNKPROSHARES TR
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$6,846.67
|
$1,862.01
|
|
01T7RSAPIENT CORP
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$105,543.33
|
$14,417.22
|
|
01TIXSPANSION INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$56,390.00
|
$6,575.07
|
|
0270CVERASTEM INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$25,273.33
|
$3,791.00
|
|
02FP2PROLOGIS INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$20,776.67
|
$8,082.12
|
|
02G4RACTUATE CORP
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$217,496.67
|
$16,312.25
|
|
02HZAINSULET CORP
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$48,540.00
|
$15,294.95
|
|
01BONOWENS ILL INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$115,140.00
|
$33,966.30
|
|
01BV9CISCO SYS INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$275,333.33
|
$70,678.07
|
|
01CYMCEC ENTMT INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$73,706.67
|
$31,310.59
|
|
01D3QUMB FINL CORP
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$24,846.67
|
$14,699.29
|
|
01M02INTERSIL CORP
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$15,340.00
|
$1,418.95
|
|
01QMEFUSION-IO INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$36,666.67
|
$5,467.00
|
|
01SL9EMERITUS CORP
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$75,876.67
|
$17,603.39
|
|
01UL5STAG INDL INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$76,860.00
|
$16,302.01
|
|
02FU1MARINEMAX INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$70,103.33
|
$7,942.71
|
|
02G4MKIRKLANDS INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$221,100.00
|
$39,422.13
|
|
02L7VMOSAIC CO NEW
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$3,286.67
|
$1,439.89
|
|
01BUJWHIRLPOOL CORP
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$27,000.00
|
$35,548.20
|
|
01C9PG & K SVCS INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$72,633.33
|
$38,343.14
|
|
01D5QVOXX INTL CORP
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$84,950.00
|
$11,502.23
|
|
01F1GLITTELFUSE INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$8,800.00
|
$7,014.48
|
|
01F6JMORGAN STANLEY
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$125,210.00
|
$33,894.35
|
|
01F7GCYBERONICS INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$25,703.33
|
$13,586.78
|
|
01VZKCHEFS WHSE INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$42,363.33
|
$8,485.38
|
|
02FOPSTONERIDGE INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$7,083.33
|
$840.08
|
|
02JD4PROOFPOINT INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$62,293.33
|
$16,775.59
|
|
02M2DVISTAPRINT N V
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$99,513.33
|
$51,239.42
|
|
01CTAPOWELL INDS INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$28,696.67
|
$14,256.50
|
|
01M7GXCEL ENERGY INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$4,020.00
|
$1,213.24
|
|
01OPOPROSHARES TR II
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$64,920.00
|
$36,408.27
|
|
01ORFPROSHARES TR II
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$107,203.33
|
$18,331.77
|
|
0281QPROSHARES TR II
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$270.00
|
$111.92
|
|
02G4UDIGITAL RIV INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$75,160.00
|
$14,160.14
|
|
02ISFRYDEX ETF TRUST
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$20.00
|
$12.92
|
|
01BDNBAKER HUGHES INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$109,223.33
|
$51,476.96
|
|
01BE0BARNES GROUP INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$9,860.00
|
$3,263.66
|
|
01BJ9HEALTHSOUTH CORP
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$19,666.67
|
$6,391.67
|
|
01BN6MUELLER INDS INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$52,696.67
|
$29,009.52
|
|
01BP4PITNEY BOWES INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$69,633.33
|
$11,559.13
|
|
01CH7MULTI COLOR CORP
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$110,843.33
|
$38,362.88
|
|
01DMIMDC PARTNERS INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$39,653.33
|
$9,556.45
|
|
01EUOCHEMOCENTRYX INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$52,133.33
|
$7,288.24
|
|
01FWWBOYD GAMING CORP
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$7,820.00
|
$1,004.87
|
|
01I25FORWARD AIR CORP
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$1,513.33
|
$554.64
|
|
01KV0DARLING INTL INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$44,043.33
|
$8,923.18
|
|
01SCAETFS PLATINUM TR
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$853.33
|
$1,199.79
|
|
01SSBFIRST BUSEY CORP
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$164,453.33
|
$8,222.67
|
|
02FOBREALNETWORKS INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$141,073.33
|
$10,778.00
|
|
02GQRSYMMETRY MED INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$128,160.00
|
$11,214.00
|
|
02I0OCYTOKINETICS INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$136,620.00
|
$16,913.56
|
|
01BI0FRANKLIN COVEY CO
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$113,553.33
|
$18,316.15
|
|
01BO7SPDR SERIES TRUST
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$61,843.33
|
$19,295.12
|
|
01C2XALMOST FAMILY INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$85,160.00
|
$16,410.33
|
|
01CQANEW YORK TIMES CO
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$10,760.00
|
$1,278.29
|
|
01CZVSTAAR SURGICAL CO
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$158,283.33
|
$16,556.44
|
|
01D91SPDR SERIES TRUST
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$4,146.67
|
$2,563.47
|
|
01HU6COLONIAL PPTYS TR
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$44,676.67
|
$10,941.32
|
|
01JVZOLYMPIC STEEL INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$39,776.67
|
$11,185.20
|
|
01JW4ASTORIA FINL CORP
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$8,743.33
|
$1,069.31
|
|
01OU0KNIGHT TRANSN INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$140.00
|
$23.58
|
|
02H4VSPDR SERIES TRUST
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$14,166.67
|
$11,011.75
|
|
02IO7NEOPHOTONICS CORP
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$185,623.33
|
$17,188.72
|
|
02LJTPDF SOLUTIONS INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$33,880.00
|
$7,111.41
|
|
02Y5ISPDR SERIES TRUST
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$52,903.33
|
$39,206.66
|
|
01BZ1BAKER MICHAEL CORP
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$39,003.33
|
$15,772.95
|
|
01C11CHECKPOINT SYS INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$129,906.67
|
$22,058.15
|
|
01C8SGRANITE CONSTR INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$1,663.33
|
$494.68
|
|
01CWPROPER INDS INC NEW
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$32,173.33
|
$40,763.61
|
|
01E9LFEDERAL MOGUL CORP
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$63,663.33
|
$9,772.32
|
|
01KV5LAKELAND FINL CORP
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$3,523.33
|
$1,112.32
|
|
01NZ1SUNCOKE ENERGY INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$13,263.33
|
$2,120.81
|
|
01VWXVANGUARD INDEX FDS
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$90.00
|
$69.49
|
|
02FWKREGIONAL MGMT CORP
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$60,333.33
|
$17,050.20
|
|
02G3GSKECHERS U S A INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$6,850.00
|
$1,869.37
|
|
02G4ZCARDINAL FINL CORP
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$56,920.00
|
$9,380.42
|
|
02XVLDYNEGY INC NEW DEL
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$34,723.33
|
$7,274.54
|
|
01BGSEMPIRE DIST ELEC CO
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$129,563.33
|
$30,240.08
|
|
01BQCSCRIPPS E W CO OHIO
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$56,320.00
|
$9,349.12
|
|
01BQKSHERWIN WILLIAMS CO
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$72,276.67
|
$126,469.71
|
|
01D6MALLEGIANT TRAVEL CO
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$2,656.67
|
$2,610.97
|
|
01FUQPAPA JOHNS INTL INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$64,946.67
|
$43,306.44
|
|
01OEZDIREXION SHS ETF TR
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$171,163.33
|
$109,318.44
|
|
01OF0DIREXION SHS ETF TR
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$31,160.00
|
$8,939.80
|
|
01OV7DIREXION SHS ETF TR
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$3,796.67
|
$2,427.97
|
|
01OYVDIREXION SHS ETF TR
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$236.67
|
$152.32
|
|
01PPUJPMORGAN CHASE & CO
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$18,546.67
|
$8,605.65
|
|
01PSXDIREXION SHS ETF TR
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$370.00
|
$102.49
|
|
01QKGEXAMWORKS GROUP INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$11,986.67
|
$2,659.84
|
|
01R0IDOLLAR GEN CORP NEW
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$7,836.67
|
$4,236.50
|
|
024XBDIREXION SHS ETF TR
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$861,000.00
|
$64,144.50
|
|
026Q0COMFORT SYS USA INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$69,003.33
|
$10,674.82
|
|
02G5HCOBIZ FINANCIAL INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$160,176.67
|
$16,322.00
|
|
02LZNALON USA ENERGY INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$40,150.00
|
$5,323.89
|
|
01BOAOCCIDENTAL PETE CORP
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$13,396.67
|
$11,831.94
|
|
01BRJSTURM RUGER & CO INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$150.00
|
$74.00
|
|
01C0QCENTRAL GARDEN & PET
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$442,960.00
|
$33,930.74
|
|
01C1YCOLUMBIA BKG SYS INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$4,496.67
|
$1,113.37
|
|
01C7FFIRST MERCHANTS CORP
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$70,456.67
|
$13,344.49
|
|
01CE1POWERSHARES DB CMDTY
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$26,366.67
|
$6,789.42
|
|
01CQ6NORTHWEST NAT GAS CO
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$33,393.33
|
$14,673.03
|
|
01CQAHOUSTON WIRE & CABLE
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$6,483.33
|
$960.18
|
|
01CYYISHARES SILVER TRUST
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$844,043.34
|
$160,621.45
|
|
01ORXWILSHIRE BANCORP INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$126,753.33
|
$10,989.51
|
|
01REKPREMIERE GLOBAL SVCS
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$60,890.00
|
$6,618.74
|
|
02CF2MANNING & NAPIER INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$188,893.33
|
$33,944.13
|
|
02GG3TUESDAY MORNING CORP
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$88,740.00
|
$9,903.38
|
|
02HHFBIG 5 SPORTING GOODS
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$18,753.33
|
$4,568.31
|
|
02I23PLATINUM UNDERWRITER
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$17,100.00
|
$9,834.21
|
|
02LJFCORE MARK HOLDING CO
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$41,873.33
|
$26,325.76
|
|
02LP9BUILDERS FIRSTSOURCE
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$248,370.00
|
$14,753.18
|
|
01BDIREX AMERICAN RESOURCE
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$90,336.67
|
$33,352.30
|
|
01BKGINTERNATIONAL FLAVORS
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$10,713.33
|
$8,601.74
|
|
01BLJPOWERSHARES ETF TRUST
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$6,930.00
|
$1,593.21
|
|
01BN5MOTOROLA SOLUTIONS IN
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$311,760.00
|
$169,441.56
|
|
01BXUAMERICAN SCIENCE & EN
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$51,610.00
|
$31,229.21
|
|
01C5NELECTRO SCIENTIFIC IN
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$140,126.67
|
$16,310.74
|
|
01CBLHELEN OF TROY CORP LT
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$39,463.33
|
$16,740.35
|
|
01CM0MINE SAFETY APPLIANCE
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$21,306.67
|
$11,254.18
|
|
01CQPONE LIBERTY PPTYS INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$24,860.00
|
$5,847.07
|
|
01CVJRICHARDSON ELECTRS LT
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$63,333.33
|
$7,220.00
|
|
01D23SCIENTIFIC GAMES CORP
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$16,856.67
|
$2,277.34
|
|
01D5KVILLAGE SUPER MKT INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$37,330.00
|
$13,233.49
|
|
01D6VWASHINGTON REAL ESTAT
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$24,660.00
|
$6,828.35
|
|
01D7JMARKET VECTORS ETF TR
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$35,950.00
|
$9,728.07
|
|
01DDZSUCAMPO PHARMACEUTICA
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$11,893.33
|
$730.25
|
|
01DELCURRENCYSHARES AUSTRA
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$206.67
|
$187.69
|
|
01DELCURRENCYSHS BRIT POUN
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$666.67
|
$1,002.80
|
|
01DIIINNOPHOS HOLDINGS INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$19,233.33
|
$9,614.74
|
|
01DQ3CLEAN ENERGY FUELS CO
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$119,666.67
|
$15,197.67
|
|
01DVPMARKET VECTORS ETF TR
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$38,666.67
|
$15,872.67
|
|
01EIYPOWERSHS DB MULTI SEC
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$3,756.67
|
$995.07
|
|
01EW1CAI INTERNATIONAL INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$33,860.00
|
$7,205.41
|
|
01F19POWERSHS DB US DOLLAR
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$6,476.67
|
$1,715.02
|
|
01F1OCECO ENVIRONMENTAL CO
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$23,650.00
|
$3,180.93
|
|
01F6LDESTINATION MATERNITY
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$82,523.33
|
$24,880.79
|
|
01FGFBERKSHIRE HILLS BANCO
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$41,496.67
|
$10,822.33
|
|
01FGJBASIC ENERGY SVCS INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$276.67
|
$31.71
|
|
01FJ6MARKET VECTORS ETF TR
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$21,000.00
|
$5,481.00
|
|
01FTOBARRETT BUSINESS SERV
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$2,630.00
|
$1,782.88
|
|
01GA9NORANDA ALUM HLDG COR
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$34,710.00
|
$1,096.84
|
|
01I76SOUTHWEST BANCORP INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$6,793.33
|
$1,029.19
|
|
01KIZPOWERSHARES GLOBAL ET
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$63.33
|
$16.00
|
|
01KTMNORTHFIELD BANCORP IN
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$32,733.33
|
$3,885.45
|
|
01KXUREVOLUTION LIGHTING T
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$52,673.33
|
$2,349.23
|
|
01MDZPOWERSHARES INDIA ETF
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$32,666.67
|
$5,295.27
|
|
01NCPCONSOLIDATED GRAPHICS
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$30,756.67
|
$16,073.44
|
|
01OR6HAWAIIAN TELCOM HOLDC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$19,403.33
|
$5,345.62
|
|
01P3KMARKET VECTORS ETF TR
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$9,410.00
|
$2,553.87
|
|
01PQPCAMERON INTERNATIONAL
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$288,086.67
|
$166,946.22
|
|
01QD3TERRITORIAL BANCORP I
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$60,520.00
|
$13,756.20
|
|
01QYHMARKET VECTORS ETF TR
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$11,000.00
|
$2,009.70
|
|
01RBWINSYS THERAPEUTICS IN
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$34,843.33
|
$5,592.36
|
|
01RXACROSS CTRY HEALTHCARE
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$191,203.33
|
$10,841.23
|
|
01SKHDIAMOND HILL INVESTME
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$29,633.33
|
$30,747.55
|
|
01SKYGSI GROUP INC CDA NEW
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$164,523.33
|
$13,836.41
|
|
01SLVSCHWEITZER-MAUDUIT IN
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$1,620.00
|
$883.39
|
|
01SPFPOWERSHARES ETF TRUST
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$166,710.00
|
$40,710.58
|
|
01SWCFIRST TR ISE GLOBL CO
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$46.67
|
$9.58
|
|
01T7QEVOLUTION PETROLEUM C
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$59,950.00
|
$7,331.89
|
|
01T7USYKES ENTERPRISES INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$27,890.00
|
$4,872.38
|
|
01TLPCLAYMORE EXCHANGE TRD
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$282,323.33
|
$56,464.67
|
|
01TP3TEUCRIUM COMMODITY TR
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$6,000.00
|
$2,169.60
|
|
01U11SPECTRUM PHARMACEUTIC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$36,333.33
|
$3,008.40
|
|
01UGUFIRST INTST BANCSYSTE
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$123,316.67
|
$29,398.69
|
|
01ULEPACIFIC PREMIER BANCO
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$53,316.67
|
$6,909.84
|
|
01WTMMARKET VECTORS ETF TR
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$41,020.00
|
$16,006.00
|
|
022YDBOSTON PROPERTIES INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$6,436.67
|
$6,997.94
|
|
02FPFNATIONAL PENN BANCSHA
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$6,483.33
|
$701.50
|
|
02FQOBROOKLINE BANCORP INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$165,400.00
|
$16,027.26
|
|
02FTOAMERICAN SAFETY INS H
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$3,000.00
|
$898.50
|
|
02G3HENTERCOM COMMUNICATIO
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$149,970.00
|
$14,712.06
|
|
02GE7SELECT SECTOR SPDR TR
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$133,726.67
|
$50,401.77
|
|
02HEXOPTIMER PHARMACEUTICA
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$11,150.00
|
$1,481.84
|
|
02HMPORITANI FINL CORP DEL
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$198,023.33
|
$32,337.21
|
|
02IAVPROVIDENT FINL SVCS I
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$30,383.33
|
$5,450.77
|
|
02J3FPOWERSHARES QQQ TRUST
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$13,113.33
|
$9,917.61
|
|
02KDGHURON CONSULTING GROU
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$8,206.67
|
$3,855.49
|
|
02KLIWESTERN ALLIANCE BANC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$155,566.67
|
$27,504.19
|
|
02KNJSUNSTONE HOTEL INVS I
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$229,163.33
|
$30,112.06
|
|
02KOFMONOLITHIC PWR SYS IN
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$162,530.00
|
$42,404.08
|
|
02KRACALAMOS ASSET MGMT IN
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$76,796.67
|
$8,278.68
|
|
02L2QFINANCIAL ENGINES INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$85,610.00
|
$40,621.95
|
|
02LANPRESTIGE BRANDS HLDGS
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$16,726.67
|
$5,685.39
|
|
02LAVUNIVERSAL TRUCKLOAD S
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$55,803.33
|
$15,987.66
|
|
02LXONEWSTAR FINANCIAL INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$79,060.00
|
$12,056.65
|
|
02M1VVANDA PHARMACEUTICALS
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$116,770.00
|
$13,557.00
|
|
02M60TOWN SPORTS INTL HLDG
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$135,930.00
|
$17,167.96
|
|
033XWCLAYMORE EXCHANGE TRD
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$390,666.67
|
$77,938.00
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-07
Item 37. Does the security have a Demand Feature?
Yes
|
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
|
Barclays Capital, Inc.
|
N/A
|
N/A
|
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$5,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$5,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
4.6%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$5,000,874.54
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$5,000,874.54
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
General Electric Capital Corp.
Item 27. The title of the issue (including coupon or yield):
General Electric Capital Corp., 0.402%, 3/20/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
36962G2P8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other Note
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of 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 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-09-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-09-20
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$850,000.00
Item 41. The total current amortized cost, to the nearest cent:
$850,611.86
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.78%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$850,396.95
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$850,396.95
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Atlantic Asset Securitization LLC
Item 27. The title of the issue (including coupon or yield):
Atlantic Asset Securitization LLC, 0.240%, 10/9/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
04821TX91
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Asset Backed Commercial Paper
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of 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 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-10-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-10-09
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
Yes
|
Type of enhancement
|
Enhancement provider
|
Designated NRSRO(s) for the enhancement or the enhancement provider
|
Credit rating of the enhancement provider
|
|
Liquidity Agreement
|
Credit Agricole Corporate and Investment Bank
|
N/A
|
N/A
|
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$2,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$1,999,080.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.84%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$1,999,300.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$1,999,300.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Citibank NA, New York
Item 27. The title of the issue (including coupon or yield):
Citibank NA, New York, 0.280%, 9/26/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
17304UGB0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Certificate of Deposit
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of 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 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-09-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-09-26
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$1,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$1,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.92%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$1,000,250.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$1,000,250.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Caisse des Depots et Consignations (CDC)
Item 27. The title of the issue (including coupon or yield):
Caisse des Depots et Consignations (CDC), 0.270%, 10/16/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
12800AXG4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other Commercial Paper
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of 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 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-10-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-10-16
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$1,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$999,430.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.92%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$999,560.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$999,560.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
RBS Securities, Inc.
Item 27. The title of the issue (including coupon or yield):
RBS Securities, Inc., 0.440%, 8/2/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
75099K9L5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
|
BACM
|
2043-07-10
|
5.053
|
Other Instrument - Commercial Mortgage-Backed Security
|
$60,000.00
|
$9,384.65
|
|
BAYC
|
2037-07-25
|
.7559
|
Other Instrument - ABS
|
$34,435.55
|
$5,919.99
|
|
FHLT
|
2035-06-25
|
.96003
|
Other Instrument - Asset Backed Securities
|
$120,000.00
|
$32,003.92
|
|
HASC
|
2036-02-25
|
.56003
|
Other Instrument - Asset Backed Securities
|
$45,000.00
|
$1,240.60
|
|
PPSI
|
2035-03-25
|
.94003
|
Other Instrument - Asset Backed Securities
|
$30,000.00
|
$20,719.40
|
|
SVHE
|
2036-05-25
|
.47003
|
Other Instrument - Asset Backed Securities
|
$52,575.00
|
$38,267.94
|
|
SVHE
|
2037-10-25
|
.56341
|
Other Instrument - Asset Backed Securities
|
$1,954,079.48
|
$23,559.07
|
|
SVHE
|
2037-10-25
|
.61364
|
Other Instrument - Asset Backed Securities
|
$475,965.00
|
$3,498.55
|
|
BSABS
|
2036-10-25
|
1.47124
|
Other Instrument - ABS
|
$325,139.64
|
$30,651.92
|
|
CBASS
|
2036-04-25
|
0
|
Other Instrument - Asset Backed Securities
|
$62,310.00
|
$23,375.04
|
|
CGCMT
|
2049-03-15
|
5.74753
|
Other Instrument - Commercial Mortgage-Backed Security
|
$75,000.00
|
$29,211.72
|
|
RFMS2
|
2036-02-25
|
5.49
|
Other Instrument - Asset Backed Securities
|
$140,488.36
|
$107,453.36
|
|
ECR 2005-4 M5
|
2036-01-25
|
.84003
|
Other Instrument - Asset Backed Securities
|
$47,625.00
|
$14,599.00
|
|
144A SCF 5A A1
|
2039-08-06
|
.79935
|
Other Instrument - ABS
|
$156,409.05
|
$148,880.58
|
|
AMIT 2006-1 M1
|
2036-04-25
|
.51003
|
Other Instrument - Asset Backed Securities
|
$225,000.00
|
$7,762.91
|
|
GSAA 2007-6 A5
|
2047-05-25
|
.47003
|
Other Instrument - Asset Backed Securities
|
$259,734.93
|
$47,401.70
|
|
HEAT 2005-6 M4
|
2035-12-25
|
.79003
|
Other Instrument - Asset Backed Securities
|
$186,000.00
|
$111,348.29
|
|
NSTR 2007-B M1
|
2037-04-25
|
.60003
|
Other Instrument - Asset Backed Securities
|
$150,000.00
|
$33,005.00
|
|
SAIL 2005-3 M4
|
2035-04-25
|
1.09003
|
Other Instrument - Asset Backed Securities
|
$165,000.00
|
$11,026.71
|
|
SAIL 2005-4 M5
|
2035-05-25
|
.84003
|
Other Instrument - Asset Backed Securities
|
$75,000.00
|
$7,898.00
|
|
SAIL 2005-7 M3
|
2035-08-25
|
.72003
|
Other Instrument - Asset Backed Securities
|
$79,845.00
|
$1,848.57
|
|
SAIL 2005-9 M1
|
2035-11-25
|
.61003
|
Other Instrument - Asset Backed Securities
|
$270,000.00
|
$133,843.79
|
|
SAST 2005-4 M2
|
2037-11-25
|
.64003
|
Other Instrument - Asset Backed Securities
|
$30,000.00
|
$21,688.32
|
|
ACE 2005-HE5 M4
|
2035-08-25
|
.79003
|
Other Instrument - Asset Backed Securities
|
$101,250.00
|
$56,918.87
|
|
ACE 2006-HE1 M1
|
2036-02-25
|
.58003
|
Other Instrument - Asset Backed Securities
|
$81,000.00
|
$7,704.02
|
|
AMSI 2005-R6 M5
|
2035-08-25
|
1.34003
|
Other Instrument - Asset Backed Securities
|
$117,000.00
|
$40,009.92
|
|
CWL 2005-11 AF4
|
2036-02-25
|
5.21
|
Other Instrument - Asset Backed Securities
|
$25,050.00
|
$21,083.40
|
|
SAIL 2005-10 M1
|
2035-12-25
|
.62003
|
Other Instrument - Asset Backed Securities
|
$255,000.00
|
$98,414.73
|
|
AMSI 2005-R11 M5
|
2036-01-25
|
.87003
|
Other Instrument - Asset Backed Securities
|
$140,550.00
|
$36,556.82
|
|
MLMI 2005-HE2 M1
|
2036-09-25
|
.74003
|
Other Instrument - Asset Backed Securities
|
$446,385.02
|
$214,419.11
|
|
MSAC 2005-HE7 M3
|
2035-11-25
|
.66003
|
Other Instrument - Asset Backed Securities
|
$159,600.00
|
$11,258.29
|
|
MSAC 2006-HE4 A3
|
2036-06-25
|
.34003
|
Other Instrument - Asset Backed Securities
|
$61,454.23
|
$41,249.14
|
|
OWNIT 2006-1 AF2
|
2036-12-25
|
3.68136
|
Other Instrument - Asset Backed Securities
|
$61,430.14
|
$27,859.54
|
|
RAMP 2005-RS8 M3
|
2035-09-25
|
.71003
|
Other Instrument - Asset Backed Securities
|
$45,000.00
|
$2,169.92
|
|
RAMP 2006-RZ3 M1
|
2036-08-25
|
.54003
|
Other Instrument - Asset Backed Securities
|
$175,500.00
|
$118,513.74
|
|
RASC 2006-KS6 M1
|
2036-08-25
|
.46003
|
Other Instrument - Asset Backed Securities
|
$135,000.00
|
$65,883.63
|
|
SASC 2006-NC1 A5
|
2036-05-25
|
.50003
|
Other Instrument - Asset Backed Securities
|
$274,995.00
|
$70,671.12
|
|
SASC 2006-WF1 M5
|
2036-02-25
|
.66003
|
Other Instrument - Asset Backed Securities
|
$180,510.00
|
$48,575.90
|
|
SASC 2006-WF3 M1
|
2036-09-25
|
.44003
|
Other Instrument - Asset Backed Securities
|
$187,500.00
|
$128,330.46
|
|
CARR 2006-RFC1 M1
|
2036-05-25
|
.46003
|
Other Instrument - Asset Backed Securities
|
$97,050.00
|
$40,310.51
|
|
CMLTI 2005-HE3 M4
|
2035-09-25
|
.79003
|
Other Instrument - Asset Backed Securities
|
$73,500.00
|
$2,345.52
|
|
CMLTI 2005-HE4 M2
|
2035-10-25
|
.64003
|
Other Instrument - Asset Backed Securities
|
$146,250.00
|
$90,760.98
|
|
FFML 2005-FFH3 M4
|
2035-09-25
|
.86003
|
Other Instrument - Asset Backed Securities
|
$165,000.00
|
$78,917.59
|
|
HASC 2005-OPT1 M1
|
2035-11-25
|
.61003
|
Other Instrument - Asset Backed Securities
|
$4,800.00
|
$3,380.89
|
|
PPSI 2005-WHQ2 M4
|
2035-05-25
|
.81003
|
Other Instrument - Asset Backed Securities
|
$60,000.00
|
$6,282.84
|
|
RAMP 2005-EFC5 M5
|
2035-10-25
|
.82003
|
Other Instrument - Asset Backed Securities
|
$61,365.00
|
$8,945.97
|
|
RAMP 2005-EFC6 M4
|
2035-11-25
|
.78003
|
Other Instrument - Asset Backed Securities
|
$90,000.00
|
$3,153.90
|
|
SVHE 2006-OPT3 M1
|
2036-06-25
|
.50003
|
Other Instrument - Asset Backed Securities
|
$540,750.00
|
$122,635.85
|
|
CBASS 2005-CB8 AF3
|
2035-12-25
|
4.59373
|
Other Instrument - Asset Backed Securities
|
$13,215.00
|
$10,894.22
|
|
CMLTI 2006-WFH2 M2
|
2036-08-25
|
.47003
|
Other Instrument - Asset Backed Securities
|
$300,000.00
|
$31,682.13
|
|
JPMAC 2006-CW2 AF5
|
2036-08-25
|
6.337
|
Other Instrument - Asset Backed Securities
|
$63,868.09
|
$39,013.68
|
|
TMTS 2006-12SL AIO
|
2037-11-25
|
.155
|
Other Instrument - Asset Backed Securities
|
$469,362.66
|
$4,191.02
|
|
144A EMCM 2005-A M1
|
2043-05-25
|
.8502
|
Other Instrument - Asset Backed Securities
|
$175,380.00
|
$70,997.82
|
|
144A ARMSS 2004-1A A
|
2040-02-21
|
.9031
|
Other Instrument - Collateralized Debt Obligation
|
$26,846.62
|
$24,035.13
|
|
144A BAYC 2006-4A M5
|
2036-12-25
|
.63003
|
Other Instrument - ABS
|
$38,805.76
|
$2,352.35
|
|
144A CRELT 2006-1A B
|
2037-01-20
|
.6562
|
Other Instrument - ABS
|
$82,515.00
|
$62,723.43
|
|
144A GSTR 2003-3A A1
|
2038-03-13
|
1.13695
|
Other Instrument - ABS
|
$353.20
|
$267.68
|
|
144A MARRE 2006-1A F
|
2046-05-25
|
1.61839
|
Other Instrument - ABS
|
$15,000.00
|
$4,533.81
|
|
144A WFHET 2004-2 M9
|
2034-05-25
|
2.74003
|
Other Instrument - Asset Backed Securities
|
$8.92
|
$7.95
|
|
144A LABSM 2007-1 2A2
|
2037-06-25
|
.39003
|
Other Instrument - Asset Backed Securities
|
$98,338.25
|
$55,435.45
|
|
144A MARRE 2006-1A A1
|
2046-05-25
|
.54839
|
Other Instrument - ABS
|
$148,369.65
|
$138,736.89
|
|
144A MWEST 2007-1A A1
|
2047-02-25
|
.45003
|
Other Instrument - ABS
|
$62,549.96
|
$39,836.44
|
|
144A PEGSU 2007-1A A1
|
2049-11-25
|
.59003
|
Other Instrument - ABS
|
$94,800.00
|
$34,058.43
|
|
144A RAAC 2006-RP1 M4
|
2045-10-25
|
2.1513
|
Other Instrument - Asset Backed Securities
|
$1,336.45
|
$277.42
|
|
144A RSMLT 2006-1 A1A
|
2036-02-25
|
.39003
|
Other Instrument - Asset Backed Securities
|
$604,560.01
|
$286,201.92
|
|
144A SASC 2006-GEL2 M2
|
2036-04-25
|
.62003
|
Other Instrument - CMOs
|
$97,275.00
|
$43,835.63
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-02
Item 37. Does the security have a Demand Feature?
Yes
|
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
|
RBS Securities, Inc.
|
N/A
|
N/A
|
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$3,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$3,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.76%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$3,000,023.33
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$3,000,023.33
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Citigroup Global Markets, Inc.
Item 27. The title of the issue (including coupon or yield):
Citigroup Global Markets, Inc., 0.590%, 8/1/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
99CBF2906
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
|
02H3JC
|
2047-10-05
|
.6239
|
Other Instrument - ABS
|
$60,857.55
|
$9,518.16
|
|
02KMMSCF 5A B
|
2039-08-06
|
1.3231
|
Other Instrument - ABS
|
$41,666.67
|
$7,757.25
|
|
02GK4CWABS INC
|
2034-05-25
|
.943
|
Other Instrument - Asset Backed Securities
|
$6,172.21
|
$5,786.58
|
|
02XTRLMT 2006-9
|
2037-01-25
|
6.43
|
Other Instrument - CMO
|
$15,971.84
|
$3,855.13
|
|
030IACWALT 2007
|
2037-06-25
|
.33
|
Other Instrument - Asset Backed Securities
|
$16,403.91
|
$12,536.47
|
|
030KDJPMCC 2007
|
2049-01-15
|
5.395
|
Other Instrument - Commercial Mortgage-Backed Security
|
$54,422.57
|
$39,060.26
|
|
030LZRALI SERIES
|
2036-09-25
|
.4201
|
Other Instrument - CMOs
|
$748,006.65
|
$11,908.21
|
|
01SLHACCESS 2005-A
|
2035-04-25
|
1.0756
|
Other Instrument - ABS
|
$2,106.97
|
$1,699.61
|
|
02JJTCITI MTGE LOAN
|
2034-07-25
|
5.75
|
Other Instrument - CMO
|
$85.68
|
$9.13
|
|
01SWSUNITED AIRLINES
|
2016-01-15
|
12
|
Other Instrument - Asset Backed Securities
|
$.01
|
$.01
|
|
02K8ZVERMEER FDG LTD
|
2039-06-03
|
1.3247
|
Other Instrument - ABS
|
$30,301.78
|
$17,596.37
|
|
02XT9HSPI 2006-1A A2
|
2052-02-12
|
.8751
|
Other Instrument - ABS
|
$145,833.33
|
$4,079.30
|
|
030JHGE WMC MORTGAGE
|
2035-10-25
|
.653
|
Other Instrument - Asset Backed Securities
|
$49,068.87
|
$4,201.20
|
|
01DM2TROPIC CDO V LTD
|
2036-07-15
|
1.5481
|
Other Instrument - ABS
|
$70,833.33
|
$3,350.99
|
|
02XRUC-BASS CBO V LTD
|
2036-09-22
|
7.469
|
Other Instrument - ABS
|
$63.99
|
$63.14
|
|
030GHALESCO PREFERRED
|
2037-07-15
|
.5881
|
Other Instrument - ABS
|
$558.08
|
$401.01
|
|
030KKLBUBS 2005-C7 E
|
2040-11-16
|
5.35
|
Other Instrument - Commercial Mortgage-Backed Security
|
$416.67
|
$400.22
|
|
030L3MLMT 2007-C1 AJ
|
2050-06-12
|
5.8499
|
Other Instrument - Commercial Mortgage-Backed Security
|
$7,423.81
|
$4,282.85
|
|
030LZRALI SERIES 2003
|
2019-12-25
|
.512
|
Other Instrument - CMO
|
$72,952.13
|
$751.50
|
|
01FD8NEWPORT WAVES CDO
|
2014-06-20
|
.7222
|
Other Instrument - ABS
|
$5,601.47
|
$5,043.19
|
|
030PHPARK PLACE SEC,INC
|
2035-02-25
|
.943
|
Other Instrument - Asset Backed Securities
|
$49,276.78
|
$34,038.83
|
|
02QYQNEPTUNE CDO III LTD
|
2046-03-05
|
.504
|
Other Instrument - ABS
|
$28,425.51
|
$2,258.38
|
|
02XRUC BASS CBO VIII LTD
|
2038-11-02
|
6.66
|
Other Instrument - ABS
|
$10,096.52
|
$4,354.48
|
|
02XSBCBRE REALTY FIN CDO
|
2052-04-07
|
.5709
|
Other Instrument - ABS
|
$15,163.35
|
$8,898.78
|
|
02XTSLIME STREET CLO LTD
|
2021-06-21
|
0
|
Other Instrument - ABS
|
$4,092.04
|
$3,322.94
|
|
02XUGRBSGC MORTGAGE LOAN
|
2037-01-25
|
6.75
|
Other Instrument - CMOs
|
$25.94
|
$23.77
|
|
030I96WALT,INC 2005-79CB
|
2036-04-25
|
.693
|
Other Instrument - CMOs
|
$17,509.82
|
$11,679.77
|
|
030JNGREENPOINT MORTGAGE
|
2047-02-25
|
.27
|
Other Instrument - Asset Backed Securities
|
$969.55
|
$861.57
|
|
01EFTREGS S HIGHLAND PARK
|
2051-11-25
|
.6728
|
Other Instrument - ABS
|
$56,379.01
|
$12,028.65
|
|
02JJT CITIGROUP MORTGAGE
|
2036-11-25
|
.473
|
Other Instrument - Asset Backed Securities
|
$4,721.96
|
$3,071.50
|
|
02JJTCITI MTGE LOAN TRUST
|
2034-07-25
|
6.75
|
Other Instrument - CMO
|
$128.07
|
$23.18
|
|
02KDOREGIONAL DIVERSIFIED
|
2036-01-25
|
.6056
|
Other Instrument - Collateralized Debt Obligation
|
$9,471.85
|
$6,130.27
|
|
02XSC CITIGROUP MORTGAGE
|
2036-11-25
|
5.6794
|
Other Instrument - CMOs
|
$237.80
|
$200.85
|
|
02XTMIMPAC SECURED ASSETS
|
2037-01-25
|
.363
|
Other Instrument - Asset Backed Securities
|
$4,613.44
|
$3,447.80
|
|
02XUFPORTER SQUARE CDO II
|
2040-05-05
|
1.2254
|
Other Instrument - ABS
|
$297.10
|
$153.22
|
|
02XURSOUNDVIEW HOME LN TR
|
2037-01-25
|
.35
|
Other Instrument - Asset Backed Securities
|
$3,774.38
|
$2,208.99
|
|
030G5SFA CABS III CDO LTD
|
2032-07-02
|
.8036
|
Other Instrument - ABS
|
$47,111.46
|
$33,460.46
|
|
030H8BEAR STEARNS COMMMTG
|
2022-03-15
|
1.391
|
Other Instrument - Commercial Mortgage-Backed Security
|
$997.89
|
$829.12
|
|
030HLCITIGROUP COMMERCIAL
|
2049-03-15
|
0
|
Other Instrument - Commercial Mortgage-Backed Security
|
$7,550,986.94
|
$75.62
|
|
030JKGMACM HOME EQTY LOAN
|
2036-12-25
|
.373
|
Other Instrument - Asset Backed Securities
|
$8,138.69
|
$6,922.20
|
|
030KOSTRUCTURED ASSET SEC
|
2035-07-25
|
.803
|
Other Instrument - Asset Backed Securities
|
$35,852.29
|
$35,181.07
|
|
030M1RESIDENTIAL ACCREDIT
|
2019-06-25
|
0
|
Other Instrument - CMOs
|
$.01
|
$.01
|
|
030MRSTRUCTURED ASSET SEC
|
2036-10-25
|
.353
|
Other Instrument - Asset Backed Securities
|
$11,357.26
|
$7,466.08
|
|
02GJWC-BASS 2006-MH1 TRUST
|
2036-10-25
|
5.9376
|
Other Instrument - ABS
|
$36,368.97
|
$18,396.29
|
|
02GK4CWABS ASSET -BCKD CTF
|
2036-05-25
|
.563
|
Other Instrument - Asset Backed Securities
|
$21,020.37
|
$10,320.11
|
|
02GLIGCMO SALOMON MTG01-CP
|
2033-09-25
|
0
|
Other Instrument - Asset Backed Securities
|
$7.78
|
$10.57
|
|
02GMFABS GABS 144A PEGASUS
|
2015-06-10
|
2.6928
|
Other Instrument - ABS
|
$19,954.72
|
$4,688.06
|
|
02GMTFIRST HORIZON MORT PA
|
2034-06-25
|
5.25
|
Other Instrument - CMOs
|
$102.26
|
$97.92
|
|
02J29BAYVIEW COML TR 2007-
|
2037-12-25
|
1.49
|
Other Instrument - CMO
|
$1,338.45
|
$1,273.94
|
|
02J29BAYVIEW COMM ASSET TR
|
2037-10-25
|
1.093
|
Other Instrument - Commercial Mortgage-Backed Security
|
$28,068.70
|
$27,554.60
|
|
02K2YPREFERRED TERM SEC K
|
2033-12-24
|
1.1533
|
Other Instrument - ABS
|
$448.33
|
$240.65
|
|
02K2YPREFERRED TERM SECURI
|
2033-12-24
|
1.8933
|
Other Instrument - ABS
|
$30,620.51
|
$5,480.64
|
|
02LBEREGS S MORGAN STANLEY
|
2016-12-20
|
1.3223
|
Other Instrument - ABS
|
$7,304.84
|
$4,067.42
|
|
02X5EMASTR ADJUSTABLE RATE
|
2046-12-25
|
.9
|
Other Instrument - Asset Backed Securities
|
$669,524.27
|
$7,533.49
|
|
02XSCCITIGROUP MTG LOAN TR
|
2037-05-25
|
.333
|
Other Instrument - Asset Backed Securities
|
$10.38
|
$9.41
|
|
02XSZGE BUSINESS LOAN TRUS
|
2033-11-15
|
.691
|
Other Instrument - ABS
|
$491.89
|
$403.28
|
|
02XTQKODIAK CDO II LTD COR
|
2042-11-07
|
1.1731
|
Other Instrument - ABS
|
$6,250.00
|
$1,988.86
|
|
02XTRLEHMAN BROTHERS SMALL
|
2037-03-25
|
1.093
|
Other Instrument - ABS
|
$32,679.46
|
$11,090.63
|
|
02XTRLEHMAN BROTHERS SMALL
|
2037-06-25
|
.443
|
Other Instrument - ABS
|
$699.71
|
$531.22
|
|
02XTUMADISON AVE STRUCTURE
|
2036-12-05
|
7.484
|
Other Instrument - ABS
|
$7,976.31
|
$2,765.79
|
|
02XU2MID STATE CAPITAL COR
|
2037-08-15
|
8.9
|
Other Instrument - Asset Backed Securities
|
$522.49
|
$650.36
|
|
02XU5MORGAN STANLEY CAPITA
|
2034-04-25
|
0
|
Other Instrument - CMOs
|
$.00
|
$.00
|
|
02XU5MORGAN STANLEY MORTGA
|
2036-08-25
|
6.231
|
Other Instrument - Asset Backed Securities
|
$12,294.97
|
$6,574.99
|
|
02XULSATURN VENTURES I LTD
|
2038-11-03
|
1.6731
|
Other Instrument - ABS
|
$3,132.89
|
$1,064.46
|
|
030HLCGCMT 2010 RR 2 TRUST
|
2018-01-19
|
6.068
|
Other Instrument - CMO
|
$3,416.51
|
$3,521.35
|
|
030IQDEUTSCHE SEC MTG LOAN
|
2047-01-25
|
.373
|
Other Instrument - Asset Backed Securities
|
$42,161.45
|
$22,838.82
|
|
030J7FIRST HORIZON ALT MTG
|
2037-04-25
|
6.507
|
Other Instrument - CMOs
|
$61,921.31
|
$16,229.90
|
|
030JGGREENWICH CAP COMM FD
|
2037-04-10
|
.0558
|
Other Instrument - Commercial Mortgage-Backed Security
|
$774,606.75
|
$1,018.93
|
|
030JSGSR MTGE LOAN TRUST 2
|
2036-02-25
|
5
|
Other Instrument - CMOs
|
$24,801.76
|
$24,512.86
|
|
030KD JPMORGAN CHASE COM
|
2049-05-15
|
.2912
|
Other Instrument - Commercial Mortgage-Backed Security
|
$45,253.94
|
$430.57
|
|
030LTPARK PLACE SECURITIES
|
2035-07-25
|
.743
|
Other Instrument - Asset Backed Securities
|
$38,958.33
|
$23,671.47
|
|
030M7RASC SERIES 2005-KS12
|
2036-01-25
|
.653
|
Other Instrument - Asset Backed Securities
|
$5,143.54
|
$3,787.30
|
|
030MJRFMSI SER 2003 S14 TR
|
2036-02-25
|
5.75
|
Other Instrument - CMOs
|
$351.61
|
$316.39
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-01
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$500,000.00
Item 41. The total current amortized cost, to the nearest cent:
$500,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.46%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$500,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$500,000.00