UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
N-MFP

MONTHLY SCHEDULE OF PORTFOLIO HOLDINGS

OF MONEY MARKET FUNDS
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1. Identity Information

Report for
2011-07-29
CIK Number of Registrant
0000081248
EDGAR Series Identifier
S000006251
Total number of share classes in the series
6
Do you anticipate that this will be the fund's final filing on Form N-MFP?
   Yes X No
Is the fund liquidating?
   Yes X No
Is the fund merging with, or being acquired by, another fund?
   Yes X No
Successor fund CIK Successor fund Securities Act File Number Successor fund EDGAR Series Identifier
If this is not a final filing: has the fund acquired or merged with another fund since the last filing?
   Yes X No
Acquired or merged fund CIK Acquired or merged fund Securities Act File Number Acquired or merged fund EDGAR Series Identifier

Part I - Information about the Fund

A. Series-Level Information

Item 1. Securities Act File Number
2-55091
Item 2. Investment Adviser
Adviser SEC File Number
Putnam Investment Management, LLC 801-7974
Item 3. Sub-Adviser. If a fund has one or more sub-advisers, disclose the name of each sub-adviser
Sub Advisor SEC File Number
Putnam Investment Limited 801-61441
Item 4. Independent Public Accountant
Name City State
PricewaterhouseCoopers, LLP Boston MA
Item 5. Administrator. If a fund has one or more administrators, disclose the name of each administrator
Name
None
Item 6. Transfer Agent
Name CIK Number SEC File Number
Putnam Investor Services, Inc. 0001448300 84-06331
Item 7. Master-Feeder Funds. Is this a feeder fund?
   Yes X No
a. Identify the master fund by CIK
b. Securities Act file number of the master fund
c. EDGAR series identifier of the master fund
Item 8. Master-Feeder Funds. Is this a master fund?
   Yes X No
a. If this is a master fund, identify all feeder funds by CIK or, if the fund does not have a CIK, by name
b. Securities Act file number of each feeder fund
c. EDGAR series identifier of each feeder fund
Item 9. Is this series primarily used to fund insurance company separate accounts?
   Yes X No
Item 10. Category. Indicate the category that most closely identifies the money market fund
Prime
Item 11. Dollar weighted average portfolio maturity
32 days
Item 12. Dollar weighted average life maturity. Calculate the dollar weighted average portfolio maturity without reference to the exceptions in rule 2a-7(d) regarding interest rate readjustments
47 days
Item 13. Total value of portfolio securities at amortized cost, to the nearest cent
$1,849,363,852.83
Item 14. Total value of other assets, to the nearest cent
$439,881,581.25
Item 15. Total value of liabilities, to the nearest cent
$438,311,050.63
Item 16. Net assets of the series, to the nearest cent
$1,850,934,383.45
Item 17. 7-day gross yield
0.16%
Item 18. Shadow Price of the Series
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$0.9983
b. Date as of which the market-based net asset value disclosed in item 18a was calculated.
2011-07-29
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$0.9983
d. Date as of which the market-based net asset value disclosed in item 18c was calculated.
2011-07-29

B. Class-Level Information.
For each Class of the Series, disclose the following:

Item 19. EDGAR Class Identifier
C000017192
Item 20. Minimum Initial Investment
$500.00
Item 21. Net assets of the Class, to the nearest cent
$1,712,841,917.81
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent
$1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent
$24,220,708.64
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$111,250,781.67
b. Gross redemptions for the month ended, to the nearest cent
$87,030,073.03
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A
0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$0.9983
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2011-07-29
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$0.9983
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2011-07-29
Item 19. EDGAR Class Identifier
C000017193
Item 20. Minimum Initial Investment
$500.00
Item 21. Net assets of the Class, to the nearest cent
$27,797,304.92
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent
$1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent
$1,089,264.83
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$2,748,405.82
b. Gross redemptions for the month ended, to the nearest cent
$1,659,140.99
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A
0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$0.9983
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2011-07-29
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$0.9983
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2011-07-29
Item 19. EDGAR Class Identifier
C000017194
Item 20. Minimum Initial Investment
$500.00
Item 21. Net assets of the Class, to the nearest cent
$26,633,348.63
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent
$1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent
$3,632,450.76
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$5,338,797.21
b. Gross redemptions for the month ended, to the nearest cent
$1,706,346.45
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A
0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$0.9984
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2011-07-29
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$0.9984
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2011-07-29
Item 19. EDGAR Class Identifier
C000017195
Item 20. Minimum Initial Investment
$500.00
Item 21. Net assets of the Class, to the nearest cent
$30,631,895.44
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent
$1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent
$888,237.87
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$2,685,856.78
b. Gross redemptions for the month ended, to the nearest cent
$1,797,618.91
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A
0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$0.9984
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2011-07-29
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$0.9984
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2011-07-29
Item 19. EDGAR Class Identifier
C000017196
Item 20. Minimum Initial Investment
$500.00
Item 21. Net assets of the Class, to the nearest cent
$16,989,337.41
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent
$1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent
$-551,281.27
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$503,471.89
b. Gross redemptions for the month ended, to the nearest cent
$1,054,753.16
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A
0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$0.9983
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2011-07-29
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$0.9983
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2011-07-29
Item 19. EDGAR Class Identifier
C000017191
Item 20. Minimum Initial Investment
$500.00
Item 21. Net assets of the Class, to the nearest cent
$36,040,579.24
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent
$1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent
$2,497,658.93
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$3,967,335.91
b. Gross redemptions for the month ended, to the nearest cent
$1,469,676.98
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A
0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$0.9984
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2011-07-29
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$0.9984
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2011-07-29

Part II - Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following:

Item 26. Name of the Issuer
FNMA
Item 27. The title of the issue (including coupon or yield)
FNMA 313588KT1 GDC 08/22/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
313588KT1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Debt
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-22
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$27,100,000.00
Item 41. The total current amortized cost, to the nearest cent
$27,098,400.80
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.46%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$27,099,376.70
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$27,099,376.70
Item 26. Name of the Issuer
FHLMC
Item 27. The title of the issue (including coupon or yield)
FHLMC 313396LX9 GDC 09/19/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
313396LX9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Debt
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-09-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-09-19
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$4,400,000.00
Item 41. The total current amortized cost, to the nearest cent
$4,398,862.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.24%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$4,399,340.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$4,399,340.00
Item 26. Name of the Issuer
FHLMC
Item 27. The title of the issue (including coupon or yield)
FHLMC 313396LA9 GDC 08/29/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
313396LA9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Treasury Debt
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-29
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$13,450,000.00
Item 41. The total current amortized cost, to the nearest cent
$13,448,602.72
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.73%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$13,449,583.05
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$13,449,583.05
Item 26. Name of the Issuer
THUNDER BAY FUNDING INC
Item 27. The title of the issue (including coupon or yield)
THUNDER BAY FUNDING INC 88602UVC1 DCP 08/12/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
88602UVC1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-12
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$18,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$17,999,285.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.97%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$17,998,560.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$17,998,560.00
Item 26. Name of the Issuer
FALCON ASSET SECURITIZATION CO LLC
Item 27. The title of the issue (including coupon or yield)
FALCON ASSET SECURITIZATION C 30603BVF7 DCP 08/15/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
30603BVF7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-15
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$1,300,000.00
Item 41. The total current amortized cost, to the nearest cent
$1,299,939.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$1,299,922.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$1,299,922.00
Item 26. Name of the Issuer
KOMMUNALBANKEN AS
Item 27. The title of the issue (including coupon or yield)
KOMMUNALBANKEN AS USD 05.1250 10/14/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
R6333K9A1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Treasury Debt
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-10-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-10-14
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
Government of Norway
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$13,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$13,128,266.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.71%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$13,128,266.67
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$13,128,266.67
Item 26. Name of the Issuer
PUTNAM MONEY MARKET LIQUIDITY FUND
Item 27. The title of the issue (including coupon or yield)
PUTNAM MONEY MARKET LIQUIDITY FUND CLASS P
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
746763168
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Investment Company
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-07-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-07-30
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$81,262,121.00
Item 41. The total current amortized cost, to the nearest cent
$81,262,121.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
4.39%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$81,262,121.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$81,262,121.00
Item 26. Name of the Issuer
BARTON CAPITAL CORP
Item 27. The title of the issue (including coupon or yield)
BARTON CAPITAL CORP 06945MV11 DCP 08/01/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06945MV11
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$9,200,000.00
Item 41. The total current amortized cost, to the nearest cent
$9,200,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.50%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$9,200,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$9,200,000.00
Item 26. Name of the Issuer
BRYANT PARK FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
BRYANT PARK FUNDING LLC 11765KVN4 DCP 08/22/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
11765KVN4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-22
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$9,900,000.00
Item 41. The total current amortized cost, to the nearest cent
$9,899,249.25
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.53%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$9,898,713.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$9,898,713.00
Item 26. Name of the Issuer
ROYAL BANK OF CANADA
Item 27. The title of the issue (including coupon or yield)
ROYAL BANK OF CANADA P/P 144A 00.6465 08/15/2012
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
78008FAM6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Note
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-15
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$29,425,000.00
Item 41. The total current amortized cost, to the nearest cent
$29,428,583.56
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.59%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$29,458,573.93
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$29,458,573.93
Item 26. Name of the Issuer
NEW HAMPSHIRE HEALTH & EDUCATION FACILITIES AUTHORITY
Item 27. The title of the issue (including coupon or yield)
NH H/E VAR-UNIV NH-B 00.1800 07/01/2033
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
644614VP1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Variable Rate Demand Note
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-07-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-07-30
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
UNIVERSITY SYSTEM OF NEW HAMPSHIRE
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature.
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”.
N/A
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
UNIVERSITY OF NEW HAMPSHIRE
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
X Yes    No
a. The type of enhancement
Stand-by Purchase Agreement
b. The identity of the enhancement provider
JP MORGAN CHASE BANK
c. Designated NRSRO(s) for the enhancement or enhancement provider
N/A
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 40. The total principal amount of the security held by the series, to the nearest cent
$2,975,000.00
Item 41. The total current amortized cost, to the nearest cent
$2,975,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.16%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$2,975,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$2,975,000.00
Item 26. Name of the Issuer
CITIGROUP INC
Item 27. The title of the issue (including coupon or yield)
CITIGROUP INC 02.8750 12/09/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
17313UAA7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Note
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-12-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-12-09
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$3,100,000.00
Item 41. The total current amortized cost, to the nearest cent
$3,128,220.68
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.17%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$3,129,019.10
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$3,129,019.10
Item 26. Name of the Issuer
WELLS FARGO & CO
Item 27. The title of the issue (including coupon or yield)
WELLS FARGO & COMPANY 03.0000 12/09/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
949744AA4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Note
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-12-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-12-09
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$4,786,000.00
Item 41. The total current amortized cost, to the nearest cent
$4,831,710.03
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$4,833,836.07
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$4,833,836.07
Item 26. Name of the Issuer
GENERAL ELECTRIC CAPITAL CORP
Item 27. The title of the issue (including coupon or yield)
GENERAL ELEC CAP CORP 03.0000 12/09/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
36967HAD9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Note
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-12-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-12-09
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$22,453,000.00
Item 41. The total current amortized cost, to the nearest cent
$22,668,013.85
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.22%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$22,678,854.73
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$22,678,854.73
Item 26. Name of the Issuer
KENTUCKY ECONOMIC DEVELOPMENT FINANCE AUTHORITY
Item 27. The title of the issue (including coupon or yield)
KY ECON-VAR-C-CATHOLI 00.0300 05/01/2034
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
49126PCJ7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Variable Rate Demand Note
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-05
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
CATHOLIC HEALTH INITIATIVES
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature.
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”.
N/A
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
CATHOLIC HEALTH INITIATIVES
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$11,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$11,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.59%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$11,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$11,000,000.00
Item 26. Name of the Issuer
UNITED STATES OF AMERICA
Item 27. The title of the issue (including coupon or yield)
US TREASURY N/B 01.1250 01/15/2012
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
912828KB5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Treasury Debt
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-01-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-01-15
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$39,500,000.00
Item 41. The total current amortized cost, to the nearest cent
$39,644,942.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
2.14%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$39,663,569.50
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$39,663,569.50
Item 26. Name of the Issuer
CITY OF COLUMBUS OH
Item 27. The title of the issue (including coupon or yield)
COLUMBUS SWR-ADJ-B 00.0700 06/01/2032
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
199561FU0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Variable Rate Demand Note
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-05
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
CITY OF COLUMBUS OH SEWER SYSTEM
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature.
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”.
N/A
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
CITY OF COLUMBUS OH SEWER SYSTEM
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$2,530,000.00
Item 41. The total current amortized cost, to the nearest cent
$2,530,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.14%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$2,530,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$2,530,000.00
Item 26. Name of the Issuer
METROPOLITAN GOVERNMENT NASHVILLE & DAVIDSON COUNTY HEALTH & EDUCATIONAL FACS BD
Item 27. The title of the issue (including coupon or yield)
MET GOVT H/E-A1-VANDE 00.0500 10/01/2044
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
592041NW3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Variable Rate Demand Note
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-05
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
VANDERBILT UNIVERSITY
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature.
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”.
N/A
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
VANDERBILT UNIVERSITY
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$11,500,000.00
Item 41. The total current amortized cost, to the nearest cent
$11,500,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.62%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$11,500,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$11,500,000.00
Item 26. Name of the Issuer
UNITED STATES OF AMERICA
Item 27. The title of the issue (including coupon or yield)
US TREASURY N/B 01.0000 08/31/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
912828LV0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Treasury Debt
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-31
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$20,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$20,015,198.90
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.08%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$20,010,940.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$20,010,940.00
Item 26. Name of the Issuer
HARRIS COUNTY HEALTH FACILITIES DEVELOPMENT CORP
Item 27. The title of the issue (including coupon or yield)
HARRIS HLTH-VAR-B1-TX 00.0700 10/01/2029
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
414152SX7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Variable Rate Demand Note
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-05
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
TEXAS CHILDRENS HOSPITAL
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature.
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”.
N/A
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
TEXAS CHILDRENS HOSPITAL
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
X Yes    No
a. The type of enhancement
Stand-by Purchase Agreement
b. The identity of the enhancement provider
JP MORGAN CHASE BANK
c. Designated NRSRO(s) for the enhancement or enhancement provider
N/A
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 40. The total principal amount of the security held by the series, to the nearest cent
$3,920,000.00
Item 41. The total current amortized cost, to the nearest cent
$3,920,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.21%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$3,920,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$3,920,000.00
Item 26. Name of the Issuer
UNITED STATES OF AMERICA
Item 27. The title of the issue (including coupon or yield)
US TREASURY N/B 01.0000 10/31/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
912828LT5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Treasury Debt
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-10-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-10-31
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$21,775,000.00
Item 41. The total current amortized cost, to the nearest cent
$21,816,010.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.18%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$21,819,225.03
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$21,819,225.03
Item 26. Name of the Issuer
UNITED STATES OF AMERICA
Item 27. The title of the issue (including coupon or yield)
US TREASURY N/B 00.7500 11/30/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
912828MM9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Treasury Debt
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-11-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-11-30
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$20,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$20,032,081.85
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.08%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$20,037,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$20,037,500.00
Item 26. Name of the Issuer
OKLAHOMA CAPITAL IMPROVEMENT AUTHORITY
Item 27. The title of the issue (including coupon or yield)
OK IMPT-HGR ED-D2-9/1 00.2400 07/01/2032
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
67908NSK8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Variable Rate Demand Note
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-07-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-07-30
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
OKLAHOMA CAPITAL IMPROVEMENT AUTHORITY
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature.
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”.
N/A
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
OKLAHOMA CAPITAL IMPROVEMENT AUTHORITY
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
X Yes    No
a. The type of enhancement
Stand-by Purchase Agreement
b. The identity of the enhancement provider
BANK OF AMERICA N.A.
c. Designated NRSRO(s) for the enhancement or enhancement provider
N/A
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 40. The total principal amount of the security held by the series, to the nearest cent
$2,800,000.00
Item 41. The total current amortized cost, to the nearest cent
$2,800,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$2,800,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$2,800,000.00
Item 26. Name of the Issuer
MERRILL LYNCH, PIERCE, FENNER & SMITH INC.
Item 27. The title of the issue (including coupon or yield)
REPO TRIPA CORPO 0.30 09/02/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
TRIPARTY1
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Repurchase Agreement
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SWEDBANK
b. Maturity date: 2012-02-10
from:
to:
c. Coupon or yield: 2.80%
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $39,947,929.00
f. Value of collateral, to the nearest cent: $40,950,000.61
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-09-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-09-02
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$39,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$39,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
2.11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
X Yes    No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$39,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$39,000,000.00
Item 26. Name of the Issuer
GENERAL ELECTRIC CAPITAL CORP
Item 27. The title of the issue (including coupon or yield)
GENERAL ELEC CAP CORP 01.1818 12/09/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
36967HAC1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Note
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-09-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-12-09
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$7,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$7,024,972.38
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.38%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$7,026,047.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$7,026,047.00
Item 26. Name of the Issuer
FHLMC
Item 27. The title of the issue (including coupon or yield)
FHLMC 313396LS0 GDC 09/14/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
313396LS0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Debt
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-09-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-09-14
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$18,500,000.00
Item 41. The total current amortized cost, to the nearest cent
$18,496,021.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.00%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$18,497,521.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$18,497,521.00
Item 26. Name of the Issuer
NATIONAL AUSTRALIA BANK/NEW YORK
Item 27. The title of the issue (including coupon or yield)
NATIONAL AUSTRALIA BK-NY 00.2153 10/06/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
63253TBM9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-10-06
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$28,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$28,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.51%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$27,999,160.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$27,999,160.00
Item 26. Name of the Issuer
BANK OF NOVA SCOTIA
Item 27. The title of the issue (including coupon or yield)
BANK OF NOVA SCOTIA 06416KW14 DCP 09/01/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06416KW14
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-09-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-09-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$7,400,000.00
Item 41. The total current amortized cost, to the nearest cent
$7,398,470.66
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.40%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$7,399,556.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$7,399,556.00
Item 26. Name of the Issuer
LLOYDS TSB BANK PLC
Item 27. The title of the issue (including coupon or yield)
LLOYDS TSB BANK PLC 53943SVX2 DCP 08/31/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
53943SVX2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-31
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$12,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$11,997,100.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.65%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$11,997,960.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$11,997,960.00
Item 26. Name of the Issuer
FED HOME LN DISCOUNT NT
Item 27. The title of the issue (including coupon or yield)
FED HOME LN DISCOUNT NT 313384KV0 GDC 08/24/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
313384KV0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Debt
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-24
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$5,300,000.00
Item 41. The total current amortized cost, to the nearest cent
$5,299,610.60
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.29%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$5,299,862.20
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$5,299,862.20
Item 26. Name of the Issuer
MASSACHUSETTS HEALTH & EDUCATIONAL FACILITIES AUTHORITY
Item 27. The title of the issue (including coupon or yield)
MASSACHUSETTS HEALTH & EDUCAT 00.2200 08/01/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
57586MNA7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
HARVARD UNIVERSITY
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$15,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$15,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.81%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$15,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$15,000,000.00
Item 26. Name of the Issuer
JOHNS HOPKINS UNIVERSITY
Item 27. The title of the issue (including coupon or yield)
JOHNS HOPKINS UNIVERSITY 00.2500 08/01/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
57421QFB4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
JOHNS HOPKINS UNIVERSITY
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$9,700,000.00
Item 41. The total current amortized cost, to the nearest cent
$9,700,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.52%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$9,700,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$9,700,000.00
Item 26. Name of the Issuer
RABOBANK USA FINANCIAL CORP.
Item 27. The title of the issue (including coupon or yield)
RABOBANK USA FINANCIAL CORP. 74977LW60 DCP 09/06/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
74977LW60
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-09-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-09-06
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$17,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$16,996,430.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.92%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$16,998,640.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$16,998,640.00
Item 26. Name of the Issuer
VICTORY RECEIVABLES CORP
Item 27. The title of the issue (including coupon or yield)
VICTORY RECEIVABLES CORP 92646LV23 DCP 08/02/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
92646LV23
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-02
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$13,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$12,999,902.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.70%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$12,999,740.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$12,999,740.00
Item 26. Name of the Issuer
JOHNS HOPKINS UNIVERSITY
Item 27. The title of the issue (including coupon or yield)
JOHNS HOPKINS UNIVERSITY 00.2400 08/02/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
57421QFF5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-02
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
JOHNS HOPKINS UNIVERSITY
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$5,614,000.00
Item 41. The total current amortized cost, to the nearest cent
$5,614,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.30%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$5,614,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$5,614,000.00
Item 26. Name of the Issuer
STRAIGHT-A FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
STRAIGHT-A FUNDING LLC 86257L3V2 DCP 08/04/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86257L3V2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-04
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$20,470,000.00
Item 41. The total current amortized cost, to the nearest cent
$20,469,692.95
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$20,469,795.30
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$20,469,795.30
Item 26. Name of the Issuer
STATE STREET CORP
Item 27. The title of the issue (including coupon or yield)
STATE STREET CORP 85747KW91 DCP 09/09/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
85747KW91
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-09-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-09-09
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$10,350,000.00
Item 41. The total current amortized cost, to the nearest cent
$10,347,981.75
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.56%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$10,347,619.50
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$10,347,619.50
Item 26. Name of the Issuer
STATE STREET CORP
Item 27. The title of the issue (including coupon or yield)
STATE STREET CORP 85747KV92 DCP 08/09/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
85747KV92
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-09
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$10,500,000.00
Item 41. The total current amortized cost, to the nearest cent
$10,499,626.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.57%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$10,499,475.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$10,499,475.00
Item 26. Name of the Issuer
NORTHERN PINES FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
NORTHERN PINES FUNDING LLC 66560LV86 DCP 08/08/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
66560LV86
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-08
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$9,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$8,999,597.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.49%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$8,999,640.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$8,999,640.00
Item 26. Name of the Issuer
JOHNS HOPKINS UNIVERSITY
Item 27. The title of the issue (including coupon or yield)
JOHNS HOPKINS UNIVERSITY 00.2400 08/15/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
57421QFG3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-15
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
JOHNS HOPKINS UNIVERSITY
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$6,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$6,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.32%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$6,000,120.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$6,000,120.00
Item 26. Name of the Issuer
TORONTO-DOMINION BANK/NY
Item 27. The title of the issue (including coupon or yield)
TORONTO-DOMINION BANK/NY 00.2350 11/10/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
89112YD34
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-11-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-11-10
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.35%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$24,998,250.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$24,998,250.00
Item 26. Name of the Issuer
BARCLAYS BANK, PLC
Item 27. The title of the issue (including coupon or yield)
BARCLAYS BANK, PLC 06741GBV6 DCP 09/09/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06741GBV6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-09-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-09-09
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$18,300,000.00
Item 41. The total current amortized cost, to the nearest cent
$18,294,250.75
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.99%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$18,296,523.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$18,296,523.00
Item 26. Name of the Issuer
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
Item 27. The title of the issue (including coupon or yield)
AUSTRALIA & NEW ZEALAND BANKI 00.2500 11/16/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
05252V6V2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-11-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-11-16
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$7,500,000.00
Item 41. The total current amortized cost, to the nearest cent
$7,500,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.41%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$7,500,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$7,500,000.00
Item 26. Name of the Issuer
CALIFORNIA EDUCATIONAL FACILITIES AUTHORITY
Item 27. The title of the issue (including coupon or yield)
CALIFORNIA EDUCATIONAL FACILI 00.2000 08/19/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
13018ADM9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-19
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
STANFORD UNIVERSITY
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$6,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$6,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.32%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$6,000,300.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$6,000,300.00
Item 26. Name of the Issuer
GENERAL ELECTRIC CAPITAL SVC
Item 27. The title of the issue (including coupon or yield)
GENERAL ELECTRIC CAPITAL SVC 36959SWM1 DCP 09/21/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
36959SWM1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-09-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-09-21
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$9,500,000.00
Item 41. The total current amortized cost, to the nearest cent
$9,497,442.91
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.51%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$9,498,480.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$9,498,480.00
Item 26. Name of the Issuer
NORTHERN PINES FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
NORTHERN PINES FUNDING LLC 66560LVQ6 DCP 08/24/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
66560LVQ6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-24
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$9,200,000.00
Item 41. The total current amortized cost, to the nearest cent
$9,198,765.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.50%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$9,198,804.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$9,198,804.00
Item 26. Name of the Issuer
WESTPAC BANKING CORP/NY
Item 27. The title of the issue (including coupon or yield)
WESTPAC BANKING CORP/NY 9612C1W60 DCP 09/06/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
9612C1W60
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-09-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-09-06
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$18,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$17,996,490.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.97%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$17,997,660.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$17,997,660.00
Item 26. Name of the Issuer
SVENSKA HANDELSBANKEN/NEW YORK NY
Item 27. The title of the issue (including coupon or yield)
SVENSKA HANDELSBANKEN
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86959JBR8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Note
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-09-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-08
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$23,500,000.00
Item 41. The total current amortized cost, to the nearest cent
$23,500,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.27%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$23,491,422.50
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$23,491,422.50
Item 26. Name of the Issuer
NATIONWIDE BUILDING SOCIETY
Item 27. The title of the issue (including coupon or yield)
NATIONWIDE BUILDING SOCIETY 6385E1V24 DCP 08/02/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
6385E1V24
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-02
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$9,900,000.00
Item 41. The total current amortized cost, to the nearest cent
$9,899,945.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.53%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$9,899,802.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$9,899,802.00
Item 26. Name of the Issuer
TEXAS TECH UNIVERSITY
Item 27. The title of the issue (including coupon or yield)
TEXAS TECH UNIVERSITY 00.1600 09/08/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
88280QEY0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-09-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-09-08
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
TEXAS TECH UNIVERSITY
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$7,350,000.00
Item 41. The total current amortized cost, to the nearest cent
$7,350,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.40%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$7,350,441.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$7,350,441.00
Item 26. Name of the Issuer
UNIVERSITY OF TEXAS
Item 27. The title of the issue (including coupon or yield)
UNIVERSITY OF TEXAS 00.1600 09/08/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
91513RLP2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-09-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-09-08
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
UNIVERSITY OF TEXAS
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$5,476,000.00
Item 41. The total current amortized cost, to the nearest cent
$5,476,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.30%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$5,476,328.56
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$5,476,328.56
Item 26. Name of the Issuer
VARIABLE FUNDING CAPITAL CO LLC
Item 27. The title of the issue (including coupon or yield)
VARIABLE FUNDING CAPITAL CO L 92217MV20 DCP 08/02/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
92217MV20
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-02
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$4,750,000.00
Item 41. The total current amortized cost, to the nearest cent
$4,749,980.21
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$4,749,905.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$4,749,905.00
Item 26. Name of the Issuer
JUPITER SECUR CORP
Item 27. The title of the issue (including coupon or yield)
JUPITER SECUR CORP 4820P3W17 DCP 09/01/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
4820P3W17
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-09-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-09-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$9,200,000.00
Item 41. The total current amortized cost, to the nearest cent
$9,198,653.22
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.50%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$9,198,252.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$9,198,252.00
Item 26. Name of the Issuer
TORONTO DOMINION HOLDINGS (USA)
Item 27. The title of the issue (including coupon or yield)
TORONTO DOMINION HOLDINGS (US 89116FVF4 DCP 08/15/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
89116FVF4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-15
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$2,300,000.00
Item 41. The total current amortized cost, to the nearest cent
$2,299,874.78
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$2,299,908.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$2,299,908.00
Item 26. Name of the Issuer
STRAIGHT-A FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
STRAIGHT-A FUNDING LLC 86257MQ78 DCP 08/16/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86257MQ78
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-16
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$24,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$23,998,500.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.30%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$23,998,800.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$23,998,800.00
Item 26. Name of the Issuer
LLOYDS TSB BANK PLC
Item 27. The title of the issue (including coupon or yield)
LLOYDS TSB BANK PLC 53943SW11 DCP 09/01/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
53943SW11
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-09-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-09-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$6,300,000.00
Item 41. The total current amortized cost, to the nearest cent
$6,298,860.75
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.34%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$6,298,929.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$6,298,929.00
Item 26. Name of the Issuer
COMMONWEALTH BANK OF AUSTRALIA
Item 27. The title of the issue (including coupon or yield)
COMMONWEALTH BANK OF AUSTRALI 00.2757 06/08/2012
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
20272ABE5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-09-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-06-08
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$14,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$14,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.76%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$13,996,360.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$13,996,360.00
Item 26. Name of the Issuer
HARVARD UNIVERSITY
Item 27. The title of the issue (including coupon or yield)
HARVARD UNIVERSITY 74081KX31 DCP 10/03/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
74081KX31
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-10-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-10-03
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$4,200,000.00
Item 41. The total current amortized cost, to the nearest cent
$4,198,677.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$4,199,370.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$4,199,370.00
Item 26. Name of the Issuer
VARIABLE FUNDING CAPITAL CO LLC
Item 27. The title of the issue (including coupon or yield)
VARIABLE FUNDING CAPITAL CO L 92217MVB0 DCP 08/11/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
92217MVB0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-11
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$4,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$3,999,833.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.22%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$3,999,760.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$3,999,760.00
Item 26. Name of the Issuer
WESTPAC BANKING CORP/NY
Item 27. The title of the issue (including coupon or yield)
WESTPAC BANKING CORP/NY 00.2300 12/09/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
96121TEZ7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-12-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-12-09
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$9,250,000.00
Item 41. The total current amortized cost, to the nearest cent
$9,249,096.15
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.50%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$9,249,630.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$9,249,630.00
Item 26. Name of the Issuer
NORDEA NORTH AMERICA INC
Item 27. The title of the issue (including coupon or yield)
NORDEA NORTH AMERICA INC 6555P1XM4 DCP 10/21/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
6555P1XM4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-10-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-10-21
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$27,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$26,986,331.25
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.46%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$26,986,770.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$26,986,770.00
Item 26. Name of the Issuer
ROCHE HOLDINGS INC
Item 27. The title of the issue (including coupon or yield)
ROCHE HOLDINGS INC 77119MV38 DCP 08/03/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
77119MV38
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-03
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$11,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$10,999,938.89
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.59%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$10,999,780.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$10,999,780.00
Item 26. Name of the Issuer
COMMONWEALTH BANK OF AUSTRALIA
Item 27. The title of the issue (including coupon or yield)
COMMONWEALTH BANK OF AUSTRALI 20272EWF1 DCP 09/15/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
20272EWF1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-09-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-09-15
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$2,070,000.00
Item 41. The total current amortized cost, to the nearest cent
$2,069,521.32
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$2,069,627.40
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$2,069,627.40
Item 26. Name of the Issuer
FAIRWAY FINANCE LLC
Item 27. The title of the issue (including coupon or yield)
FAIRWAY FINANCE LLC 30601WV89 DCP 08/08/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
30601WV89
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-08
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$18,948,000.00
Item 41. The total current amortized cost, to the nearest cent
$18,947,484.19
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$18,947,052.60
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$18,947,052.60
Item 26. Name of the Issuer
HSBC USA INC
Item 27. The title of the issue (including coupon or yield)
HSBC USA INC 40427SVV8 DCP 08/29/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
40427SVV8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-29
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$9,998,911.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.54%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$9,998,700.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$9,998,700.00
Item 26. Name of the Issuer
HSBC USA INC
Item 27. The title of the issue (including coupon or yield)
HSBC USA INC 40427SWU9 DCP 09/28/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
40427SWU9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-09-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-09-28
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$9,997,261.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.54%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$9,996,900.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$9,996,900.00
Item 26. Name of the Issuer
GENERAL ELECTRIC CAPITAL SVC
Item 27. The title of the issue (including coupon or yield)
GENERAL ELECTRIC CAPITAL SVC 36959JVW0 DCP 08/30/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
36959JVW0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-30
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$9,900,000.00
Item 41. The total current amortized cost, to the nearest cent
$9,899,202.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.53%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$9,899,208.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$9,899,208.00
Item 26. Name of the Issuer
DNB NOR BANK ASA
Item 27. The title of the issue (including coupon or yield)
DNB NOR BANK ASA 2332K1Z78 DCP 12/07/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
2332K1Z78
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-12-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-12-07
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$27,100,000.00
Item 41. The total current amortized cost, to the nearest cent
$27,073,902.22
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.46%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$27,068,835.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$27,068,835.00
Item 26. Name of the Issuer
COMMONWEALTH BANK OF AUSTRALIA
Item 27. The title of the issue (including coupon or yield)
COMMONWEALTH BANK OF AUSTRALI 20272EX45 DCP 10/04/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
20272EX45
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-10-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-10-04
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$11,400,000.00
Item 41. The total current amortized cost, to the nearest cent
$11,395,845.34
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.62%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$11,396,580.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$11,396,580.00
Item 26. Name of the Issuer
VICTORY RECEIVABLES CORP
Item 27. The title of the issue (including coupon or yield)
VICTORY RECEIVABLES CORP 92646LWK2 DCP 09/19/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
92646LWK2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-09-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-09-19
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$4,354,000.00
Item 41. The total current amortized cost, to the nearest cent
$4,352,696.22
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.24%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$4,352,650.26
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$4,352,650.26
Item 26. Name of the Issuer
UNIVERSITY OF VIRGINIA
Item 27. The title of the issue (including coupon or yield)
UNIVERSITY OF VIRGINIA 00.1500 11/02/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
91521MLG3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-11-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-11-02
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$22,750,000.00
Item 41. The total current amortized cost, to the nearest cent
$22,750,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$22,750,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$22,750,000.00
Item 26. Name of the Issuer
STRAIGHT-A FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
STRAIGHT-A FUNDING LLC 86257L5T5 DCP 10/03/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86257L5T5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-10-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-10-03
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$9,997,200.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.54%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$9,997,100.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$9,997,100.00
Item 26. Name of the Issuer
JOHNS HOPKINS UNIVERSITY
Item 27. The title of the issue (including coupon or yield)
JOHNS HOPKINS UNIVERSITY 00.1300 11/01/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
57421QFS7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-11-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
JOHNS HOPKINS UNIVERSITY
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$6,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$6,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.32%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$5,999,700.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$5,999,700.00
Item 26. Name of the Issuer
COUNTY OF HOWARD MD
Item 27. The title of the issue (including coupon or yield)
COUNTY OF HOWARD MD 00.1500 10/31/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
44257QAJ9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-10-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-10-31
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
COUNTY OF HOWARD MD
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$2,750,000.00
Item 41. The total current amortized cost, to the nearest cent
$2,750,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$2,750,330.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$2,750,330.00
Item 26. Name of the Issuer
MANHATTAN ASSET FUNDING CO LLC
Item 27. The title of the issue (including coupon or yield)
MANHATTAN ASSET FUNDING CO LL 56274MV17 DCP 08/01/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
56274MV17
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$24,100,000.00
Item 41. The total current amortized cost, to the nearest cent
$24,100,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.30%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$24,099,518.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$24,099,518.00
Item 26. Name of the Issuer
TEXAS TECH UNIVERSITY
Item 27. The title of the issue (including coupon or yield)
TEXAS TECH UNIVERSITY 00.1300 08/29/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
88280QFF0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-29
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
TEXAS TECH UNIVERSITY
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$8,500,000.00
Item 41. The total current amortized cost, to the nearest cent
$8,500,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.46%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$8,500,170.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$8,500,170.00
Item 26. Name of the Issuer
ALPINE SECURITIZATION
Item 27. The title of the issue (including coupon or yield)
ALPINE SECURITIZATION 02086MV50 DCP 08/05/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
02086MV50
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-05
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$11,500,000.00
Item 41. The total current amortized cost, to the nearest cent
$11,499,833.89
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.62%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$11,499,540.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$11,499,540.00
Item 26. Name of the Issuer
ROCHE HOLDINGS INC
Item 27. The title of the issue (including coupon or yield)
ROCHE HOLDINGS INC 77119MVP9 DCP 08/23/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
77119MVP9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-23
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$6,750,000.00
Item 41. The total current amortized cost, to the nearest cent
$6,749,587.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.36%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$6,749,325.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$6,749,325.00
Item 26. Name of the Issuer
HSBC USA INC
Item 27. The title of the issue (including coupon or yield)
HSBC USA INC 40427SWC9 DCP 09/12/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
40427SWC9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-09-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-09-12
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$7,700,000.00
Item 41. The total current amortized cost, to the nearest cent
$7,699,011.83
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.42%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$7,698,383.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$7,698,383.00
Item 26. Name of the Issuer
LIBERTY STREET FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
LIBERTY STREET FUNDING LLC 53127UWD8 DCP 09/13/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
53127UWD8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-09-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-09-13
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$5,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$4,999,163.89
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.27%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$4,998,650.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$4,998,650.00
Item 26. Name of the Issuer
BRYANT PARK FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
BRYANT PARK FUNDING LLC 11765KV20 DCP 08/02/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
11765KV20
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-02
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$9,500,000.00
Item 41. The total current amortized cost, to the nearest cent
$9,499,963.06
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.51%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$9,499,810.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$9,499,810.00
Item 26. Name of the Issuer
GOVCO INCORPORATED
Item 27. The title of the issue (including coupon or yield)
GOVCO INCORPORATED 38362WVC2 DCP 08/12/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
38362WVC2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-12
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$9,510,000.00
Item 41. The total current amortized cost, to the nearest cent
$9,509,651.30
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.51%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$9,509,239.20
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$9,509,239.20
Item 26. Name of the Issuer
FCAR OWNER TRUST I
Item 27. The title of the issue (including coupon or yield)
FCAR OWNER TRUST I 3024A1X57 DCP 10/05/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
3024A1X57
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-10-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-10-05
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$17,120,000.00
Item 41. The total current amortized cost, to the nearest cent
$17,113,817.78
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.92%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$17,113,494.40
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$17,113,494.40
Item 26. Name of the Issuer
LIBERTY STREET FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
LIBERTY STREET FUNDING LLC 53127UW71 DCP 09/07/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
53127UW71
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-09-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-09-07
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$4,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$3,999,383.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.22%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$3,999,080.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$3,999,080.00
Item 26. Name of the Issuer
FCAR OWNER TRUST I
Item 27. The title of the issue (including coupon or yield)
FCAR OWNER TRUST I 3024A1WC3 DCP 09/12/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
3024A1WC3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-09-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-09-12
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$700,000.00
Item 41. The total current amortized cost, to the nearest cent
$699,853.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$699,846.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$699,846.00
Item 26. Name of the Issuer
FED HOME LN DISCOUNT NT
Item 27. The title of the issue (including coupon or yield)
FED HOME LN DISCOUNT NT 313384KX6 GDC 08/26/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
313384KX6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Debt
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-26
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$16,300,000.00
Item 41. The total current amortized cost, to the nearest cent
$16,298,981.25
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.88%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$16,299,543.60
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$16,299,543.60
Item 26. Name of the Issuer
FAIRWAY FINANCE LLC
Item 27. The title of the issue (including coupon or yield)
FAIRWAY FINANCE LLC 30601WVJ5 DCP 08/18/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
30601WVJ5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-18
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$3,600,000.00
Item 41. The total current amortized cost, to the nearest cent
$3,599,796.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.19%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$3,599,640.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$3,599,640.00
Item 26. Name of the Issuer
WAL-MART STORES INC
Item 27. The title of the issue (including coupon or yield)
WAL-MART STORES INC 93114FV19 DCP 08/01/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
93114FV19
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$19,050,000.00
Item 41. The total current amortized cost, to the nearest cent
$19,050,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$19,049,809.50
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$19,049,809.50
Item 26. Name of the Issuer
FALCON ASSET SECURITIZATION CO LLC
Item 27. The title of the issue (including coupon or yield)
FALCON ASSET SECURITIZATION C 30603BVJ9 DCP 08/18/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
30603BVJ9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-18
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$8,640,000.00
Item 41. The total current amortized cost, to the nearest cent
$8,639,510.40
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.47%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$8,639,395.20
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$8,639,395.20
Item 26. Name of the Issuer
TOYOTA MOTOR CREDIT CORP
Item 27. The title of the issue (including coupon or yield)
TOYOTA MOTOR CREDIT CORP 89233HVK7 DCP 08/19/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
89233HVK7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-19
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$9,380,000.00
Item 41. The total current amortized cost, to the nearest cent
$9,379,437.20
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.51%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$9,379,249.60
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$9,379,249.60
Item 26. Name of the Issuer
TEXAS INSTRUMENTS INC
Item 27. The title of the issue (including coupon or yield)
TEXAS INSTRUMENTS INC 88250UY82 DCP 11/08/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
88250UY82
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-11-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-11-08
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$9,400,000.00
Item 41. The total current amortized cost, to the nearest cent
$9,396,122.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.51%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$9,392,856.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$9,392,856.00
Item 26. Name of the Issuer
FNMA
Item 27. The title of the issue (including coupon or yield)
FNMA 313588KV6 GDC 08/24/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
313588KV6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Debt
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-24
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$7,966,000.00
Item 41. The total current amortized cost, to the nearest cent
$7,965,440.17
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.43%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$7,965,792.88
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$7,965,792.88
Item 26. Name of the Issuer
MANHATTAN ASSET FUNDING CO LLC
Item 27. The title of the issue (including coupon or yield)
MANHATTAN ASSET FUNDING CO LL 56274MVA7 DCP 08/10/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
56274MVA7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-10
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$3,500,000.00
Item 41. The total current amortized cost, to the nearest cent
$3,499,816.25
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.19%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$3,499,755.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$3,499,755.00
Item 26. Name of the Issuer
LIBERTY STREET FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
LIBERTY STREET FUNDING LLC 53127UXC9 DCP 10/12/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
53127UXC9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-10-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-10-12
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$10,900,000.00
Item 41. The total current amortized cost, to the nearest cent
$10,895,858.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.59%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$10,894,550.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$10,894,550.00
Item 26. Name of the Issuer
HARVARD UNIVERSITY
Item 27. The title of the issue (including coupon or yield)
HARVARD UNIVERSITY 74081KYF3 DCP 11/15/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
74081KYF3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-11-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-11-15
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$8,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$7,996,702.23
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.43%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$7,997,280.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$7,997,280.00
Item 26. Name of the Issuer
TRUSTEES OF COLUMBIA UNIVERSITY
Item 27. The title of the issue (including coupon or yield)
TRUSTEES OF COLUMBIA UNIVERSI 19865DXD2 DCP 10/13/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
19865DXD2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-10-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-10-13
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$13,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$12,996,045.83
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.70%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$12,995,970.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$12,995,970.00
Item 26. Name of the Issuer
VICTORY RECEIVABLES CORP
Item 27. The title of the issue (including coupon or yield)
VICTORY RECEIVABLES CORP 92646LVB3 DCP 08/11/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
92646LVB3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-11
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$11,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$10,999,419.44
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.59%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$10,999,230.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$10,999,230.00
Item 26. Name of the Issuer
OLD LINE FUNDING CORP
Item 27. The title of the issue (including coupon or yield)
OLD LINE FUNDING CORP 67983UWL3 DCP 09/20/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
67983UWL3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-09-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-09-20
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$3,500,000.00
Item 41. The total current amortized cost, to the nearest cent
$3,499,270.83
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.19%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$3,499,475.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$3,499,475.00
Item 26. Name of the Issuer
CAFCO LLC
Item 27. The title of the issue (including coupon or yield)
CAFCO LLC 12476FV52 DCP 08/05/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
12476FV52
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-05
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$9,200,000.00
Item 41. The total current amortized cost, to the nearest cent
$9,199,897.78
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.50%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$9,199,816.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$9,199,816.00
Item 26. Name of the Issuer
CRC FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
CRC FUNDING LLC 12622VV50 DCP 08/05/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
12622VV50
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-05
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$9,999,888.89
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.54%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$9,999,700.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$9,999,700.00
Item 26. Name of the Issuer
FAIRWAY FINANCE LLC
Item 27. The title of the issue (including coupon or yield)
FAIRWAY FINANCE LLC 30601WVR7 DCP 08/25/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
30601WVR7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-25
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$5,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$4,999,600.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.27%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$4,999,350.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$4,999,350.00
Item 26. Name of the Issuer
TRINITY HEALTH
Item 27. The title of the issue (including coupon or yield)
TRINITY HEALTH 89651KX70 DCP 10/07/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
89651KX70
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-10-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-10-07
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$13,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$12,996,128.89
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.70%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$12,995,060.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$12,995,060.00
Item 26. Name of the Issuer
WORKING CAPITAL MANAGEMENT CO
Item 27. The title of the issue (including coupon or yield)
WORKING CAPITAL MANAGEMENT CO 98137SV13 DCP 08/01/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
98137SV13
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$18,200,000.00
Item 41. The total current amortized cost, to the nearest cent
$18,200,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.98%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$18,199,818.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$18,199,818.00
Item 26. Name of the Issuer
OLD LINE FUNDING CORP
Item 27. The title of the issue (including coupon or yield)
OLD LINE FUNDING CORP 67983UXU2 DCP 10/28/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
67983UXU2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-10-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-10-28
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$3,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$2,998,753.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.16%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$2,998,860.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$2,998,860.00
Item 26. Name of the Issuer
DANSKE CORP
Item 27. The title of the issue (including coupon or yield)
DANSKE CORP 2363F7VB1 DCP 08/11/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
2363F7VB1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-11
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$8,985,000.00
Item 41. The total current amortized cost, to the nearest cent
$8,984,525.79
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.49%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$8,984,460.90
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$8,984,460.90
Item 26. Name of the Issuer
FALCON ASSET SECURITIZATION CO LLC
Item 27. The title of the issue (including coupon or yield)
FALCON ASSET SECURITIZATION C 30603BVR1 DCP 08/25/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
30603BVR1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-25
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$8,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$7,999,360.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.43%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$7,999,280.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$7,999,280.00
Item 26. Name of the Issuer
JUPITER SECUR CORP
Item 27. The title of the issue (including coupon or yield)
JUPITER SECUR CORP 4820P3VV2 DCP 08/29/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
4820P3VV2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-29
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$9,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$8,999,160.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.49%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$8,998,470.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$8,998,470.00
Item 26. Name of the Issuer
CITIGROUP GLOBAL MARKETS INC.
Item 27. The title of the issue (including coupon or yield)
REPO TRIPA MORTG 0.07 08/02/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
TRIPARTY1
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Repurchase Agreement
Item 32. 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?
X Yes    No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2038-06-01
from:
to:
c. Coupon or yield: 6.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $11,336,488.29
f. Value of collateral, to the nearest cent: $4,403,191.36
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2038-10-01
from:
to:
c. Coupon or yield: 5.29%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $108,954.87
f. Value of collateral, to the nearest cent: $49,752.16
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2030-10-01
from:
to:
c. Coupon or yield: 4.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $14,312,663.48
f. Value of collateral, to the nearest cent: $13,899,610.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-02
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$18,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$18,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.97%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$18,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$18,000,000.00
Item 26. Name of the Issuer
BARCLAYS CAPITAL, INC.
Item 27. The title of the issue (including coupon or yield)
REPO TRIPA MORTG 0.06 08/02/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
TRIPARTY1
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Repurchase Agreement
Item 32. 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?
X Yes    No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC
b. Maturity date: 2034-02-01
from:
to:
c. Coupon or yield: 2.69%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $297,400.00
f. Value of collateral, to the nearest cent: $28,684.93
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC
b. Maturity date: 2037-10-01
from:
to:
c. Coupon or yield: 5.82%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,498,160.00
f. Value of collateral, to the nearest cent: $716,926.49
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC
b. Maturity date: 2035-07-01
from:
to:
c. Coupon or yield: 2.71%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,230,500.00
f. Value of collateral, to the nearest cent: $612,004.26
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC
b. Maturity date: 2037-05-01
from:
to:
c. Coupon or yield: 5.94%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $109,294.50
f. Value of collateral, to the nearest cent: $31,894.69
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC
b. Maturity date: 2038-08-01
from:
to:
c. Coupon or yield: 5.32%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,672,079.16
f. Value of collateral, to the nearest cent: $695,928.42
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC
b. Maturity date: 2036-07-01
from:
to:
c. Coupon or yield: 5.64%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,797,773.48
f. Value of collateral, to the nearest cent: $606,243.91
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC
b. Maturity date: 2037-01-01
from:
to:
c. Coupon or yield: 5.79%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $74,350.00
f. Value of collateral, to the nearest cent: $26,455.11
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC
b. Maturity date: 2037-10-01
from:
to:
c. Coupon or yield: 5.72%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,647,596.00
f. Value of collateral, to the nearest cent: $698,595.28
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC
b. Maturity date: 2038-10-01
from:
to:
c. Coupon or yield: 5.48%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,081,800.00
f. Value of collateral, to the nearest cent: $713,652.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC
b. Maturity date: 2032-11-01
from:
to:
c. Coupon or yield: 2.47%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $743,500.00
f. Value of collateral, to the nearest cent: $30,252.27
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC
b. Maturity date: 2033-09-01
from:
to:
c. Coupon or yield: 2.49%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,825,174.48
f. Value of collateral, to the nearest cent: $615,882.23
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC
b. Maturity date: 2033-08-01
from:
to:
c. Coupon or yield: 2.65%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,461,231.61
f. Value of collateral, to the nearest cent: $644,309.57
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2026-05-01
from:
to:
c. Coupon or yield: 2.45%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $512,260.94
f. Value of collateral, to the nearest cent: $30,426.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2032-05-01
from:
to:
c. Coupon or yield: 2.14%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,597,157.55
f. Value of collateral, to the nearest cent: $32,234.53
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2041-01-01
from:
to:
c. Coupon or yield: 3.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $682,176.57
f. Value of collateral, to the nearest cent: $655,362.49
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2041-03-01
from:
to:
c. Coupon or yield: 5.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $755,396.00
f. Value of collateral, to the nearest cent: $718,362.01
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2041-08-01
from:
to:
c. Coupon or yield: 4.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $710,807.41
f. Value of collateral, to the nearest cent: $718,905.01
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2026-07-01
from:
to:
c. Coupon or yield: 4.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $17,124.29
f. Value of collateral, to the nearest cent: $17,899.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2032-11-01
from:
to:
c. Coupon or yield: 2.42%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $29,297.32
f. Value of collateral, to the nearest cent: $1,473.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2033-03-01
from:
to:
c. Coupon or yield: 2.41%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $297,400.00
f. Value of collateral, to the nearest cent: $28,797.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2033-04-01
from:
to:
c. Coupon or yield: 1.92%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $18,276.57
f. Value of collateral, to the nearest cent: $3,998.06
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2034-04-01
from:
to:
c. Coupon or yield: 2.45%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,212,307.28
f. Value of collateral, to the nearest cent: $696,564.18
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2034-07-01
from:
to:
c. Coupon or yield: 2.30%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $111,525.00
f. Value of collateral, to the nearest cent: $28,283.53
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2033-08-01
from:
to:
c. Coupon or yield: 2.59%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,426,582.87
f. Value of collateral, to the nearest cent: $633,542.28
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2035-12-01
from:
to:
c. Coupon or yield: 2.38%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,445,090.16
f. Value of collateral, to the nearest cent: $602,444.41
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2034-03-01
from:
to:
c. Coupon or yield: 3.85%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $702,747.58
f. Value of collateral, to the nearest cent: $28,794.74
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2034-05-01
from:
to:
c. Coupon or yield: 2.93%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $905,893.49
f. Value of collateral, to the nearest cent: $32,094.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2034-02-01
from:
to:
c. Coupon or yield: 2.23%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $509,862.86
f. Value of collateral, to the nearest cent: $31,416.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2034-07-01
from:
to:
c. Coupon or yield: 5.04%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,717,612.86
f. Value of collateral, to the nearest cent: $600,040.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2034-08-01
from:
to:
c. Coupon or yield: 2.62%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $779,399.01
f. Value of collateral, to the nearest cent: $31,365.59
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2034-09-01
from:
to:
c. Coupon or yield: 2.45%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $859,057.74
f. Value of collateral, to the nearest cent: $29,641.36
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2035-03-01
from:
to:
c. Coupon or yield: 4.81%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,388,813.60
f. Value of collateral, to the nearest cent: $616,021.07
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2035-04-01
from:
to:
c. Coupon or yield: 3.23%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,006,652.29
f. Value of collateral, to the nearest cent: $619,073.56
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2035-08-01
from:
to:
c. Coupon or yield: 4.53%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $628.85
f. Value of collateral, to the nearest cent: $168.93
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2035-11-01
from:
to:
c. Coupon or yield: 2.46%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $220,578.75
f. Value of collateral, to the nearest cent: $29,527.62
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2033-10-01
from:
to:
c. Coupon or yield: 2.95%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,314,509.91
f. Value of collateral, to the nearest cent: $714,310.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2036-07-01
from:
to:
c. Coupon or yield: 3.85%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $148,700.00
f. Value of collateral, to the nearest cent: $32,385.54
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2037-04-01
from:
to:
c. Coupon or yield: 5.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $111,525.00
f. Value of collateral, to the nearest cent: $29,330.94
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2037-03-01
from:
to:
c. Coupon or yield: 5.37%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,718,447.45
f. Value of collateral, to the nearest cent: $707,663.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2037-09-01
from:
to:
c. Coupon or yield: 5.34%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,173,363.87
f. Value of collateral, to the nearest cent: $717,945.86
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2038-04-01
from:
to:
c. Coupon or yield: 4.89%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,387,577.76
f. Value of collateral, to the nearest cent: $604,726.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2039-12-01
from:
to:
c. Coupon or yield: 3.70%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $489,395.94
f. Value of collateral, to the nearest cent: $431,978.36
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2040-07-01
from:
to:
c. Coupon or yield: 4.34%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $741,204.67
f. Value of collateral, to the nearest cent: $699,926.45
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2041-04-01
from:
to:
c. Coupon or yield: 3.39%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $594,800.00
f. Value of collateral, to the nearest cent: $612,987.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2040-10-01
from:
to:
c. Coupon or yield: 3.16%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $743,500.00
f. Value of collateral, to the nearest cent: $596,295.90
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2040-10-01
from:
to:
c. Coupon or yield: 3.62%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $645,679.64
f. Value of collateral, to the nearest cent: $612,749.96
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA
b. Maturity date: 2026-05-20
from:
to:
c. Coupon or yield: 3.38%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,710,065.00
f. Value of collateral, to the nearest cent: $32,559.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA
b. Maturity date: 2025-02-20
from:
to:
c. Coupon or yield: 2.38%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,532,304.26
f. Value of collateral, to the nearest cent: $30,891.07
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA
b. Maturity date: 2025-04-20
from:
to:
c. Coupon or yield: 3.38%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,516,755.00
f. Value of collateral, to the nearest cent: $27,704.97
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA
b. Maturity date: 2021-08-20
from:
to:
c. Coupon or yield: 2.63%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,457,270.03
f. Value of collateral, to the nearest cent: $28,762.43
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA
b. Maturity date: 2034-01-20
from:
to:
c. Coupon or yield: 3.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $151,885.60
f. Value of collateral, to the nearest cent: $30,520.48
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA
b. Maturity date: 2029-07-20
from:
to:
c. Coupon or yield: 2.63%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,487,000.00
f. Value of collateral, to the nearest cent: $28,470.56
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA
b. Maturity date: 2035-06-20
from:
to:
c. Coupon or yield: 2.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $148,700.00
f. Value of collateral, to the nearest cent: $27,782.51
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA
b. Maturity date: 2035-07-20
from:
to:
c. Coupon or yield: 2.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $194,576.18
f. Value of collateral, to the nearest cent: $32,186.34
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA
b. Maturity date: 2035-05-20
from:
to:
c. Coupon or yield: 4.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $45,016.25
f. Value of collateral, to the nearest cent: $28,523.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA
b. Maturity date: 2038-10-20
from:
to:
c. Coupon or yield: 6.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $374,162.95
f. Value of collateral, to the nearest cent: $27,475.19
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA
b. Maturity date: 2039-09-20
from:
to:
c. Coupon or yield: 3.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $892,200.00
f. Value of collateral, to the nearest cent: $697,263.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-02
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$18,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$18,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.97%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$17,999,820.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$17,999,820.00
Item 26. Name of the Issuer
GOLDMAN, SACHS & CO.
Item 27. The title of the issue (including coupon or yield)
REPO TRIPA MORTG 0.13 08/03/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
TRIPARTY1
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Repurchase Agreement
Item 32. 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?
X Yes    No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC
b. Maturity date: 2036-03-01
from:
to:
c. Coupon or yield: 5.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,703,270.31
f. Value of collateral, to the nearest cent: $646,179.61
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC
b. Maturity date: 2032-09-01
from:
to:
c. Coupon or yield: 6.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,072,673.93
f. Value of collateral, to the nearest cent: $645,538.16
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC
b. Maturity date: 2038-02-01
from:
to:
c. Coupon or yield: 5.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,272,860.45
f. Value of collateral, to the nearest cent: $658,337.49
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC
b. Maturity date: 2025-08-01
from:
to:
c. Coupon or yield: 4.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $657,355.48
f. Value of collateral, to the nearest cent: $656,840.82
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC
b. Maturity date: 2026-04-01
from:
to:
c. Coupon or yield: 4.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $627,333.97
f. Value of collateral, to the nearest cent: $647,051.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC
b. Maturity date: 2026-05-01
from:
to:
c. Coupon or yield: 4.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $26,085.90
f. Value of collateral, to the nearest cent: $27,683.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC
b. Maturity date: 2040-04-01
from:
to:
c. Coupon or yield: 5.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $688,043.40
f. Value of collateral, to the nearest cent: $643,757.35
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC
b. Maturity date: 2040-10-01
from:
to:
c. Coupon or yield: 5.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $610,577.65
f. Value of collateral, to the nearest cent: $644,535.38
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC
b. Maturity date: 2040-10-01
from:
to:
c. Coupon or yield: 5.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $623,911.22
f. Value of collateral, to the nearest cent: $659,436.90
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC
b. Maturity date: 2041-02-01
from:
to:
c. Coupon or yield: 5.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $605,180.04
f. Value of collateral, to the nearest cent: $656,760.94
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC
b. Maturity date: 2019-04-01
from:
to:
c. Coupon or yield: 5.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,503,369.90
f. Value of collateral, to the nearest cent: $661,513.48
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC
b. Maturity date: 2041-04-01
from:
to:
c. Coupon or yield: 4.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $626,971.21
f. Value of collateral, to the nearest cent: $652,234.21
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC
b. Maturity date: 2041-06-01
from:
to:
c. Coupon or yield: 5.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $615,362.39
f. Value of collateral, to the nearest cent: $659,506.10
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC
b. Maturity date: 2036-07-01
from:
to:
c. Coupon or yield: 5.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $611,812.89
f. Value of collateral, to the nearest cent: $655,011.09
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2022-11-01
from:
to:
c. Coupon or yield: 6.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $8,686,018.51
f. Value of collateral, to the nearest cent: $649,849.72
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2041-02-01
from:
to:
c. Coupon or yield: 4.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $648,178.69
f. Value of collateral, to the nearest cent: $650,362.11
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2041-02-01
from:
to:
c. Coupon or yield: 4.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $653,673.62
f. Value of collateral, to the nearest cent: $656,554.77
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2026-03-01
from:
to:
c. Coupon or yield: 4.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $627,213.05
f. Value of collateral, to the nearest cent: $648,670.56
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2026-02-01
from:
to:
c. Coupon or yield: 4.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $643,252.35
f. Value of collateral, to the nearest cent: $648,651.37
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2026-06-01
from:
to:
c. Coupon or yield: 4.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $613,598.46
f. Value of collateral, to the nearest cent: $643,704.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2026-05-01
from:
to:
c. Coupon or yield: 4.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $634,388.94
f. Value of collateral, to the nearest cent: $661,018.95
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2026-03-01
from:
to:
c. Coupon or yield: 4.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $623,991.51
f. Value of collateral, to the nearest cent: $646,058.80
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2041-04-01
from:
to:
c. Coupon or yield: 4.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $654,016.92
f. Value of collateral, to the nearest cent: $658,467.90
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2041-04-01
from:
to:
c. Coupon or yield: 5.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $613,687.27
f. Value of collateral, to the nearest cent: $659,111.60
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2026-05-01
from:
to:
c. Coupon or yield: 3.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $633,631.06
f. Value of collateral, to the nearest cent: $644,642.09
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2041-06-01
from:
to:
c. Coupon or yield: 5.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $602,467.25
f. Value of collateral, to the nearest cent: $646,510.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2041-05-01
from:
to:
c. Coupon or yield: 5.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $613,519.15
f. Value of collateral, to the nearest cent: $655,270.08
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2040-10-01
from:
to:
c. Coupon or yield: 4.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $629,472.82
f. Value of collateral, to the nearest cent: $651,292.41
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2035-02-01
from:
to:
c. Coupon or yield: 2.72%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $12,165,000.00
f. Value of collateral, to the nearest cent: $620,149.70
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2033-10-01
from:
to:
c. Coupon or yield: 5.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,411,078.43
f. Value of collateral, to the nearest cent: $655,313.66
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2033-11-01
from:
to:
c. Coupon or yield: 5.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,718,275.84
f. Value of collateral, to the nearest cent: $652,727.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2034-11-01
from:
to:
c. Coupon or yield: 6.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,106,708.91
f. Value of collateral, to the nearest cent: $659,006.70
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2034-11-01
from:
to:
c. Coupon or yield: 2.24%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,552,485.36
f. Value of collateral, to the nearest cent: $649,180.02
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2035-07-01
from:
to:
c. Coupon or yield: 5.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,461,681.68
f. Value of collateral, to the nearest cent: $659,543.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2035-11-01
from:
to:
c. Coupon or yield: 6.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,580,356.10
f. Value of collateral, to the nearest cent: $659,368.56
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2035-02-01
from:
to:
c. Coupon or yield: 2.73%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,545,718.96
f. Value of collateral, to the nearest cent: $661,175.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2021-05-01
from:
to:
c. Coupon or yield: 5.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,830,480.20
f. Value of collateral, to the nearest cent: $643,990.32
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2038-03-01
from:
to:
c. Coupon or yield: 5.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,459,800.00
f. Value of collateral, to the nearest cent: $655,799.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2035-07-01
from:
to:
c. Coupon or yield: 4.26%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,161,851.88
f. Value of collateral, to the nearest cent: $647,363.19
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2036-10-01
from:
to:
c. Coupon or yield: 5.86%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,075,349.00
f. Value of collateral, to the nearest cent: $629,750.80
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2037-05-01
from:
to:
c. Coupon or yield: 5.55%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $676,972.27
f. Value of collateral, to the nearest cent: $622,785.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2038-06-01
from:
to:
c. Coupon or yield: 6.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $775,840.64
f. Value of collateral, to the nearest cent: $647,409.58
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2040-03-01
from:
to:
c. Coupon or yield: 4.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $729,900.00
f. Value of collateral, to the nearest cent: $653,583.38
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2037-08-01
from:
to:
c. Coupon or yield: 6.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,089,701.53
f. Value of collateral, to the nearest cent: $644,660.17
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2037-08-01
from:
to:
c. Coupon or yield: 5.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,217,272.96
f. Value of collateral, to the nearest cent: $654,548.02
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2038-02-01
from:
to:
c. Coupon or yield: 5.41%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,216,500.00
f. Value of collateral, to the nearest cent: $659,182.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2038-10-01
from:
to:
c. Coupon or yield: 6.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $984,196.19
f. Value of collateral, to the nearest cent: $645,323.10
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2041-05-01
from:
to:
c. Coupon or yield: 5.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $595,585.02
f. Value of collateral, to the nearest cent: $652,009.81
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2025-12-01
from:
to:
c. Coupon or yield: 4.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $645,792.89
f. Value of collateral, to the nearest cent: $656,257.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2041-02-01
from:
to:
c. Coupon or yield: 4.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $642,496.18
f. Value of collateral, to the nearest cent: $645,562.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2039-08-01
from:
to:
c. Coupon or yield: 5.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $684,322.85
f. Value of collateral, to the nearest cent: $645,074.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2040-08-01
from:
to:
c. Coupon or yield: 4.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $646,475.35
f. Value of collateral, to the nearest cent: $661,807.62
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2040-08-01
from:
to:
c. Coupon or yield: 4.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $108,701.09
f. Value of collateral, to the nearest cent: $95,692.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2040-10-01
from:
to:
c. Coupon or yield: 5.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $626,030.61
f. Value of collateral, to the nearest cent: $661,355.68
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2040-10-01
from:
to:
c. Coupon or yield: 5.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $597,753.55
f. Value of collateral, to the nearest cent: $646,401.25
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2040-12-01
from:
to:
c. Coupon or yield: 5.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $643,183.99
f. Value of collateral, to the nearest cent: $653,839.87
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2040-11-01
from:
to:
c. Coupon or yield: 5.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $616,833.87
f. Value of collateral, to the nearest cent: $648,513.54
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2041-02-01
from:
to:
c. Coupon or yield: 4.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $634,191.13
f. Value of collateral, to the nearest cent: $658,313.71
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2026-03-01
from:
to:
c. Coupon or yield: 4.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $627,750.74
f. Value of collateral, to the nearest cent: $644,656.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-03
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$36,500,000.00
Item 41. The total current amortized cost, to the nearest cent
$36,500,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.97%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$36,499,635.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$36,499,635.00
Item 26. Name of the Issuer
ING US FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
ING US FUNDING LLC 4497W1V45 DCP 08/04/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
4497W1V45
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-04
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$4,800,000.00
Item 41. The total current amortized cost, to the nearest cent
$4,799,956.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$4,799,904.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$4,799,904.00
Item 26. Name of the Issuer
DEUTSCHE BANK SECURITIES, INC. - MM
Item 27. The title of the issue (including coupon or yield)
REPO TRIPA MORTG 0.1 08/03/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
TRIPARTY1
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Repurchase Agreement
Item 32. 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?
X Yes    No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2039-02-01
from:
to:
c. Coupon or yield: 7.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $15,325.71
f. Value of collateral, to the nearest cent: $14,785.91
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA
b. Maturity date: 2040-10-15
from:
to:
c. Coupon or yield: 4.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,045,732.50
f. Value of collateral, to the nearest cent: $6,075,386.38
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA
b. Maturity date: 2038-10-15
from:
to:
c. Coupon or yield: 7.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $121,063,728.02
f. Value of collateral, to the nearest cent: $31,161,757.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-03
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$36,500,000.00
Item 41. The total current amortized cost, to the nearest cent
$36,500,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.97%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$36,499,635.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$36,499,635.00
Item 26. Name of the Issuer
VARIABLE FUNDING CAPITAL CO LLC
Item 27. The title of the issue (including coupon or yield)
VARIABLE FUNDING CAPITAL CO L 92217MVV6 DCP 08/29/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
92217MVV6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-29
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$17,600,000.00
Item 41. The total current amortized cost, to the nearest cent
$17,598,357.34
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.95%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$17,597,360.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$17,597,360.00
Item 26. Name of the Issuer
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/CAYMAN ISLANDS
Item 27. The title of the issue (including coupon or yield)
AUSTRALIA & NEW ZEALAND BANKI 99236R9Y6 TD 08/01/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
99236R9Y6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Instrument
If Other Instrument, include a brief description
Time Deposit
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$42,500,000.00
Item 41. The total current amortized cost, to the nearest cent
$42,500,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
2.30%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$42,500,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$42,500,000.00
Item 26. Name of the Issuer
SVENSKA HANDELSBANKEN/CAYMAN ISLANDS
Item 27. The title of the issue (including coupon or yield)
SVENSKA HANDELSBANKEN/CAYMAN 99243R9U5 TD 08/01/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
99243R9U5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Instrument
If Other Instrument, include a brief description
Time Deposit
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$29,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$29,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.57%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$29,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$29,000,000.00
Item 26. Name of the Issuer
US BANK NA/CAYMAN ISLANDS
Item 27. The title of the issue (including coupon or yield)
US BANK NA/CAYMAN ISLANDS 99374Q9U8 TD 08/01/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
99374Q9U8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Instrument
If Other Instrument, include a brief description
Time Deposit
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$50,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$50,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
2.70%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$50,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$50,000,000.00
Item 26. Name of the Issuer
LMA AMERICAS LLC
Item 27. The title of the issue (including coupon or yield)
LMA AMERICAS LLC 50202UV19 DCP 08/01/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
50202UV19
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$9,200,000.00
Item 41. The total current amortized cost, to the nearest cent
$9,200,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.50%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$9,200,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$9,200,000.00
Item 26. Name of the Issuer
STARBIRD FUNDING CORP
Item 27. The title of the issue (including coupon or yield)
STARBIRD FUNDING CORP 85520MV18 DCP 08/01/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
85520MV18
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$9,200,000.00
Item 41. The total current amortized cost, to the nearest cent
$9,200,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.50%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$9,200,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$9,200,000.00
Item 26. Name of the Issuer
BNP PARIBAS SECURITIES CORP
Item 27. The title of the issue (including coupon or yield)
REPO TRIPA CORPO 0.2 08/01/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
TRIPARTY2
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Repurchase Agreement
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BRFKREDIT A/S
b. Maturity date: 2013-04-15
from:
to:
c. Coupon or yield: 2.05%
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $7,000,664.64
f. Value of collateral, to the nearest cent: $7,193,128.47
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CITIGROUP INC
b. Maturity date: 2012-08-27
from:
to:
c. Coupon or yield: 5.63%
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $243,551.40
f. Value of collateral, to the nearest cent: $259,335.96
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: REBUBLIC OF KOREA
b. Maturity date: 2014-04-16
from:
to:
c. Coupon or yield: 5.75%
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,043,549.59
f. Value of collateral, to the nearest cent: $6,743,159.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PROV/NOVA SCOTIA
b. Maturity date: 2022-04-01
from:
to:
c. Coupon or yield: 8.75%
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,190,368.66
f. Value of collateral, to the nearest cent: $6,088,943.22
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: XL CAPITAL FINANCE EUROPE
b. Maturity date: 2012-01-15
from:
to:
c. Coupon or yield: 6.50%
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $7,140,423.78
f. Value of collateral, to the nearest cent: $7,334,770.25
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CENTRAIS ELETRICAS BRASILEIRAS
b. Maturity date: 2019-07-30
from:
to:
c. Coupon or yield: 6.88%
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $9,597,500.00
f. Value of collateral, to the nearest cent: $11,224,362.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$37,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$37,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
2.00%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$37,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$37,000,000.00
Item 26. Name of the Issuer
J.P. MORGAN SECURITIES
Item 27. The title of the issue (including coupon or yield)
REPO TRIPA CORPO 0.21 08/01/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
TRIPARTY2
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Repurchase Agreement
Item 32. 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 X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DOMTAR CORPORATION
b. Maturity date: 2016-08-01
from:
to:
c. Coupon or yield: 9.50%
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $66,070.00
f. Value of collateral, to the nearest cent: $81,660.68
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PROLOGIS TRUST
b. Maturity date: 2016-04-01
from:
to:
c. Coupon or yield: 5.75%
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $672,592.60
f. Value of collateral, to the nearest cent: $745,466.11
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PLAINS ALL AMERICAN PIPELINE
b. Maturity date: 2019-05-01
from:
to:
c. Coupon or yield: 8.75%
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $135,443.50
f. Value of collateral, to the nearest cent: $176,490.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NEXEN INC
b. Maturity date: 2019-07-30
from:
to:
c. Coupon or yield: 6.20%
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,303,500.00
f. Value of collateral, to the nearest cent: $3,927,556.73
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DOMTAR CORPORATION
b. Maturity date: 2017-06-01
from:
to:
c. Coupon or yield: 10.75%
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $517,328.10
f. Value of collateral, to the nearest cent: $660,886.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ALLEGHENY ENERGY SUPPLY COMPAN
b. Maturity date: 2039-10-15
from:
to:
c. Coupon or yield: 6.75%
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,138,325.00
f. Value of collateral, to the nearest cent: $3,333,277.62
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PRIDE INTERNATIONAL INC (DELA
b. Maturity date: 2020-08-15
from:
to:
c. Coupon or yield: 6.88%
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,636,131.90
f. Value of collateral, to the nearest cent: $5,678,743.28
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DOMTAR CORPORATION
b. Maturity date: 2015-08-15
from:
to:
c. Coupon or yield: 7.13%
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,321,400.00
f. Value of collateral, to the nearest cent: $1,485,060.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ALLEGHENY TECHNOLOGIES INC NEW
b. Maturity date: 2019-06-01
from:
to:
c. Coupon or yield: 9.38%
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,453,118.00
f. Value of collateral, to the nearest cent: $5,735,348.91
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CLIFFS NATURAL RESOURCES INC.
b. Maturity date: 2040-10-01
from:
to:
c. Coupon or yield: 6.25%
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $644,182.50
f. Value of collateral, to the nearest cent: $679,693.60
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DELHAIZE GROUP
b. Maturity date: 2040-10-01
from:
to:
c. Coupon or yield: 5.70%
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $398,402.10
f. Value of collateral, to the nearest cent: $393,261.36
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CLIFFS NATURAL RESOURCES INC.
b. Maturity date: 2020-03-15
from:
to:
c. Coupon or yield: 5.90%
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,542,734.50
f. Value of collateral, to the nearest cent: $1,746,257.16
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ROWAN COMPANIES INC.
b. Maturity date: 2017-09-01
from:
to:
c. Coupon or yield: 5.00%
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,607,000.00
f. Value of collateral, to the nearest cent: $7,268,903.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TUPPERWARE CORPORATION
b. Maturity date: 2021-06-01
from:
to:
c. Coupon or yield: 4.75%
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10,571.20
f. Value of collateral, to the nearest cent: $10,673.11
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WELLS OPER PARTNERSHIP II LP
b. Maturity date: 2018-04-01
from:
to:
c. Coupon or yield: 5.88%
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $518,649.50
f. Value of collateral, to the nearest cent: $557,313.48
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ALCOA INC $3.75 PRF
b. Maturity date: 2014-03-15
from:
to:
c. Coupon or yield: 5.25%
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,642,800.00
f. Value of collateral, to the nearest cent: $6,371,240.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$37,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$37,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
2.00%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$37,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$37,000,000.00
Item 26. Name of the Issuer
CITIGROUP GLOBAL MARKETS INC.
Item 27. The title of the issue (including coupon or yield)
REPO TRIPA MORTG 0.22 08/01/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
TRIPARTY2
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Repurchase Agreement
Item 32. 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?
X Yes    No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC
b. Maturity date: 2034-04-01
from:
to:
c. Coupon or yield: 2.73%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $12,449,358.04
f. Value of collateral, to the nearest cent: $1,714,846.81
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC
b. Maturity date: 2036-12-01
from:
to:
c. Coupon or yield: 5.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,323,995.00
f. Value of collateral, to the nearest cent: $1,701,202.34
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC
b. Maturity date: 2022-02-01
from:
to:
c. Coupon or yield: 6.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $7,063,760.00
f. Value of collateral, to the nearest cent: $1,669,598.60
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC
b. Maturity date: 2028-08-01
from:
to:
c. Coupon or yield: 5.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,824,507.25
f. Value of collateral, to the nearest cent: $1,633,183.01
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC
b. Maturity date: 2030-07-01
from:
to:
c. Coupon or yield: 5.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,745,000.00
f. Value of collateral, to the nearest cent: $1,712,479.87
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC
b. Maturity date: 2024-09-01
from:
to:
c. Coupon or yield: 4.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,514,475.55
f. Value of collateral, to the nearest cent: $1,641,271.66
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC
b. Maturity date: 2025-12-01
from:
to:
c. Coupon or yield: 3.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,745,000.00
f. Value of collateral, to the nearest cent: $1,698,569.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC
b. Maturity date: 2026-08-01
from:
to:
c. Coupon or yield: 3.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,601,869.52
f. Value of collateral, to the nearest cent: $1,645,488.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC
b. Maturity date: 2037-01-01
from:
to:
c. Coupon or yield: 5.86%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,770,920.03
f. Value of collateral, to the nearest cent: $1,701,797.86
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC
b. Maturity date: 2040-03-01
from:
to:
c. Coupon or yield: 5.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,713,218.32
f. Value of collateral, to the nearest cent: $1,638,866.12
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC
b. Maturity date: 2041-02-01
from:
to:
c. Coupon or yield: 5.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,540,010.31
f. Value of collateral, to the nearest cent: $1,660,659.36
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC
b. Maturity date: 2025-12-01
from:
to:
c. Coupon or yield: 3.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,745,000.00
f. Value of collateral, to the nearest cent: $1,674,264.22
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2035-08-01
from:
to:
c. Coupon or yield: 4.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,503,756.36
f. Value of collateral, to the nearest cent: $1,645,071.10
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2040-12-01
from:
to:
c. Coupon or yield: 4.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,654,956.26
f. Value of collateral, to the nearest cent: $1,654,296.96
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2030-12-01
from:
to:
c. Coupon or yield: 3.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,745,000.00
f. Value of collateral, to the nearest cent: $1,713,127.87
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2041-01-01
from:
to:
c. Coupon or yield: 5.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,545,136.43
f. Value of collateral, to the nearest cent: $1,634,953.41
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2041-03-01
from:
to:
c. Coupon or yield: 5.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,549,534.52
f. Value of collateral, to the nearest cent: $1,650,286.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2041-08-01
from:
to:
c. Coupon or yield: 4.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,583,120.54
f. Value of collateral, to the nearest cent: $1,651,243.80
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2026-05-01
from:
to:
c. Coupon or yield: 3.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,673,291.67
f. Value of collateral, to the nearest cent: $1,700,708.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2026-07-01
from:
to:
c. Coupon or yield: 3.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,667,278.40
f. Value of collateral, to the nearest cent: $1,705,889.54
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2041-06-01
from:
to:
c. Coupon or yield: 5.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,554,569.55
f. Value of collateral, to the nearest cent: $1,698,149.07
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2041-06-01
from:
to:
c. Coupon or yield: 5.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,583,171.14
f. Value of collateral, to the nearest cent: $1,692,843.14
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2026-07-01
from:
to:
c. Coupon or yield: 4.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $170,444.97
f. Value of collateral, to the nearest cent: $178,158.94
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2033-10-01
from:
to:
c. Coupon or yield: 2.65%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $13,506,670.64
f. Value of collateral, to the nearest cent: $1,705,561.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2034-03-01
from:
to:
c. Coupon or yield: 2.32%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $8,725,000.00
f. Value of collateral, to the nearest cent: $1,695,937.27
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2035-08-01
from:
to:
c. Coupon or yield: 4.53%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,280,524.08
f. Value of collateral, to the nearest cent: $1,687,146.04
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2036-04-01
from:
to:
c. Coupon or yield: 6.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,397,400.00
f. Value of collateral, to the nearest cent: $1,697,620.17
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2035-10-01
from:
to:
c. Coupon or yield: 5.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,479,530.00
f. Value of collateral, to the nearest cent: $1,660,840.54
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2035-05-01
from:
to:
c. Coupon or yield: 5.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,483,505.29
f. Value of collateral, to the nearest cent: $1,694,892.45
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2024-06-01
from:
to:
c. Coupon or yield: 4.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,581,491.58
f. Value of collateral, to the nearest cent: $1,713,815.20
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2039-04-01
from:
to:
c. Coupon or yield: 4.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,237,887.47
f. Value of collateral, to the nearest cent: $1,682,052.13
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2041-01-01
from:
to:
c. Coupon or yield: 4.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,639,538.48
f. Value of collateral, to the nearest cent: $1,689,023.79
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2031-03-01
from:
to:
c. Coupon or yield: 3.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,664,498.26
f. Value of collateral, to the nearest cent: $1,648,699.77
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2026-06-01
from:
to:
c. Coupon or yield: 3.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,620,682.71
f. Value of collateral, to the nearest cent: $1,648,527.90
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2041-07-01
from:
to:
c. Coupon or yield: 5.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,558,675.88
f. Value of collateral, to the nearest cent: $1,668,729.13
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2025-10-01
from:
to:
c. Coupon or yield: 4.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,674,436.39
f. Value of collateral, to the nearest cent: $1,657,779.09
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2031-02-01
from:
to:
c. Coupon or yield: 4.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,637,598.39
f. Value of collateral, to the nearest cent: $1,691,560.13
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2035-09-01
from:
to:
c. Coupon or yield: 2.67%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,395,262.04
f. Value of collateral, to the nearest cent: $1,711,880.10
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2040-02-01
from:
to:
c. Coupon or yield: 4.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,695,173.97
f. Value of collateral, to the nearest cent: $1,668,047.19
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2025-07-01
from:
to:
c. Coupon or yield: 4.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,786,050.08
f. Value of collateral, to the nearest cent: $1,687,152.81
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2026-07-01
from:
to:
c. Coupon or yield: 4.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,581,301.55
f. Value of collateral, to the nearest cent: $1,652,299.06
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2040-11-01
from:
to:
c. Coupon or yield: 4.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,593,975.49
f. Value of collateral, to the nearest cent: $1,644,855.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2033-01-01
from:
to:
c. Coupon or yield: 6.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,391,765.40
f. Value of collateral, to the nearest cent: $1,648,720.15
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA
b. Maturity date: 2026-07-01
from:
to:
c. Coupon or yield: 3.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,621,749.25
f. Value of collateral, to the nearest cent: $1,665,656.85
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA
b. Maturity date: 2041-05-15
from:
to:
c. Coupon or yield: 4.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,557,982.77
f. Value of collateral, to the nearest cent: $1,654,985.18
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA
b. Maturity date: 2041-06-15
from:
to:
c. Coupon or yield: 4.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,565,261.16
f. Value of collateral, to the nearest cent: $1,665,949.81
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA
b. Maturity date: 2024-07-20
from:
to:
c. Coupon or yield: 4.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,003,260.00
f. Value of collateral, to the nearest cent: $1,697,575.69
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA
b. Maturity date: 2040-12-15
from:
to:
c. Coupon or yield: 3.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,765,529.93
f. Value of collateral, to the nearest cent: $1,708,870.23
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA
b. Maturity date: 2025-12-15
from:
to:
c. Coupon or yield: 3.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,745,000.00
f. Value of collateral, to the nearest cent: $1,712,889.66
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA
b. Maturity date: 2026-01-15
from:
to:
c. Coupon or yield: 3.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $431,684.73
f. Value of collateral, to the nearest cent: $424,225.58
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA
b. Maturity date: 2040-10-20
from:
to:
c. Coupon or yield: 4.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,563,600.62
f. Value of collateral, to the nearest cent: $1,642,249.82
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA
b. Maturity date: 2034-11-20
from:
to:
c. Coupon or yield: 2.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $11,796,758.40
f. Value of collateral, to the nearest cent: $1,693,157.56
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA
b. Maturity date: 2041-04-15
from:
to:
c. Coupon or yield: 4.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,590,568.20
f. Value of collateral, to the nearest cent: $1,685,287.02
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA
b. Maturity date: 2038-12-15
from:
to:
c. Coupon or yield: 6.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,917,663.03
f. Value of collateral, to the nearest cent: $1,709,635.90
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA
b. Maturity date: 2040-08-15
from:
to:
c. Coupon or yield: 5.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,738,728.12
f. Value of collateral, to the nearest cent: $1,660,184.58
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA
b. Maturity date: 2039-07-15
from:
to:
c. Coupon or yield: 4.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,745,000.00
f. Value of collateral, to the nearest cent: $1,696,560.80
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA
b. Maturity date: 2025-06-15
from:
to:
c. Coupon or yield: 4.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,727,550.00
f. Value of collateral, to the nearest cent: $1,686,785.77
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA
b. Maturity date: 2038-07-15
from:
to:
c. Coupon or yield: 5.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,542,226.11
f. Value of collateral, to the nearest cent: $1,686,789.94
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA
b. Maturity date: 2039-08-15
from:
to:
c. Coupon or yield: 4.50%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,769,383.93
f. Value of collateral, to the nearest cent: $1,655,152.80
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA
b. Maturity date: 2039-08-15
from:
to:
c. Coupon or yield: 5.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,899,908.89
f. Value of collateral, to the nearest cent: $1,676,445.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$96,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$96,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
5.19%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$96,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$96,000,000.00
Item 26. Name of the Issuer
DEUTSCHE BANK SECURITIES, INC. - MM
Item 27. The title of the issue (including coupon or yield)
REPO TRIPA MORTG 0.2 08/01/2011
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
TRIPARTY2
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Repurchase Agreement
Item 32. 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?
X Yes    No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC
b. Maturity date: 2039-03-01
from:
to:
c. Coupon or yield: 7.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $96,545,787.05
f. Value of collateral, to the nearest cent: $93,749,097.03
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC
b. Maturity date: 2039-11-01
from:
to:
c. Coupon or yield: 6.00%
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,339,020.14
f. Value of collateral, to the nearest cent: $4,452,954.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2011-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2011-08-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$96,309,000.00
Item 41. The total current amortized cost, to the nearest cent
$96,309,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
5.20%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$96,309,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$96,309,000.00