|
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM N-MFP MONTHLY SCHEDULE OF PORTFOLIO HOLDINGS OF MONEY MARKET FUNDS |
| Submission Type |  N-MFP3
 N-MFP3/A
|
| CIK | 0000810893 |
| CCC |
xxxxxxxx
|
| Test or Live | LIVE
TEST
|
| Is this an electronic copy of an official filing submitted in paper format? | Yes
No
|
| Item 1. Report for [YYYY-MM-DD] | 2024-08-31 |
| Item 2. Name of Registrant | PIMCO Funds |
| Item 3. CIK Number of Registrant | 0000810893 |
| Item 4. LEI of Registrant | 5493003B5Y5GR0Y25Y76 |
| Item 5. Name of Series | PIMCO Government Money Market Fund |
| Item 6. LEI of Series | 549300XUGLULJEQL0159 |
| Item 7. EDGAR Series Identifier | S000024337 |
| Item 8. Total number of share classes in the series | 6 |
| Item 9. Do you anticipate that this will be the fund’s final filing on Form N-MFP? | Yes
No
|
| If Yes, answer Items 9.a – 9.c | |
| Item 10. Has the fund acquired or merged with another fund since the last filing? | Yes
No
|
| If Yes, answer Item 10.a | |
| Item 11. Provide the name, e-mail address, and telephone number of the person authorized to receive information and respond to questions about this Form N-MFP | |
Name | |
Phone Number | |
Email Address |
| Item A.1. Securities Act File Number | 033-12113 | |
| Item A.2. Investment Adviser | PACIFIC INVESTMENT MANAGEMENT COMPANY LLC | |
a. SEC file number of investment adviser | 801-48187 | |
| Item A.4. Independent Public Accountant | PricewaterhouseCoopers LLP | |
a. City and state of independent public accountant | ||
City of independent public accountant | Kansas City | |
State/Province/Country of independent public accountant |
MISSOURI
| |
| Item A.5. Administrator. If a fund has one or more administrators, disclose the name of each administrator | PACIFIC INVESTMENT MANAGEMENT COMPANY LLC | |
| Item A.6. Transfer Agent | SS&C Global Investor & Distribution Solutions | |
a. CIK Number | 0000275143 | |
b. SEC file number of transfer agent | 084-00896 | |
| Item A.7. Master-Feeder Funds. Is this a Feeder Fund? | Yes
No
| |
If Yes, answer Items A.7.a – 7.c | ||
a. Identify the Master Fund by CIK or, if the fund does not have a CIK, by name | ||
| Item A.8. Master-Feeder Funds. Is this a Master Fund? If Yes, answer Items A.8.a - 8.c. | Yes
No
| |
| Item A.9. Is this series primarily used to fund insurance company separate accounts? | Yes
No
| |
| Item A.10. Category. Indicate the category that identifies the money market fund from among the following: |  Government Prime Single State Other Tax Exempt | |
a. Is this fund a Retail Money Market Fund? | Yes
No
| |
b. If this is a Government Money Market Fund, does the fund typically invest at least 80% of the value of its assets in U.S. Treasury obligations or repurchase agreements collateralized by U.S. Treasury obligations? | Yes
No
| |
| Item A.11. Dollar-weighted average portfolio maturity ("WAM" as defined in rule 2a-7(d)(1)(ii)) | 5 | |
| Item A.12. Dollar-weighted average life maturity ("WAL" as defined in rule 2a-7(d)(1)(iii)). Calculate WAL without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments. | 5 | |
| Item A.13. Liquidity. Provide the following, as of the close of business on each business day of the month reported: | ||
a. Total Value of Daily Liquid Assets to the nearest cent | $3,506,870,229.82 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $3,506,870,229.82 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 99.99%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 99.99%
| |
Date: | 2024-08-01 | |
a. Total Value of Daily Liquid Assets to the nearest cent | $3,524,557,361.60 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $3,524,557,361.60 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 99.96%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 99.96%
| |
Date: | 2024-08-02 | |
a. Total Value of Daily Liquid Assets to the nearest cent | $3,520,660,217.08 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $4,970,660,217.08 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 70.75%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 99.88%
| |
Date: | 2024-08-05 | |
a. Total Value of Daily Liquid Assets to the nearest cent | $3,449,295,609.43 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $4,199,295,609.43 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 82.03%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 99.86%
| |
Date: | 2024-08-06 | |
a. Total Value of Daily Liquid Assets to the nearest cent | $3,467,901,773.81 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $4,217,901,773.81 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 82.21%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 99.99%
| |
Date: | 2024-08-07 | |
a. Total Value of Daily Liquid Assets to the nearest cent | $3,457,480,374.33 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $4,157,480,374.33 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 83.15%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 99.99%
| |
Date: | 2024-08-08 | |
a. Total Value of Daily Liquid Assets to the nearest cent | $3,478,280,971.82 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $3,478,280,971.82 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 99.96%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 99.96%
| |
Date: | 2024-08-09 | |
a. Total Value of Daily Liquid Assets to the nearest cent | $3,524,947,967.99 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $3,524,947,967.99 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 99.99%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 99.99%
| |
Date: | 2024-08-12 | |
a. Total Value of Daily Liquid Assets to the nearest cent | $3,571,871,703.30 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $3,571,871,703.30 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 99.99%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 99.99%
| |
Date: | 2024-08-13 | |
a. Total Value of Daily Liquid Assets to the nearest cent | $3,587,521,734.67 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $4,287,521,734.67 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 83.66%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 99.99%
| |
Date: | 2024-08-14 | |
a. Total Value of Daily Liquid Assets to the nearest cent | $3,575,058,901.34 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $3,925,058,901.34 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 91.07%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 99.99%
| |
Date: | 2024-08-15 | |
a. Total Value of Daily Liquid Assets to the nearest cent | $3,604,189,325.63 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $3,604,189,325.63 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 99.96%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 99.96%
| |
Date: | 2024-08-16 | |
a. Total Value of Daily Liquid Assets to the nearest cent | $3,621,186,446.18 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $5,071,186,446.18 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 71.40%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 99.99%
| |
Date: | 2024-08-19 | |
a. Total Value of Daily Liquid Assets to the nearest cent | $3,630,631,279.57 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $3,630,631,279.57 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 99.99%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 99.99%
| |
Date: | 2024-08-20 | |
a. Total Value of Daily Liquid Assets to the nearest cent | $3,647,805,126.97 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $3,647,805,126.97 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 99.99%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 99.99%
| |
Date: | 2024-08-21 | |
a. Total Value of Daily Liquid Assets to the nearest cent | $3,653,561,043.59 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $3,653,561,043.59 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 99.99%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 99.99%
| |
Date: | 2024-08-22 | |
a. Total Value of Daily Liquid Assets to the nearest cent | $3,319,602,326.02 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $3,669,602,326.02 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 90.42%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 99.96%
| |
Date: | 2024-08-23 | |
a. Total Value of Daily Liquid Assets to the nearest cent | $3,512,773,419.45 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $4,112,773,419.45 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 85.40%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 99.98%
| |
Date: | 2024-08-26 | |
a. Total Value of Daily Liquid Assets to the nearest cent | $3,517,256,021.74 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $3,767,256,021.74 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 93.35%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 99.99%
| |
Date: | 2024-08-27 | |
a. Total Value of Daily Liquid Assets to the nearest cent | $3,552,854,426.56 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $3,552,854,426.56 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 99.99%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 99.99%
| |
Date: | 2024-08-28 | |
a. Total Value of Daily Liquid Assets to the nearest cent | $3,571,363,078.24 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $3,571,363,078.24 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 99.99%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 99.99%
| |
Date: | 2024-08-29 | |
a. Total Value of Daily Liquid Assets to the nearest cent | $3,631,190,838.86 | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent: | $4,231,190,838.86 | |
c. Percentage of Total Assets invested in Daily Liquid Assets: | 85.78%
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets): | 99.95%
| |
Date: | 2024-08-30 | |
| Item A.14. Provide the following, to the nearest cent: | ||
a. Cash. (See General Instructions E.) | $25,823,060.86 | |
b. Total Value of portfolio securities. (See General Instructions E.) | $4,205,367,778.00 | |
i. If any portfolio securities are valued using amortized cost, the total value of the portfolio securities valued at amortized cost | $4,205,367,511.10 | |
c. Total Value of other assets (excluding amounts provided in A.14.a-b.) | $2,103,140.25 | |
| Item A.15. Total value of liabilities, to the nearest cent | $617,649,906.47 | |
| Item A.16. Net assets of the series, to the nearest cent | $3,615,644,072.64 | |
| Item A.17. Number of shares outstanding, to the nearest hundredth | 3,615,717,669.337 | |
| Item A.18. Does the fund seek to maintain a stable price per share? | Yes
No
| |
| a. If yes, state the price the fund seeks to maintain |
$1.0000 | |
| Item A.19. 7-day gross yield. For each business day, based on the immediately preceding 7 business days, calculate the fund’s yield by determining the net change, exclusive of capital changes and income other than investment income, in the value of a hypothetical pre-existing account having a balance of one share at the beginning of the period and dividing the difference by the value of the account at the beginning of the base period to obtain the base period return, and then multiplying the base period return by (365/7) with the resulting yield figure carried to at least the nearest hundredth of one percent. The 7-day gross yield should not reflect a deduction of shareholders fees and fund operating expenses. For master funds and feeder funds, report the 7-day gross yield at the master-fund level. | ||
| a. 7-day gross yield | 5.51%
| |
| b. Date | 2024-08-01 | |
| a. 7-day gross yield | 5.50%
| |
| b. Date | 2024-08-02 | |
| a. 7-day gross yield | 5.49%
| |
| b. Date | 2024-08-05 | |
| a. 7-day gross yield | 5.49%
| |
| b. Date | 2024-08-06 | |
| a. 7-day gross yield | 5.48%
| |
| b. Date | 2024-08-07 | |
| a. 7-day gross yield | 5.49%
| |
| b. Date | 2024-08-08 | |
| a. 7-day gross yield | 5.49%
| |
| b. Date | 2024-08-09 | |
| a. 7-day gross yield | 5.49%
| |
| b. Date | 2024-08-12 | |
| a. 7-day gross yield | 5.50%
| |
| b. Date | 2024-08-13 | |
| a. 7-day gross yield | 5.50%
| |
| b. Date | 2024-08-14 | |
| a. 7-day gross yield | 5.50%
| |
| b. Date | 2024-08-15 | |
| a. 7-day gross yield | 5.50%
| |
| b. Date | 2024-08-16 | |
| a. 7-day gross yield | 5.49%
| |
| b. Date | 2024-08-19 | |
| a. 7-day gross yield | 5.48%
| |
| b. Date | 2024-08-20 | |
| a. 7-day gross yield | 5.48%
| |
| b. Date | 2024-08-21 | |
| a. 7-day gross yield | 5.47%
| |
| b. Date | 2024-08-22 | |
| a. 7-day gross yield | 5.47%
| |
| b. Date | 2024-08-23 | |
| a. 7-day gross yield | 5.47%
| |
| b. Date | 2024-08-26 | |
| a. 7-day gross yield | 5.48%
| |
| b. Date | 2024-08-27 | |
| a. 7-day gross yield | 5.48%
| |
| b. Date | 2024-08-28 | |
| a. 7-day gross yield | 5.49%
| |
| b. Date | 2024-08-29 | |
| a. 7-day gross yield | 5.48%
| |
| b. Date | 2024-08-30 | |
| Item A.20. Net asset value per share. Provide the net asset value per share, calculated using available market quotations (or an appropriate substitute that reflects current market conditions) rounded to the fourth decimal place in the case of a fund with a $1.0000 share price (or an equivalent level of accuracy for funds with a different share price), as of the close of business on each business day of the month reported. | ||
a. Net asset value per share | $1.0000 | |
b. Date | 2024-08-01 | |
a. Net asset value per share | $1.0000 | |
b. Date | 2024-08-02 | |
a. Net asset value per share | $1.0000 | |
b. Date | 2024-08-05 | |
a. Net asset value per share | $1.0000 | |
b. Date | 2024-08-06 | |
a. Net asset value per share | $1.0000 | |
b. Date | 2024-08-07 | |
a. Net asset value per share | $1.0000 | |
b. Date | 2024-08-08 | |
a. Net asset value per share | $1.0000 | |
b. Date | 2024-08-09 | |
a. Net asset value per share | $1.0000 | |
b. Date | 2024-08-12 | |
a. Net asset value per share | $1.0000 | |
b. Date | 2024-08-13 | |
a. Net asset value per share | $1.0000 | |
b. Date | 2024-08-14 | |
a. Net asset value per share | $1.0000 | |
b. Date | 2024-08-15 | |
a. Net asset value per share | $1.0000 | |
b. Date | 2024-08-16 | |
a. Net asset value per share | $1.0000 | |
b. Date | 2024-08-19 | |
a. Net asset value per share | $1.0000 | |
b. Date | 2024-08-20 | |
a. Net asset value per share | $1.0000 | |
b. Date | 2024-08-21 | |
a. Net asset value per share | $1.0000 | |
b. Date | 2024-08-22 | |
a. Net asset value per share | $1.0000 | |
b. Date | 2024-08-23 | |
a. Net asset value per share | $1.0000 | |
b. Date | 2024-08-26 | |
a. Net asset value per share | $1.0000 | |
b. Date | 2024-08-27 | |
a. Net asset value per share | $1.0000 | |
b. Date | 2024-08-28 | |
a. Net asset value per share | $1.0000 | |
b. Date | 2024-08-29 | |
a. Net asset value per share | $1.0000 | |
b. Date | 2024-08-30 | |
| Item A.21. Is the fund established as a cash management vehicle for affiliated funds or other accounts managed by related entities or their affiliates and not available to other investors? | Yes
No
| |
| Item A.22. Liquidity Fee. During the reporting period, did the fund apply any liquidity fees under rule 2a-7(c)(2)? | Yes
No
| |
| If Yes, answer Item A.22.a |
| Item B.1. Full name of the Class | Administrative Class |
| Item B.2. EDGAR Class identifier | C000072053 |
| Item B.3. Minimum initial investment | $10,000.00 |
| Item B.4. Net assets of the Class, to the nearest cent | $22,152,772.14 |
| Item B.5. Number of shares outstanding, to the nearest hundredth | 22,155,762.894 |
| Item B.6. Net asset value per share. Provide the net asset value per share, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), rounded to the fourth decimal place in the case of a fund with a $1.0000 share price (or an equivalent level of accuracy for funds with a different share price), as of the close of business on each business day of the month reported. | |
a. Net asset value per share | $0.9999 |
b. Date | 2024-08-01 |
a. Net asset value per share | $0.9999 |
b. Date | 2024-08-02 |
a. Net asset value per share | $0.9999 |
b. Date | 2024-08-05 |
a. Net asset value per share | $0.9999 |
b. Date | 2024-08-06 |
a. Net asset value per share | $0.9999 |
b. Date | 2024-08-07 |
a. Net asset value per share | $0.9999 |
b. Date | 2024-08-08 |
a. Net asset value per share | $0.9999 |
b. Date | 2024-08-09 |
a. Net asset value per share | $0.9999 |
b. Date | 2024-08-12 |
a. Net asset value per share | $0.9999 |
b. Date | 2024-08-13 |
a. Net asset value per share | $0.9999 |
b. Date | 2024-08-14 |
a. Net asset value per share | $0.9999 |
b. Date | 2024-08-15 |
a. Net asset value per share | $0.9999 |
b. Date | 2024-08-16 |
a. Net asset value per share | $0.9999 |
b. Date | 2024-08-19 |
a. Net asset value per share | $0.9999 |
b. Date | 2024-08-20 |
a. Net asset value per share | $0.9999 |
b. Date | 2024-08-21 |
a. Net asset value per share | $0.9999 |
b. Date | 2024-08-22 |
a. Net asset value per share | $0.9999 |
b. Date | 2024-08-23 |
a. Net asset value per share | $0.9999 |
b. Date | 2024-08-26 |
a. Net asset value per share | $0.9999 |
b. Date | 2024-08-27 |
a. Net asset value per share | $0.9999 |
b. Date | 2024-08-28 |
a. Net asset value per share | $0.9999 |
b. Date | 2024-08-29 |
a. Net asset value per share | $0.9999 |
b. Date | 2024-08-30 |
| Item B.7. Shareholder flow. Provide (a) the daily gross subscriptions (including dividend reinvestments) and gross redemptions, rounded to the nearest cent, as of the close of business on each business day of the month reported; and (b) the total gross subscriptions (including dividend reinvestments) and total gross redemptions for the month reported. For purposes of this Item, report gross subscriptions (including dividend reinvestments) and gross redemptions as of the trade date, and for Master-Feeder Funds, only report the required shareholder flow data at the Feeder Fund level. | |
a. Daily shareholder flows: | |
i. Gross subscriptions (including dividend reinvestments): | $116,995.41 |
ii. Gross redemptions: | $76,823.94 |
iii. Date: | 2024-08-01 |
i. Gross subscriptions (including dividend reinvestments): | $646,648.23 |
ii. Gross redemptions: | $13,242.17 |
iii. Date: | 2024-08-02 |
i. Gross subscriptions (including dividend reinvestments): | $26,901.66 |
ii. Gross redemptions: | $1,135,486.88 |
iii. Date: | 2024-08-05 |
i. Gross subscriptions (including dividend reinvestments): | $477,209.21 |
ii. Gross redemptions: | $565,406.23 |
iii. Date: | 2024-08-06 |
i. Gross subscriptions (including dividend reinvestments): | $2,477.86 |
ii. Gross redemptions: | $216,654.94 |
iii. Date: | 2024-08-07 |
i. Gross subscriptions (including dividend reinvestments): | $10,352.62 |
ii. Gross redemptions: | $1,417,007.69 |
iii. Date: | 2024-08-08 |
i. Gross subscriptions (including dividend reinvestments): | $1,077,803.12 |
ii. Gross redemptions: | $4,828.84 |
iii. Date: | 2024-08-09 |
i. Gross subscriptions (including dividend reinvestments): | $119,111.77 |
ii. Gross redemptions: | $0.00 |
iii. Date: | 2024-08-12 |
i. Gross subscriptions (including dividend reinvestments): | $15,550.40 |
ii. Gross redemptions: | $216,351.24 |
iii. Date: | 2024-08-13 |
i. Gross subscriptions (including dividend reinvestments): | $42,818.21 |
ii. Gross redemptions: | $129.49 |
iii. Date: | 2024-08-14 |
i. Gross subscriptions (including dividend reinvestments): | $529.99 |
ii. Gross redemptions: | $915,069.77 |
iii. Date: | 2024-08-15 |
i. Gross subscriptions (including dividend reinvestments): | $3,627.87 |
ii. Gross redemptions: | $729,395.78 |
iii. Date: | 2024-08-16 |
i. Gross subscriptions (including dividend reinvestments): | $174,031.69 |
ii. Gross redemptions: | $4.38 |
iii. Date: | 2024-08-19 |
i. Gross subscriptions (including dividend reinvestments): | $1,092,541.31 |
ii. Gross redemptions: | $0.00 |
iii. Date: | 2024-08-20 |
i. Gross subscriptions (including dividend reinvestments): | $53.00 |
ii. Gross redemptions: | $131,216.32 |
iii. Date: | 2024-08-21 |
i. Gross subscriptions (including dividend reinvestments): | $6,605.28 |
ii. Gross redemptions: | $43,771.72 |
iii. Date: | 2024-08-22 |
i. Gross subscriptions (including dividend reinvestments): | $19,955.66 |
ii. Gross redemptions: | $0.00 |
iii. Date: | 2024-08-23 |
i. Gross subscriptions (including dividend reinvestments): | $1,670.07 |
ii. Gross redemptions: | $329,141.11 |
iii. Date: | 2024-08-26 |
i. Gross subscriptions (including dividend reinvestments): | $3,463.81 |
ii. Gross redemptions: | $1,083,162.89 |
iii. Date: | 2024-08-27 |
i. Gross subscriptions (including dividend reinvestments): | $1,968.54 |
ii. Gross redemptions: | $52,491.67 |
iii. Date: | 2024-08-28 |
i. Gross subscriptions (including dividend reinvestments): | $3,545.47 |
ii. Gross redemptions: | $98,759.99 |
iii. Date: | 2024-08-29 |
i. Gross subscriptions (including dividend reinvestments): | $4,977.61 |
ii. Gross redemptions: | $282,639.90 |
iii. Date: | 2024-08-30 |
b. Monthly shareholder flows: | |
i. Total gross subscriptions (including dividend reinvestments): | $3,848,838.79 |
ii. Total gross redemptions: | $7,311,584.95 |
| Item B.8. 7-day net yield for each business day of the month reported, as calculated under Item 26(a)(1) of Form N-1A (§ 274.11A of this chapter) except based on the 7 business days immediately preceding a given business day | |
a. 7-day net yield | 5.32%
|
b. Date | 2024-08-01 |
a. 7-day net yield | 5.32%
|
b. Date | 2024-08-02 |
a. 7-day net yield | 5.32%
|
b. Date | 2024-08-05 |
a. 7-day net yield | 5.32%
|
b. Date | 2024-08-06 |
a. 7-day net yield | 5.31%
|
b. Date | 2024-08-07 |
a. 7-day net yield | 5.31%
|
b. Date | 2024-08-08 |
a. 7-day net yield | 5.31%
|
b. Date | 2024-08-09 |
a. 7-day net yield | 5.31%
|
b. Date | 2024-08-12 |
a. 7-day net yield | 5.32%
|
b. Date | 2024-08-13 |
a. 7-day net yield | 5.32%
|
b. Date | 2024-08-14 |
a. 7-day net yield | 5.32%
|
b. Date | 2024-08-15 |
a. 7-day net yield | 5.32%
|
b. Date | 2024-08-16 |
a. 7-day net yield | 5.31%
|
b. Date | 2024-08-19 |
a. 7-day net yield | 5.30%
|
b. Date | 2024-08-20 |
a. 7-day net yield | 5.29%
|
b. Date | 2024-08-21 |
a. 7-day net yield | 5.29%
|
b. Date | 2024-08-22 |
a. 7-day net yield | 5.28%
|
b. Date | 2024-08-23 |
a. 7-day net yield | 5.28%
|
b. Date | 2024-08-26 |
a. 7-day net yield | 5.29%
|
b. Date | 2024-08-27 |
a. 7-day net yield | 5.30%
|
b. Date | 2024-08-28 |
a. 7-day net yield | 5.30%
|
b. Date | 2024-08-29 |
a. 7-day net yield | 5.30%
|
b. Date | 2024-08-30 |
| Item B.9. During the reporting period, did any person pay for, or waive all or part of the fund’s operating expenses or management fees? | Yes
No
|
If Yes, answer Item B.9.a | |
a. Total amount of the expense payment or fee waiver, or both (reported in dollars) | $106.29 |
| Item B.10. For each person who owns of record or is known by the fund to own beneficially 5% or more of the shares outstanding in the Class, provide the following information. For purposes of this question, if the fund knows that two or more beneficial owners of the Class are affiliated with each other, treat them as a single beneficial owner when calculating the percentage ownership and identify separately each affiliated beneficial owner by type and the percentage interest of each affiliated beneficial owner. An affiliated beneficial owner is one that directly or indirectly controls or is controlled by another beneficial owner or is under common control with any other beneficial owner. | |
a. Type of beneficial owner or record owner: | Retail investor Non-financial corporation Pension plan Non-profit State or municipal government entity (excluding governmental pension plans) Registered investment company Private fund Depository institution or other banking institution Sovereign wealth fund Broker-dealer Insurance company Other |
If Other, provide a brief description of the type of investor included in this category | |
b. Percent of shares outstanding in the Class owned of record | 9.18%
|
c. Percent of shares outstanding in the Class owned beneficially | 0.00%
|
a. Type of beneficial owner or record owner: | Retail investor Non-financial corporation Pension plan Non-profit State or municipal government entity (excluding governmental pension plans) Registered investment company Private fund Depository institution or other banking institution Sovereign wealth fund Broker-dealer Insurance company Other |
If Other, provide a brief description of the type of investor included in this category | |
b. Percent of shares outstanding in the Class owned of record | 55.55%
|
c. Percent of shares outstanding in the Class owned beneficially | 0.00%
|
a. Type of beneficial owner or record owner: | Retail investor Non-financial corporation Pension plan Non-profit State or municipal government entity (excluding governmental pension plans) Registered investment company Private fund Depository institution or other banking institution Sovereign wealth fund Broker-dealer Insurance company Other |
If Other, provide a brief description of the type of investor included in this category | |
b. Percent of shares outstanding in the Class owned of record | 21.70%
|
c. Percent of shares outstanding in the Class owned beneficially | 0.00%
|
| Item B.11. Shareholder Composition. If the fund is not a Government Money Market Fund or Retail Money Market Fund, identify the percentage of investors within the following categories: | |
a. Non-financial corporations: | |
b. Pension plans: | |
c. Non-profits: | |
d. State or municipal government entities (excluding governmental pension plans): | |
e. Registered investment companies: | |
f. Private funds: | |
g. Depository institutions and other banking institutions: | |
h. Sovereign wealth funds: | |
i. Broker-dealers: | |
j. Insurance companies: | |
k. Other: | |
If Other, provide a brief description of the types of investors included in this category | |
| Item B.12. Share Cancellation. During the reporting period, were any shares cancelled under rule 2a-7(c)(3)? | Yes
No
|
If Yes, answer Item B.12.a | |
a. For each business day shares were cancelled under rule 2a-7(c)(3) during the reporting period, provide: |
| Item B.1. Full name of the Class | Class M |
| Item B.2. EDGAR Class identifier | C000072055 |
| Item B.3. Minimum initial investment | $1,000,000.00 |
| Item B.4. Net assets of the Class, to the nearest cent | $896,882,134.42 |
| Item B.5. Number of shares outstanding, to the nearest hundredth | 896,889,815.593 |
| Item B.6. Net asset value per share. Provide the net asset value per share, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), rounded to the fourth decimal place in the case of a fund with a $1.0000 share price (or an equivalent level of accuracy for funds with a different share price), as of the close of business on each business day of the month reported. | |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-01 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-02 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-05 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-06 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-07 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-08 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-09 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-12 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-13 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-14 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-15 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-16 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-19 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-20 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-21 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-22 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-23 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-26 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-27 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-28 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-29 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-30 |
| Item B.7. Shareholder flow. Provide (a) the daily gross subscriptions (including dividend reinvestments) and gross redemptions, rounded to the nearest cent, as of the close of business on each business day of the month reported; and (b) the total gross subscriptions (including dividend reinvestments) and total gross redemptions for the month reported. For purposes of this Item, report gross subscriptions (including dividend reinvestments) and gross redemptions as of the trade date, and for Master-Feeder Funds, only report the required shareholder flow data at the Feeder Fund level. | |
a. Daily shareholder flows: | |
i. Gross subscriptions (including dividend reinvestments): | $80,062,471.59 |
ii. Gross redemptions: | $16,264,144.00 |
iii. Date: | 2024-08-01 |
i. Gross subscriptions (including dividend reinvestments): | $19,970,575.00 |
ii. Gross redemptions: | $7,731,380.00 |
iii. Date: | 2024-08-02 |
i. Gross subscriptions (including dividend reinvestments): | $14,748,871.00 |
ii. Gross redemptions: | $4,274,611.00 |
iii. Date: | 2024-08-05 |
i. Gross subscriptions (including dividend reinvestments): | $14,270,411.00 |
ii. Gross redemptions: | $75,521,295.09 |
iii. Date: | 2024-08-06 |
i. Gross subscriptions (including dividend reinvestments): | $14,878,166.00 |
ii. Gross redemptions: | $10,510,376.22 |
iii. Date: | 2024-08-07 |
i. Gross subscriptions (including dividend reinvestments): | $3,598,529.00 |
ii. Gross redemptions: | $18,648,052.00 |
iii. Date: | 2024-08-08 |
i. Gross subscriptions (including dividend reinvestments): | $59,924,832.00 |
ii. Gross redemptions: | $40,207,317.00 |
iii. Date: | 2024-08-09 |
i. Gross subscriptions (including dividend reinvestments): | $34,938,116.04 |
ii. Gross redemptions: | $7,984,516.00 |
iii. Date: | 2024-08-12 |
i. Gross subscriptions (including dividend reinvestments): | $59,057,007.00 |
ii. Gross redemptions: | $15,771,460.00 |
iii. Date: | 2024-08-13 |
i. Gross subscriptions (including dividend reinvestments): | $9,740,920.00 |
ii. Gross redemptions: | $4,349,111.00 |
iii. Date: | 2024-08-14 |
i. Gross subscriptions (including dividend reinvestments): | $5,314,088.00 |
ii. Gross redemptions: | $28,699,230.00 |
iii. Date: | 2024-08-15 |
i. Gross subscriptions (including dividend reinvestments): | $25,477,308.00 |
ii. Gross redemptions: | $6,753,256.00 |
iii. Date: | 2024-08-16 |
i. Gross subscriptions (including dividend reinvestments): | $23,384,603.69 |
ii. Gross redemptions: | $5,721,321.00 |
iii. Date: | 2024-08-19 |
i. Gross subscriptions (including dividend reinvestments): | $26,872,400.00 |
ii. Gross redemptions: | $18,137,991.00 |
iii. Date: | 2024-08-20 |
i. Gross subscriptions (including dividend reinvestments): | $8,400,118.00 |
ii. Gross redemptions: | $1,525,527.00 |
iii. Date: | 2024-08-21 |
i. Gross subscriptions (including dividend reinvestments): | $23,770,952.00 |
ii. Gross redemptions: | $21,634,407.00 |
iii. Date: | 2024-08-22 |
i. Gross subscriptions (including dividend reinvestments): | $18,470,263.00 |
ii. Gross redemptions: | $7,334,538.00 |
iii. Date: | 2024-08-23 |
i. Gross subscriptions (including dividend reinvestments): | $73,772,366.00 |
ii. Gross redemptions: | $232,083,292.28 |
iii. Date: | 2024-08-26 |
i. Gross subscriptions (including dividend reinvestments): | $11,012,459.00 |
ii. Gross redemptions: | $11,394,604.00 |
iii. Date: | 2024-08-27 |
i. Gross subscriptions (including dividend reinvestments): | $37,892,347.34 |
ii. Gross redemptions: | $8,795,891.00 |
iii. Date: | 2024-08-28 |
i. Gross subscriptions (including dividend reinvestments): | $54,142,506.00 |
ii. Gross redemptions: | $25,835,843.00 |
iii. Date: | 2024-08-29 |
i. Gross subscriptions (including dividend reinvestments): | $64,326,292.00 |
ii. Gross redemptions: | $8,587,858.00 |
iii. Date: | 2024-08-30 |
b. Monthly shareholder flows: | |
i. Total gross subscriptions (including dividend reinvestments): | $684,025,601.66 |
ii. Total gross redemptions: | $577,766,020.59 |
| Item B.8. 7-day net yield for each business day of the month reported, as calculated under Item 26(a)(1) of Form N-1A (§ 274.11A of this chapter) except based on the 7 business days immediately preceding a given business day | |
a. 7-day net yield | 5.33%
|
b. Date | 2024-08-01 |
a. 7-day net yield | 5.32%
|
b. Date | 2024-08-02 |
a. 7-day net yield | 5.32%
|
b. Date | 2024-08-05 |
a. 7-day net yield | 5.32%
|
b. Date | 2024-08-06 |
a. 7-day net yield | 5.31%
|
b. Date | 2024-08-07 |
a. 7-day net yield | 5.31%
|
b. Date | 2024-08-08 |
a. 7-day net yield | 5.31%
|
b. Date | 2024-08-09 |
a. 7-day net yield | 5.31%
|
b. Date | 2024-08-12 |
a. 7-day net yield | 5.32%
|
b. Date | 2024-08-13 |
a. 7-day net yield | 5.32%
|
b. Date | 2024-08-14 |
a. 7-day net yield | 5.32%
|
b. Date | 2024-08-15 |
a. 7-day net yield | 5.32%
|
b. Date | 2024-08-16 |
a. 7-day net yield | 5.31%
|
b. Date | 2024-08-19 |
a. 7-day net yield | 5.30%
|
b. Date | 2024-08-20 |
a. 7-day net yield | 5.30%
|
b. Date | 2024-08-21 |
a. 7-day net yield | 5.29%
|
b. Date | 2024-08-22 |
a. 7-day net yield | 5.29%
|
b. Date | 2024-08-23 |
a. 7-day net yield | 5.28%
|
b. Date | 2024-08-26 |
a. 7-day net yield | 5.29%
|
b. Date | 2024-08-27 |
a. 7-day net yield | 5.30%
|
b. Date | 2024-08-28 |
a. 7-day net yield | 5.30%
|
b. Date | 2024-08-29 |
a. 7-day net yield | 5.30%
|
b. Date | 2024-08-30 |
| Item B.9. During the reporting period, did any person pay for, or waive all or part of the fund’s operating expenses or management fees? | Yes
No
|
If Yes, answer Item B.9.a | |
a. Total amount of the expense payment or fee waiver, or both (reported in dollars) | $3,790.81 |
| Item B.10. For each person who owns of record or is known by the fund to own beneficially 5% or more of the shares outstanding in the Class, provide the following information. For purposes of this question, if the fund knows that two or more beneficial owners of the Class are affiliated with each other, treat them as a single beneficial owner when calculating the percentage ownership and identify separately each affiliated beneficial owner by type and the percentage interest of each affiliated beneficial owner. An affiliated beneficial owner is one that directly or indirectly controls or is controlled by another beneficial owner or is under common control with any other beneficial owner. | |
a. Type of beneficial owner or record owner: | Retail investor Non-financial corporation Pension plan Non-profit State or municipal government entity (excluding governmental pension plans) Registered investment company Private fund Depository institution or other banking institution Sovereign wealth fund Broker-dealer Insurance company Other |
If Other, provide a brief description of the type of investor included in this category | |
b. Percent of shares outstanding in the Class owned of record | 0.00%
|
c. Percent of shares outstanding in the Class owned beneficially | 9.61%
|
a. Type of beneficial owner or record owner: | Retail investor Non-financial corporation Pension plan Non-profit State or municipal government entity (excluding governmental pension plans) Registered investment company Private fund Depository institution or other banking institution Sovereign wealth fund Broker-dealer Insurance company Other |
If Other, provide a brief description of the type of investor included in this category | |
b. Percent of shares outstanding in the Class owned of record | 0.00%
|
c. Percent of shares outstanding in the Class owned beneficially | 9.61%
|
a. Type of beneficial owner or record owner: | Retail investor Non-financial corporation Pension plan Non-profit State or municipal government entity (excluding governmental pension plans) Registered investment company Private fund Depository institution or other banking institution Sovereign wealth fund Broker-dealer Insurance company Other |
If Other, provide a brief description of the type of investor included in this category | |
b. Percent of shares outstanding in the Class owned of record | 0.00%
|
c. Percent of shares outstanding in the Class owned beneficially | 9.61%
|
a. Type of beneficial owner or record owner: | Retail investor Non-financial corporation Pension plan Non-profit State or municipal government entity (excluding governmental pension plans) Registered investment company Private fund Depository institution or other banking institution Sovereign wealth fund Broker-dealer Insurance company Other |
If Other, provide a brief description of the type of investor included in this category | |
b. Percent of shares outstanding in the Class owned of record | 5.52%
|
c. Percent of shares outstanding in the Class owned beneficially | 0.00%
|
a. Type of beneficial owner or record owner: | Retail investor Non-financial corporation Pension plan Non-profit State or municipal government entity (excluding governmental pension plans) Registered investment company Private fund Depository institution or other banking institution Sovereign wealth fund Broker-dealer Insurance company Other |
If Other, provide a brief description of the type of investor included in this category | |
b. Percent of shares outstanding in the Class owned of record | 18.07%
|
c. Percent of shares outstanding in the Class owned beneficially | 0.00%
|
a. Type of beneficial owner or record owner: | Retail investor Non-financial corporation Pension plan Non-profit State or municipal government entity (excluding governmental pension plans) Registered investment company Private fund Depository institution or other banking institution Sovereign wealth fund Broker-dealer Insurance company Other |
If Other, provide a brief description of the type of investor included in this category | |
b. Percent of shares outstanding in the Class owned of record | 11.05%
|
c. Percent of shares outstanding in the Class owned beneficially | 0.00%
|
a. Type of beneficial owner or record owner: | Retail investor Non-financial corporation Pension plan Non-profit State or municipal government entity (excluding governmental pension plans) Registered investment company Private fund Depository institution or other banking institution Sovereign wealth fund Broker-dealer Insurance company Other |
If Other, provide a brief description of the type of investor included in this category | |
b. Percent of shares outstanding in the Class owned of record | 29.35%
|
c. Percent of shares outstanding in the Class owned beneficially | 0.00%
|
a. Type of beneficial owner or record owner: | Retail investor Non-financial corporation Pension plan Non-profit State or municipal government entity (excluding governmental pension plans) Registered investment company Private fund Depository institution or other banking institution Sovereign wealth fund Broker-dealer Insurance company Other |
If Other, provide a brief description of the type of investor included in this category | |
b. Percent of shares outstanding in the Class owned of record | 15.21%
|
c. Percent of shares outstanding in the Class owned beneficially | 0.00%
|
| Item B.11. Shareholder Composition. If the fund is not a Government Money Market Fund or Retail Money Market Fund, identify the percentage of investors within the following categories: | |
a. Non-financial corporations: | |
b. Pension plans: | |
c. Non-profits: | |
d. State or municipal government entities (excluding governmental pension plans): | |
e. Registered investment companies: | |
f. Private funds: | |
g. Depository institutions and other banking institutions: | |
h. Sovereign wealth funds: | |
i. Broker-dealers: | |
j. Insurance companies: | |
k. Other: | |
If Other, provide a brief description of the types of investors included in this category | |
| Item B.12. Share Cancellation. During the reporting period, were any shares cancelled under rule 2a-7(c)(3)? | Yes
No
|
If Yes, answer Item B.12.a | |
a. For each business day shares were cancelled under rule 2a-7(c)(3) during the reporting period, provide: |
| Item B.1. Full name of the Class | Class I-2 |
| Item B.2. EDGAR Class identifier | C000072056 |
| Item B.3. Minimum initial investment | $1,000,000.00 |
| Item B.4. Net assets of the Class, to the nearest cent | $15,949,439.18 |
| Item B.5. Number of shares outstanding, to the nearest hundredth | 15,949,484.89 |
| Item B.6. Net asset value per share. Provide the net asset value per share, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), rounded to the fourth decimal place in the case of a fund with a $1.0000 share price (or an equivalent level of accuracy for funds with a different share price), as of the close of business on each business day of the month reported. | |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-01 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-02 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-05 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-06 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-07 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-08 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-09 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-12 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-13 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-14 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-15 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-16 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-19 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-20 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-21 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-22 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-23 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-26 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-27 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-28 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-29 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-30 |
| Item B.7. Shareholder flow. Provide (a) the daily gross subscriptions (including dividend reinvestments) and gross redemptions, rounded to the nearest cent, as of the close of business on each business day of the month reported; and (b) the total gross subscriptions (including dividend reinvestments) and total gross redemptions for the month reported. For purposes of this Item, report gross subscriptions (including dividend reinvestments) and gross redemptions as of the trade date, and for Master-Feeder Funds, only report the required shareholder flow data at the Feeder Fund level. | |
a. Daily shareholder flows: | |
i. Gross subscriptions (including dividend reinvestments): | $246,992.76 |
ii. Gross redemptions: | $56,383.06 |
iii. Date: | 2024-08-01 |
i. Gross subscriptions (including dividend reinvestments): | $215.61 |
ii. Gross redemptions: | $99,891.02 |
iii. Date: | 2024-08-02 |
i. Gross subscriptions (including dividend reinvestments): | $110,141.36 |
ii. Gross redemptions: | $3,858,863.18 |
iii. Date: | 2024-08-05 |
i. Gross subscriptions (including dividend reinvestments): | $85,790.20 |
ii. Gross redemptions: | $512,162.05 |
iii. Date: | 2024-08-06 |
i. Gross subscriptions (including dividend reinvestments): | $74,108.77 |
ii. Gross redemptions: | $224.02 |
iii. Date: | 2024-08-07 |
i. Gross subscriptions (including dividend reinvestments): | $53,444.32 |
ii. Gross redemptions: | $19,055.99 |
iii. Date: | 2024-08-08 |
i. Gross subscriptions (including dividend reinvestments): | $7,784.60 |
ii. Gross redemptions: | $40,610.60 |
iii. Date: | 2024-08-09 |
i. Gross subscriptions (including dividend reinvestments): | $7,000.00 |
ii. Gross redemptions: | $400.00 |
iii. Date: | 2024-08-12 |
i. Gross subscriptions (including dividend reinvestments): | $37,350.90 |
ii. Gross redemptions: | $274,135.61 |
iii. Date: | 2024-08-13 |
i. Gross subscriptions (including dividend reinvestments): | $204.00 |
ii. Gross redemptions: | $106,249.76 |
iii. Date: | 2024-08-14 |
i. Gross subscriptions (including dividend reinvestments): | $34,397.08 |
ii. Gross redemptions: | $388,893.43 |
iii. Date: | 2024-08-15 |
i. Gross subscriptions (including dividend reinvestments): | $268.48 |
ii. Gross redemptions: | $902,166.39 |
iii. Date: | 2024-08-16 |
i. Gross subscriptions (including dividend reinvestments): | $0.00 |
ii. Gross redemptions: | $20,413.61 |
iii. Date: | 2024-08-19 |
i. Gross subscriptions (including dividend reinvestments): | $3,297.14 |
ii. Gross redemptions: | $54,500.00 |
iii. Date: | 2024-08-20 |
i. Gross subscriptions (including dividend reinvestments): | $1,336.61 |
ii. Gross redemptions: | $0.00 |
iii. Date: | 2024-08-21 |
i. Gross subscriptions (including dividend reinvestments): | $0.00 |
ii. Gross redemptions: | $57,269.23 |
iii. Date: | 2024-08-22 |
i. Gross subscriptions (including dividend reinvestments): | $3,623.55 |
ii. Gross redemptions: | $20,202.99 |
iii. Date: | 2024-08-23 |
i. Gross subscriptions (including dividend reinvestments): | $150,289.83 |
ii. Gross redemptions: | $83,102.98 |
iii. Date: | 2024-08-26 |
i. Gross subscriptions (including dividend reinvestments): | $47,299.00 |
ii. Gross redemptions: | $1,020,555.38 |
iii. Date: | 2024-08-27 |
i. Gross subscriptions (including dividend reinvestments): | $4.00 |
ii. Gross redemptions: | $137,460.09 |
iii. Date: | 2024-08-28 |
i. Gross subscriptions (including dividend reinvestments): | $282,495.13 |
ii. Gross redemptions: | $31,104.91 |
iii. Date: | 2024-08-29 |
i. Gross subscriptions (including dividend reinvestments): | $143.42 |
ii. Gross redemptions: | $96.20 |
iii. Date: | 2024-08-30 |
b. Monthly shareholder flows: | |
i. Total gross subscriptions (including dividend reinvestments): | $1,146,186.76 |
ii. Total gross redemptions: | $7,683,740.50 |
| Item B.8. 7-day net yield for each business day of the month reported, as calculated under Item 26(a)(1) of Form N-1A (§ 274.11A of this chapter) except based on the 7 business days immediately preceding a given business day | |
a. 7-day net yield | 5.23%
|
b. Date | 2024-08-01 |
a. 7-day net yield | 5.22%
|
b. Date | 2024-08-02 |
a. 7-day net yield | 5.22%
|
b. Date | 2024-08-05 |
a. 7-day net yield | 5.22%
|
b. Date | 2024-08-06 |
a. 7-day net yield | 5.21%
|
b. Date | 2024-08-07 |
a. 7-day net yield | 5.21%
|
b. Date | 2024-08-08 |
a. 7-day net yield | 5.21%
|
b. Date | 2024-08-09 |
a. 7-day net yield | 5.21%
|
b. Date | 2024-08-12 |
a. 7-day net yield | 5.22%
|
b. Date | 2024-08-13 |
a. 7-day net yield | 5.22%
|
b. Date | 2024-08-14 |
a. 7-day net yield | 5.22%
|
b. Date | 2024-08-15 |
a. 7-day net yield | 5.21%
|
b. Date | 2024-08-16 |
a. 7-day net yield | 5.20%
|
b. Date | 2024-08-19 |
a. 7-day net yield | 5.20%
|
b. Date | 2024-08-20 |
a. 7-day net yield | 5.19%
|
b. Date | 2024-08-21 |
a. 7-day net yield | 5.18%
|
b. Date | 2024-08-22 |
a. 7-day net yield | 5.18%
|
b. Date | 2024-08-23 |
a. 7-day net yield | 5.18%
|
b. Date | 2024-08-26 |
a. 7-day net yield | 5.19%
|
b. Date | 2024-08-27 |
a. 7-day net yield | 5.20%
|
b. Date | 2024-08-28 |
a. 7-day net yield | 5.20%
|
b. Date | 2024-08-29 |
a. 7-day net yield | 5.20%
|
b. Date | 2024-08-30 |
| Item B.9. During the reporting period, did any person pay for, or waive all or part of the fund’s operating expenses or management fees? | Yes
No
|
If Yes, answer Item B.9.a | |
a. Total amount of the expense payment or fee waiver, or both (reported in dollars) | $79.75 |
| Item B.10. For each person who owns of record or is known by the fund to own beneficially 5% or more of the shares outstanding in the Class, provide the following information. For purposes of this question, if the fund knows that two or more beneficial owners of the Class are affiliated with each other, treat them as a single beneficial owner when calculating the percentage ownership and identify separately each affiliated beneficial owner by type and the percentage interest of each affiliated beneficial owner. An affiliated beneficial owner is one that directly or indirectly controls or is controlled by another beneficial owner or is under common control with any other beneficial owner. | |
a. Type of beneficial owner or record owner: | Retail investor Non-financial corporation Pension plan Non-profit State or municipal government entity (excluding governmental pension plans) Registered investment company Private fund Depository institution or other banking institution Sovereign wealth fund Broker-dealer Insurance company Other |
If Other, provide a brief description of the type of investor included in this category | |
b. Percent of shares outstanding in the Class owned of record | 43.16%
|
c. Percent of shares outstanding in the Class owned beneficially | 0.00%
|
a. Type of beneficial owner or record owner: | Retail investor Non-financial corporation Pension plan Non-profit State or municipal government entity (excluding governmental pension plans) Registered investment company Private fund Depository institution or other banking institution Sovereign wealth fund Broker-dealer Insurance company Other |
If Other, provide a brief description of the type of investor included in this category | |
b. Percent of shares outstanding in the Class owned of record | 26.06%
|
c. Percent of shares outstanding in the Class owned beneficially | 0.00%
|
| Item B.11. Shareholder Composition. If the fund is not a Government Money Market Fund or Retail Money Market Fund, identify the percentage of investors within the following categories: | |
a. Non-financial corporations: | |
b. Pension plans: | |
c. Non-profits: | |
d. State or municipal government entities (excluding governmental pension plans): | |
e. Registered investment companies: | |
f. Private funds: | |
g. Depository institutions and other banking institutions: | |
h. Sovereign wealth funds: | |
i. Broker-dealers: | |
j. Insurance companies: | |
k. Other: | |
If Other, provide a brief description of the types of investors included in this category | |
| Item B.12. Share Cancellation. During the reporting period, were any shares cancelled under rule 2a-7(c)(3)? | Yes
No
|
If Yes, answer Item B.12.a | |
a. For each business day shares were cancelled under rule 2a-7(c)(3) during the reporting period, provide: |
| Item B.1. Full name of the Class | Class A |
| Item B.2. EDGAR Class identifier | C000075263 |
| Item B.3. Minimum initial investment | $1,000.00 |
| Item B.4. Net assets of the Class, to the nearest cent | $1,902,210,083.08 |
| Item B.5. Number of shares outstanding, to the nearest hundredth | 1,902,243,178.178 |
| Item B.6. Net asset value per share. Provide the net asset value per share, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), rounded to the fourth decimal place in the case of a fund with a $1.0000 share price (or an equivalent level of accuracy for funds with a different share price), as of the close of business on each business day of the month reported. | |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-01 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-02 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-05 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-06 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-07 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-08 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-09 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-12 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-13 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-14 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-15 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-16 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-19 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-20 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-21 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-22 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-23 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-26 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-27 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-28 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-29 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-30 |
| Item B.7. Shareholder flow. Provide (a) the daily gross subscriptions (including dividend reinvestments) and gross redemptions, rounded to the nearest cent, as of the close of business on each business day of the month reported; and (b) the total gross subscriptions (including dividend reinvestments) and total gross redemptions for the month reported. For purposes of this Item, report gross subscriptions (including dividend reinvestments) and gross redemptions as of the trade date, and for Master-Feeder Funds, only report the required shareholder flow data at the Feeder Fund level. | |
a. Daily shareholder flows: | |
i. Gross subscriptions (including dividend reinvestments): | $16,078,825.04 |
ii. Gross redemptions: | $11,136,509.92 |
iii. Date: | 2024-08-01 |
i. Gross subscriptions (including dividend reinvestments): | $14,121,535.88 |
ii. Gross redemptions: | $8,182,073.65 |
iii. Date: | 2024-08-02 |
i. Gross subscriptions (including dividend reinvestments): | $8,137,517.88 |
ii. Gross redemptions: | $4,395,892.09 |
iii. Date: | 2024-08-05 |
i. Gross subscriptions (including dividend reinvestments): | $7,557,793.32 |
ii. Gross redemptions: | $11,297,916.56 |
iii. Date: | 2024-08-06 |
i. Gross subscriptions (including dividend reinvestments): | $9,408,324.61 |
ii. Gross redemptions: | $7,062,248.25 |
iii. Date: | 2024-08-07 |
i. Gross subscriptions (including dividend reinvestments): | $9,930,132.23 |
ii. Gross redemptions: | $6,470,349.37 |
iii. Date: | 2024-08-08 |
i. Gross subscriptions (including dividend reinvestments): | $10,754,886.24 |
ii. Gross redemptions: | $5,986,988.93 |
iii. Date: | 2024-08-09 |
i. Gross subscriptions (including dividend reinvestments): | $15,102,612.57 |
ii. Gross redemptions: | $3,444,906.28 |
iii. Date: | 2024-08-12 |
i. Gross subscriptions (including dividend reinvestments): | $10,661,032.08 |
ii. Gross redemptions: | $4,972,079.23 |
iii. Date: | 2024-08-13 |
i. Gross subscriptions (including dividend reinvestments): | $13,079,721.72 |
ii. Gross redemptions: | $4,274,269.08 |
iii. Date: | 2024-08-14 |
i. Gross subscriptions (including dividend reinvestments): | $9,116,670.14 |
ii. Gross redemptions: | $5,400,367.41 |
iii. Date: | 2024-08-15 |
i. Gross subscriptions (including dividend reinvestments): | $12,037,450.44 |
ii. Gross redemptions: | $5,229,657.18 |
iii. Date: | 2024-08-16 |
i. Gross subscriptions (including dividend reinvestments): | $10,111,100.52 |
ii. Gross redemptions: | $7,663,500.27 |
iii. Date: | 2024-08-19 |
i. Gross subscriptions (including dividend reinvestments): | $5,816,558.93 |
ii. Gross redemptions: | $4,737,809.47 |
iii. Date: | 2024-08-20 |
i. Gross subscriptions (including dividend reinvestments): | $12,368,803.75 |
ii. Gross redemptions: | $4,918,723.02 |
iii. Date: | 2024-08-21 |
i. Gross subscriptions (including dividend reinvestments): | $11,429,325.79 |
ii. Gross redemptions: | $4,287,093.93 |
iii. Date: | 2024-08-22 |
i. Gross subscriptions (including dividend reinvestments): | $7,943,421.42 |
ii. Gross redemptions: | $5,313,737.88 |
iii. Date: | 2024-08-23 |
i. Gross subscriptions (including dividend reinvestments): | $10,055,954.88 |
ii. Gross redemptions: | $5,334,220.57 |
iii. Date: | 2024-08-26 |
i. Gross subscriptions (including dividend reinvestments): | $7,671,534.36 |
ii. Gross redemptions: | $5,149,010.20 |
iii. Date: | 2024-08-27 |
i. Gross subscriptions (including dividend reinvestments): | $5,752,876.81 |
ii. Gross redemptions: | $6,462,001.16 |
iii. Date: | 2024-08-28 |
i. Gross subscriptions (including dividend reinvestments): | $10,595,649.55 |
ii. Gross redemptions: | $10,081,499.87 |
iii. Date: | 2024-08-29 |
i. Gross subscriptions (including dividend reinvestments): | $8,548,033.65 |
ii. Gross redemptions: | $6,753,594.98 |
iii. Date: | 2024-08-30 |
b. Monthly shareholder flows: | |
i. Total gross subscriptions (including dividend reinvestments): | $226,279,761.81 |
ii. Total gross redemptions: | $138,554,449.30 |
| Item B.8. 7-day net yield for each business day of the month reported, as calculated under Item 26(a)(1) of Form N-1A (§ 274.11A of this chapter) except based on the 7 business days immediately preceding a given business day | |
a. 7-day net yield | 5.18%
|
b. Date | 2024-08-01 |
a. 7-day net yield | 5.17%
|
b. Date | 2024-08-02 |
a. 7-day net yield | 5.17%
|
b. Date | 2024-08-05 |
a. 7-day net yield | 5.17%
|
b. Date | 2024-08-06 |
a. 7-day net yield | 5.16%
|
b. Date | 2024-08-07 |
a. 7-day net yield | 5.16%
|
b. Date | 2024-08-08 |
a. 7-day net yield | 5.16%
|
b. Date | 2024-08-09 |
a. 7-day net yield | 5.16%
|
b. Date | 2024-08-12 |
a. 7-day net yield | 5.17%
|
b. Date | 2024-08-13 |
a. 7-day net yield | 5.17%
|
b. Date | 2024-08-14 |
a. 7-day net yield | 5.17%
|
b. Date | 2024-08-15 |
a. 7-day net yield | 5.17%
|
b. Date | 2024-08-16 |
a. 7-day net yield | 5.16%
|
b. Date | 2024-08-19 |
a. 7-day net yield | 5.15%
|
b. Date | 2024-08-20 |
a. 7-day net yield | 5.15%
|
b. Date | 2024-08-21 |
a. 7-day net yield | 5.14%
|
b. Date | 2024-08-22 |
a. 7-day net yield | 5.14%
|
b. Date | 2024-08-23 |
a. 7-day net yield | 5.13%
|
b. Date | 2024-08-26 |
a. 7-day net yield | 5.14%
|
b. Date | 2024-08-27 |
a. 7-day net yield | 5.15%
|
b. Date | 2024-08-28 |
a. 7-day net yield | 5.15%
|
b. Date | 2024-08-29 |
a. 7-day net yield | 5.15%
|
b. Date | 2024-08-30 |
| Item B.9. During the reporting period, did any person pay for, or waive all or part of the fund’s operating expenses or management fees? | Yes
No
|
If Yes, answer Item B.9.a | |
a. Total amount of the expense payment or fee waiver, or both (reported in dollars) | $8,248.59 |
| Item B.10. For each person who owns of record or is known by the fund to own beneficially 5% or more of the shares outstanding in the Class, provide the following information. For purposes of this question, if the fund knows that two or more beneficial owners of the Class are affiliated with each other, treat them as a single beneficial owner when calculating the percentage ownership and identify separately each affiliated beneficial owner by type and the percentage interest of each affiliated beneficial owner. An affiliated beneficial owner is one that directly or indirectly controls or is controlled by another beneficial owner or is under common control with any other beneficial owner. | |
a. Type of beneficial owner or record owner: | Retail investor Non-financial corporation Pension plan Non-profit State or municipal government entity (excluding governmental pension plans) Registered investment company Private fund Depository institution or other banking institution Sovereign wealth fund Broker-dealer Insurance company Other |
If Other, provide a brief description of the type of investor included in this category | |
b. Percent of shares outstanding in the Class owned of record | 30.59%
|
c. Percent of shares outstanding in the Class owned beneficially | 0.00%
|
a. Type of beneficial owner or record owner: | Retail investor Non-financial corporation Pension plan Non-profit State or municipal government entity (excluding governmental pension plans) Registered investment company Private fund Depository institution or other banking institution Sovereign wealth fund Broker-dealer Insurance company Other |
If Other, provide a brief description of the type of investor included in this category | |
b. Percent of shares outstanding in the Class owned of record | 33.07%
|
c. Percent of shares outstanding in the Class owned beneficially | 0.00%
|
a. Type of beneficial owner or record owner: | Retail investor Non-financial corporation Pension plan Non-profit State or municipal government entity (excluding governmental pension plans) Registered investment company Private fund Depository institution or other banking institution Sovereign wealth fund Broker-dealer Insurance company Other |
If Other, provide a brief description of the type of investor included in this category | |
b. Percent of shares outstanding in the Class owned of record | 7.74%
|
c. Percent of shares outstanding in the Class owned beneficially | 0.00%
|
a. Type of beneficial owner or record owner: | Retail investor Non-financial corporation Pension plan Non-profit State or municipal government entity (excluding governmental pension plans) Registered investment company Private fund Depository institution or other banking institution Sovereign wealth fund Broker-dealer Insurance company Other |
If Other, provide a brief description of the type of investor included in this category | |
b. Percent of shares outstanding in the Class owned of record | 17.67%
|
c. Percent of shares outstanding in the Class owned beneficially | 0.00%
|
| Item B.11. Shareholder Composition. If the fund is not a Government Money Market Fund or Retail Money Market Fund, identify the percentage of investors within the following categories: | |
a. Non-financial corporations: | |
b. Pension plans: | |
c. Non-profits: | |
d. State or municipal government entities (excluding governmental pension plans): | |
e. Registered investment companies: | |
f. Private funds: | |
g. Depository institutions and other banking institutions: | |
h. Sovereign wealth funds: | |
i. Broker-dealers: | |
j. Insurance companies: | |
k. Other: | |
If Other, provide a brief description of the types of investors included in this category | |
| Item B.12. Share Cancellation. During the reporting period, were any shares cancelled under rule 2a-7(c)(3)? | Yes
No
|
If Yes, answer Item B.12.a | |
a. For each business day shares were cancelled under rule 2a-7(c)(3) during the reporting period, provide: |
| Item B.1. Full name of the Class | Class C |
| Item B.2. EDGAR Class identifier | C000075264 |
| Item B.3. Minimum initial investment | $1,000.00 |
| Item B.4. Net assets of the Class, to the nearest cent | $53,540,616.88 |
| Item B.5. Number of shares outstanding, to the nearest hundredth | 53,543,011.16 |
| Item B.6. Net asset value per share. Provide the net asset value per share, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), rounded to the fourth decimal place in the case of a fund with a $1.0000 share price (or an equivalent level of accuracy for funds with a different share price), as of the close of business on each business day of the month reported. | |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-01 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-02 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-05 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-06 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-07 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-08 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-09 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-12 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-13 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-14 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-15 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-16 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-19 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-20 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-21 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-22 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-23 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-26 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-27 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-28 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-29 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-30 |
| Item B.7. Shareholder flow. Provide (a) the daily gross subscriptions (including dividend reinvestments) and gross redemptions, rounded to the nearest cent, as of the close of business on each business day of the month reported; and (b) the total gross subscriptions (including dividend reinvestments) and total gross redemptions for the month reported. For purposes of this Item, report gross subscriptions (including dividend reinvestments) and gross redemptions as of the trade date, and for Master-Feeder Funds, only report the required shareholder flow data at the Feeder Fund level. | |
a. Daily shareholder flows: | |
i. Gross subscriptions (including dividend reinvestments): | $296,437.37 |
ii. Gross redemptions: | $24,426.03 |
iii. Date: | 2024-08-01 |
i. Gross subscriptions (including dividend reinvestments): | $308,438.44 |
ii. Gross redemptions: | $88,416.26 |
iii. Date: | 2024-08-02 |
i. Gross subscriptions (including dividend reinvestments): | $15,149.08 |
ii. Gross redemptions: | $31,867.94 |
iii. Date: | 2024-08-05 |
i. Gross subscriptions (including dividend reinvestments): | $39,165.00 |
ii. Gross redemptions: | $2,971,561.06 |
iii. Date: | 2024-08-06 |
i. Gross subscriptions (including dividend reinvestments): | $3,806.95 |
ii. Gross redemptions: | $30,106.03 |
iii. Date: | 2024-08-07 |
i. Gross subscriptions (including dividend reinvestments): | $69,224.75 |
ii. Gross redemptions: | $164,613.13 |
iii. Date: | 2024-08-08 |
i. Gross subscriptions (including dividend reinvestments): | $11,000.00 |
ii. Gross redemptions: | $94,766.57 |
iii. Date: | 2024-08-09 |
i. Gross subscriptions (including dividend reinvestments): | $11,904.56 |
ii. Gross redemptions: | $139,403.03 |
iii. Date: | 2024-08-12 |
i. Gross subscriptions (including dividend reinvestments): | $10,096.43 |
ii. Gross redemptions: | $292,002.35 |
iii. Date: | 2024-08-13 |
i. Gross subscriptions (including dividend reinvestments): | $1,714,271.47 |
ii. Gross redemptions: | $308,702.37 |
iii. Date: | 2024-08-14 |
i. Gross subscriptions (including dividend reinvestments): | $70,438.16 |
ii. Gross redemptions: | $94,191.39 |
iii. Date: | 2024-08-15 |
i. Gross subscriptions (including dividend reinvestments): | $113,543.15 |
ii. Gross redemptions: | $509.00 |
iii. Date: | 2024-08-16 |
i. Gross subscriptions (including dividend reinvestments): | $215,501.32 |
ii. Gross redemptions: | $239,982.00 |
iii. Date: | 2024-08-19 |
i. Gross subscriptions (including dividend reinvestments): | $180,371.11 |
ii. Gross redemptions: | $81,699.72 |
iii. Date: | 2024-08-20 |
i. Gross subscriptions (including dividend reinvestments): | $10,059.40 |
ii. Gross redemptions: | $7,620.45 |
iii. Date: | 2024-08-21 |
i. Gross subscriptions (including dividend reinvestments): | $90,389.50 |
ii. Gross redemptions: | $195,556.57 |
iii. Date: | 2024-08-22 |
i. Gross subscriptions (including dividend reinvestments): | $228,161.23 |
ii. Gross redemptions: | $82,022.94 |
iii. Date: | 2024-08-23 |
i. Gross subscriptions (including dividend reinvestments): | $192.43 |
ii. Gross redemptions: | $161,770.41 |
iii. Date: | 2024-08-26 |
i. Gross subscriptions (including dividend reinvestments): | $420,007.06 |
ii. Gross redemptions: | $117,610.82 |
iii. Date: | 2024-08-27 |
i. Gross subscriptions (including dividend reinvestments): | $510,000.00 |
ii. Gross redemptions: | $132,030.91 |
iii. Date: | 2024-08-28 |
i. Gross subscriptions (including dividend reinvestments): | $182,499.42 |
ii. Gross redemptions: | $31,632.07 |
iii. Date: | 2024-08-29 |
i. Gross subscriptions (including dividend reinvestments): | $111,581.34 |
ii. Gross redemptions: | $90,434.33 |
iii. Date: | 2024-08-30 |
b. Monthly shareholder flows: | |
i. Total gross subscriptions (including dividend reinvestments): | $4,612,238.17 |
ii. Total gross redemptions: | $5,380,925.38 |
| Item B.8. 7-day net yield for each business day of the month reported, as calculated under Item 26(a)(1) of Form N-1A (§ 274.11A of this chapter) except based on the 7 business days immediately preceding a given business day | |
a. 7-day net yield | 5.18%
|
b. Date | 2024-08-01 |
a. 7-day net yield | 5.17%
|
b. Date | 2024-08-02 |
a. 7-day net yield | 5.17%
|
b. Date | 2024-08-05 |
a. 7-day net yield | 5.17%
|
b. Date | 2024-08-06 |
a. 7-day net yield | 5.16%
|
b. Date | 2024-08-07 |
a. 7-day net yield | 5.16%
|
b. Date | 2024-08-08 |
a. 7-day net yield | 5.16%
|
b. Date | 2024-08-09 |
a. 7-day net yield | 5.16%
|
b. Date | 2024-08-12 |
a. 7-day net yield | 5.16%
|
b. Date | 2024-08-13 |
a. 7-day net yield | 5.17%
|
b. Date | 2024-08-14 |
a. 7-day net yield | 5.17%
|
b. Date | 2024-08-15 |
a. 7-day net yield | 5.17%
|
b. Date | 2024-08-16 |
a. 7-day net yield | 5.16%
|
b. Date | 2024-08-19 |
a. 7-day net yield | 5.15%
|
b. Date | 2024-08-20 |
a. 7-day net yield | 5.14%
|
b. Date | 2024-08-21 |
a. 7-day net yield | 5.14%
|
b. Date | 2024-08-22 |
a. 7-day net yield | 5.13%
|
b. Date | 2024-08-23 |
a. 7-day net yield | 5.13%
|
b. Date | 2024-08-26 |
a. 7-day net yield | 5.14%
|
b. Date | 2024-08-27 |
a. 7-day net yield | 5.15%
|
b. Date | 2024-08-28 |
a. 7-day net yield | 5.15%
|
b. Date | 2024-08-29 |
a. 7-day net yield | 5.15%
|
b. Date | 2024-08-30 |
| Item B.9. During the reporting period, did any person pay for, or waive all or part of the fund’s operating expenses or management fees? | Yes
No
|
If Yes, answer Item B.9.a | |
a. Total amount of the expense payment or fee waiver, or both (reported in dollars) | $234.44 |
| Item B.10. For each person who owns of record or is known by the fund to own beneficially 5% or more of the shares outstanding in the Class, provide the following information. For purposes of this question, if the fund knows that two or more beneficial owners of the Class are affiliated with each other, treat them as a single beneficial owner when calculating the percentage ownership and identify separately each affiliated beneficial owner by type and the percentage interest of each affiliated beneficial owner. An affiliated beneficial owner is one that directly or indirectly controls or is controlled by another beneficial owner or is under common control with any other beneficial owner. | |
a. Type of beneficial owner or record owner: | Retail investor Non-financial corporation Pension plan Non-profit State or municipal government entity (excluding governmental pension plans) Registered investment company Private fund Depository institution or other banking institution Sovereign wealth fund Broker-dealer Insurance company Other |
If Other, provide a brief description of the type of investor included in this category | |
b. Percent of shares outstanding in the Class owned of record | 5.67%
|
c. Percent of shares outstanding in the Class owned beneficially | 0.00%
|
a. Type of beneficial owner or record owner: | Retail investor Non-financial corporation Pension plan Non-profit State or municipal government entity (excluding governmental pension plans) Registered investment company Private fund Depository institution or other banking institution Sovereign wealth fund Broker-dealer Insurance company Other |
If Other, provide a brief description of the type of investor included in this category | |
b. Percent of shares outstanding in the Class owned of record | 52.84%
|
c. Percent of shares outstanding in the Class owned beneficially | 0.00%
|
a. Type of beneficial owner or record owner: | Retail investor Non-financial corporation Pension plan Non-profit State or municipal government entity (excluding governmental pension plans) Registered investment company Private fund Depository institution or other banking institution Sovereign wealth fund Broker-dealer Insurance company Other |
If Other, provide a brief description of the type of investor included in this category | |
b. Percent of shares outstanding in the Class owned of record | 9.24%
|
c. Percent of shares outstanding in the Class owned beneficially | 0.00%
|
| Item B.11. Shareholder Composition. If the fund is not a Government Money Market Fund or Retail Money Market Fund, identify the percentage of investors within the following categories: | |
a. Non-financial corporations: | |
b. Pension plans: | |
c. Non-profits: | |
d. State or municipal government entities (excluding governmental pension plans): | |
e. Registered investment companies: | |
f. Private funds: | |
g. Depository institutions and other banking institutions: | |
h. Sovereign wealth funds: | |
i. Broker-dealers: | |
j. Insurance companies: | |
k. Other: | |
If Other, provide a brief description of the types of investors included in this category | |
| Item B.12. Share Cancellation. During the reporting period, were any shares cancelled under rule 2a-7(c)(3)? | Yes
No
|
If Yes, answer Item B.12.a | |
a. For each business day shares were cancelled under rule 2a-7(c)(3) during the reporting period, provide: |
| Item B.1. Full name of the Class | Institutional Class |
| Item B.2. EDGAR Class identifier | C000169180 |
| Item B.3. Minimum initial investment | $10,000.00 |
| Item B.4. Net assets of the Class, to the nearest cent | $724,909,026.94 |
| Item B.5. Number of shares outstanding, to the nearest hundredth | 724,936,416.622 |
| Item B.6. Net asset value per share. Provide the net asset value per share, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), rounded to the fourth decimal place in the case of a fund with a $1.0000 share price (or an equivalent level of accuracy for funds with a different share price), as of the close of business on each business day of the month reported. | |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-01 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-02 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-05 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-06 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-07 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-08 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-09 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-12 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-13 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-14 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-15 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-16 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-19 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-20 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-21 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-22 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-23 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-26 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-27 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-28 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-29 |
a. Net asset value per share | $1.0000 |
b. Date | 2024-08-30 |
| Item B.7. Shareholder flow. Provide (a) the daily gross subscriptions (including dividend reinvestments) and gross redemptions, rounded to the nearest cent, as of the close of business on each business day of the month reported; and (b) the total gross subscriptions (including dividend reinvestments) and total gross redemptions for the month reported. For purposes of this Item, report gross subscriptions (including dividend reinvestments) and gross redemptions as of the trade date, and for Master-Feeder Funds, only report the required shareholder flow data at the Feeder Fund level. | |
a. Daily shareholder flows: | |
i. Gross subscriptions (including dividend reinvestments): | $6,549,149.99 |
ii. Gross redemptions: | $4,261,126.25 |
iii. Date: | 2024-08-01 |
i. Gross subscriptions (including dividend reinvestments): | $4,954,112.34 |
ii. Gross redemptions: | $6,752,239.61 |
iii. Date: | 2024-08-02 |
i. Gross subscriptions (including dividend reinvestments): | $4,722,944.55 |
ii. Gross redemptions: | $14,203,558.06 |
iii. Date: | 2024-08-05 |
i. Gross subscriptions (including dividend reinvestments): | $7,215,392.57 |
ii. Gross redemptions: | $10,665,452.24 |
iii. Date: | 2024-08-06 |
i. Gross subscriptions (including dividend reinvestments): | $10,015,599.55 |
ii. Gross redemptions: | $2,946,187.83 |
iii. Date: | 2024-08-07 |
i. Gross subscriptions (including dividend reinvestments): | $5,509,275.29 |
ii. Gross redemptions: | $3,390,648.20 |
iii. Date: | 2024-08-08 |
i. Gross subscriptions (including dividend reinvestments): | $3,671,462.61 |
ii. Gross redemptions: | $8,860,502.45 |
iii. Date: | 2024-08-09 |
i. Gross subscriptions (including dividend reinvestments): | $9,072,718.96 |
ii. Gross redemptions: | $2,598,062.58 |
iii. Date: | 2024-08-12 |
i. Gross subscriptions (including dividend reinvestments): | $4,594,971.80 |
ii. Gross redemptions: | $6,462,578.49 |
iii. Date: | 2024-08-13 |
i. Gross subscriptions (including dividend reinvestments): | $6,888,113.79 |
ii. Gross redemptions: | $7,314,586.06 |
iii. Date: | 2024-08-14 |
i. Gross subscriptions (including dividend reinvestments): | $17,864,380.10 |
ii. Gross redemptions: | $9,901,486.36 |
iii. Date: | 2024-08-15 |
i. Gross subscriptions (including dividend reinvestments): | $7,860,948.06 |
ii. Gross redemptions: | $3,306,943.42 |
iii. Date: | 2024-08-16 |
i. Gross subscriptions (including dividend reinvestments): | $7,984,876.69 |
ii. Gross redemptions: | $12,816,951.52 |
iii. Date: | 2024-08-19 |
i. Gross subscriptions (including dividend reinvestments): | $9,933,737.78 |
ii. Gross redemptions: | $11,989,169.44 |
iii. Date: | 2024-08-20 |
i. Gross subscriptions (including dividend reinvestments): | $7,930,709.98 |
ii. Gross redemptions: | $5,494,668.61 |
iii. Date: | 2024-08-21 |
i. Gross subscriptions (including dividend reinvestments): | $1,675,171.09 |
ii. Gross redemptions: | $5,540,846.28 |
iii. Date: | 2024-08-22 |
i. Gross subscriptions (including dividend reinvestments): | $4,992,633.84 |
ii. Gross redemptions: | $3,436,871.40 |
iii. Date: | 2024-08-23 |
i. Gross subscriptions (including dividend reinvestments): | $2,763,190.79 |
ii. Gross redemptions: | $7,034,835.91 |
iii. Date: | 2024-08-26 |
i. Gross subscriptions (including dividend reinvestments): | $6,987,681.26 |
ii. Gross redemptions: | $3,576,650.08 |
iii. Date: | 2024-08-27 |
i. Gross subscriptions (including dividend reinvestments): | $11,971,808.91 |
ii. Gross redemptions: | $5,480,358.14 |
iii. Date: | 2024-08-28 |
i. Gross subscriptions (including dividend reinvestments): | $2,643,232.35 |
ii. Gross redemptions: | $13,793,459.69 |
iii. Date: | 2024-08-29 |
i. Gross subscriptions (including dividend reinvestments): | $7,177,118.86 |
ii. Gross redemptions: | $5,198,338.34 |
iii. Date: | 2024-08-30 |
b. Monthly shareholder flows: | |
i. Total gross subscriptions (including dividend reinvestments): | $152,979,231.16 |
ii. Total gross redemptions: | $155,025,520.96 |
| Item B.8. 7-day net yield for each business day of the month reported, as calculated under Item 26(a)(1) of Form N-1A (§ 274.11A of this chapter) except based on the 7 business days immediately preceding a given business day | |
a. 7-day net yield | 5.33%
|
b. Date | 2024-08-01 |
a. 7-day net yield | 5.32%
|
b. Date | 2024-08-02 |
a. 7-day net yield | 5.32%
|
b. Date | 2024-08-05 |
a. 7-day net yield | 5.32%
|
b. Date | 2024-08-06 |
a. 7-day net yield | 5.31%
|
b. Date | 2024-08-07 |
a. 7-day net yield | 5.31%
|
b. Date | 2024-08-08 |
a. 7-day net yield | 5.31%
|
b. Date | 2024-08-09 |
a. 7-day net yield | 5.31%
|
b. Date | 2024-08-12 |
a. 7-day net yield | 5.32%
|
b. Date | 2024-08-13 |
a. 7-day net yield | 5.32%
|
b. Date | 2024-08-14 |
a. 7-day net yield | 5.32%
|
b. Date | 2024-08-15 |
a. 7-day net yield | 5.32%
|
b. Date | 2024-08-16 |
a. 7-day net yield | 5.31%
|
b. Date | 2024-08-19 |
a. 7-day net yield | 5.30%
|
b. Date | 2024-08-20 |
a. 7-day net yield | 5.29%
|
b. Date | 2024-08-21 |
a. 7-day net yield | 5.29%
|
b. Date | 2024-08-22 |
a. 7-day net yield | 5.28%
|
b. Date | 2024-08-23 |
a. 7-day net yield | 5.28%
|
b. Date | 2024-08-26 |
a. 7-day net yield | 5.29%
|
b. Date | 2024-08-27 |
a. 7-day net yield | 5.30%
|
b. Date | 2024-08-28 |
a. 7-day net yield | 5.30%
|
b. Date | 2024-08-29 |
a. 7-day net yield | 5.30%
|
b. Date | 2024-08-30 |
| Item B.9. During the reporting period, did any person pay for, or waive all or part of the fund’s operating expenses or management fees? | Yes
No
|
If Yes, answer Item B.9.a | |
a. Total amount of the expense payment or fee waiver, or both (reported in dollars) | $3,216.54 |
| Item B.10. For each person who owns of record or is known by the fund to own beneficially 5% or more of the shares outstanding in the Class, provide the following information. For purposes of this question, if the fund knows that two or more beneficial owners of the Class are affiliated with each other, treat them as a single beneficial owner when calculating the percentage ownership and identify separately each affiliated beneficial owner by type and the percentage interest of each affiliated beneficial owner. An affiliated beneficial owner is one that directly or indirectly controls or is controlled by another beneficial owner or is under common control with any other beneficial owner. | |
a. Type of beneficial owner or record owner: | Retail investor Non-financial corporation Pension plan Non-profit State or municipal government entity (excluding governmental pension plans) Registered investment company Private fund Depository institution or other banking institution Sovereign wealth fund Broker-dealer Insurance company Other |
If Other, provide a brief description of the type of investor included in this category | |
b. Percent of shares outstanding in the Class owned of record | 0.00%
|
c. Percent of shares outstanding in the Class owned beneficially | 12.25%
|
a. Type of beneficial owner or record owner: | Retail investor Non-financial corporation Pension plan Non-profit State or municipal government entity (excluding governmental pension plans) Registered investment company Private fund Depository institution or other banking institution Sovereign wealth fund Broker-dealer Insurance company Other |
If Other, provide a brief description of the type of investor included in this category | |
b. Percent of shares outstanding in the Class owned of record | 0.00%
|
c. Percent of shares outstanding in the Class owned beneficially | 12.25%
|
a. Type of beneficial owner or record owner: | Retail investor Non-financial corporation Pension plan Non-profit State or municipal government entity (excluding governmental pension plans) Registered investment company Private fund Depository institution or other banking institution Sovereign wealth fund Broker-dealer Insurance company Other |
If Other, provide a brief description of the type of investor included in this category | |
b. Percent of shares outstanding in the Class owned of record | 0.00%
|
c. Percent of shares outstanding in the Class owned beneficially | 12.25%
|
a. Type of beneficial owner or record owner: | Retail investor Non-financial corporation Pension plan Non-profit State or municipal government entity (excluding governmental pension plans) Registered investment company Private fund Depository institution or other banking institution Sovereign wealth fund Broker-dealer Insurance company Other |
If Other, provide a brief description of the type of investor included in this category | |
b. Percent of shares outstanding in the Class owned of record | 0.00%
|
c. Percent of shares outstanding in the Class owned beneficially | 12.25%
|
a. Type of beneficial owner or record owner: | Retail investor Non-financial corporation Pension plan Non-profit State or municipal government entity (excluding governmental pension plans) Registered investment company Private fund Depository institution or other banking institution Sovereign wealth fund Broker-dealer Insurance company Other |
If Other, provide a brief description of the type of investor included in this category | |
b. Percent of shares outstanding in the Class owned of record | 0.00%
|
c. Percent of shares outstanding in the Class owned beneficially | 12.25%
|
a. Type of beneficial owner or record owner: | Retail investor Non-financial corporation Pension plan Non-profit State or municipal government entity (excluding governmental pension plans) Registered investment company Private fund Depository institution or other banking institution Sovereign wealth fund Broker-dealer Insurance company Other |
If Other, provide a brief description of the type of investor included in this category | |
b. Percent of shares outstanding in the Class owned of record | 0.00%
|
c. Percent of shares outstanding in the Class owned beneficially | 12.25%
|
a. Type of beneficial owner or record owner: | Retail investor Non-financial corporation Pension plan Non-profit State or municipal government entity (excluding governmental pension plans) Registered investment company Private fund Depository institution or other banking institution Sovereign wealth fund Broker-dealer Insurance company Other |
If Other, provide a brief description of the type of investor included in this category | |
b. Percent of shares outstanding in the Class owned of record | 0.00%
|
c. Percent of shares outstanding in the Class owned beneficially | 12.25%
|
a. Type of beneficial owner or record owner: | Retail investor Non-financial corporation Pension plan Non-profit State or municipal government entity (excluding governmental pension plans) Registered investment company Private fund Depository institution or other banking institution Sovereign wealth fund Broker-dealer Insurance company Other |
If Other, provide a brief description of the type of investor included in this category | |
b. Percent of shares outstanding in the Class owned of record | 0.00%
|
c. Percent of shares outstanding in the Class owned beneficially | 12.25%
|
a. Type of beneficial owner or record owner: | Retail investor Non-financial corporation Pension plan Non-profit State or municipal government entity (excluding governmental pension plans) Registered investment company Private fund Depository institution or other banking institution Sovereign wealth fund Broker-dealer Insurance company Other |
If Other, provide a brief description of the type of investor included in this category | |
b. Percent of shares outstanding in the Class owned of record | 19.96%
|
c. Percent of shares outstanding in the Class owned beneficially | 0.00%
|
a. Type of beneficial owner or record owner: | Retail investor Non-financial corporation Pension plan Non-profit State or municipal government entity (excluding governmental pension plans) Registered investment company Private fund Depository institution or other banking institution Sovereign wealth fund Broker-dealer Insurance company Other |
If Other, provide a brief description of the type of investor included in this category | |
b. Percent of shares outstanding in the Class owned of record | 20.74%
|
c. Percent of shares outstanding in the Class owned beneficially | 0.00%
|
a. Type of beneficial owner or record owner: | Retail investor Non-financial corporation Pension plan Non-profit State or municipal government entity (excluding governmental pension plans) Registered investment company Private fund Depository institution or other banking institution Sovereign wealth fund Broker-dealer Insurance company Other |
If Other, provide a brief description of the type of investor included in this category | |
b. Percent of shares outstanding in the Class owned of record | 7.53%
|
c. Percent of shares outstanding in the Class owned beneficially | 0.00%
|
a. Type of beneficial owner or record owner: | Retail investor Non-financial corporation Pension plan Non-profit State or municipal government entity (excluding governmental pension plans) Registered investment company Private fund Depository institution or other banking institution Sovereign wealth fund Broker-dealer Insurance company Other |
If Other, provide a brief description of the type of investor included in this category | |
b. Percent of shares outstanding in the Class owned of record | 13.47%
|
c. Percent of shares outstanding in the Class owned beneficially | 0.00%
|
a. Type of beneficial owner or record owner: | Retail investor Non-financial corporation Pension plan Non-profit State or municipal government entity (excluding governmental pension plans) Registered investment company Private fund Depository institution or other banking institution Sovereign wealth fund Broker-dealer Insurance company Other |
If Other, provide a brief description of the type of investor included in this category | |
b. Percent of shares outstanding in the Class owned of record | 6.00%
|
c. Percent of shares outstanding in the Class owned beneficially | 0.00%
|
a. Type of beneficial owner or record owner: | Retail investor Non-financial corporation Pension plan Non-profit State or municipal government entity (excluding governmental pension plans) Registered investment company Private fund Depository institution or other banking institution Sovereign wealth fund Broker-dealer Insurance company Other |
If Other, provide a brief description of the type of investor included in this category | |
b. Percent of shares outstanding in the Class owned of record | 0.00%
|
c. Percent of shares outstanding in the Class owned beneficially | 12.25%
|
a. Type of beneficial owner or record owner: | Retail investor Non-financial corporation Pension plan Non-profit State or municipal government entity (excluding governmental pension plans) Registered investment company Private fund Depository institution or other banking institution Sovereign wealth fund Broker-dealer Insurance company Other |
If Other, provide a brief description of the type of investor included in this category | |
b. Percent of shares outstanding in the Class owned of record | 0.00%
|
c. Percent of shares outstanding in the Class owned beneficially | 12.25%
|
a. Type of beneficial owner or record owner: | Retail investor Non-financial corporation Pension plan Non-profit State or municipal government entity (excluding governmental pension plans) Registered investment company Private fund Depository institution or other banking institution Sovereign wealth fund Broker-dealer Insurance company Other |
If Other, provide a brief description of the type of investor included in this category | |
b. Percent of shares outstanding in the Class owned of record | 0.00%
|
c. Percent of shares outstanding in the Class owned beneficially | 12.25%
|
a. Type of beneficial owner or record owner: | Retail investor Non-financial corporation Pension plan Non-profit State or municipal government entity (excluding governmental pension plans) Registered investment company Private fund Depository institution or other banking institution Sovereign wealth fund Broker-dealer Insurance company Other |
If Other, provide a brief description of the type of investor included in this category | |
b. Percent of shares outstanding in the Class owned of record | 0.00%
|
c. Percent of shares outstanding in the Class owned beneficially | 12.25%
|
a. Type of beneficial owner or record owner: | Retail investor Non-financial corporation Pension plan Non-profit State or municipal government entity (excluding governmental pension plans) Registered investment company Private fund Depository institution or other banking institution Sovereign wealth fund Broker-dealer Insurance company Other |
If Other, provide a brief description of the type of investor included in this category | |
b. Percent of shares outstanding in the Class owned of record | 0.00%
|
c. Percent of shares outstanding in the Class owned beneficially | 12.25%
|
a. Type of beneficial owner or record owner: | Retail investor Non-financial corporation Pension plan Non-profit State or municipal government entity (excluding governmental pension plans) Registered investment company Private fund Depository institution or other banking institution Sovereign wealth fund Broker-dealer Insurance company Other |
If Other, provide a brief description of the type of investor included in this category | |
b. Percent of shares outstanding in the Class owned of record | 0.00%
|
c. Percent of shares outstanding in the Class owned beneficially | 12.25%
|
a. Type of beneficial owner or record owner: | Retail investor Non-financial corporation Pension plan Non-profit State or municipal government entity (excluding governmental pension plans) Registered investment company Private fund Depository institution or other banking institution Sovereign wealth fund Broker-dealer Insurance company Other |
If Other, provide a brief description of the type of investor included in this category | |
b. Percent of shares outstanding in the Class owned of record | 0.00%
|
c. Percent of shares outstanding in the Class owned beneficially | 12.25%
|
| Item B.11. Shareholder Composition. If the fund is not a Government Money Market Fund or Retail Money Market Fund, identify the percentage of investors within the following categories: | |
a. Non-financial corporations: | |
b. Pension plans: | |
c. Non-profits: | |
d. State or municipal government entities (excluding governmental pension plans): | |
e. Registered investment companies: | |
f. Private funds: | |
g. Depository institutions and other banking institutions: | |
h. Sovereign wealth funds: | |
i. Broker-dealers: | |
j. Insurance companies: | |
k. Other: | |
If Other, provide a brief description of the types of investors included in this category | |
| Item B.12. Share Cancellation. During the reporting period, were any shares cancelled under rule 2a-7(c)(3)? | Yes
No
|
If Yes, answer Item B.12.a | |
a. For each business day shares were cancelled under rule 2a-7(c)(3) during the reporting period, provide: |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | Bank of America Securities LLC |
| Item C.2. The title of the issue | Bank of America Securities LLC 5.410000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 060990009 |
| Item C.4. The LEI | B4TYDEB6GKMZO031MB27 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0001102113 |
c. The RSSD ID; or | |
d. Other unique identifier | 060990009_5.41_0903 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | U.S. Treasury Bonds |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810TQ1 |
g. Maturity date | 2043-02-15 |
h. Coupon | 3.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $800,000,000.00 |
j. Value of collateral, to the nearest cent | $758,691,579.20 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2024-09-03 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2024-09-03 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2024-09-03 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 5.41%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $750,000,000.00 |
b. Excluding the value of any sponsor support: | $750,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 20.74%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | JP Morgan Securities LLC |
| Item C.2. The title of the issue | JP Morgan Securities LLC 5.410000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 46699D001 |
| Item C.4. The LEI | 8I5DZWZKVSZI1NUHU748 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0001168163 |
c. The RSSD ID; or | |
d. Other unique identifier | 46699D001_5.41_0904 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | U.S. Treasury Bonds |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810TZ1 |
g. Maturity date | 2044-02-15 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $344,786,000.00 |
j. Value of collateral, to the nearest cent | $354,187,976.91 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2024-09-04 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2024-09-04 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2024-09-04 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 5.41%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $350,000,000.00 |
b. Excluding the value of any sponsor support: | $350,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 9.68%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | JP Morgan Securities LLC |
| Item C.2. The title of the issue | JP Morgan Securities LLC 5.420000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 46699D001 |
| Item C.4. The LEI | 8I5DZWZKVSZI1NUHU748 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0001168163 |
c. The RSSD ID; or | |
d. Other unique identifier | 46699D001_5.42_0903 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | U.S. Treasury Bonds |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810TZ1 |
g. Maturity date | 2044-02-15 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $246,522,000.00 |
j. Value of collateral, to the nearest cent | $253,244,413.73 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2024-09-03 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2024-09-03 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2024-09-03 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 5.42%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $250,000,000.00 |
b. Excluding the value of any sponsor support: | $250,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 6.91%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | HSBC Securities (USA), Inc. |
| Item C.2. The title of the issue | HSBC Securities (USA), Inc. 5.390000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 643996002 |
| Item C.4. The LEI | 549300LBOHZ4QSIWU288 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0000083246 |
c. The RSSD ID; or | |
d. Other unique identifier | 643996002_5.39_0903 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | U.S. Treasury Notes |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CHE4 |
g. Maturity date | 2028-05-31 |
h. Coupon | 3.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $150,000,000.00 |
j. Value of collateral, to the nearest cent | $150,649,030.44 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | U.S. Treasury Notes |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CJC6 |
g. Maturity date | 2026-10-15 |
h. Coupon | 4.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $50,000,000.00 |
j. Value of collateral, to the nearest cent | $51,592,629.78 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | U.S. Treasury Notes |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CKJ9 |
g. Maturity date | 2027-04-15 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $69,000,000.00 |
j. Value of collateral, to the nearest cent | $71,318,940.96 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | U.S. Treasury Bills |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912797MJ3 |
g. Maturity date | 2025-02-06 |
h. Coupon | 0.00 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $120,000,000.00 |
j. Value of collateral, to the nearest cent | $117,544,299.60 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | U.S. Treasury Bonds |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810PX0 |
g. Maturity date | 2038-05-15 |
h. Coupon | 4.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $69,828,000.00 |
j. Value of collateral, to the nearest cent | $74,432,521.29 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | U.S. Treasury Bonds |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810RY6 |
g. Maturity date | 2047-08-15 |
h. Coupon | 2.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $58,700,000.00 |
j. Value of collateral, to the nearest cent | $45,076,575.43 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | U.S. Treasury Notes |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CCF6 |
g. Maturity date | 2026-05-31 |
h. Coupon | 0.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $3,839,700.00 |
j. Value of collateral, to the nearest cent | $3,638,154.87 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2024-09-03 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2024-09-03 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2024-09-03 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 5.39%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $500,000,000.00 |
b. Excluding the value of any sponsor support: | $500,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 13.83%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | Paribas Repo |
| Item C.2. The title of the issue | Paribas Repo 5.360000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 69999A006 |
| Item C.4. The LEI | R0MUWSFPU8MPRO8K5P83 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | 69999A006_5.36_0903 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | U.S. Treasury Notes |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CEP2 |
g. Maturity date | 2032-05-15 |
h. Coupon | 2.875000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $107,863,700.00 |
j. Value of collateral, to the nearest cent | $101,842,714.66 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2024-09-03 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2024-09-03 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2024-09-03 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 5.36%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $100,000,000.00 |
b. Excluding the value of any sponsor support: | $100,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 2.77%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | Paribas Repo |
| Item C.2. The title of the issue | Paribas Repo 5.420000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 69999A006 |
| Item C.4. The LEI | R0MUWSFPU8MPRO8K5P83 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | 69999A006_5.42_0903 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | U.S. Treasury Notes |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CGM7 |
g. Maturity date | 2033-02-15 |
h. Coupon | 3.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $783,030,600.00 |
j. Value of collateral, to the nearest cent | $763,071,163.88 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2024-09-03 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2024-09-03 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2024-09-03 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 5.42%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $750,000,000.00 |
b. Excluding the value of any sponsor support: | $750,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 20.74%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | Citigroup Repo |
| Item C.2. The title of the issue | Citigroup Repo 5.300000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 795991009 |
| Item C.4. The LEI | 82VOJDD5PTRDMVVMGV31 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | 795991009_5.30_0903 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | U.S. Treasury Notes |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CJB8 |
g. Maturity date | 2025-09-30 |
h. Coupon | 5.000000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $4,558,000.00 |
j. Value of collateral, to the nearest cent | $4,684,784.33 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2024-09-03 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2024-09-03 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2024-09-03 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 5.30%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $4,500,000.00 |
b. Excluding the value of any sponsor support: | $4,500,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 0.12%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | Citigroup Repo |
| Item C.2. The title of the issue | Citigroup Repo 5.380000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 795991009 |
| Item C.4. The LEI | 82VOJDD5PTRDMVVMGV31 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | 795991009_5.38_0903 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | U.S. Treasury Notes |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CCP4 |
g. Maturity date | 2026-07-31 |
h. Coupon | 0.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $729,592,000.00 |
j. Value of collateral, to the nearest cent | $685,659,108.21 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2024-09-03 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2024-09-03 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2024-09-03 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 5.38%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $672,100,000.00 |
b. Excluding the value of any sponsor support: | $672,100,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 18.59%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | U.S. Treasury Bill |
| Item C.2. The title of the issue | U.S. Treasury Bill |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 912797KL0 |
| Item C.4. The LEI | 254900HROIFWPRGM1V77 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | US912797KL06 |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2024-09-19 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2024-09-19 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2024-09-19 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 5.31%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $99,767,778.00 |
b. Excluding the value of any sponsor support: | $99,767,778.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 2.76%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | Standard Chartered Bank |
| Item C.2. The title of the issue | Standard Chartered Bank 5.410000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 924XRY008 |
| Item C.4. The LEI | RILFO74KP1CM8P6PCT96 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0000861350 |
c. The RSSD ID; or | |
d. Other unique identifier | 924XRY008_5.41_0903 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | U.S. Treasury Bonds |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810TA6 |
g. Maturity date | 2041-08-15 |
h. Coupon | 1.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $8,722,100.00 |
j. Value of collateral, to the nearest cent | $6,072,584.30 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | U.S. Treasury Bonds |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810TD0 |
g. Maturity date | 2052-02-15 |
h. Coupon | 2.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000,000.00 |
j. Value of collateral, to the nearest cent | $134,808,934.48 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | U.S. Treasury Bonds |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810RQ3 |
g. Maturity date | 2046-02-15 |
h. Coupon | 2.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $150,000,000.00 |
j. Value of collateral, to the nearest cent | $111,579,059.52 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | U.S. Treasury Inflation Protected Securities |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CJH5 |
g. Maturity date | 2028-10-15 |
h. Coupon | 2.375000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $67,536,846.57 |
j. Value of collateral, to the nearest cent | $70,117,576.03 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | U.S. Treasury Inflation Protected Securities |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912828S50 |
g. Maturity date | 2026-07-15 |
h. Coupon | 0.125000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $32,754,500.00 |
j. Value of collateral, to the nearest cent | $31,671,392.17 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2024-09-03 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2024-09-03 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2024-09-03 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 5.41%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $350,000,000.00 |
b. Excluding the value of any sponsor support: | $350,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 9.68%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | Standard Chartered Bank |
| Item C.2. The title of the issue | Standard Chartered Bank 5.410000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 924XRY008 |
| Item C.4. The LEI | RILFO74KP1CM8P6PCT96 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | 0000861350 |
c. The RSSD ID; or | |
d. Other unique identifier | 924XRY008_5.41_0904 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | U.S. Treasury Bonds |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810TA6 |
g. Maturity date | 2041-08-15 |
h. Coupon | 1.750000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $11,469,200.00 |
j. Value of collateral, to the nearest cent | $7,985,196.75 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | U.S. Treasury Bonds |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810TD0 |
g. Maturity date | 2052-02-15 |
h. Coupon | 2.250000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $200,000,000.00 |
j. Value of collateral, to the nearest cent | $134,808,934.48 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
d. The name of the collateral issuer | U.S. Treasury Bonds |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 912810RQ3 |
g. Maturity date | 2046-02-15 |
h. Coupon | 2.500000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $150,000,000.00 |
j. Value of collateral, to the nearest cent | $111,579,059.52 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2024-09-04 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2024-09-04 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2024-09-04 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 5.41%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $250,000,000.00 |
b. Excluding the value of any sponsor support: | $250,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 6.91%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| For each security held by the money market fund, disclose the following information | |
| Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement | Fixed Income Clearing Corporation - State Street FICC Repo |
| Item C.2. The title of the issue | Fixed Income Clearing Corporation 5.320000% |
| Coupon, if applicable | |
| Item C.3. The CUSIP | 935TAI007 |
| Item C.4. The LEI | 54930040JC7I4R2I8K66 |
| Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available: | |
a. The ISIN; | |
b. The CIK; | |
c. The RSSD ID; or | |
d. Other unique identifier | 935TAI007_5.32_0903 |
| Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: | U.S. Treasury Debt U.S. Government Agency Debt (if categorized as coupon-paying notes) U.S. Government Agency Debt (if categorized as no-coupon discount notes) Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Certificate of Deposit Non-Negotiable Time Deposit Variable Rate Demand Note Other Municipal Security Asset Backed Commercial Paper Other Asset Backed Securities U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash Insurance Company Funding Agreement Investment Company Financial Company Commercial Paper Non-Financial Company Commercial Paper Tender Option Bond Other Instrument |
| Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? | Yes
No
|
| Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral) | |
a. Is the repurchase agreement "open"? | Yes
No
|
b. Is the repurchase agreement centrally cleared? | Yes
No
|
If Yes, provide the name of the central clearing counterparty (CCP) | Fixed Income Clearing Corporation |
c. Is the repurchase agreement settled on the triparty platform? | Yes
No
|
d. The name of the collateral issuer | U.S. Treasury Notes |
e. LEI | 254900HROIFWPRGM1V77 |
f. The CUSIP | 91282CJC6 |
g. Maturity date | 2026-10-15 |
h. Coupon | 4.625000 |
Yield | 0.00 |
i. The principal amount, to the nearest cent | $127,480,800.00 |
j. Value of collateral, to the nearest cent | $131,580,122.32 |
k. The category of investment that most closely represents the collateral, selected from among the following: | Asset-Backed Securities Agency Collateralized Mortgage Obligations Agency Debentures and Agency Strips Agency Mortgage-Backed Securities Private Label Collateralized Mortgage Obligations Corporate Debt Securities Equities Money Market U.S. Treasuries (including strips) Cash Other Instrument |
| If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: | |
| (a) the total principal amount and value and | |
| (b) the range of maturity dates and interest rates | |
| Item C.9. Is the security an Eligible Security? | Yes
No
|
| Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank. | |
| Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)) | 2024-09-03 |
| Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)) | 2024-09-03 |
| Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid) | 2024-09-03 |
| Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a | |
| Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a | |
| Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? | Yes
No
|
| If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x | |
| Item C.17. The yield of the security as of the reporting date | 5.32%
|
| Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support: | $129,000,000.00 |
b. Excluding the value of any sponsor support: | $129,000,000.00 |
| Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent | 3.57%
|
| Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
|
| Item C.21. Is the security a Daily Liquid Asset? | Yes
No
|
| Item C.22. Is the security a Weekly Liquid Asset? | Yes
No
|
| Item C.23. Is the security an Illiquid Security? | Yes
No
|
| Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. |
| Item D.1. Disclose the gross market value of portfolio securities the money market fund sold or disposed of during the reporting period by category of investment. Do not include portfolio securities that the fund held until maturity. A money market fund that is a Government Money Market Fund or a tax exempt fund, as defined in rule 2a-7(a)(23) [17 CFR 270.2a-7(a)(23)], is not required to respond to Part D. | |
| a. U.S. Treasury Debt, to the nearest cent | |
| b. U.S. Government Agency Debt (if categorized as coupon-paying notes), to the nearest cent | |
| c. U.S. Government Agency Debt (if categorized as no-coupon discount notes), to the nearest cent | |
| d. Non-U.S. Sovereign, Sub-Sovereign and Supra-National Debt, to the nearest cent | |
| e. Certificate of Deposit, to the nearest cent | |
| f. Non-Negotiable Time Deposit, to the nearest cent | |
| g. Variable Rate Demand Note, to the nearest cent | |
| h. Other Municipal Security, to the nearest cent | |
| i. Asset Backed Commercial Paper, to the nearest cent | |
| j. Other Asset Backed Securities, to the nearest cent | |
| k. U.S. Treasury Repurchase Agreement (if collateralized only by U.S. Treasuries (including Strips) and cash), to the nearest cent | |
| l. U.S. Government Agency Repurchase Agreement (collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash), to the nearest cent | |
| m. Other Repurchase Agreement (if collateral falls outside Treasury, Government Agency, and cash), to the nearest cent | |
| n. Insurance Company Funding Agreement, to the nearest cent | |
| o. Investment Company, to the nearest cent | |
| p. Financial Company Commercial Paper, to the nearest cent | |
| q. Non-Financial Company Commercial Paper, to the nearest cent | |
| r. Tender Option Bond, to the nearest cent | |
| s. Other Instrument, to the nearest cent | |
| If Other Instrument, include a brief description |
| (Registrant) | PIMCO Funds |
| Date | 2024-09-09 |
| (Signature)* | Bijal Parikh |
| Name of Signing Officer | Bijal Parikh |
| Title of Signing Officer | Treasurer |