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
2012-07-31
CIK Number of Registrant
0000857156
EDGAR Series Identifier
S000004499
Total number of share classes in the series
1
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
033-31894
Item 2. Investment Adviser
Adviser SEC File Number
Charles Schwab Investment Management, Inc. 801-35905
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
Item 4. Independent Public Accountant
Name City State
PricewaterhouseCoopers LLP San Francisco CA
Item 5. Administrator. If a fund has one or more administrators, disclose the name of each administrator
Name
Charles Schwab Investment Management, Inc.
Item 6. Transfer Agent
Name CIK Number SEC File Number
Boston Financial Data Services, Inc. 0000275143 84-00896
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
43 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
63 days
Item 13. Total value of portfolio securities at amortized cost, to the nearest cent
$14,300,688,757.48
Item 14. Total value of other assets, to the nearest cent
$4,062,289.19
Item 15. Total value of liabilities, to the nearest cent
$678,645.15
Item 16. Net assets of the series, to the nearest cent
$14,304,072,401.52
Item 17. 7-day gross yield
0.32%
Item 18. Shadow Price of the Series
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 18a was calculated.
2012-07-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 18c was calculated.
2012-07-31

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

Item 19. EDGAR Class Identifier
C000012373
Item 20. Minimum Initial Investment
$1.00
Item 21. Net assets of the Class, to the nearest cent
$14,304,072,401.52
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
$62,253,628.43
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$2,651,821,767.95
b. Gross redemptions for the month ended, to the nearest cent
$2,589,568,139.52
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A
0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2012-07-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2012-07-31

Part II - Schedule of Portfolio Securities

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

Item 26. Name of the Issuer
ABAG Finance Auth
Item 27. The title of the issue (including coupon or yield)
Taxable RB (Public Policy Institute of California) Series 2001 0.380000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
00037CEK2
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)
2012-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-07
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
Wells Fargo Bank NA
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
Wells Fargo Bank NA
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
$17,550,000.00
Item 41. The total current amortized cost, to the nearest cent
$17,550,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.12%
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
$17,550,000.00
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
$17,550,000.00
Item 26. Name of the Issuer
Alpine Securitization Corp
Item 27. The title of the issue (including coupon or yield)
Alpine Securitization Corp 0.300000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
02086LH66
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)
2012-08-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-06
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?
X Yes    No
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
Credit Suisse AG
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
$14,800,000.00
Item 41. The total current amortized cost, to the nearest cent
$14,799,383.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.10%
Item 43. Explanatory notes. Disclose any other information that may 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
$14,799,556.00
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
$14,799,556.00
Item 26. Name of the Issuer
Alpine Securitization Corp
Item 27. The title of the issue (including coupon or yield)
Alpine Securitization Corp 0.340000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
02086LJK3
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)
2012-09-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-19
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?
X Yes    No
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
Credit Suisse AG
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
$97,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$96,955,110.55
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.68%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$96,967,990.00
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
$96,967,990.00
Item 26. Name of the Issuer
Alpine Securitization Corp
Item 27. The title of the issue (including coupon or yield)
Alpine Securitization Corp 0.340000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
02086LJL1
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)
2012-09-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-20
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?
X Yes    No
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
Credit Suisse AG
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
$6,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$5,997,166.66
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
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
$5,997,960.00
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
$5,997,960.00
Item 26. Name of the Issuer
Atlantis One Funding Corp
Item 27. The title of the issue (including coupon or yield)
Atlantis One Funding Corp 0.300000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
04915TK43
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)
2012-10-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-04
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?
X Yes    No
a. The type of enhancement
Cash
b. The identity of the enhancement provider
Rabobank Nederland
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
$106,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$105,943,466.68
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.74%
Item 43. Explanatory notes. Disclose any other information that may 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
$105,958,660.00
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
$105,958,660.00
Item 26. Name of the Issuer
Atlantis One Funding Corp
Item 27. The title of the issue (including coupon or yield)
Atlantis One Funding Corp 0.530000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
04915TN24
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)
2013-01-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-02
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?
X Yes    No
a. The type of enhancement
Cash
b. The identity of the enhancement provider
Rabobank Nederland
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
$73,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$72,834,492.78
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.51%
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
$72,861,300.00
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
$72,861,300.00
Item 26. Name of the Issuer
Atlantis One Funding Corp
Item 27. The title of the issue (including coupon or yield)
Atlantis One Funding Corp 0.530000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
04915TN81
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)
2013-01-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-08
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?
X Yes    No
a. The type of enhancement
Cash
b. The identity of the enhancement provider
Rabobank Nederland
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
$1,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$997,644.44
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes 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
$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
$997,960.00
Item 26. Name of the Issuer
Atlantis One Funding Corp
Item 27. The title of the issue (including coupon or yield)
Atlantis One Funding Corp 0.520000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
04915TNQ1
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)
2013-01-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-24
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?
X Yes    No
a. The type of enhancement
Cash
b. The identity of the enhancement provider
Rabobank Nederland
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
$1,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$997,457.78
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes 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
$997,580.00
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
$997,580.00
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 Banking Group Ltd 0.296800%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
05253MBA1
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)
2012-08-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-26
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
$27,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$27,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.19%
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
$27,000,270.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$27,000,270.00
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 Banking Group Ltd 0.150000%
Item 28. The CUSIP. 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
052992005
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0000859994
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Instrument
If Other Instrument, include a brief description
Security is a 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)
2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-01
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
$172,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$172,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.20%
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
$172,000,000.00
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
$172,000,000.00
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 Banking Group Ltd 0.190000%
Item 28. The CUSIP. 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
052992005
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0000859994
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Instrument
If Other Instrument, include a brief description
Security is a 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)
2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-01
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
$137,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$137,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.96%
Item 43. Explanatory notes. Disclose any other information that may 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
$137,000,000.00
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
$137,000,000.00
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 Banking Group Ltd 0.360000%
Item 28. The CUSIP. 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
972NKF009
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0000859994
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)
2012-11-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-30
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
$27,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$27,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.19%
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
$27,019,170.00
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
$27,019,170.00
Item 26. Name of the Issuer
Bank of Montreal
Item 27. The title of the issue (including coupon or yield)
Bank of Montreal 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06366VMQ6
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)
2012-08-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-21
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
$1,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$1,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes 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
$1,000,040.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$1,000,040.00
Item 26. Name of the Issuer
Bank of Montreal
Item 27. The title of the issue (including coupon or yield)
Bank of Montreal 0.210000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06366VND4
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)
2012-08-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-23
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
$7,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$7,000,170.81
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$7,000,280.00
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
$7,000,280.00
Item 26. Name of the Issuer
Bank of Montreal
Item 27. The title of the issue (including coupon or yield)
Bank of Montreal 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06366VNY8
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)
2012-08-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-28
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
$89,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$89,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.62%
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
$89,004,450.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$89,004,450.00
Item 26. Name of the Issuer
Bank of Montreal
Item 27. The title of the issue (including coupon or yield)
Bank of Montreal 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06366VPJ9
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)
2012-08-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-31
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
$21,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$21,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.15%
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
$21,001,050.00
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
$21,001,050.00
Item 26. Name of the Issuer
Bank of Montreal
Item 27. The title of the issue (including coupon or yield)
Bank of Montreal 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06366VPQ3
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)
2012-09-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-04
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
$67,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$67,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.47%
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
$67,004,020.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$67,004,020.00
Item 26. Name of the Issuer
Bank of Montreal
Item 27. The title of the issue (including coupon or yield)
Bank of Montreal 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06366VPR1
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)
2012-08-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-31
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
$44,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$44,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.31%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$44,002,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$44,002,200.00
Item 26. Name of the Issuer
Bank of Montreal
Item 27. The title of the issue (including coupon or yield)
Bank of Montreal 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06366VQN9
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)
2012-09-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-05
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
$33,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$33,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.23%
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
$33,001,980.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$33,001,980.00
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 0.210000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06417E2V4
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)
2012-09-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-12
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
$3,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$2,999,930.02
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.02%
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
$3,000,180.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$3,000,180.00
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 0.430000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06417E6T5
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)
2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-07-26
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
$176,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$176,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.23%
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
$176,000,000.00
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
$176,000,000.00
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 0.320000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06417EM91
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)
2012-10-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-04
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
$41,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$41,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.29%
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
$41,010,250.00
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
$41,010,250.00
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 0.330000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06417EP64
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)
2012-10-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-16
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
$7,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$7,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$7,002,240.00
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
$7,002,240.00
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 0.600000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06417EPH0
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)
2012-08-15
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
$49,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$49,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.34%
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
$49,009,310.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$49,009,310.00
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 0.270000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06417EV83
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)
2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-15
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
$23,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$23,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.16%
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
$22,999,770.00
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
$22,999,770.00
Item 26. Name of the Issuer
Bank of the West
Item 27. The title of the issue (including coupon or yield)
Bank of the West 0.450000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
0642G0XU0
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)
2012-10-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-25
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
$27,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$27,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.19%
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
$27,008,910.00
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
$27,008,910.00
Item 26. Name of the Issuer
Bank of Tokyo Mitsubishi UFJ, Ltd
Item 27. The title of the issue (including coupon or yield)
Bank of Tokyo Mitsubishi UFJ, Ltd 0.560000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06538EC96
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)
2013-01-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-02
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
$61,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$61,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.43%
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
$61,010,370.00
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
$61,010,370.00
Item 26. Name of the Issuer
Bank of Tokyo Mitsubishi UFJ, Ltd
Item 27. The title of the issue (including coupon or yield)
Bank of Tokyo Mitsubishi UFJ, Ltd 0.560000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06538ED46
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)
2013-01-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-02
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
$80,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$80,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.56%
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
$80,013,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$80,013,600.00
Item 26. Name of the Issuer
Bank of Tokyo Mitsubishi UFJ, Ltd
Item 27. The title of the issue (including coupon or yield)
Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06538EUV7
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)
2012-08-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-03
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
$33,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$33,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.23%
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
$33,000,330.00
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
$33,000,330.00
Item 26. Name of the Issuer
Bank of Tokyo Mitsubishi UFJ, Ltd
Item 27. The title of the issue (including coupon or yield)
Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06538EYW1
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)
2012-09-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-10
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
$51,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$51,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.36%
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
$51,007,650.00
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
$51,007,650.00
Item 26. Name of the Issuer
Bank of Tokyo Mitsubishi UFJ, Ltd
Item 27. The title of the issue (including coupon or yield)
Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06538EZB6
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)
2012-09-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-11
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
$35,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$35,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.24%
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
$35,005,250.00
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
$35,005,250.00
Item 26. Name of the Issuer
Bank of Tokyo Mitsubishi UFJ, Ltd
Item 27. The title of the issue (including coupon or yield)
Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06538EZN0
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)
2012-09-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-13
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
$9,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$9,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$9,001,440.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$9,001,440.00
Item 26. Name of the Issuer
Bank of Tokyo Mitsubishi UFJ, Ltd
Item 27. The title of the issue (including coupon or yield)
Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06538EZU4
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)
2012-09-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-14
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
$67,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$67,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.47%
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
$67,010,720.00
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
$67,010,720.00
Item 26. Name of the Issuer
Bank of Tokyo Mitsubishi UFJ, Ltd
Item 27. The title of the issue (including coupon or yield)
Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06538EZZ3
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)
2012-09-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-18
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
$8,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$8,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$8,001,440.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$8,001,440.00
Item 26. Name of the Issuer
Barclays Bank Plc
Item 27. The title of the issue (including coupon or yield)
Barclays Bank Plc 0.660000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06741XBT4
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)
2012-11-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-07
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
$135,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$135,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.94%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$135,099,900.00
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
$135,099,900.00
Item 26. Name of the Issuer
Barclays Bank Plc
Item 27. The title of the issue (including coupon or yield)
Barclays Bank Plc 0.700000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06741XBV9
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)
2012-11-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-16
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
$24,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$24,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.17%
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
$24,022,320.00
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
$24,022,320.00
Item 26. Name of the Issuer
Barclays Bank Plc
Item 27. The title of the issue (including coupon or yield)
Barclays Bank Plc 0.650000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06741XCZ9
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)
2013-01-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-14
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
$4,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$4,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.03%
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
$4,000,360.00
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
$4,000,360.00
Item 26. Name of the Issuer
Barclays Bank Plc
Item 27. The title of the issue (including coupon or yield)
Barclays Bank Plc 0.690000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06741XDV7
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)
2013-01-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-28
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
$23,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$23,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.16%
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
$23,006,900.00
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
$23,006,900.00
Item 26. Name of the Issuer
Barclays Capital, Inc
Item 27. The title of the issue (including coupon or yield)
Barclays Capital, Inc 0.180000%
Item 28. The CUSIP. 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
00799J004_0.1800_M120801_2M54
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0000851376
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: Fannie Mae
b. Maturity date: 2036-05-01
from:
to:
c. Coupon or yield: 5.841
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $47,590,392.00
f. Value of collateral, to the nearest cent: $17,916,234.54
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: Fannie Mae
b. Maturity date: 2038-03-01
from:
to:
c. Coupon or yield: 0.00
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $16,901,140.00
f. Value of collateral, to the nearest cent: $18,254,786.10
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: Fannie Mae
b. Maturity date: 2038-08-01
from:
to:
c. Coupon or yield: 4.433
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $18,852,549.00
f. Value of collateral, to the nearest cent: $17,608,320.28
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: Fannie Mae
b. Maturity date: 2040-05-01
from:
to:
c. Coupon or yield: 3.658
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $35,338,722.00
f. Value of collateral, to the nearest cent: $18,756,274.91
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: Fannie Mae
b. Maturity date: 2041-03-01
from:
to:
c. Coupon or yield: 3.286
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $21,211,890.00
f. Value of collateral, to the nearest cent: $18,046,330.90
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: Fannie Mae
b. Maturity date: 2041-03-01
from:
to:
c. Coupon or yield: 3.547
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $20,071,743.00
f. Value of collateral, to the nearest cent: $17,845,135.30
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: Fannie Mae
b. Maturity date: 2041-04-01
from:
to:
c. Coupon or yield: 3.18
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,130,786.00
f. Value of collateral, to the nearest cent: $17,722,787.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: Fannie Mae
b. Maturity date: 2042-04-01
from:
to:
c. Coupon or yield: 2.401
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $13,752,151.00
f. Value of collateral, to the nearest cent: $14,250,130.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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)
2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-01
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
$135,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$135,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.94%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$135,000,000.00
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
$135,000,000.00
Item 26. Name of the Issuer
Barclays Capital, Inc
Item 27. The title of the issue (including coupon or yield)
Barclays Capital, Inc 0.220000%
Item 28. The CUSIP. 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
07699U005_0.2200_M120807_2M54
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0000851376
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: Fannie Mae
b. Maturity date: 2019-04-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,190,000.00
f. Value of collateral, to the nearest cent: $1,294,802.04
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: Fannie Mae
b. Maturity date: 2022-01-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,470,000.00
f. Value of collateral, to the nearest cent: $1,296,922.90
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: Fannie Mae
b. Maturity date: 2026-02-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,414,890.00
f. Value of collateral, to the nearest cent: $2,080,524.06
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: Fannie Mae
b. Maturity date: 2026-02-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $80,186.00
f. Value of collateral, to the nearest cent: $69,083.44
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: Fannie Mae
b. Maturity date: 2027-04-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $638,730.00
f. Value of collateral, to the nearest cent: $604,620.69
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: Fannie Mae
b. Maturity date: 2027-04-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,268,600.00
f. Value of collateral, to the nearest cent: $1,342,657.17
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: Fannie Mae
b. Maturity date: 2030-09-01
from:
to:
c. Coupon or yield: 9.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,804,574.00
f. Value of collateral, to the nearest cent: $1,293,472.81
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: Fannie Mae
b. Maturity date: 2030-12-01
from:
to:
c. Coupon or yield: 7
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,590,289.00
f. Value of collateral, to the nearest cent: $1,347,504.22
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: Fannie Mae
b. Maturity date: 2030-12-01
from:
to:
c. Coupon or yield: 8
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,646,642.00
f. Value of collateral, to the nearest cent: $1,327,536.42
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: Fannie Mae
b. Maturity date: 2032-03-01
from:
to:
c. Coupon or yield: 7
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,140,527.00
f. Value of collateral, to the nearest cent: $1,301,928.79
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: Fannie Mae
b. Maturity date: 2032-06-01
from:
to:
c. Coupon or yield: 7
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $8,800,000.00
f. Value of collateral, to the nearest cent: $1,261,262.10
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: Fannie Mae
b. Maturity date: 2032-08-01
from:
to:
c. Coupon or yield: 7
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $9,582,100.00
f. Value of collateral, to the nearest cent: $1,219,959.72
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: Fannie Mae
b. Maturity date: 2033-06-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,003,820.00
f. Value of collateral, to the nearest cent: $1,242,058.63
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: Fannie Mae
b. Maturity date: 2033-09-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,626,809.00
f. Value of collateral, to the nearest cent: $1,230,631.31
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: Fannie Mae
b. Maturity date: 2035-01-01
from:
to:
c. Coupon or yield: 7
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,490,000.00
f. Value of collateral, to the nearest cent: $1,255,967.29
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: Fannie Mae
b. Maturity date: 2035-05-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,144,499.00
f. Value of collateral, to the nearest cent: $1,373,679.35
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: Fannie Mae
b. Maturity date: 2035-06-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $916,331.00
f. Value of collateral, to the nearest cent: $442,384.88
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: Fannie Mae
b. Maturity date: 2035-08-01
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $7,162,191.00
f. Value of collateral, to the nearest cent: $1,240,528.61
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: Fannie Mae
b. Maturity date: 2035-10-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $98,609.00
f. Value of collateral, to the nearest cent: $107,713.11
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: Fannie Mae
b. Maturity date: 2036-10-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,120,000.00
f. Value of collateral, to the nearest cent: $1,276,817.41
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: Fannie Mae
b. Maturity date: 2036-12-01
from:
to:
c. Coupon or yield: 7
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $14,834,245.00
f. Value of collateral, to the nearest cent: $1,311,559.64
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: Fannie Mae
b. Maturity date: 2037-11-01
from:
to:
c. Coupon or yield: 7
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,181,832.00
f. Value of collateral, to the nearest cent: $1,319,005.57
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: Fannie Mae
b. Maturity date: 2038-04-01
from:
to:
c. Coupon or yield: 4.799
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $218,667.00
f. Value of collateral, to the nearest cent: $62,578.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Fannie Mae
b. Maturity date: 2038-04-01
from:
to:
c. Coupon or yield: 4.799
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $181,327.00
f. Value of collateral, to the nearest cent: $51,892.10
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: Fannie Mae
b. Maturity date: 2038-04-01
from:
to:
c. Coupon or yield: 7.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,850,000.00
f. Value of collateral, to the nearest cent: $1,232,055.85
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: Fannie Mae
b. Maturity date: 2038-07-01
from:
to:
c. Coupon or yield: 5.25
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,535,307.00
f. Value of collateral, to the nearest cent: $905,467.97
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: Fannie Mae
b. Maturity date: 2038-07-01
from:
to:
c. Coupon or yield: 5.25
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,283,648.00
f. Value of collateral, to the nearest cent: $815,589.64
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: Fannie Mae
b. Maturity date: 2038-10-01
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,461,199.00
f. Value of collateral, to the nearest cent: $1,341,319.59
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: Fannie Mae
b. Maturity date: 2039-05-25
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $860,741.00
f. Value of collateral, to the nearest cent: $426,127.26
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: Fannie Mae
b. Maturity date: 2039-07-01
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,630,555.00
f. Value of collateral, to the nearest cent: $1,369,846.09
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: Fannie Mae
b. Maturity date: 2040-05-01
from:
to:
c. Coupon or yield: 4.367
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,048,916.00
f. Value of collateral, to the nearest cent: $1,221,801.40
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: Fannie Mae
b. Maturity date: 2040-08-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,274,154.00
f. Value of collateral, to the nearest cent: $1,332,223.82
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: Fannie Mae
b. Maturity date: 2040-10-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $842,293.00
f. Value of collateral, to the nearest cent: $823,159.43
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: Fannie Mae
b. Maturity date: 2040-11-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,588,006.00
f. Value of collateral, to the nearest cent: $1,330,272.22
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: Fannie Mae
b. Maturity date: 2040-12-01
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $991,137.00
f. Value of collateral, to the nearest cent: $732,645.51
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: Fannie Mae
b. Maturity date: 2040-12-01
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $816,192.00
f. Value of collateral, to the nearest cent: $603,326.69
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: Fannie Mae
b. Maturity date: 2041-01-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $938,593.00
f. Value of collateral, to the nearest cent: $862,654.74
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: Fannie Mae
b. Maturity date: 2041-02-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,142,364.00
f. Value of collateral, to the nearest cent: $2,148,355.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: Fannie Mae
b. Maturity date: 2041-03-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,417,025.00
f. Value of collateral, to the nearest cent: $1,376,307.25
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: Fannie Mae
b. Maturity date: 2041-05-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,181,977.00
f. Value of collateral, to the nearest cent: $1,233,671.14
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: Fannie Mae
b. Maturity date: 2041-07-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,364,077.00
f. Value of collateral, to the nearest cent: $1,363,061.82
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: Fannie Mae
b. Maturity date: 2041-11-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,363,975.00
f. Value of collateral, to the nearest cent: $1,338,549.36
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: Fannie Mae
b. Maturity date: 2041-12-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,290,826.00
f. Value of collateral, to the nearest cent: $1,334,590.59
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: Fannie Mae
b. Maturity date: 2042-03-01
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,315,306.00
f. Value of collateral, to the nearest cent: $1,364,698.81
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: Fannie Mae
b. Maturity date: 2042-04-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,285,570.00
f. Value of collateral, to the nearest cent: $1,393,396.83
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: Fannie Mae
b. Maturity date: 2042-05-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,170,564.00
f. Value of collateral, to the nearest cent: $1,239,179.77
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: Fannie Mae
b. Maturity date: 2042-06-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,251,203.00
f. Value of collateral, to the nearest cent: $1,389,272.93
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: Fannie Mae
b. Maturity date: 2042-06-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,229,172.00
f. Value of collateral, to the nearest cent: $1,364,814.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: Fannie Mae
b. Maturity date: 2042-07-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,243,130.00
f. Value of collateral, to the nearest cent: $1,335,813.39
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: Fannie Mae
b. Maturity date: 2042-07-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,122,715.00
f. Value of collateral, to the nearest cent: $1,240,005.04
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: Fannie Mae
b. Maturity date: 2042-07-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,108,125.00
f. Value of collateral, to the nearest cent: $1,230,633.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: Freddie Mac
b. Maturity date: 2018-11-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $8,200,000.00
f. Value of collateral, to the nearest cent: $1,241,384.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Freddie Mac
b. Maturity date: 2020-10-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $7,275,000.00
f. Value of collateral, to the nearest cent: $1,384,040.08
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: Freddie Mac
b. Maturity date: 2024-07-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,000,000.00
f. Value of collateral, to the nearest cent: $1,313,759.78
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: Freddie Mac
b. Maturity date: 2027-06-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,276,996.00
f. Value of collateral, to the nearest cent: $1,372,036.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: Freddie Mac
b. Maturity date: 2031-03-01
from:
to:
c. Coupon or yield: 7.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $1,295,263.83
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: Freddie Mac
b. Maturity date: 2036-01-01
from:
to:
c. Coupon or yield: 7
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,148,751.00
f. Value of collateral, to the nearest cent: $829,393.08
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: Freddie Mac
b. Maturity date: 2036-08-01
from:
to:
c. Coupon or yield: 7
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,220,216.00
f. Value of collateral, to the nearest cent: $1,350,837.55
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: Freddie Mac
b. Maturity date: 2036-10-01
from:
to:
c. Coupon or yield: 7
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,218,142.00
f. Value of collateral, to the nearest cent: $1,239,812.74
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: Freddie Mac
b. Maturity date: 2037-01-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,920,231.00
f. Value of collateral, to the nearest cent: $1,287,204.04
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: Freddie Mac
b. Maturity date: 2038-01-01
from:
to:
c. Coupon or yield: 7
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,454,284.00
f. Value of collateral, to the nearest cent: $1,368,195.42
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: Freddie Mac
b. Maturity date: 2039-08-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $697,362.00
f. Value of collateral, to the nearest cent: $457,609.54
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: Freddie Mac
b. Maturity date: 2040-02-15
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,945,199.00
f. Value of collateral, to the nearest cent: $5,008,772.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: Freddie Mac
b. Maturity date: 2040-04-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,000,000.00
f. Value of collateral, to the nearest cent: $1,403,712.03
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: Freddie Mac
b. Maturity date: 2040-12-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,299,438.00
f. Value of collateral, to the nearest cent: $1,375,269.21
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: Freddie Mac
b. Maturity date: 2041-11-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,354,217.00
f. Value of collateral, to the nearest cent: $1,237,503.34
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: Freddie Mac
b. Maturity date: 2042-02-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,273,742.00
f. Value of collateral, to the nearest cent: $1,370,081.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: Freddie Mac
b. Maturity date: 2042-03-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,161,539.00
f. Value of collateral, to the nearest cent: $1,252,011.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: Freddie Mac
b. Maturity date: 2042-03-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,240,009.00
f. Value of collateral, to the nearest cent: $1,335,507.82
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: Freddie Mac
b. Maturity date: 2042-03-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,169,143.00
f. Value of collateral, to the nearest cent: $1,290,098.72
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: Freddie Mac
b. Maturity date: 2042-05-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,277,944.00
f. Value of collateral, to the nearest cent: $1,368,157.29
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: Freddie Mac
b. Maturity date: 2042-06-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,240,431.00
f. Value of collateral, to the nearest cent: $1,357,496.64
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: Freddie Mac
b. Maturity date: 2042-06-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,269,849.00
f. Value of collateral, to the nearest cent: $1,396,852.89
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: Freddie Mac
b. Maturity date: 2042-06-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,231,977.00
f. Value of collateral, to the nearest cent: $1,365,788.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: 2037-01-16
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,544,379.00
f. Value of collateral, to the nearest cent: $2,221,419.61
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: GNMA
b. Maturity date: 2038-03-16
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $20,645.00
f. Value of collateral, to the nearest cent: $13,994.15
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: GNMA
b. Maturity date: 2038-03-16
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $16,067.00
f. Value of collateral, to the nearest cent: $10,890.97
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: 2038-04-20
from:
to:
c. Coupon or yield: 2.75
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,615,295.00
f. Value of collateral, to the nearest cent: $5,186,970.78
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: GNMA
b. Maturity date: 2038-04-20
from:
to:
c. Coupon or yield: 2.75
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,283,678.00
f. Value of collateral, to the nearest cent: $4,880,648.90
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: 2039-06-16
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,432,265.00
f. Value of collateral, to the nearest cent: $1,263,450.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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)
2012-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-07
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
BARCLAYS CAPITAL INC
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?
   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
$100,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$100,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.70%
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
$99,999,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$99,999,500.00
Item 26. Name of the Issuer
Barclays Capital, Inc
Item 27. The title of the issue (including coupon or yield)
Barclays Capital, Inc 0.240000%
Item 28. The CUSIP. 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
07699U005_0.2400_M120807_2M54
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0000851376
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: Fannie Mae
b. Maturity date: 2016-02-01
from:
to:
c. Coupon or yield: 5.424
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,853,776.00
f. Value of collateral, to the nearest cent: $4,886,703.86
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: Fannie Mae
b. Maturity date: 2017-04-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $250,000.00
f. Value of collateral, to the nearest cent: $137,934.20
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: Fannie Mae
b. Maturity date: 2018-09-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10,000,000.00
f. Value of collateral, to the nearest cent: $1,603,098.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: Fannie Mae
b. Maturity date: 2018-10-25
from:
to:
c. Coupon or yield: 9.25
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $86,050,000.00
f. Value of collateral, to the nearest cent: $217,595.84
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: Fannie Mae
b. Maturity date: 2020-01-01
from:
to:
c. Coupon or yield: 4.36
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,923,135.00
f. Value of collateral, to the nearest cent: $6,562,097.00
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: Fannie Mae
b. Maturity date: 2021-05-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,600,000.00
f. Value of collateral, to the nearest cent: $1,514,812.44
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: Fannie Mae
b. Maturity date: 2021-10-25
from:
to:
c. Coupon or yield: 8.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $19,000,000.00
f. Value of collateral, to the nearest cent: $480,333.91
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: Fannie Mae
b. Maturity date: 2022-02-01
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,508,310.00
f. Value of collateral, to the nearest cent: $1,277,609.41
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: Fannie Mae
b. Maturity date: 2022-03-25
from:
to:
c. Coupon or yield: 4.25
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $50,000,000.00
f. Value of collateral, to the nearest cent: $750,721.95
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: Fannie Mae
b. Maturity date: 2022-10-25
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,125,000.00
f. Value of collateral, to the nearest cent: $119,695.07
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: Fannie Mae
b. Maturity date: 2023-02-01
from:
to:
c. Coupon or yield: 5.178
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,000.00
f. Value of collateral, to the nearest cent: $619.62
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: Fannie Mae
b. Maturity date: 2023-07-25
from:
to:
c. Coupon or yield: 4.75
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,700,000.00
f. Value of collateral, to the nearest cent: $185,668.77
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: Fannie Mae
b. Maturity date: 2023-08-25
from:
to:
c. Coupon or yield: 4.25
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $8,275,000.00
f. Value of collateral, to the nearest cent: $683,241.41
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: Fannie Mae
b. Maturity date: 2023-10-25
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $8,700,000.00
f. Value of collateral, to the nearest cent: $721,570.83
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: Fannie Mae
b. Maturity date: 2023-12-25
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $370,000.00
f. Value of collateral, to the nearest cent: $87,241.38
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: Fannie Mae
b. Maturity date: 2024-05-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,110,000.00
f. Value of collateral, to the nearest cent: $1,588,556.96
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: Fannie Mae
b. Maturity date: 2024-12-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,250,000.00
f. Value of collateral, to the nearest cent: $1,508,891.81
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: Fannie Mae
b. Maturity date: 2025-09-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,000,000.00
f. Value of collateral, to the nearest cent: $1,468,996.03
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: Fannie Mae
b. Maturity date: 2025-12-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,223,200.00
f. Value of collateral, to the nearest cent: $2,119,016.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Fannie Mae
b. Maturity date: 2025-12-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,881,662.00
f. Value of collateral, to the nearest cent: $1,580,326.36
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: Fannie Mae
b. Maturity date: 2025-12-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $407,645.00
f. Value of collateral, to the nearest cent: $370,324.22
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: Fannie Mae
b. Maturity date: 2026-03-25
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $475,000.00
f. Value of collateral, to the nearest cent: $284,660.13
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: Fannie Mae
b. Maturity date: 2026-06-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,590,340.00
f. Value of collateral, to the nearest cent: $1,558,250.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Fannie Mae
b. Maturity date: 2026-08-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,594,243.00
f. Value of collateral, to the nearest cent: $1,545,410.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: Fannie Mae
b. Maturity date: 2027-05-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,456,376.00
f. Value of collateral, to the nearest cent: $1,562,405.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: Fannie Mae
b. Maturity date: 2027-06-25
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,677,000.00
f. Value of collateral, to the nearest cent: $787,862.82
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: Fannie Mae
b. Maturity date: 2027-07-01
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $16,307,555.00
f. Value of collateral, to the nearest cent: $17,257,453.77
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: Fannie Mae
b. Maturity date: 2027-12-01
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $8,100,000.00
f. Value of collateral, to the nearest cent: $1,462,979.35
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: Fannie Mae
b. Maturity date: 2030-03-25
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,600,000.00
f. Value of collateral, to the nearest cent: $82,730.15
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: Fannie Mae
b. Maturity date: 2030-04-25
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,000,000.00
f. Value of collateral, to the nearest cent: $274,958.68
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: Fannie Mae
b. Maturity date: 2030-04-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $459,469.28
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: Fannie Mae
b. Maturity date: 2030-08-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,000,000.00
f. Value of collateral, to the nearest cent: $132,502.78
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: Fannie Mae
b. Maturity date: 2031-03-25
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $21,953,155.00
f. Value of collateral, to the nearest cent: $216,884.80
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: Fannie Mae
b. Maturity date: 2031-07-25
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,500,000.00
f. Value of collateral, to the nearest cent: $664,817.85
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: Fannie Mae
b. Maturity date: 2032-01-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $675,443.00
f. Value of collateral, to the nearest cent: $706,971.47
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: Fannie Mae
b. Maturity date: 2032-02-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $9,329,501.00
f. Value of collateral, to the nearest cent: $9,708,554.37
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: Fannie Mae
b. Maturity date: 2032-03-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,591,600.00
f. Value of collateral, to the nearest cent: $1,678,467.06
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: Fannie Mae
b. Maturity date: 2032-04-01
from:
to:
c. Coupon or yield: 7.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,605,983.00
f. Value of collateral, to the nearest cent: $1,529,520.21
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: Fannie Mae
b. Maturity date: 2032-07-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $16,443,314.00
f. Value of collateral, to the nearest cent: $17,588,338.69
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: Fannie Mae
b. Maturity date: 2032-09-25
from:
to:
c. Coupon or yield: 7
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,803,000.00
f. Value of collateral, to the nearest cent: $295,360.41
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: Fannie Mae
b. Maturity date: 2033-03-25
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $700,000.00
f. Value of collateral, to the nearest cent: $73,630.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: Fannie Mae
b. Maturity date: 2033-08-25
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,050,000.00
f. Value of collateral, to the nearest cent: $395,719.56
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: Fannie Mae
b. Maturity date: 2034-12-01
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $9,000,000.00
f. Value of collateral, to the nearest cent: $2,059,463.96
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: Fannie Mae
b. Maturity date: 2035-02-25
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,000,000.00
f. Value of collateral, to the nearest cent: $286,795.42
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: Fannie Mae
b. Maturity date: 2035-04-01
from:
to:
c. Coupon or yield: 2.399
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,337,792.00
f. Value of collateral, to the nearest cent: $1,484,701.22
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: Fannie Mae
b. Maturity date: 2035-04-01
from:
to:
c. Coupon or yield: 2.401
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $9,103,445.00
f. Value of collateral, to the nearest cent: $3,133,881.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: Fannie Mae
b. Maturity date: 2035-04-25
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,700,000.00
f. Value of collateral, to the nearest cent: $390,766.19
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: Fannie Mae
b. Maturity date: 2035-06-25
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,857,000.00
f. Value of collateral, to the nearest cent: $362,797.29
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: Fannie Mae
b. Maturity date: 2035-10-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $257,002.00
f. Value of collateral, to the nearest cent: $280,729.80
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: Fannie Mae
b. Maturity date: 2036-09-25
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,000,000.00
f. Value of collateral, to the nearest cent: $471,547.54
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: Fannie Mae
b. Maturity date: 2036-10-25
from:
to:
c. Coupon or yield: 0.6452
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,131,000.00
f. Value of collateral, to the nearest cent: $786,694.51
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: Fannie Mae
b. Maturity date: 2036-10-25
from:
to:
c. Coupon or yield: 0.745
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,520,000.00
f. Value of collateral, to the nearest cent: $517,416.53
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: Fannie Mae
b. Maturity date: 2036-10-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,620,493.00
f. Value of collateral, to the nearest cent: $216,497.07
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: Fannie Mae
b. Maturity date: 2037-02-25
from:
to:
c. Coupon or yield: 0.575
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,700,000.00
f. Value of collateral, to the nearest cent: $310,809.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: Fannie Mae
b. Maturity date: 2037-03-01
from:
to:
c. Coupon or yield: 7.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10,867,317.00
f. Value of collateral, to the nearest cent: $2,128,683.04
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: Fannie Mae
b. Maturity date: 2037-10-01
from:
to:
c. Coupon or yield: 7
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $11,001,425.00
f. Value of collateral, to the nearest cent: $1,567,833.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: Fannie Mae
b. Maturity date: 2038-01-25
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $130,000.00
f. Value of collateral, to the nearest cent: $145,304.21
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: Fannie Mae
b. Maturity date: 2038-02-01
from:
to:
c. Coupon or yield: 7
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $8,696,463.00
f. Value of collateral, to the nearest cent: $1,436,748.13
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: Fannie Mae
b. Maturity date: 2038-03-25
from:
to:
c. Coupon or yield: 0.945
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $573,854.00
f. Value of collateral, to the nearest cent: $127,403.88
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: Fannie Mae
b. Maturity date: 2038-04-01
from:
to:
c. Coupon or yield: 4.799
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,015,816.00
f. Value of collateral, to the nearest cent: $290,705.89
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: Fannie Mae
b. Maturity date: 2039-01-01
from:
to:
c. Coupon or yield: 7
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,795,113.00
f. Value of collateral, to the nearest cent: $1,649,894.01
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: Fannie Mae
b. Maturity date: 2040-01-25
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $202,940.00
f. Value of collateral, to the nearest cent: $98,506.72
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: Fannie Mae
b. Maturity date: 2040-06-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,031,749.00
f. Value of collateral, to the nearest cent: $1,625,494.61
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: Fannie Mae
b. Maturity date: 2040-10-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,033,750.00
f. Value of collateral, to the nearest cent: $2,153,612.15
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: Fannie Mae
b. Maturity date: 2041-03-01
from:
to:
c. Coupon or yield: 3.286
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,012,620.00
f. Value of collateral, to the nearest cent: $1,712,266.40
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: Fannie Mae
b. Maturity date: 2041-05-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $17,389,064.00
f. Value of collateral, to the nearest cent: $16,855,635.14
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: Fannie Mae
b. Maturity date: 2041-05-01
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,008,982.00
f. Value of collateral, to the nearest cent: $2,201,121.34
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: Fannie Mae
b. Maturity date: 2041-07-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $16,924,550.00
f. Value of collateral, to the nearest cent: $16,911,954.34
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: Fannie Mae
b. Maturity date: 2041-09-01
from:
to:
c. Coupon or yield: 3.392
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,751,229.00
f. Value of collateral, to the nearest cent: $4,505,399.31
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: Fannie Mae
b. Maturity date: 2042-02-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,524,705.00
f. Value of collateral, to the nearest cent: $1,681,531.73
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: Fannie Mae
b. Maturity date: 2042-03-01
from:
to:
c. Coupon or yield: 2.606
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,029,854.00
f. Value of collateral, to the nearest cent: $3,027,931.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: Fannie Mae
b. Maturity date: 2042-04-01
from:
to:
c. Coupon or yield: 2.401
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $9,531,427.00
f. Value of collateral, to the nearest cent: $9,876,570.09
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: Fannie Mae
b. Maturity date: 2042-04-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,721,294.00
f. Value of collateral, to the nearest cent: $1,819,747.03
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: Fannie Mae
b. Maturity date: 2042-04-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,537,741.00
f. Value of collateral, to the nearest cent: $1,655,443.28
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: Fannie Mae
b. Maturity date: 2042-04-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,999,506.00
f. Value of collateral, to the nearest cent: $2,258,289.74
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: Fannie Mae
b. Maturity date: 2042-04-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,434,335.00
f. Value of collateral, to the nearest cent: $1,554,605.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: Fannie Mae
b. Maturity date: 2042-05-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $15,824,949.00
f. Value of collateral, to the nearest cent: $16,780,825.77
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: Fannie Mae
b. Maturity date: 2042-05-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,455,426.00
f. Value of collateral, to the nearest cent: $1,540,739.72
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: Fannie Mae
b. Maturity date: 2042-05-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,442,035.00
f. Value of collateral, to the nearest cent: $1,564,963.74
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: Fannie Mae
b. Maturity date: 2042-05-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,410,295.00
f. Value of collateral, to the nearest cent: $1,562,963.07
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: Fannie Mae
b. Maturity date: 2042-06-01
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $812,869.00
f. Value of collateral, to the nearest cent: $847,406.73
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: Fannie Mae
b. Maturity date: 2042-07-01
from:
to:
c. Coupon or yield: 2.506
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,543,900.00
f. Value of collateral, to the nearest cent: $5,816,573.03
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: Freddie Mac
b. Maturity date: 2013-03-15
from:
to:
c. Coupon or yield: 0.85
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,500,000.00
f. Value of collateral, to the nearest cent: $515,342.09
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: Freddie Mac
b. Maturity date: 2016-09-15
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $780,103.00
f. Value of collateral, to the nearest cent: $128,950.56
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: Freddie Mac
b. Maturity date: 2017-01-15
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,910,747.00
f. Value of collateral, to the nearest cent: $162,901.86
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: Freddie Mac
b. Maturity date: 2017-11-15
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $750,000.00
f. Value of collateral, to the nearest cent: $29,849.27
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: Freddie Mac
b. Maturity date: 2018-03-15
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,000,000.00
f. Value of collateral, to the nearest cent: $421,695.84
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: Freddie Mac
b. Maturity date: 2018-04-15
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10,000,000.00
f. Value of collateral, to the nearest cent: $42,892.89
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: Freddie Mac
b. Maturity date: 2018-05-15
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $7,000,000.00
f. Value of collateral, to the nearest cent: $511,251.09
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: Freddie Mac
b. Maturity date: 2018-06-15
from:
to:
c. Coupon or yield: 2.25
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,000,000.00
f. Value of collateral, to the nearest cent: $438,330.87
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: Freddie Mac
b. Maturity date: 2018-09-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,257,687.00
f. Value of collateral, to the nearest cent: $1,518,295.94
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: Freddie Mac
b. Maturity date: 2018-12-15
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,502.00
f. Value of collateral, to the nearest cent: $125.71
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: Freddie Mac
b. Maturity date: 2018-12-15
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,500,000.00
f. Value of collateral, to the nearest cent: $104,758.84
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: Freddie Mac
b. Maturity date: 2018-12-15
from:
to:
c. Coupon or yield: 5.75
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,600,000.00
f. Value of collateral, to the nearest cent: $184,596.19
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: Freddie Mac
b. Maturity date: 2018-12-15
from:
to:
c. Coupon or yield: 5.75
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,400,000.00
f. Value of collateral, to the nearest cent: $72,190.48
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: Freddie Mac
b. Maturity date: 2019-03-15
from:
to:
c. Coupon or yield: 2.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,000,000.00
f. Value of collateral, to the nearest cent: $469,291.11
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: Freddie Mac
b. Maturity date: 2020-09-15
from:
to:
c. Coupon or yield: 2
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,000,000.00
f. Value of collateral, to the nearest cent: $464,629.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: Freddie Mac
b. Maturity date: 2021-09-15
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $16,000,000.00
f. Value of collateral, to the nearest cent: $58,080.63
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: Freddie Mac
b. Maturity date: 2021-10-15
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,066,000.00
f. Value of collateral, to the nearest cent: $603,869.95
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: Freddie Mac
b. Maturity date: 2022-06-15
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,075,000.00
f. Value of collateral, to the nearest cent: $374,773.88
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: Freddie Mac
b. Maturity date: 2022-06-15
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,500,000.00
f. Value of collateral, to the nearest cent: $85,710.48
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: Freddie Mac
b. Maturity date: 2022-08-15
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,000,000.00
f. Value of collateral, to the nearest cent: $533,448.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: Freddie Mac
b. Maturity date: 2022-08-15
from:
to:
c. Coupon or yield: 8
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,310,000.00
f. Value of collateral, to the nearest cent: $59,006.45
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: Freddie Mac
b. Maturity date: 2022-09-15
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $932,131.00
f. Value of collateral, to the nearest cent: $326,601.39
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: Freddie Mac
b. Maturity date: 2022-11-15
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,660,390.00
f. Value of collateral, to the nearest cent: $641,336.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: Freddie Mac
b. Maturity date: 2022-12-15
from:
to:
c. Coupon or yield: 4.25
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,500,000.00
f. Value of collateral, to the nearest cent: $248,260.81
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: Freddie Mac
b. Maturity date: 2023-03-15
from:
to:
c. Coupon or yield: 4.25
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10,494,970.00
f. Value of collateral, to the nearest cent: $410,098.31
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: Freddie Mac
b. Maturity date: 2023-05-15
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10,000,000.00
f. Value of collateral, to the nearest cent: $80,969.45
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: Freddie Mac
b. Maturity date: 2023-11-15
from:
to:
c. Coupon or yield: 2
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,952,148.00
f. Value of collateral, to the nearest cent: $688,794.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: Freddie Mac
b. Maturity date: 2023-12-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $200,000.00
f. Value of collateral, to the nearest cent: $122,173.73
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: Freddie Mac
b. Maturity date: 2023-12-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $150,000.00
f. Value of collateral, to the nearest cent: $81,930.90
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: Freddie Mac
b. Maturity date: 2024-02-15
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $80,000.00
f. Value of collateral, to the nearest cent: $40,055.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: Freddie Mac
b. Maturity date: 2024-03-15
from:
to:
c. Coupon or yield: 7
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $100,000.00
f. Value of collateral, to the nearest cent: $56,458.79
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: Freddie Mac
b. Maturity date: 2024-05-15
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,700,000.00
f. Value of collateral, to the nearest cent: $547,401.82
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: Freddie Mac
b. Maturity date: 2024-10-15
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10,000,000.00
f. Value of collateral, to the nearest cent: $31,643.25
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: Freddie Mac
b. Maturity date: 2025-02-01
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,000,000.00
f. Value of collateral, to the nearest cent: $1,562,271.63
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: Freddie Mac
b. Maturity date: 2025-02-15
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,200,000.00
f. Value of collateral, to the nearest cent: $782,192.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Freddie Mac
b. Maturity date: 2025-09-15
from:
to:
c. Coupon or yield: 7
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $8,659,218.00
f. Value of collateral, to the nearest cent: $518,741.87
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: Freddie Mac
b. Maturity date: 2026-05-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $18,164,999.00
f. Value of collateral, to the nearest cent: $17,405,337.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Freddie Mac
b. Maturity date: 2026-06-15
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $905,000.00
f. Value of collateral, to the nearest cent: $351,655.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Freddie Mac
b. Maturity date: 2027-02-15
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,000,000.00
f. Value of collateral, to the nearest cent: $183,658.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: Freddie Mac
b. Maturity date: 2027-11-15
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $358,091.00
f. Value of collateral, to the nearest cent: $197,254.82
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: Freddie Mac
b. Maturity date: 2028-10-15
from:
to:
c. Coupon or yield: 0.442
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,892,254.00
f. Value of collateral, to the nearest cent: $56,559.35
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: Freddie Mac
b. Maturity date: 2028-12-15
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $237,500.00
f. Value of collateral, to the nearest cent: $197,743.67
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: Freddie Mac
b. Maturity date: 2030-04-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000,000.00
f. Value of collateral, to the nearest cent: $17,109,637.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: Freddie Mac
b. Maturity date: 2030-04-15
from:
to:
c. Coupon or yield: 8
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,000,000.00
f. Value of collateral, to the nearest cent: $163,075.48
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: Freddie Mac
b. Maturity date: 2031-09-15
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,450,000.00
f. Value of collateral, to the nearest cent: $444,567.11
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: Freddie Mac
b. Maturity date: 2032-01-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $16,920,140.00
f. Value of collateral, to the nearest cent: $17,334,686.07
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: Freddie Mac
b. Maturity date: 2032-09-01
from:
to:
c. Coupon or yield: 8
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,000,000.00
f. Value of collateral, to the nearest cent: $1,510,585.34
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: Freddie Mac
b. Maturity date: 2034-06-15
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $500,000.00
f. Value of collateral, to the nearest cent: $83,005.02
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: Freddie Mac
b. Maturity date: 2034-08-15
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10,000,000.00
f. Value of collateral, to the nearest cent: $323,837.11
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: Freddie Mac
b. Maturity date: 2034-12-15
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $650,000.00
f. Value of collateral, to the nearest cent: $89,794.19
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: Freddie Mac
b. Maturity date: 2035-09-15
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,550,000.00
f. Value of collateral, to the nearest cent: $95,900.69
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: Freddie Mac
b. Maturity date: 2035-11-15
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,380,000.00
f. Value of collateral, to the nearest cent: $397,416.32
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: Freddie Mac
b. Maturity date: 2035-11-15
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,540,000.00
f. Value of collateral, to the nearest cent: $40,250.31
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: Freddie Mac
b. Maturity date: 2036-01-15
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $8,830,000.00
f. Value of collateral, to the nearest cent: $530,106.16
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: Freddie Mac
b. Maturity date: 2036-04-15
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $17,391,150.00
f. Value of collateral, to the nearest cent: $784,687.63
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: Freddie Mac
b. Maturity date: 2037-03-15
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $450,000.00
f. Value of collateral, to the nearest cent: $170,264.39
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: Freddie Mac
b. Maturity date: 2039-05-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,002,200.00
f. Value of collateral, to the nearest cent: $1,318,946.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: Freddie Mac
b. Maturity date: 2039-09-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,038,710.00
f. Value of collateral, to the nearest cent: $1,509,668.80
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: Freddie Mac
b. Maturity date: 2040-07-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,508,615.00
f. Value of collateral, to the nearest cent: $1,488,873.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: Freddie Mac
b. Maturity date: 2041-02-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $17,750,695.00
f. Value of collateral, to the nearest cent: $17,007,312.37
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: Freddie Mac
b. Maturity date: 2041-03-15
from:
to:
c. Coupon or yield: 2.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,600,000.00
f. Value of collateral, to the nearest cent: $793,380.32
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: Freddie Mac
b. Maturity date: 2041-04-15
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $377,000.00
f. Value of collateral, to the nearest cent: $347,054.97
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: Freddie Mac
b. Maturity date: 2041-09-15
from:
to:
c. Coupon or yield: 2
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $550,000.00
f. Value of collateral, to the nearest cent: $539,018.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: Freddie Mac
b. Maturity date: 2042-01-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,027,332.00
f. Value of collateral, to the nearest cent: $2,130,200.07
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: Freddie Mac
b. Maturity date: 2042-01-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $15,736,407.00
f. Value of collateral, to the nearest cent: $16,893,671.87
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: Freddie Mac
b. Maturity date: 2042-03-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,487,791.00
f. Value of collateral, to the nearest cent: $1,581,108.56
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: Freddie Mac
b. Maturity date: 2042-05-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,484,165.00
f. Value of collateral, to the nearest cent: $1,571,618.32
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: Freddie Mac
b. Maturity date: 2042-06-15
from:
to:
c. Coupon or yield: 0.7487
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $286,025.00
f. Value of collateral, to the nearest cent: $285,706.94
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: 2021-03-20
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $240,000.00
f. Value of collateral, to the nearest cent: $217,255.31
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: GNMA
b. Maturity date: 2027-11-18
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,200,000.00
f. Value of collateral, to the nearest cent: $114,467.53
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: GNMA
b. Maturity date: 2032-10-20
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,668,840.00
f. Value of collateral, to the nearest cent: $170,316.56
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: 2032-11-20
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,350,000.00
f. Value of collateral, to the nearest cent: $340,537.94
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: 2034-10-16
from:
to:
c. Coupon or yield: 0.6387
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $828,664.00
f. Value of collateral, to the nearest cent: $509,327.37
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: GNMA
b. Maturity date: 2036-10-20
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,760,622.00
f. Value of collateral, to the nearest cent: $483,211.40
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: 2037-04-20
from:
to:
c. Coupon or yield: 0.544
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,355,108.00
f. Value of collateral, to the nearest cent: $416,940.61
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: GNMA
b. Maturity date: 2037-04-20
from:
to:
c. Coupon or yield: 0.5467
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,500,000.00
f. Value of collateral, to the nearest cent: $282,828.72
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: GNMA
b. Maturity date: 2038-03-16
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $774,613.00
f. Value of collateral, to the nearest cent: $525,069.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA
b. Maturity date: 2038-03-16
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $88,036.00
f. Value of collateral, to the nearest cent: $59,674.93
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: GNMA
b. Maturity date: 2038-04-20
from:
to:
c. Coupon or yield: 2.75
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $7,386,841.00
f. Value of collateral, to the nearest cent: $6,823,386.56
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: 2038-06-20
from:
to:
c. Coupon or yield: 1.0467
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,400,000.00
f. Value of collateral, to the nearest cent: $347,370.41
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: GNMA
b. Maturity date: 2038-07-20
from:
to:
c. Coupon or yield: 1.0967
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,649,680.00
f. Value of collateral, to the nearest cent: $321,974.09
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: GNMA
b. Maturity date: 2038-11-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $483,262.00
f. Value of collateral, to the nearest cent: $477,554.12
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: GNMA
b. Maturity date: 2039-06-16
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,000.00
f. Value of collateral, to the nearest cent: $882.13
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: GNMA
b. Maturity date: 2039-10-16
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $36,932.00
f. Value of collateral, to the nearest cent: $30,880.79
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: GNMA
b. Maturity date: 2040-09-20
from:
to:
c. Coupon or yield: 0.7467
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $159,680.00
f. Value of collateral, to the nearest cent: $114,338.21
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)
2012-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-07
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
BARCLAYS CAPITAL INC
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?
   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
$314,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$314,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
2.20%
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
$314,000,000.00
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
$314,000,000.00
Item 26. Name of the Issuer
BNP Paribas Securities Corp
Item 27. The title of the issue (including coupon or yield)
BNP Paribas Securities Corp 0.190000%
Item 28. The CUSIP. 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
987WVU007_0.1900_M120801_2M54
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001197610
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: Fannie Mae
b. Maturity date: 2041-02-01
from:
to:
c. Coupon or yield: 3.192
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $33,782,110.00
f. Value of collateral, to the nearest cent: $27,140,443.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: 2040-07-15
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $104,300,582.00
f. Value of collateral, to the nearest cent: $95,946,504.82
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: 2042-06-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $150,772,740.00
f. Value of collateral, to the nearest cent: $166,474,545.40
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: 2042-07-20
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $51,445,352.00
f. Value of collateral, to the nearest cent: $54,458,506.27
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.
Item 33. Rating. Indicate whether the security is a 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)
2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-01
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
$334,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$334,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
2.33%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$334,000,000.00
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
$334,000,000.00
Item 26. Name of the Issuer
Branch Banking & Trust Co
Item 27. The title of the issue (including coupon or yield)
Branch Banking & Trust Co 0.280000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
10513DJV3
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)
2012-08-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-03
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
$64,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$64,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.45%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$64,000,640.00
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
$64,000,640.00
Item 26. Name of the Issuer
CAFCO, LLC
Item 27. The title of the issue (including coupon or yield)
CAFCO, LLC 0.500000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
12476EHE2
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)
2012-08-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-14
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?
X Yes    No
a. The type of enhancement
Letter of Credit
b. The identity of the enhancement provider
Citibank NA
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
$1,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$999,819.44
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes 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
$999,920.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$999,920.00
Item 26. Name of the Issuer
CAFCO, LLC
Item 27. The title of the issue (including coupon or yield)
CAFCO, LLC 0.500000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
12476EHH5
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)
2012-08-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-17
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?
X Yes    No
a. The type of enhancement
Letter of Credit
b. The identity of the enhancement provider
Citibank NA
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
$9,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$8,998,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$8,999,190.00
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
$8,999,190.00
Item 26. Name of the Issuer
CAFCO, LLC
Item 27. The title of the issue (including coupon or yield)
CAFCO, LLC 0.620000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
12476EJE0
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)
2012-09-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-14
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?
X Yes    No
a. The type of enhancement
Letter of Credit
b. The identity of the enhancement provider
Citibank NA
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
$13,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$12,990,148.89
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$12,996,100.00
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
$12,996,100.00
Item 26. Name of the Issuer
CAFCO, LLC
Item 27. The title of the issue (including coupon or yield)
CAFCO, LLC 0.610000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
12476EJH3
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)
2012-09-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-17
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?
X Yes    No
a. The type of enhancement
Letter of Credit
b. The identity of the enhancement provider
Citibank NA
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
$6,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$5,995,221.66
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.04%
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
$5,998,080.00
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
$5,998,080.00
Item 26. Name of the Issuer
CAFCO, LLC
Item 27. The title of the issue (including coupon or yield)
CAFCO, LLC 0.590000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
12476EJQ3
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)
2012-09-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-24
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?
X Yes    No
a. The type of enhancement
Letter of Credit
b. The identity of the enhancement provider
Citibank NA
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
$76,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$75,932,740.00
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
$75,971,880.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$75,971,880.00
Item 26. Name of the Issuer
Canadian Imperial Bank of Commerce
Item 27. The title of the issue (including coupon or yield)
Canadian Imperial Bank of Commerce 0.170000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
13606YGQ3
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)
2012-08-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-06
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
$59,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$59,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.41%
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
$59,000,590.00
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
$59,000,590.00
Item 26. Name of the Issuer
Canadian Imperial Bank of Commerce
Item 27. The title of the issue (including coupon or yield)
Canadian Imperial Bank of Commerce 0.417800%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
13606YLN4
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)
2012-08-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-04-16
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
$170,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$170,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.19%
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
$170,028,900.00
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
$170,028,900.00
Item 26. Name of the Issuer
Catholic Health Initiatives
Item 27. The title of the issue (including coupon or yield)
Taxable CP Notes Series A 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
1491M0MF9
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)
2012-08-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-14
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
$31,049,000.00
Item 41. The total current amortized cost, to the nearest cent
$31,049,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.22%
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
$31,048,689.51
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$31,048,689.51
Item 26. Name of the Issuer
Chariot Funding, LLC
Item 27. The title of the issue (including coupon or yield)
Chariot Funding, LLC 0.210000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
15963THV4
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)
2012-08-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-29
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?
X Yes    No
a. The type of enhancement
Letter of Credit
b. The identity of the enhancement provider
JPMorgan Chase Bank NA
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
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$24,995,916.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
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
$24,996,500.00
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
$24,996,500.00
Item 26. Name of the Issuer
Chariot Funding, LLC
Item 27. The title of the issue (including coupon or yield)
Chariot Funding, LLC 0.210000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
15963TJ42
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)
2012-09-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-04
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?
X Yes    No
a. The type of enhancement
Letter of Credit
b. The identity of the enhancement provider
JPMorgan Chase Bank NA
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
$34,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$33,993,256.66
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.24%
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
$33,994,560.00
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
$33,994,560.00
Item 26. Name of the Issuer
Chariot Funding, LLC
Item 27. The title of the issue (including coupon or yield)
Chariot Funding, LLC 0.210000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
15963TJ59
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)
2012-09-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-05
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?
X Yes    No
a. The type of enhancement
Letter of Credit
b. The identity of the enhancement provider
JPMorgan Chase Bank NA
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
$22,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$21,995,508.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.15%
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
$21,996,480.00
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
$21,996,480.00
Item 26. Name of the Issuer
Chariot Funding, LLC
Item 27. The title of the issue (including coupon or yield)
Chariot Funding, LLC 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
15963TJA8
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)
2012-09-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-10
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?
X Yes    No
a. The type of enhancement
Letter of Credit
b. The identity of the enhancement provider
JPMorgan Chase Bank NA
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
$32,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$31,992,888.89
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.22%
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
$31,994,560.00
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
$31,994,560.00
Item 26. Name of the Issuer
Chariot Funding, LLC
Item 27. The title of the issue (including coupon or yield)
Chariot Funding, LLC 0.220000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
15963TKC2
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)
2012-10-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-12
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?
X Yes    No
a. The type of enhancement
Letter of Credit
b. The identity of the enhancement provider
JPMorgan Chase Bank NA
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
$21,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$20,990,760.00
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
$20,993,490.00
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
$20,993,490.00
Item 26. Name of the Issuer
Chariot Funding, LLC
Item 27. The title of the issue (including coupon or yield)
Chariot Funding, LLC 0.220000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
15963TKK4
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)
2012-10-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-19
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?
X Yes    No
a. The type of enhancement
Letter of Credit
b. The identity of the enhancement provider
JPMorgan Chase Bank NA
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
$51,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$50,975,378.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.36%
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
$50,980,620.00
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
$50,980,620.00
Item 26. Name of the Issuer
Chariot Funding, LLC
Item 27. The title of the issue (including coupon or yield)
Chariot Funding, LLC 0.220000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
15963TKS7
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)
2012-10-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-26
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?
X Yes    No
a. The type of enhancement
Letter of Credit
b. The identity of the enhancement provider
JPMorgan Chase Bank NA
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
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$24,986,861.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.17%
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
$24,988,500.00
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
$24,988,500.00
Item 26. Name of the Issuer
Chariot Funding, LLC
Item 27. The title of the issue (including coupon or yield)
Chariot Funding, LLC 0.220000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
15963TKW8
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)
2012-10-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-30
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?
X Yes    No
a. The type of enhancement
Letter of Credit
b. The identity of the enhancement provider
JPMorgan Chase Bank NA
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
$15,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$14,991,750.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.10%
Item 43. Explanatory notes. Disclose any other information that may 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
$14,992,341.00
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
$14,992,341.00
Item 26. Name of the Issuer
Chase Bank USA, NA
Item 27. The title of the issue (including coupon or yield)
Chase Bank USA, NA 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
16144RRQ8
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)
2012-08-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-17
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
0.35%
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
$50,002,000.00
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
$50,002,000.00
Item 26. Name of the Issuer
Chase Bank USA, NA
Item 27. The title of the issue (including coupon or yield)
Chase Bank USA, NA 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
16144RRU9
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)
2012-10-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-17
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
$183,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$183,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.28%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$183,031,110.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$183,031,110.00
Item 26. Name of the Issuer
Chase Bank USA, NA
Item 27. The title of the issue (including coupon or yield)
Chase Bank USA, NA 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
16144RRW5
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)
2012-10-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-22
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
$40,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$40,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.28%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$40,007,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$40,007,200.00
Item 26. Name of the Issuer
Chase Bank USA, NA
Item 27. The title of the issue (including coupon or yield)
Chase Bank USA, NA 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
16144RSB0
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)
2012-10-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-26
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
$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
0.08%
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
$10,994,390.00
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
$10,994,390.00
Item 26. Name of the Issuer
Chase Bank USA, NA
Item 27. The title of the issue (including coupon or yield)
Chase Bank USA, NA 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
16144RSC8
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)
2012-10-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-30
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
$2,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$2,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes 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
$2,000,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$2,000,400.00
Item 26. Name of the Issuer
Ciesco, LLC
Item 27. The title of the issue (including coupon or yield)
Ciesco, LLC 0.500000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
17178BH65
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)
2012-08-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-06
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?
X Yes    No
a. The type of enhancement
Letter of Credit
b. The identity of the enhancement provider
Citibank NA
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
$24,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$23,998,333.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.17%
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
$23,999,280.00
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
$23,999,280.00
Item 26. Name of the Issuer
Ciesco, LLC
Item 27. The title of the issue (including coupon or yield)
Ciesco, LLC 0.510000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
17178BHD0
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)
2012-08-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-13
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?
X Yes    No
a. The type of enhancement
Letter of Credit
b. The identity of the enhancement provider
Citibank NA
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
$38,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$37,993,540.00
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
$37,997,340.00
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
$37,997,340.00
Item 26. Name of the Issuer
Ciesco, LLC
Item 27. The title of the issue (including coupon or yield)
Ciesco, LLC 1.005000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
17178BNR2
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)
2013-01-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-25
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?
X Yes    No
a. The type of enhancement
Letter of Credit
b. The identity of the enhancement provider
Citibank NA
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
$109,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$108,464,083.34
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.76%
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
$108,827,780.00
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
$108,827,780.00
Item 26. Name of the Issuer
Citibank, NA
Item 27. The title of the issue (including coupon or yield)
Citibank, NA 0.520000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
1730D23Z3
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)
2012-08-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-02
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
$87,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$87,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.61%
Item 43. Explanatory notes. Disclose any other information that may 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
$87,001,740.00
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
$87,001,740.00
Item 26. Name of the Issuer
Citibank, NA
Item 27. The title of the issue (including coupon or yield)
Citibank, NA 0.520000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
1730D24B5
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)
2012-08-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-10
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
$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
0.20%
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
$28,003,080.00
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
$28,003,080.00
Item 26. Name of the Issuer
Citibank, NA
Item 27. The title of the issue (including coupon or yield)
Citibank, NA 0.520000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
1730D24E9
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)
2012-08-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-13
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
$48,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$48,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.34%
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
$48,006,720.00
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
$48,006,720.00
Item 26. Name of the Issuer
Citibank, NA
Item 27. The title of the issue (including coupon or yield)
Citibank, NA 0.500000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
1730D24H2
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)
2012-08-15
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
$66,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$66,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.46%
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
$66,010,560.00
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
$66,010,560.00
Item 26. Name of the Issuer
Citibank, NA
Item 27. The title of the issue (including coupon or yield)
Citibank, NA 0.530000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
1730D24N9
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)
2012-09-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-18
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
$71,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$71,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.50%
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
$71,038,340.00
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
$71,038,340.00
Item 26. Name of the Issuer
Citibank, NA
Item 27. The title of the issue (including coupon or yield)
Citibank, NA 0.180000%
Item 28. The CUSIP. 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
17299S003
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0000036684
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Instrument
If Other Instrument, include a brief description
Security is a 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)
2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-01
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
$90,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$90,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.63%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$90,000,000.00
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
$90,000,000.00
Item 26. Name of the Issuer
Commonwealth Bank of Australia
Item 27. The title of the issue (including coupon or yield)
Commonwealth Bank of Australia 0.668100%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
20271FAP1
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)
2012-10-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-08-27
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
$150,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$150,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$150,103,800.00
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
$150,103,800.00
Item 26. Name of the Issuer
Commonwealth Bank of Australia
Item 27. The title of the issue (including coupon or yield)
Commonwealth Bank of Australia 0.205000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
20272DH94
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)
2012-08-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-09
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
$37,350,000.00
Item 41. The total current amortized cost, to the nearest cent
$37,348,298.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.26%
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
$37,349,253.00
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
$37,349,253.00
Item 26. Name of the Issuer
Commonwealth Bank of Australia
Item 27. The title of the issue (including coupon or yield)
Commonwealth Bank of Australia 0.210000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
20272DHM5
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)
2012-08-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-21
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
$17,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$16,998,016.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.12%
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
$16,998,980.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$16,998,980.00
Item 26. Name of the Issuer
Commonwealth Bank of Australia
Item 27. The title of the issue (including coupon or yield)
Commonwealth Bank of Australia 0.240000%
Item 28. The CUSIP. 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
972WXS007
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0000008565
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)
2012-10-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-18
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
$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
0.67%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes 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
$96,003,840.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$96,003,840.00
Item 26. Name of the Issuer
CRC Funding, LLC
Item 27. The title of the issue (including coupon or yield)
CRC Funding, LLC 0.530000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
12622UH90
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)
2012-08-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-09
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?
X Yes    No
a. The type of enhancement
Letter of Credit
b. The identity of the enhancement provider
Citibank NA
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
$40,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$39,995,288.89
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.28%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$39,998,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$39,998,400.00
Item 26. Name of the Issuer
CRC Funding, LLC
Item 27. The title of the issue (including coupon or yield)
CRC Funding, LLC 0.610000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
12622UJE7
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)
2012-09-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-14
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?
X Yes    No
a. The type of enhancement
Letter of Credit
b. The identity of the enhancement provider
Citibank NA
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
$58,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$57,956,757.77
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
$57,979,120.00
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
$57,979,120.00
Item 26. Name of the Issuer
CRC Funding, LLC
Item 27. The title of the issue (including coupon or yield)
CRC Funding, LLC 0.700000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
12622UKN5
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)
2012-10-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-22
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?
X Yes    No
a. The type of enhancement
Letter of Credit
b. The identity of the enhancement provider
Citibank NA
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
$14,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$13,977,677.78
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.10%
Item 43. Explanatory notes. Disclose any other information that may 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
$13,987,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$13,987,400.00
Item 26. Name of the Issuer
CRC Funding, LLC
Item 27. The title of the issue (including coupon or yield)
CRC Funding, LLC 1.005000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
12622UNR3
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)
2013-01-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-25
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?
X Yes    No
a. The type of enhancement
Letter of Credit
b. The identity of the enhancement provider
Citibank NA
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
$34,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$33,832,833.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.24%
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
$33,883,380.00
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
$33,883,380.00
Item 26. Name of the Issuer
Credit Suisse AG
Item 27. The title of the issue (including coupon or yield)
Credit Suisse AG 0.290000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
22550DPT0
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)
2012-08-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-02
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
$154,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$154,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.08%
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
$154,000,000.00
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
$154,000,000.00
Item 26. Name of the Issuer
Credit Suisse AG
Item 27. The title of the issue (including coupon or yield)
Credit Suisse AG 0.330000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
22550DTB5
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)
2012-09-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-13
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
$2,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$2,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes 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
$2,000,220.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$2,000,220.00
Item 26. Name of the Issuer
Credit Suisse AG
Item 27. The title of the issue (including coupon or yield)
Credit Suisse AG 0.340000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
22550DTG4
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)
2012-09-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-14
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
$10,800,000.00
Item 41. The total current amortized cost, to the nearest cent
$10,800,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.08%
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
$10,801,296.00
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
$10,801,296.00
Item 26. Name of the Issuer
Credit Suisse Securities (USA), LLC
Item 27. The title of the issue (including coupon or yield)
Credit Suisse Securities (USA), LLC 0.170000%
Item 28. The CUSIP. 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
22799D001_0.1700_M120801_2M54
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001230485
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: Freddie Mac
b. Maturity date: 2039-07-20
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $50,000,000.00
f. Value of collateral, to the nearest cent: $15,207,919.48
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: Freddie Mac
b. Maturity date: 2040-09-15
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $47,530,000.00
f. Value of collateral, to the nearest cent: $35,592,406.48
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: Freddie Mac
b. Maturity date: 2041-09-15
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $47,870,000.00
f. Value of collateral, to the nearest cent: $50,913,627.69
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: Freddie Mac
b. Maturity date: 2042-02-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,670,000.00
f. Value of collateral, to the nearest cent: $3,904,198.85
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: Freddie Mac
b. Maturity date: 2052-09-15
from:
to:
c. Coupon or yield: 5.05
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $47,708,269.00
f. Value of collateral, to the nearest cent: $54,666,500.26
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: GNMA
b. Maturity date: 2041-09-20
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $40,249,413.00
f. Value of collateral, to the nearest cent: $38,112,001.64
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)
2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-01
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
$194,506,447.00
Item 41. The total current amortized cost, to the nearest cent
$194,506,447.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.36%
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
$194,506,447.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$194,506,447.00
Item 26. Name of the Issuer
Credit Suisse Securities (USA), LLC
Item 27. The title of the issue (including coupon or yield)
Credit Suisse Securities (USA), LLC 0.200000%
Item 28. The CUSIP. 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
22799E009_0.2000_M120820_2M54
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001230485
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: Freddie Mac
b. Maturity date: 2025-07-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $48,123,611.00
f. Value of collateral, to the nearest cent: $33,931,929.43
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: Freddie Mac
b. Maturity date: 2030-05-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $47,092,310.00
f. Value of collateral, to the nearest cent: $23,283,421.64
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: Freddie Mac
b. Maturity date: 2032-04-01
from:
to:
c. Coupon or yield: 7.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $50,000,000.00
f. Value of collateral, to the nearest cent: $1,504,893.32
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: Freddie Mac
b. Maturity date: 2032-05-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $37,725,000.00
f. Value of collateral, to the nearest cent: $40,052,492.58
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: Freddie Mac
b. Maturity date: 2036-07-01
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $31,730,000.00
f. Value of collateral, to the nearest cent: $7,138,974.63
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: Freddie Mac
b. Maturity date: 2036-08-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $49,200,000.00
f. Value of collateral, to the nearest cent: $6,891,863.66
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: Freddie Mac
b. Maturity date: 2037-01-01
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $46,799,651.00
f. Value of collateral, to the nearest cent: $15,399,910.74
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: Freddie Mac
b. Maturity date: 2041-01-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $47,690,899.00
f. Value of collateral, to the nearest cent: $46,993,225.69
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: Freddie Mac
b. Maturity date: 2041-06-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $45,597,009.00
f. Value of collateral, to the nearest cent: $28,803,635.08
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.
Item 33. Rating. Indicate whether the security is a 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)
2012-08-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-20
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
$200,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$200,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.40%
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?
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
$200,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$200,000,000.00
Item 26. Name of the Issuer
Credit Suisse Securities (USA), LLC
Item 27. The title of the issue (including coupon or yield)
Credit Suisse Securities (USA), LLC 0.270000%
Item 28. The CUSIP. 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
22799E009_0.2700_M120913_2M54
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001230485
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: Fannie Mae
b. Maturity date: 2027-02-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $22,000,000.00
f. Value of collateral, to the nearest cent: $22,387,442.59
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: Fannie Mae
b. Maturity date: 2036-06-25
from:
to:
c. Coupon or yield: 0.8162
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $75,898,500.00
f. Value of collateral, to the nearest cent: $16,310,692.97
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: Fannie Mae
b. Maturity date: 2036-11-01
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $22,000,000.00
f. Value of collateral, to the nearest cent: $5,590,704.74
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: Fannie Mae
b. Maturity date: 2042-06-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $21,807,687.00
f. Value of collateral, to the nearest cent: $23,726,964.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: Fannie Mae
b. Maturity date: 2042-06-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,175,000.00
f. Value of collateral, to the nearest cent: $6,677,191.04
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: Fannie Mae
b. Maturity date: 2042-06-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,638,326.00
f. Value of collateral, to the nearest cent: $7,471,802.07
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: Fannie Mae
b. Maturity date: 2042-07-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $21,851,306.00
f. Value of collateral, to the nearest cent: $23,636,749.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: Fannie Mae
b. Maturity date: 2042-08-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $22,028,609.00
f. Value of collateral, to the nearest cent: $24,983,970.73
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: Freddie Mac
b. Maturity date: 2035-02-15
from:
to:
c. Coupon or yield: 0.5488
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,211,566.00
f. Value of collateral, to the nearest cent: $1,819,139.40
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)
2012-09-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-13
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
$130,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$130,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.91%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
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
$130,002,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$130,002,600.00
Item 26. Name of the Issuer
Credit Suisse Securities (USA), LLC
Item 27. The title of the issue (including coupon or yield)
Credit Suisse Securities (USA), LLC 0.270000%
Item 28. The CUSIP. 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
22799E009_0.2700_M120914_2M54
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001230485
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: Freddie Mac
b. Maturity date: 2027-04-01
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $28,535,000.00
f. Value of collateral, to the nearest cent: $29,585,044.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of 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)
2012-09-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-14
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
$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
0.20%
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?
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
$29,000,580.00
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
$29,000,580.00
Item 26. Name of the Issuer
Credit Suisse Securities (USA), LLC
Item 27. The title of the issue (including coupon or yield)
Credit Suisse Securities (USA), LLC 0.160000%
Item 28. The CUSIP. 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
992JYD004_0.1600_M120806_2M54
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001230485
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: Freddie Mac
b. Maturity date: 2024-05-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $56,137,963.00
f. Value of collateral, to the nearest cent: $16,754,831.41
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: Freddie Mac
b. Maturity date: 2027-04-01
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10,040,000.00
f. Value of collateral, to the nearest cent: $10,409,456.71
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: Freddie Mac
b. Maturity date: 2042-06-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $17,404,841.00
f. Value of collateral, to the nearest cent: $18,736,571.70
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.
Item 33. Rating. Indicate whether the security is a 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)
2012-08-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-06
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
$45,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$45,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.31%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$45,000,000.00
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
$45,000,000.00
Item 26. Name of the Issuer
Credit Suisse Securities (USA), LLC
Item 27. The title of the issue (including coupon or yield)
Credit Suisse Securities (USA), LLC 0.200000%
Item 28. The CUSIP. 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
992JYD004_0.2000_M120801_2M54
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001230485
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: Freddie Mac
b. Maturity date: 2027-04-01
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $11,810,000.00
f. Value of collateral, to the nearest cent: $12,244,590.02
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of 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)
2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-01
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
$12,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$12,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.08%
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
$12,000,000.00
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
$12,000,000.00
Item 26. Name of the Issuer
Crown Point Capital Company, LLC
Item 27. The title of the issue (including coupon or yield)
Crown Point Capital Company, LLC 0.600000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
2284K0HA6
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)
2012-08-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-10
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?
X Yes    No
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
BANK OF MONTREAL
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
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
Barclays Bank Plc
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
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
FEDERAL HOME LOAN 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
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
JPMorgan Chase Bank NA
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
$11,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$10,998,350.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.08%
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
$10,999,340.00
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
$10,999,340.00
Item 26. Name of the Issuer
Crown Point Capital Company, LLC
Item 27. The title of the issue (including coupon or yield)
Crown Point Capital Company, LLC 0.600000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
2284K0J48
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)
2012-09-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-04
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?
X Yes    No
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
BANK OF MONTREAL
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
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
Barclays Bank Plc
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
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
FEDERAL HOME LOAN 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
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
JPMorgan Chase Bank NA
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
$89,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$88,949,566.66
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.62%
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
$88,980,420.00
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
$88,980,420.00
Item 26. Name of the Issuer
Crown Point Capital Company, LLC
Item 27. The title of the issue (including coupon or yield)
Crown Point Capital Company, LLC 0.450000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
2284K0JC0
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)
2012-09-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-12
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?
X Yes    No
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
BANK OF MONTREAL
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
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
Barclays Bank Plc
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
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
FEDERAL HOME LOAN 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
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
JPMorgan Chase Bank NA
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
$41,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$40,978,475.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.29%
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
$40,988,110.00
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
$40,988,110.00
Item 26. Name of the Issuer
Deutsche Bank AG
Item 27. The title of the issue (including coupon or yield)
Deutsche Bank AG 0.420000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
25154U2Y9
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)
2012-11-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-05
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
$154,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$154,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.08%
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
$153,987,680.00
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
$153,987,680.00
Item 26. Name of the Issuer
Deutsche Bank AG
Item 27. The title of the issue (including coupon or yield)
Deutsche Bank AG 0.410000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
25154U3N2
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)
2012-11-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-09
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
$68,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$68,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.48%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$67,992,520.00
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
$67,992,520.00
Item 26. Name of the Issuer
Deutsche Bank AG
Item 27. The title of the issue (including coupon or yield)
Deutsche Bank AG 0.460000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
25154UA95
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)
2012-08-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-13
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
$71,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$71,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.50%
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
$71,006,390.00
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
$71,006,390.00
Item 26. Name of the Issuer
Deutsche Bank AG
Item 27. The title of the issue (including coupon or yield)
Deutsche Bank AG 0.470000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
25154UM43
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)
2012-09-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-17
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
$71,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$71,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.50%
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
$71,019,170.00
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
$71,019,170.00
Item 26. Name of the Issuer
Deutsche Bank AG
Item 27. The title of the issue (including coupon or yield)
Deutsche Bank AG 0.470000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
25154US88
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)
2012-10-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-05
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
$27,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$27,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.19%
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
$27,004,320.00
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
$27,004,320.00
Item 26. Name of the Issuer
Deutsche Bank AG
Item 27. The title of the issue (including coupon or yield)
Deutsche Bank AG 0.470000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
25154UW83
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)
2012-10-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-17
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
$1,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$1,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes 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
$1,000,190.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$1,000,190.00
Item 26. Name of the Issuer
Deutsche Bank Securities, Inc
Item 27. The title of the issue (including coupon or yield)
Deutsche Bank Securities, Inc 0.170000%
Item 28. The CUSIP. 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
21599B009_0.1700_M120801_2M54
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001074042
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Treasury 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: United States Treasury Department
b. Maturity date: 2014-07-31
from:
to:
c. Coupon or yield: 0.125
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $183,973,700.00
f. Value of collateral, to the nearest cent: $183,600,049.42
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.
Item 33. Rating. Indicate whether the security is a 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)
2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-01
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
$180,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$180,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$180,000,000.00
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
$180,000,000.00
Item 26. Name of the Issuer
Deutsche Bank Securities, Inc
Item 27. The title of the issue (including coupon or yield)
Deutsche Bank Securities, Inc 0.190000%
Item 28. The CUSIP. 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
21599B009_0.1900_M120801_2M54
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001074042
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: Fannie Mae
b. Maturity date: 2039-04-25
from:
to:
c. Coupon or yield: 0.00
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $28,399,009.00
f. Value of collateral, to the nearest cent: $27,273,414.28
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: Fannie Mae
b. Maturity date: 2042-08-25
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $22,709,429.00
f. Value of collateral, to the nearest cent: $24,726,586.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of 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)
2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-01
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
0.35%
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
$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
Deutsche Bank Securities, Inc
Item 27. The title of the issue (including coupon or yield)
Deutsche Bank Securities, Inc 0.350000%
Item 28. The CUSIP. 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
991JCA005_0.3500_M120801_2M54
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001074042
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: AEROFLEX HLDG CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $10,741.38
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: ALPHA NATURAL RESOURCES INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $749,992.10
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: AMERICAN SAFETY INS HLDGS LTORD
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $261,740.16
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: APOLLO RESIDENTIAL MTG INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $749,993.15
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: BAKER MICHAEL CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $336,275.68
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: BANK OF AMERICA CORPORATION COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $749,992.88
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: BASIC ENERGY SVCS INC NEW COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $749,994.81
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: BLUEGREEN CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $503,746.00
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: BOSTON SCIENTIFIC CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $749,995.68
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: COEUR D ALENE MINES CORP IDACOM NEW
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $749,993.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: CRAWFORD & CO CL B
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $27,288.00
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: CRYOLIFE INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $340,267.20
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: CUBIC CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $383,777.58
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: DOLLAR THRIFTY AUTOMOTIVE GPCOM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $749,941.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: ENTRAVISION COMMUNICATIONS CCL A
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $124,825.56
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: FIVE STAR QUALITY CARE INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $333,468.00
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: IDT CORP CL B NEW
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $47,333.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: INDEPENDENCE HLDG CO NEW COM NEW
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $111,811.18
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: JPMORGAN CHASE & CO COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $749,977.28
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: KENEXA CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $68,236.00
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: KEYCORP NEW COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $749,999.12
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: KRATON PERFORMANCE POLYMERS COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $73,280.00
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: MAXIMUS INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $749,950.74
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: MOVADO GROUP INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $749,984.96
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: MYERS INDS INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $24,645.00
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: NELNET INC CL A
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $182,436.69
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: PIONEER ENERGY SVCS CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $674,889.87
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: QUIKSILVER INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $749,998.11
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: REGIONS FINANCIAL CORP NEW COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $749,993.10
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: REX AMERICAN RESOURCES CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $29,954.00
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: SAUER-DANFOSS INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $749,969.29
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: SEACUBE CONTAINER LEASING LTSHS
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $34,782.60
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: STANDARD MTR PRODS INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $88,231.04
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: UNIVERSAL AMERN SPIN CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $175,846.72
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: UNIVERSAL INS HLDGS INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $49,050.00
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: VENOCO INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $749,999.04
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: VISHAY PRECISION GROUP INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $179,520.00
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: VONAGE HLDGS CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $438,079.25
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.
Item 33. Rating. Indicate whether the security is a 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)
2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-01
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
$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
0.10%
Item 43. Explanatory notes. Disclose any other information that may 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
Deutsche Bank Securities, Inc
Item 27. The title of the issue (including coupon or yield)
Deutsche Bank Securities, Inc 0.210000%
Item 28. The CUSIP. 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
99ETSZ007_0.2100_M120807_2M54
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001074042
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: Fannie Mae
b. Maturity date: 2027-04-01
from:
to:
c. Coupon or yield: 2.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,700,918.00
f. Value of collateral, to the nearest cent: $3,811,002.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: Fannie Mae
b. Maturity date: 2027-07-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,549,237.00
f. Value of collateral, to the nearest cent: $3,851,956.41
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: Fannie Mae
b. Maturity date: 2028-09-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $15,846,804.00
f. Value of collateral, to the nearest cent: $3,829,412.89
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: Fannie Mae
b. Maturity date: 2028-09-01
from:
to:
c. Coupon or yield: 7
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $13,571,960.00
f. Value of collateral, to the nearest cent: $3,808,059.41
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: Fannie Mae
b. Maturity date: 2032-07-01
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $120,669,896.00
f. Value of collateral, to the nearest cent: $3,807,424.60
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: Fannie Mae
b. Maturity date: 2036-01-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10,115,965.00
f. Value of collateral, to the nearest cent: $3,020,717.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: Fannie Mae
b. Maturity date: 2036-02-01
from:
to:
c. Coupon or yield: 2.552
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $31,914,863.00
f. Value of collateral, to the nearest cent: $3,870,578.36
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: Fannie Mae
b. Maturity date: 2037-08-01
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $16,445,704.00
f. Value of collateral, to the nearest cent: $3,826,373.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: Fannie Mae
b. Maturity date: 2040-04-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,517,012.00
f. Value of collateral, to the nearest cent: $3,844,349.72
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: Fannie Mae
b. Maturity date: 2040-05-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,884,000.00
f. Value of collateral, to the nearest cent: $3,875,485.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: Fannie Mae
b. Maturity date: 2040-07-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,824,881.00
f. Value of collateral, to the nearest cent: $3,872,199.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Fannie Mae
b. Maturity date: 2040-09-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $276,306.00
f. Value of collateral, to the nearest cent: $196,444.60
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: Fannie Mae
b. Maturity date: 2040-10-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,000,000.00
f. Value of collateral, to the nearest cent: $3,858,061.08
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: Fannie Mae
b. Maturity date: 2041-01-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,711,235.00
f. Value of collateral, to the nearest cent: $3,856,542.91
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: Fannie Mae
b. Maturity date: 2041-07-25
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,147,603.00
f. Value of collateral, to the nearest cent: $983,484.83
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: Fannie Mae
b. Maturity date: 2042-01-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,661,187.00
f. Value of collateral, to the nearest cent: $3,844,037.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: Fannie Mae
b. Maturity date: 2042-04-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,616,974.00
f. Value of collateral, to the nearest cent: $3,887,066.82
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: Fannie Mae
b. Maturity date: 2042-07-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,441,901.00
f. Value of collateral, to the nearest cent: $1,533,802.96
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: Freddie Mac
b. Maturity date: 2030-02-15
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $11,636,221.00
f. Value of collateral, to the nearest cent: $13,120,979.53
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: Freddie Mac
b. Maturity date: 2030-06-15
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $22,843,000.00
f. Value of collateral, to the nearest cent: $25,361,829.08
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: Freddie Mac
b. Maturity date: 2032-11-15
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,684,202.00
f. Value of collateral, to the nearest cent: $5,092,635.30
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: Freddie Mac
b. Maturity date: 2033-03-15
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,981,000.00
f. Value of collateral, to the nearest cent: $27,259,074.67
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: Freddie Mac
b. Maturity date: 2036-09-15
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $23,262,000.00
f. Value of collateral, to the nearest cent: $27,058,753.85
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: Freddie Mac
b. Maturity date: 2037-03-15
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $26,607,000.00
f. Value of collateral, to the nearest cent: $30,682,110.38
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: Freddie Mac
b. Maturity date: 2040-10-15
from:
to:
c. Coupon or yield: 0.5987
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $37,500,000.00
f. Value of collateral, to the nearest cent: $26,327,260.40
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: Freddie Mac
b. Maturity date: 2041-10-15
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,826,652.00
f. Value of collateral, to the nearest cent: $30,431,724.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of 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)
2012-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-07
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
Deutsche Bank Securities Inc
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?
   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
$235,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$235,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.64%
Item 43. Explanatory notes. Disclose any other information that may 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
$235,000,000.00
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
$235,000,000.00
Item 26. Name of the Issuer
Deutsche Bank Securities, Inc
Item 27. The title of the issue (including coupon or yield)
Deutsche Bank Securities, Inc 0.220000%
Item 28. The CUSIP. 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
99ETSZ007_0.2200_M120807_2M54
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001074042
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: Fannie Mae
b. Maturity date: 2041-07-25
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,887,149.00
f. Value of collateral, to the nearest cent: $3,331,249.62
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: Fannie Mae
b. Maturity date: 2042-08-25
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,905,560.00
f. Value of collateral, to the nearest cent: $4,989,536.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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)
2012-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-07
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
Deutsche Bank Securities Inc
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?
   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
$8,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$7,999,360.00
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
$7,999,360.00
Item 26. Name of the Issuer
Deutsche Bank Securities, Inc
Item 27. The title of the issue (including coupon or yield)
Deutsche Bank Securities, Inc 0.240000%
Item 28. The CUSIP. 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
99ETSZ007_0.2400_M120807_2M54
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001074042
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: Fannie Mae
b. Maturity date: 2019-05-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,889,396.00
f. Value of collateral, to the nearest cent: $326,951.13
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: Fannie Mae
b. Maturity date: 2026-10-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,546,720.00
f. Value of collateral, to the nearest cent: $1,606,211.19
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: Fannie Mae
b. Maturity date: 2035-03-01
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $13,000,000.00
f. Value of collateral, to the nearest cent: $5,195,530.44
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: Fannie Mae
b. Maturity date: 2037-06-01
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $13,833,052.00
f. Value of collateral, to the nearest cent: $5,236,773.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: Fannie Mae
b. Maturity date: 2039-08-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $7,023,638.00
f. Value of collateral, to the nearest cent: $5,239,715.91
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: Fannie Mae
b. Maturity date: 2040-09-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $104,232.00
f. Value of collateral, to the nearest cent: $74,105.57
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: Fannie Mae
b. Maturity date: 2041-07-25
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $356,574.00
f. Value of collateral, to the nearest cent: $305,580.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: Fannie Mae
b. Maturity date: 2042-02-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,818,161.00
f. Value of collateral, to the nearest cent: $5,203,131.39
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: Fannie Mae
b. Maturity date: 2042-03-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,984,378.00
f. Value of collateral, to the nearest cent: $3,251,900.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: Fannie Mae
b. Maturity date: 2042-04-25
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $33,303,429.00
f. Value of collateral, to the nearest cent: $35,530,910.36
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: Fannie Mae
b. Maturity date: 2042-05-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,749,415.00
f. Value of collateral, to the nearest cent: $5,231,042.12
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: Fannie Mae
b. Maturity date: 2042-07-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,888,118.00
f. Value of collateral, to the nearest cent: $5,190,026.00
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: Fannie Mae
b. Maturity date: 2042-07-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $148,832.00
f. Value of collateral, to the nearest cent: $158,211.36
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: GNMA
b. Maturity date: 2041-10-20
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $42,762,362.00
f. Value of collateral, to the nearest cent: $46,171,723.09
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: GNMA
b. Maturity date: 2042-01-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $11,950.00
f. Value of collateral, to the nearest cent: $12,441.81
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.
Item 33. Rating. Indicate whether the security is a 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)
2012-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-07
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
Deutsche Bank Securities Inc
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?
   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
$114,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$114,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.80%
Item 43. Explanatory notes. Disclose any other information that may 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
$113,996,580.00
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
$113,996,580.00
Item 26. Name of the Issuer
Deutsche Bank Securities, Inc
Item 27. The title of the issue (including coupon or yield)
Deutsche Bank Securities, Inc 0.280000%
Item 28. The CUSIP. 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
99ETSZ007_0.2800_M120807_2M54
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001074042
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: Fannie Mae
b. Maturity date: 2035-03-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $103,000,000.00
f. Value of collateral, to the nearest cent: $20,394,521.20
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: Fannie Mae
b. Maturity date: 2040-05-25
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $27,153,644.00
f. Value of collateral, to the nearest cent: $12,568,997.86
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: Fannie Mae
b. Maturity date: 2041-07-25
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $26,626.00
f. Value of collateral, to the nearest cent: $22,818.23
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: Fannie Mae
b. Maturity date: 2042-06-25
from:
to:
c. Coupon or yield: 7
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $33,533,726.00
f. Value of collateral, to the nearest cent: $38,646,892.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: Fannie Mae
b. Maturity date: 2042-07-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $234,914.00
f. Value of collateral, to the nearest cent: $249,718.23
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.
Item 33. Rating. Indicate whether the security is a 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)
2012-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-07
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
Deutsche Bank Securities Inc
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?
   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
$69,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$69,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.48%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$68,994,480.00
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
$68,994,480.00
Item 26. Name of the Issuer
DNB Bank ASA
Item 27. The title of the issue (including coupon or yield)
DNB Bank ASA 0.270000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
23330LDV5
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)
2012-08-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-14
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
$71,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$71,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.50%
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
$71,003,550.00
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
$71,003,550.00
Item 26. Name of the Issuer
DNB Bank ASA
Item 27. The title of the issue (including coupon or yield)
DNB Bank ASA 0.260000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
23330LEA0
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)
2012-08-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-16
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
$69,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$69,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.48%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$69,003,450.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$69,003,450.00
Item 26. Name of the Issuer
DNB Bank ASA
Item 27. The title of the issue (including coupon or yield)
DNB Bank ASA 0.520000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
23330LHP4
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)
2013-01-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-08
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
0.10%
Item 43. Explanatory notes. Disclose any other information that may 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
$14,002,520.00
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
$14,002,520.00
Item 26. Name of the Issuer
DNB Bank ASA
Item 27. The title of the issue (including coupon or yield)
DNB Bank ASA 0.470000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
23330LJN7
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)
2013-01-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-22
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
$17,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$17,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.12%
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
$16,999,150.00
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
$16,999,150.00
Item 26. Name of the Issuer
Fannie Mae
Item 27. The title of the issue (including coupon or yield)
Fannie Mae 1.750000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
31398AYM8
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)
2012-08-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-10
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
$37,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$37,014,471.76
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
$37,015,022.00
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
$37,015,022.00
Item 26. Name of the Issuer
Farm Credit System
Item 27. The title of the issue (including coupon or yield)
Farm Credit System 0.105000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
313312B41
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)
2012-08-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-09
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
$3,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$2,999,930.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.02%
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
$2,999,988.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$2,999,988.00
Item 26. Name of the Issuer
Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield)
Federal Home Loan Bank 0.100000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
313384A41
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)
2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-01
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
$2,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$2,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes 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
$2,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$2,000,000.00
Item 26. Name of the Issuer
Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield)
Federal Home Loan Bank 0.080000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
313384A66
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)
2012-08-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-03
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
$81,142,000.00
Item 41. The total current amortized cost, to the nearest cent
$81,141,639.37
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
$81,141,918.86
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$81,141,918.86
Item 26. Name of the Issuer
Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield)
Federal Home Loan Bank 0.085000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
313384A66
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)
2012-08-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-03
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
$51,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$50,999,759.17
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.36%
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
$50,999,949.00
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
$50,999,949.00
Item 26. Name of the Issuer
Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield)
Federal Home Loan Bank 0.120000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
313384B57
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)
2012-08-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-10
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
$66,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$65,998,020.00
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
$65,999,670.00
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
$65,999,670.00
Item 26. Name of the Issuer
Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield)
Federal Home Loan Bank 0.120000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
313384C23
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)
2012-08-15
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
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$24,998,833.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.17%
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
$24,999,800.00
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
$24,999,800.00
Item 26. Name of the Issuer
Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield)
Federal Home Loan Bank 0.120000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
313384C49
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)
2012-08-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-17
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
$65,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$64,996,533.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.45%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$64,999,415.00
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
$64,999,415.00
Item 26. Name of the Issuer
Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield)
Federal Home Loan Bank 0.110000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
313384C98
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)
2012-08-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-22
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
$66,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$65,995,764.99
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
$65,999,208.00
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
$65,999,208.00
Item 26. Name of the Issuer
Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield)
Federal Home Loan Bank 0.100000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
313384E21
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)
2012-08-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-31
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
$86,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$85,992,833.32
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.60%
Item 43. Explanatory notes. Disclose any other information that may 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
$85,998,538.00
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
$85,998,538.00
Item 26. Name of the Issuer
Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield)
Federal Home Loan Bank 0.130000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
313384F87
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)
2012-09-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-14
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
$39,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$38,993,803.34
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.27%
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
$38,996,646.00
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
$38,996,646.00
Item 26. Name of the Issuer
Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield)
Federal Home Loan Bank 0.110000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
313384H28
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)
2012-09-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-24
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
$46,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$45,992,410.00
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
$45,995,170.00
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
$45,995,170.00
Item 26. Name of the Issuer
Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield)
Federal Home Loan Bank 0.140000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
313384H44
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)
2012-09-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-26
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
$20,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$19,995,644.45
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
$19,997,820.00
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
$19,997,820.00
Item 26. Name of the Issuer
Freddie Mac
Item 27. The title of the issue (including coupon or yield)
Freddie Mac 0.110000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
313396A94
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)
2012-08-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-06
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
$4,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$3,999,938.89
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.03%
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
$3,999,988.00
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
$3,999,988.00
Item 26. Name of the Issuer
Freddie Mac
Item 27. The title of the issue (including coupon or yield)
Freddie Mac 0.085000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
313396B28
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)
2012-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-07
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
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$9,999,858.33
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
$9,999,970.00
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
$9,999,970.00
Item 26. Name of the Issuer
Freddie Mac
Item 27. The title of the issue (including coupon or yield)
Freddie Mac 0.407600%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
3133F3AA1
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)
2012-10-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-08-09
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
$125,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$125,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.87%
Item 43. Explanatory notes. Disclose any other information that may 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
$125,137,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$125,137,000.00
Item 26. Name of the Issuer
General Electric Capital Corp
Item 27. The title of the issue (including coupon or yield)
General Electric Capital Corp 0.300000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
36959HHA8
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)
2012-08-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-10
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
$35,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$34,997,375.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
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
$34,998,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$34,998,600.00
Item 26. Name of the Issuer
General Electric Capital Corp
Item 27. The title of the issue (including coupon or yield)
General Electric Capital Corp 0.290000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
36959HHT7
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)
2012-08-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-27
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
$2,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$1,999,581.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes 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
$1,999,760.00
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
$1,999,760.00
Item 26. Name of the Issuer
General Electric Capital Corp
Item 27. The title of the issue (including coupon or yield)
General Electric Capital Corp 0.290000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
36959HJ57
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)
2012-09-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-05
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
$8,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$7,997,744.44
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$7,998,720.00
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
$7,998,720.00
Item 26. Name of the Issuer
General Electric Capital Corp
Item 27. The title of the issue (including coupon or yield)
General Electric Capital Corp 0.340000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
36959HKC0
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)
2012-10-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-12
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
$95,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$94,935,400.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.66%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$94,970,550.00
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
$94,970,550.00
Item 26. Name of the Issuer
General Electric Capital Corp
Item 27. The title of the issue (including coupon or yield)
General Electric Capital Corp 0.330000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
36959HKP1
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)
2012-10-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-23
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
$33,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$32,974,892.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.23%
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
$32,985,810.00
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
$32,985,810.00
Item 26. Name of the Issuer
General Electric Capital Corp
Item 27. The title of the issue (including coupon or yield)
General Electric Capital Corp 0.330000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
36959HKQ9
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)
2012-10-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-24
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
$4,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$3,996,920.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.03%
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
$3,998,240.00
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
$3,998,240.00
Item 26. Name of the Issuer
General Electric Capital Corp
Item 27. The title of the issue (including coupon or yield)
General Electric Capital Corp 0.320000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
36959HL62
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)
2012-11-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-06
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
$34,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$33,970,684.45
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
$33,980,280.00
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
$33,980,280.00
Item 26. Name of the Issuer
General Electric Capital Corp
Item 27. The title of the issue (including coupon or yield)
General Electric Capital Corp 0.320000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
36959HL70
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)
2012-11-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-07
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
$63,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$62,945,120.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.44%
Item 43. Explanatory notes. Disclose any other information that may 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
$62,962,830.00
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
$62,962,830.00
Item 26. Name of the Issuer
General Electric Capital Corp
Item 27. The title of the issue (including coupon or yield)
General Electric Capital Corp 0.350000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
36959HMB0
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)
2012-12-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-12-11
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
$52,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$51,933,266.68
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.36%
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
$51,948,520.00
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
$51,948,520.00
Item 26. Name of the Issuer
General Electric Capital Corp
Item 27. The title of the issue (including coupon or yield)
General Electric Capital Corp 0.370000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
36959HMH7
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)
2012-12-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-12-17
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
$31,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$30,956,031.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.22%
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
$30,967,140.00
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
$30,967,140.00
Item 26. Name of the Issuer
GFRE Holdings LLC
Item 27. The title of the issue (including coupon or yield)
Taxable Demand Notes Series 2009A 0.250000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
36169XAA6
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)
2012-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-07
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
Federal Home Loan Bank
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
Federal Home Loan Bank
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
$1,875,000.00
Item 41. The total current amortized cost, to the nearest cent
$1,875,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes 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
$1,875,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$1,875,000.00
Item 26. Name of the Issuer
Goldman Sachs & Co
Item 27. The title of the issue (including coupon or yield)
Goldman Sachs & Co 0.180000%
Item 28. The CUSIP. 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
38399H002_0.1800_M120801_2M54
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0000769993
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Repurchase Agreement
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: Freddie Mac
b. Maturity date: 2032-07-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $43,651,708.00
f. Value of collateral, to the nearest cent: $46,656,415.12
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: Freddie Mac
b. Maturity date: 2042-07-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $55,014,662.00
f. Value of collateral, to the nearest cent: $58,343,584.94
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.
Item 33. Rating. Indicate whether the security is a 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)
2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-01
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
$100,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$100,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.70%
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
$100,000,000.00
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
$100,000,000.00
Item 26. Name of the Issuer
Goldman Sachs & Co
Item 27. The title of the issue (including coupon or yield)
Goldman Sachs & Co 0.190000%
Item 28. The CUSIP. 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
992JYE002_0.1900_M120801_2M54
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0000769993
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Repurchase Agreement
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: Fannie Mae
b. Maturity date: 2038-04-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $95,012,797.00
f. Value of collateral, to the nearest cent: $32,938,497.89
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: Fannie Mae
b. Maturity date: 2041-06-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $43,600,000.00
f. Value of collateral, to the nearest cent: $32,889,183.31
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: Freddie Mac
b. Maturity date: 2034-05-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $81,702,665.00
f. Value of collateral, to the nearest cent: $22,423,777.23
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: Freddie Mac
b. Maturity date: 2040-10-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,042,430.00
f. Value of collateral, to the nearest cent: $998,542.32
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)
2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-01
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
$85,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$85,000,000.00
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
$85,000,000.00
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
$85,000,000.00
Item 26. Name of the Issuer
Goldman Sachs & Co
Item 27. The title of the issue (including coupon or yield)
Goldman Sachs & Co 0.570000%
Item 28. The CUSIP. 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
992JYE002_0.5700_M120913_2M54
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0000769993
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
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: 3-D SYS CORP DEL COM NEW
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $362,943.36
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: AAR CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $173,270.80
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: ABM INDS INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $133,597.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ADVANCED MICRO DEVICES INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $309,451.60
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: AIR LEASE CORP CL A
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $69,435.59
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: AIR PRODS & CHEMS INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $272,326.32
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: ALEXANDERS INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $860.12
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: ALEXANDRIA REAL ESTATE EQ INCOM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $219,457.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: ALLETE INC COM NEW
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $37,470.32
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: ALLIANT ENERGY CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $40,540.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: ALLIANT TECHSYSTEMS INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $38,449.02
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: AMERICAN DG ENERGY INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $130,672.00
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: AMERICAN FINL GROUP INC OHIOCOM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $73,166.30
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: AMERICAN GREETINGS CORP CL A
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $40,263.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: AMERICAN WTR WKS CO INC NEW COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $20,741.15
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: ANIXTER INTL INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $82,699.06
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: ARROW ELECTRS INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $606,626.16
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: ASSURED GUARANTY LTD COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $71,729.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: AVERY DENNISON CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $205,772.40
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: AVG TECHNOLOGIES N V SHS
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $107,460.00
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: BAKER MICHAEL CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $398,474.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BARD C R INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $517,921.28
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: BARNES & NOBLE INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $272,526.90
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: BARNES & NOBLE INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $239,445.60
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: BECTON DICKINSON & CO COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $20,271.86
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: BELO CORP COM SER
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $43,852.60
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: BEMIS INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $14,537.60
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: BIG LOTS INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $86,155.23
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: BIOTIME INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $11,698.72
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: BLACK HILLS CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $28,432.80
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: BLOUNT INTL INC NEW COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $214,900.40
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: BLYTH INC COM NEW
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $111,221.61
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: BOOZ ALLEN HAMILTON HLDG CORCL A
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $966.56
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: BOSTON BEER INC CL A
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $24,648.19
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: BOYD GAMING CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $400,780.80
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: BRANDYWINE RLTY TR SH BEN I
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $391,109.25
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: BRIDGEPOINT ED INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $290,708.55
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: BROWN FORMAN CORP CL B
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $355,977.30
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: BUCKEYE TECHNOLOGIES INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $213,591.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: C&J ENERGY SVCS INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $171,550.62
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: CACI INTL INC CL A
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $278,847.38
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: CALGON CARBON CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $24,303.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: CALIX INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $102,757.90
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: CALLON PETE CO DEL COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $14,877.30
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: CALPINE CORP COM NEW
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $176,058.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: CAMDEN PPTY TR SH BEN I
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $53,305.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: CAREFUSION CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $211,466.08
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: CARPENTER TECHNOLOGY CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $253,947.20
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: CELADON GROUP INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $280,898.28
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: CENTRAL PAC FINL CORP COM NEW
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $52,320.25
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: CHIMERA INVT CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $517,354.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: CHOICE HOTELS INTL INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $26,931.84
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: CINEMARK HOLDINGS INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $26,108.09
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: CLEAR CHANNEL OUTDOOR HLDGS CL A
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $10,180.56
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: CLECO CORP NEW COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $112,401.53
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: COLONIAL PPTYS TR COM SH B
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $43,442.70
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: COMPASS MINERALS INTL INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $387,219.36
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: CONAGRA FOODS INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $475,020.60
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: CONSOL ENERGY INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $278,031.72
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: CONSOLIDATED GRAPHICS INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $220,604.96
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: CONVERGYS CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $60,466.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: COOPER COS INC COM NEW
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $20,003.70
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: COOPER TIRE & RUBR CO COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $285,550.28
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: CORPORATE EXECUTIVE BRD CO COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $17,298.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: COVANTA HLDG CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $325,474.70
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: CPI AEROSTRUCTURES INC COM NEW
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $25,150.44
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: CRAWFORD & CO CL B
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $130,959.66
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: CREXUS INVT CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $529,052.66
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: CUBESMART COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $117,684.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: DANAHER CORP DEL COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $44,096.35
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: DELTIC TIMBER CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $137,607.40
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: DIGITAL DOMAIN MEDIA GROUP ICOM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $235,605.60
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: DOMINION RES INC VA NEW COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $118,627.20
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: DOMTAR CORP COM NEW
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $425,579.10
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: DOVER CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $360,533.88
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: DRIL-QUIP INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $431,262.00
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: EMERITUS CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $11,314.38
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: ENTRAVISION COMMUNICATIONS CCL A
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $234.78
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: ENVESTNET INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $1,927.60
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: ESSEX PPTY TR INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $209,714.40
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: EXCO RESOURCES INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $300,625.08
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: EXELIS INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $465,971.22
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: F M C CORP COM NEW
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $92,734.44
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: FAIR ISAAC CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $73,226.90
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: FEDERAL REALTY INVT TR SH BEN I
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $170,544.66
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: FELCOR LODGING TR INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $48,835.93
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: FERRO CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $34,715.56
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: FIRST BANCORP P R COM NEW
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $446,552.94
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: FLEETCOR TECHNOLOGIES INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $334,964.84
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: FORTEGRA FINL CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $79,094.80
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: FRONTLINE LTD SHS
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $113,263.68
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: FXCM INC COM CL A
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $58,171.62
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: GALLAGHER ARTHUR J & CO COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $70,205.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: GARDNER DENVER INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $445,559.45
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: GENUINE PARTS CO COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $51,665.02
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: GFI GROUP INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $11,598.44
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: GLATFELTER COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $71,354.14
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: GOLD RESV INC CL A
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $50,711.00
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: GOLDEN STAR RES LTD CDA COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $337,359.60
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: GRAINGER W W INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $58,529.10
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: GUIDEWIRE SOFTWARE INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $160,015.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: HCP INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $84,946.28
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: HEALTHCARE RLTY TR COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $15,232.78
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: HHGREGG INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $243,231.56
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: HILL ROM HLDGS INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $339,388.16
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: HOST HOTELS & RESORTS INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $547,592.10
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: HUDSON VALLEY HOLDING CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $15,778.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: HUNTINGTON INGALLS INDS INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $210,483.00
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: INSPERITY INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $1,469.34
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: INTRALINKS HLDGS INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $326,400.10
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: IRON MTN INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $173,826.00
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: ISTAR FINL INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $24,416.44
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: ITC HLDGS CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $321,147.31
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: JABIL CIRCUIT INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $19,470.78
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: JANUS CAP GROUP INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $54,502.72
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: KANSAS CITY SOUTHERN COM NEW
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $281,699.53
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: KAPSTONE PAPER & PACKAGING CCOM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $101,941.95
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: KB HOME COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $449,682.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: KENNAMETAL INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $336,800.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: KEY ENERGY SVCS INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $12,287.01
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: KIMCO RLTY CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $143,835.02
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: KODIAK OIL & GAS CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $469,738.25
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: KOPPERS HOLDINGS INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $233,409.42
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: KRATON PERFORMANCE POLYMERS COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $408,215.40
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: KRISPY KREME DOUGHNUTS INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $16,458.12
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: KRONOS WORLDWIDE INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $149,181.78
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: LABORATORY CORP AMER HLDGS COM NEW
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $49,271.00
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: LACLEDE GROUP INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $103,135.80
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: LADENBURG THALMAN FIN SVCS ICOM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $41.70
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: LAREDO PETE HLDGS INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $19,665.00
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: LAZARD LTD SHS A
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $295.35
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: LEUCADIA NATL CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $112,116.08
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: MAGNUM HUNTER RES CORP DEL COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $1,813.37
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: MAIDENFORM BRANDS INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $108,634.34
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: MARKEL CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $318,326.58
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: MARSH & MCLENNAN COS INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $147,322.68
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: MATADOR RES CO COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $839.77
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: MATERION CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $43,546.86
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: MCEWEN MNG INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $8,848.32
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: MEADWESTVACO CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $203,764.60
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: MEETME INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $43,763.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: MERCURY GENL CORP NEW COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $296,641.48
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: METTLER TOLEDO INTERNATIONALCOM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $174,347.70
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: MINE SAFETY APPLIANCES CO COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $35,234.28
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: MISTRAS GROUP INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $14,241.40
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: MOLINA HEALTHCARE INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $364,941.54
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: NATIONAL FINL PARTNERS CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $538.59
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: NEOPHOTONICS CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $387.10
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: NETSUITE INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $399,667.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: NEW YORK CMNTY BANCORP INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $376,230.64
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: NEWELL RUBBERMAID INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $465,231.48
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: NEWMARKET CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $117,180.20
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: NISOURCE INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $276,932.15
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: NORANDA ALUM HLDG CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $502,225.22
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: NORTHWESTERN CORP COM NEW
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $57,424.08
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: OFFICE DEPOT INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $362,340.36
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: OFFICEMAX INC DEL COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $91,886.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: OLD NATL BANCORP IND COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $173,169.62
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: OLIN CORP COM PAR
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $175,437.00
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: OM GROUP INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $30,724.72
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: OMEGA PROTEIN CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $35,102.62
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: ONE LIBERTY PPTYS INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $28,173.67
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: ORIENTAL FINL GROUP INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $32,085.02
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: ORMAT TECHNOLOGIES INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $129,814.88
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: PARAMOUNT GOLD & SILVER CORPCOM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $215.38
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: PARK NATL CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $208,612.58
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: PARKER DRILLING CO COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $111,808.30
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: PARKER HANNIFIN CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $47,394.38
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: PENNYMAC MTG INVT TR COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $18,590.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: PETROQUEST ENERGY INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $417,574.74
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: PILGRIMS PRIDE CORP NEW COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $76,637.14
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: PINNACLE WEST CAP CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $136,490.13
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: PLANTRONICS INC NEW COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $46,958.18
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: PNM RES INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $769.60
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: POLYONE CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $19,748.94
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: POST PPTYS INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $139,692.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: PPL CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $2,099,976.40
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: PROVIDENT NEW YORK BANCORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $247,152.00
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: PS BUSINESS PKS INC CALIF COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $393,750.21
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: QUAKER CHEM CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $46,862.79
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: RAYMOND JAMES FINANCIAL INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $280,405.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: REALD INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $239,248.80
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: REGIS CORP MINN COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $307,550.01
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: RESMED INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $358,372.56
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: RLJ LODGING TR COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $275,029.45
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: ROBBINS & MYERS INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $197,027.84
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: ROUNDYS INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $109,680.77
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: RPM INTL INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $65,428.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: RUBY TUESDAY INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $98,086.13
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: SAUER-DANFOSS INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $317,695.58
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: SCHLUMBERGER LTD COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $2,099,960.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SCORPIO TANKERS INC SHS
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $114.40
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: SEABRIGHT HOLDINGS INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $13,697.10
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: SENSIENT TECHNOLOGIES CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $60,428.48
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: SHAW GROUP INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $2,099,974.86
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: SKILLED HEALTHCARE GROUP INCCL A
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $361,771.27
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: SOUTHERN COPPER CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $459,143.72
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: SOUTHWEST GAS CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $123,605.04
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: SPIRIT AEROSYSTEMS HLDGS INCCOM CL A
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $328,134.87
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: ST JOE CO COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $458,001.60
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: STARWOOD PPTY TR INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $119,380.04
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: STIFEL FINL CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $70,995.60
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: STRYKER CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $198,944.34
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: SYMETRA FINL CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $95,078.06
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: TEJON RANCH CO COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $38,638.32
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: TITANIUM METALS CORP COM NEW
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $16,709.94
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: TMS INTL CORP CL A
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $156,267.36
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: TOOTSIE ROLL INDS INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $49,357.08
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: TOWER INTL INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $11,326.20
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: TOWERS WATSON & CO CL A
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $6,060.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: TRC COS INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $206,976.40
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: TREDEGAR CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $447,762.15
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: TRIPLE-S MGMT CORP CL B
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $94,075.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: TRUEBLUE INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $86,175.00
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: TUTOR PERINI CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $12,650.00
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: UGI CORP NEW COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $47,414.07
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: UNIFIRST CORP MASS COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $47,224.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: UNIT CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $41,380.23
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: UNITED STATES CELLULAR CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $13,605.90
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: UNITIL CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $2,048.97
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: UNIVERSAL TECHNICAL INST INCCOM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $33,341.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: URANERZ ENERGY CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $77.48
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: URANIUM ENERGY CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $98.58
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: USANA HEALTH SCIENCES INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $135,855.00
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: VAALCO ENERGY INC COM NEW
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $398,077.20
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: VALMONT INDS INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $27,060.34
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: VENOCO INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $415,187.62
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: VERIFONE SYS INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $408.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: VITAMIN SHOPPE INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $169,903.59
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: WEBSTER FINL CORP CONN COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $214,947.20
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: WEIS MKTS INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $16,979.85
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: WESCO AIRCRAFT HLDGS INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $95,150.00
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: WESCO INTL INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $153,612.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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: WESTAR ENERGY INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $57,170.62
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: WHITE MTNS INS GROUP LTD COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $135,332.85
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: WISCONSIN ENERGY CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $50,056.60
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: WMS INDS INC COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $94,093.51
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: XEROX CORP COM
b. Maturity date: 2012-07-31
from:
to:
c. Coupon or yield: N/A
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: common stock or ETF
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $476,914.38
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.
Item 33. Rating. Indicate whether the security is a 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)
2012-09-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-13
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
$42,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$42,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.29%
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?
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
$42,000,000.00
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
$42,000,000.00
Item 26. Name of the Issuer
Govco, LLC
Item 27. The title of the issue (including coupon or yield)
Govco, LLC 0.530000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
38362VH97
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)
2012-08-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-09
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?
X Yes    No
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
Citibank NA
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
$19,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$18,997,762.22
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$18,999,050.00
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
$18,999,050.00
Item 26. Name of the Issuer
Govco, LLC
Item 27. The title of the issue (including coupon or yield)
Govco, LLC 0.500000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
38362VHG1
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)
2012-08-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-16
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?
X Yes    No
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
Citibank NA
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
$1,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$999,791.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes 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
$999,910.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$999,910.00
Item 26. Name of the Issuer
Govco, LLC
Item 27. The title of the issue (including coupon or yield)
Govco, LLC 0.620000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
38362VJE4
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)
2012-09-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-14
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?
X Yes    No
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
Citibank NA
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
$33,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$32,974,993.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.23%
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
$32,989,770.00
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
$32,989,770.00
Item 26. Name of the Issuer
Govco, LLC
Item 27. The title of the issue (including coupon or yield)
Govco, LLC 0.610000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
38362VJH7
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)
2012-09-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-17
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?
X Yes    No
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
Citibank NA
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
$32,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$31,974,515.55
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
$31,989,120.00
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
$31,989,120.00
Item 26. Name of the Issuer
Govco, LLC
Item 27. The title of the issue (including coupon or yield)
Govco, LLC 0.570000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
38362VJJ3
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)
2012-09-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-18
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?
X Yes    No
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
Citibank NA
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
$60,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$59,954,400.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
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
$59,979,000.00
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
$59,979,000.00
Item 26. Name of the Issuer
HSBC Bank Plc
Item 27. The title of the issue (including coupon or yield)
HSBC Bank Plc 0.410000%
Item 28. The CUSIP. 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
972VXH003
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001050258
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)
2013-01-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-10
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
$8,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$8,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$7,993,120.00
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
$7,993,120.00
Item 26. Name of the Issuer
HSBC USA, Inc
Item 27. The title of the issue (including coupon or yield)
HSBC USA, Inc 0.315000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
40427RKB6
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)
2012-10-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-11
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
$69,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$68,957,133.75
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.48%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$68,964,120.00
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
$68,964,120.00
Item 26. Name of the Issuer
HSBC USA, Inc
Item 27. The title of the issue (including coupon or yield)
HSBC USA, Inc 0.320000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
40427RKP5
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)
2012-10-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-23
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
$2,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$1,998,524.44
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes 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
$1,998,720.00
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
$1,998,720.00
Item 26. Name of the Issuer
ING (U.S.) Funding LLC
Item 27. The title of the issue (including coupon or yield)
ING (U.S.) Funding LLC 0.380000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
4497W0K49
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)
2012-10-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-04
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?
X Yes    No
a. The identity of the Guarantor
ING Bank NV
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
$12,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$11,991,893.36
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.08%
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
$11,992,560.00
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
$11,992,560.00
Item 26. Name of the Issuer
ING (U.S.) Funding LLC
Item 27. The title of the issue (including coupon or yield)
ING (U.S.) Funding LLC 0.380000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
4497W0K56
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)
2012-10-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-05
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?
X Yes    No
a. The identity of the Guarantor
ING Bank NV
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
$100,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$99,931,388.88
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
$99,937,000.00
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
$99,937,000.00
Item 26. Name of the Issuer
ING (U.S.) Funding LLC
Item 27. The title of the issue (including coupon or yield)
ING (U.S.) Funding LLC 0.370000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
4497W0KH0
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)
2012-10-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-17
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
ING Bank NV
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
$14,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$13,988,920.55
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.10%
Item 43. Explanatory notes. Disclose any other information that may 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
$13,988,520.00
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
$13,988,520.00
Item 26. Name of the Issuer
ING (U.S.) Funding LLC
Item 27. The title of the issue (including coupon or yield)
ING (U.S.) Funding LLC 0.390000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
4497W0L14
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)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-01
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
ING Bank NV
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
$19,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$18,981,063.39
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$18,979,290.00
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
$18,979,290.00
Item 26. Name of the Issuer
ING Bank NV
Item 27. The title of the issue (including coupon or yield)
ING Bank NV 0.460000%
Item 28. The CUSIP. 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
972ERF002
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0000319432
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)
2012-08-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-03
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
$140,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$140,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.98%
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
$140,002,800.00
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
$140,002,800.00
Item 26. Name of the Issuer
JP Morgan Chase & Co
Item 27. The title of the issue (including coupon or yield)
JP Morgan Chase & Co 0.205000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
4662J0HM7
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)
2012-08-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-21
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
$49,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$48,994,419.45
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
$48,997,060.00
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
$48,997,060.00
Item 26. Name of the Issuer
JP Morgan Chase & Co
Item 27. The title of the issue (including coupon or yield)
JP Morgan Chase & Co 0.240000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
4662J0J78
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)
2012-09-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-07
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
$83,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$82,979,526.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.58%
Item 43. Explanatory notes. Disclose any other information that may 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
$82,986,720.00
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
$82,986,720.00
Item 26. Name of the Issuer
JP Morgan Chase & Co
Item 27. The title of the issue (including coupon or yield)
JP Morgan Chase & Co 0.220000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
4662J0JK9
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)
2012-09-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-19
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
$3,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$2,999,101.66
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.02%
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
$2,999,310.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$2,999,310.00
Item 26. Name of the Issuer
JP Morgan Chase & Co
Item 27. The title of the issue (including coupon or yield)
JP Morgan Chase & Co 0.270000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
4662J0K27
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)
2012-10-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-02
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
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$9,995,350.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.07%
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
$9,996,800.00
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
$9,996,800.00
Item 26. Name of the Issuer
JP Morgan Securities, LLC
Item 27. The title of the issue (including coupon or yield)
JP Morgan Securities, LLC 0.190000%
Item 28. The CUSIP. 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
46899T004_0.1900_M120801_2M54
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001168163
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: Fannie Mae
b. Maturity date: 2041-04-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $55,339,887.00
f. Value of collateral, to the nearest cent: $57,781,750.21
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: Fannie Mae
b. Maturity date: 2042-04-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $42,859,349.00
f. Value of collateral, to the nearest cent: $45,218,250.17
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.
Item 33. Rating. Indicate whether the security is a 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)
2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-01
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
$100,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$100,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.70%
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
$100,000,000.00
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
$100,000,000.00
Item 26. Name of the Issuer
JP Morgan Securities, LLC
Item 27. The title of the issue (including coupon or yield)
JP Morgan Securities, LLC 0.300000%
Item 28. The CUSIP. 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
992JYG007_0.3000_M120824_2M54
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001168163
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: Fannie Mae
b. Maturity date: 2042-04-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $24,458,671.00
f. Value of collateral, to the nearest cent: $25,804,832.08
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.
Item 33. Rating. Indicate whether the security is a 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)
2012-08-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-24
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
$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
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?
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
$25,001,000.00
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
$25,001,000.00
Item 26. Name of the Issuer
JPMorgan Chase Bank, NA
Item 27. The title of the issue (including coupon or yield)
JPMorgan Chase Bank, NA 0.366800%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
48125LAA0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
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)
2012-08-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-08-21
Item 37. Does the security have a Demand Feature?
   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
$129,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$129,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.90%
Item 43. Explanatory notes. Disclose any other information that may 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
$129,076,497.00
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
$129,076,497.00
Item 26. Name of the Issuer
Jupiter Securitization Corp
Item 27. The title of the issue (including coupon or yield)
Jupiter Securitization Corp 0.240000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
4820P2HQ1
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)
2012-08-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-24
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?
X Yes    No
a. The type of enhancement
Letter of Credit
b. The identity of the enhancement provider
JPMorgan Chase Bank NA
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
$22,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$21,996,626.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.15%
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
$21,996,920.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$21,996,920.00
Item 26. Name of the Issuer
Jupiter Securitization Corp
Item 27. The title of the issue (including coupon or yield)
Jupiter Securitization Corp 0.210000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
4820P2J48
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)
2012-09-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-04
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?
X Yes    No
a. The type of enhancement
Letter of Credit
b. The identity of the enhancement provider
JPMorgan Chase Bank NA
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
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$9,998,016.66
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.07%
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
$9,997,800.00
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
$9,997,800.00
Item 26. Name of the Issuer
Jupiter Securitization Corp
Item 27. The title of the issue (including coupon or yield)
Jupiter Securitization Corp 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
4820P2J71
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)
2012-09-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-07
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?
X Yes    No
a. The type of enhancement
Letter of Credit
b. The identity of the enhancement provider
JPMorgan Chase Bank NA
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
$40,464,000.00
Item 41. The total current amortized cost, to the nearest cent
$40,455,682.40
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.28%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$40,453,884.00
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
$40,453,884.00
Item 26. Name of the Issuer
Jupiter Securitization Corp
Item 27. The title of the issue (including coupon or yield)
Jupiter Securitization Corp 0.220000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
4820P2KS3
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)
2012-10-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-26
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?
X Yes    No
a. The type of enhancement
Letter of Credit
b. The identity of the enhancement provider
JPMorgan Chase Bank NA
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
$86,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$85,954,802.22
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.60%
Item 43. Explanatory notes. Disclose any other information that may 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
$85,928,620.00
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
$85,928,620.00
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 0.450000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
53944LEW7
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)
2012-10-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-01
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
$33,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$33,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.23%
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
$33,003,300.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$33,003,300.00
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 0.450000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
53944LEZ0
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)
2012-10-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-10
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
$58,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$58,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.41%
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
$58,006,960.00
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
$58,006,960.00
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 0.450000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
53944LFD8
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)
2012-10-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-10
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
$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
0.35%
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
$50,006,000.00
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
$50,006,000.00
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 0.480000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
53944LFF3
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)
2012-10-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-18
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
$1,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$1,000,010.82
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes 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
$1,000,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$1,000,200.00
Item 26. Name of the Issuer
Manhattan Asset Funding Capital Co, LLC
Item 27. The title of the issue (including coupon or yield)
Manhattan Asset Funding Capital Co, LLC 0.230000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
56274LHM9
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)
2012-08-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-21
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?
X Yes    No
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
Sumitomo Mitsui Banking Corp
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
$33,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$32,995,783.34
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.23%
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
$32,996,040.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$32,996,040.00
Item 26. Name of the Issuer
Manhattan Asset Funding Capital Co, LLC
Item 27. The title of the issue (including coupon or yield)
Manhattan Asset Funding Capital Co, LLC 0.270000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
56274LJD7
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)
2012-09-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-13
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?
X Yes    No
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
Sumitomo Mitsui Banking Corp
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
$24,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$23,992,260.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.17%
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
$23,992,800.00
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
$23,992,800.00
Item 26. Name of the Issuer
Market Street Funding Corp
Item 27. The title of the issue (including coupon or yield)
Market Street Funding Corp 0.230000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
5705X4HA5
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)
2012-08-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-10
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?
X Yes    No
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
PNC Bank NA
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
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$9,999,425.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.07%
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
$9,999,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$9,999,400.00
Item 26. Name of the Issuer
Market Street Funding Corp
Item 27. The title of the issue (including coupon or yield)
Market Street Funding Corp 0.240000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
5705X4HF4
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)
2012-08-15
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?
X Yes    No
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
PNC Bank NA
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
$6,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$5,999,440.00
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
$5,999,520.00
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
$5,999,520.00
Item 26. Name of the Issuer
Market Street Funding Corp
Item 27. The title of the issue (including coupon or yield)
Market Street Funding Corp 0.230000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
5705X4HL1
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)
2012-08-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-20
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?
X Yes    No
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
PNC Bank NA
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
$27,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$26,996,722.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.19%
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
$26,997,030.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$26,997,030.00
Item 26. Name of the Issuer
Market Street Funding Corp
Item 27. The title of the issue (including coupon or yield)
Market Street Funding Corp 0.230000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
5705X4HM9
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)
2012-08-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-21
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?
X Yes    No
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
PNC Bank NA
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
$2,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$1,999,744.44
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes 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
$1,999,760.00
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
$1,999,760.00
Item 26. Name of the Issuer
Market Street Funding Corp
Item 27. The title of the issue (including coupon or yield)
Market Street Funding Corp 0.230000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
5705X4HN7
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)
2012-08-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-22
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?
X Yes    No
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
PNC Bank NA
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
$6,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$5,999,195.00
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
$5,999,280.00
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
$5,999,280.00
Item 26. Name of the Issuer
Market Street Funding Corp
Item 27. The title of the issue (including coupon or yield)
Market Street Funding Corp 0.250000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
5705X4JB1
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)
2012-09-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-11
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?
X Yes    No
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
PNC Bank NA
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
$4,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$3,998,861.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.03%
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
$3,998,920.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$3,998,920.00
Item 26. Name of the Issuer
Market Street Funding Corp
Item 27. The title of the issue (including coupon or yield)
Market Street Funding Corp 0.250000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
5705X4JE5
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)
2012-09-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-14
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?
X Yes    No
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
PNC Bank NA
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
$7,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$6,997,861.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$6,997,900.00
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
$6,997,900.00
Item 26. Name of the Issuer
Market Street Funding Corp
Item 27. The title of the issue (including coupon or yield)
Market Street Funding Corp 0.250000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
5705X4JH8
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)
2012-09-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-17
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?
X Yes    No
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
PNC Bank NA
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
$23,208,000.00
Item 41. The total current amortized cost, to the nearest cent
$23,200,425.17
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.16%
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
$23,200,573.44
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$23,200,573.44
Item 26. Name of the Issuer
Market Street Funding Corp
Item 27. The title of the issue (including coupon or yield)
Market Street Funding Corp 0.250000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
5705X4KC7
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)
2012-10-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-12
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?
X Yes    No
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
PNC Bank NA
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
$43,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$42,978,500.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
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
$42,978,500.00
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
$42,978,500.00
Item 26. Name of the Issuer
Market Street Funding Corp
Item 27. The title of the issue (including coupon or yield)
Market Street Funding Corp 0.250000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
5705X4KK9
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)
2012-10-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-19
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?
X Yes    No
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
PNC Bank NA
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
$13,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$12,992,868.06
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$12,992,720.00
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
$12,992,720.00
Item 26. Name of the Issuer
Market Street Funding Corp
Item 27. The title of the issue (including coupon or yield)
Market Street Funding Corp 0.220000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
5705X4KP8
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)
2012-10-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-23
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?
X Yes    No
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
PNC Bank NA
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
$1,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$999,492.78
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes 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
$999,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$999,400.00
Item 26. Name of the Issuer
Merrill Lynch, Pierce, Fenner & Smith, Inc
Item 27. The title of the issue (including coupon or yield)
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.180000%
Item 28. The CUSIP. 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
06399U000_0.1800_M120801_2M54
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0000728612
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Repurchase Agreement
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: Fannie Mae
b. Maturity date: 2020-11-25
from:
to:
c. Coupon or yield: 1.75
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $34,029,038.00
f. Value of collateral, to the nearest cent: $20,010,926.17
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: Fannie Mae
b. Maturity date: 2038-05-25
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $30,000,000.00
f. Value of collateral, to the nearest cent: $29,829,397.89
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: Fannie Mae
b. Maturity date: 2039-03-25
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $29,393,000.00
f. Value of collateral, to the nearest cent: $30,270,968.91
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: Fannie Mae
b. Maturity date: 2042-04-25
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $27,900,000.00
f. Value of collateral, to the nearest cent: $31,171,870.20
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: Freddie Mac
b. Maturity date: 2030-10-15
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $37,800,000.00
f. Value of collateral, to the nearest cent: $30,818,771.31
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: Freddie Mac
b. Maturity date: 2032-07-15
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $100,000,000.00
f. Value of collateral, to the nearest cent: $32,292,858.64
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: Freddie Mac
b. Maturity date: 2040-10-15
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $38,139,000.00
f. Value of collateral, to the nearest cent: $30,909,346.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA
b. Maturity date: 2034-12-20
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $41,803,593.00
f. Value of collateral, to the nearest cent: $27,493,390.10
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: GNMA
b. Maturity date: 2039-01-20
from:
to:
c. Coupon or yield: 4.3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $35,000,000.00
f. Value of collateral, to the nearest cent: $29,852,471.04
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)
2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-01
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
$255,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$255,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.78%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$255,000,000.00
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
$255,000,000.00
Item 26. Name of the Issuer
Merrill Lynch, Pierce, Fenner & Smith, Inc
Item 27. The title of the issue (including coupon or yield)
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.190000%
Item 28. The CUSIP. 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
06399V008_0.1900_M120807_2M54
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0000728612
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Repurchase Agreement
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: Fannie Mae
b. Maturity date: 2029-03-25
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $23,136,287.00
f. Value of collateral, to the nearest cent: $25,750,001.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of 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)
2012-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-07
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
Merrill Lynch Pierce Fenner & Smith Inc
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?
   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
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
$24,999,250.00
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
$24,999,250.00
Item 26. Name of the Issuer
Mitsubishi UFJ Trust & Banking Corp
Item 27. The title of the issue (including coupon or yield)
Mitsubishi UFJ Trust & Banking Corp 0.400000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
60681P5H3
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)
2012-08-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-03
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
$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
0.35%
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
$50,001,000.00
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
$50,001,000.00
Item 26. Name of the Issuer
Mitsubishi UFJ Trust & Banking Corp
Item 27. The title of the issue (including coupon or yield)
Mitsubishi UFJ Trust & Banking Corp 0.380000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
60681P6D1
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)
2012-09-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-04
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
$21,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$21,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.15%
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
$21,002,940.00
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
$21,002,940.00
Item 26. Name of the Issuer
Mitsubishi UFJ Trust & Banking Corp
Item 27. The title of the issue (including coupon or yield)
Mitsubishi UFJ Trust & Banking Corp 0.370000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
60681P6E9
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)
2012-09-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-07
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
$57,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$57,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.40%
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
$57,007,980.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$57,007,980.00
Item 26. Name of the Issuer
Mitsubishi UFJ Trust & Banking Corp
Item 27. The title of the issue (including coupon or yield)
Mitsubishi UFJ Trust & Banking Corp 0.380000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
60681P6J8
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)
2012-10-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-01
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
$13,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$13,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$13,000,000.00
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
$13,000,000.00
Item 26. Name of the Issuer
Mitsubishi UFJ Trust & Banking Corp
Item 27. The title of the issue (including coupon or yield)
Mitsubishi UFJ Trust & Banking Corp 0.535000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
60681P6N9
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)
2013-01-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-07
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
$61,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$61,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.43%
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
$61,001,220.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$61,001,220.00
Item 26. Name of the Issuer
Mitsubishi UFJ Trust & Banking Corp
Item 27. The title of the issue (including coupon or yield)
Mitsubishi UFJ Trust & Banking Corp 0.540000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
60681P6P4
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)
2013-01-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-07
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
$23,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$23,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.16%
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
$23,000,920.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$23,000,920.00
Item 26. Name of the Issuer
Mitsubishi UFJ Trust & Banking Corp
Item 27. The title of the issue (including coupon or yield)
Mitsubishi UFJ Trust & Banking Corp 0.500000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
60681P7A6
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)
2013-01-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-18
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
$3,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$3,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.02%
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
$2,999,580.00
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
$2,999,580.00
Item 26. Name of the Issuer
Mizuho Corporate Bank Ltd
Item 27. The title of the issue (including coupon or yield)
Mizuho Corporate Bank Ltd 0.350000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
60687GB23
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)
2012-09-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-06
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
$70,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$70,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.49%
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
$70,007,000.00
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
$70,007,000.00
Item 26. Name of the Issuer
Mizuho Corporate Bank Ltd
Item 27. The title of the issue (including coupon or yield)
Mizuho Corporate Bank Ltd 0.400000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
60687GG77
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)
2012-10-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-15
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
$71,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$71,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.50%
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
$71,007,810.00
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
$71,007,810.00
Item 26. Name of the Issuer
Mizuho Corporate Bank Ltd
Item 27. The title of the issue (including coupon or yield)
Mizuho Corporate Bank Ltd 0.190000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
60687GM54
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)
2012-08-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-21
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
$21,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$21,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.15%
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
$20,999,790.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$20,999,790.00
Item 26. Name of the Issuer
National Australia Bank Ltd
Item 27. The title of the issue (including coupon or yield)
National Australia Bank Ltd 0.390000%
Item 28. The CUSIP. 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
970MPM003
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0000833029
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)
2012-09-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-10
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
$87,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$87,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.61%
Item 43. Explanatory notes. Disclose any other information that may 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
$87,026,100.00
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
$87,026,100.00
Item 26. Name of the Issuer
National Australia Bank Ltd
Item 27. The title of the issue (including coupon or yield)
National Australia Bank Ltd 0.335000%
Item 28. The CUSIP. 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
972CAZ000
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0000833029
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)
2012-10-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-19
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
$55,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$55,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.38%
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
$55,016,500.00
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
$55,016,500.00
Item 26. Name of the Issuer
National Australia Bank Ltd
Item 27. The title of the issue (including coupon or yield)
National Australia Bank Ltd 0.390000%
Item 28. The CUSIP. 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
972QYG005
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0000833029
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)
2012-12-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-12-12
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
$59,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$59,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.41%
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
$59,021,830.00
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
$59,021,830.00
Item 26. Name of the Issuer
National Australia Bank Ltd
Item 27. The title of the issue (including coupon or yield)
National Australia Bank Ltd 0.410000%
Item 28. The CUSIP. 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
972WCD003
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0000833029
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)
2013-01-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-08
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
$12,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$12,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.08%
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
$12,003,240.00
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
$12,003,240.00
Item 26. Name of the Issuer
National Australia Funding (Delaware) Inc
Item 27. The title of the issue (including coupon or yield)
National Australia Funding (Delaware) Inc 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
63253JH78
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)
2012-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-07
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?
X Yes    No
a. The identity of the Guarantor
National Australia Bank Ltd
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
$18,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$17,999,400.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$17,999,640.00
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
$17,999,640.00
Item 26. Name of the Issuer
National Australia Funding (Delaware) Inc
Item 27. The title of the issue (including coupon or yield)
National Australia Funding (Delaware) Inc 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
63253JH86
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)
2012-08-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
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?
X Yes    No
a. The identity of the Guarantor
National Australia Bank Ltd
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
$30,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$29,998,833.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.21%
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
$29,999,100.00
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
$29,999,100.00
Item 26. Name of the Issuer
Nationwide Building Society
Item 27. The title of the issue (including coupon or yield)
Nationwide Building Society 0.580000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
6385E0HU0
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)
2012-08-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-28
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
$44,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$43,980,860.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.31%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$43,992,080.00
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
$43,992,080.00
Item 26. Name of the Issuer
Nationwide Building Society
Item 27. The title of the issue (including coupon or yield)
Nationwide Building Society 0.630000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
6385E0J46
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)
2012-09-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-04
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
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$24,985,125.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
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
$24,993,750.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$24,993,750.00
Item 26. Name of the Issuer
New Jersey Economic Development Auth
Item 27. The title of the issue (including coupon or yield)
Lease Refunding RB (Camden Center Urban Renewal) Series 2002A 0.350000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
64577FBH7
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)
2012-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-07
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
TD Bank NA
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
TD Bank NA
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
$15,060,000.00
Item 41. The total current amortized cost, to the nearest cent
$15,060,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.11%
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
$15,060,000.00
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
$15,060,000.00
Item 26. Name of the Issuer
New Jersey Economic Development Auth
Item 27. The title of the issue (including coupon or yield)
Lease Refunding RB (Camden Center Urban Renewal) Series 2002B 0.350000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
64577FBJ3
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)
2012-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-07
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
TD Bank NA
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
TD Bank NA
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
$20,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$20,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.14%
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
$20,000,000.00
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
$20,000,000.00
Item 26. Name of the Issuer
Nordea Bank Finland Plc
Item 27. The title of the issue (including coupon or yield)
Nordea Bank Finland Plc 0.300000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
65557V6V8
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)
2012-09-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-17
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
0.20%
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
$28,004,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$28,004,200.00
Item 26. Name of the Issuer
Nordea Bank Finland Plc
Item 27. The title of the issue (including coupon or yield)
Nordea Bank Finland Plc 0.300000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
65557V6X4
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)
2012-09-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-18
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
$8,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$8,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$8,001,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$8,001,200.00
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 0.290000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
6555P0HP7
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)
2012-08-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-23
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?
X Yes    No
a. The identity of the Guarantor
Nordea Bank AB
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
$23,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$22,995,923.89
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.16%
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
$22,997,700.00
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
$22,997,700.00
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 0.290000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
6555P0HQ5
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)
2012-08-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-24
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?
X Yes    No
a. The identity of the Guarantor
Nordea Bank AB
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
$150,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$149,972,208.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$149,983,500.00
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
$149,983,500.00
Item 26. Name of the Issuer
NRW.BANK
Item 27. The title of the issue (including coupon or yield)
NRW.BANK 0.290000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
62939LHT9
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)
2012-08-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-27
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
$112,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$111,976,542.23
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.78%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$111,979,840.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$111,979,840.00
Item 26. Name of the Issuer
Rabobank Nederland
Item 27. The title of the issue (including coupon or yield)
Rabobank Nederland 0.510000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
74977JRQ7
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)
2013-01-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-23
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
$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
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
$36,996,300.00
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
$36,996,300.00
Item 26. Name of the Issuer
Rabobank Nederland
Item 27. The title of the issue (including coupon or yield)
Rabobank Nederland 0.510000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
74977MZ73
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)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-01
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?
   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
$140,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$140,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.98%
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
$140,064,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$140,064,400.00
Item 26. Name of the Issuer
Reckitt Benckiser Treasury Services PLC
Item 27. The title of the issue (including coupon or yield)
Reckitt Benckiser Treasury Services PLC 0.360000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
7562E0JL1
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)
2012-09-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-20
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?
X Yes    No
a. The identity of the Guarantor
Reckitt Benckiser Group Plc
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
$9,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$8,995,500.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$8,996,310.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$8,996,310.00
Item 26. Name of the Issuer
Reckitt Benckiser Treasury Services PLC
Item 27. The title of the issue (including coupon or yield)
Reckitt Benckiser Treasury Services PLC 0.490000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
7562E0LD6
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)
2012-11-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-13
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?
X Yes    No
a. The identity of the Guarantor
Reckitt Benckiser Group Plc
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
$16,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$15,977,351.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.11%
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
$15,984,640.00
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
$15,984,640.00
Item 26. Name of the Issuer
Reckitt Benckiser Treasury Services PLC
Item 27. The title of the issue (including coupon or yield)
Reckitt Benckiser Treasury Services PLC 0.480000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
7562E0MB9
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)
2012-12-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-12-11
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?
X Yes    No
a. The identity of the Guarantor
Reckitt Benckiser Group Plc
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
$4,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$3,992,960.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.03%
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
$3,994,840.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$3,994,840.00
Item 26. Name of the Issuer
Reckitt Benckiser Treasury Services PLC
Item 27. The title of the issue (including coupon or yield)
Reckitt Benckiser Treasury Services PLC 0.560000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
7562E0NP7
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)
2013-01-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-23
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?
X Yes    No
a. The identity of the Guarantor
Reckitt Benckiser Group Plc
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
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$24,931,944.44
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
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
$24,952,750.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$24,952,750.00
Item 26. Name of the Issuer
Reckitt Benckiser Treasury Services PLC
Item 27. The title of the issue (including coupon or yield)
Reckitt Benckiser Treasury Services PLC 0.640000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
7562E0Q82
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)
2013-03-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-03-08
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
Reckitt Benckiser Group Plc
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
$26,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$25,898,773.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.18%
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
$25,923,300.00
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
$25,923,300.00
Item 26. Name of the Issuer
Reckitt Benckiser Treasury Services PLC
Item 27. The title of the issue (including coupon or yield)
Reckitt Benckiser Treasury Services PLC 0.620000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
7562E0QJ8
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)
2013-03-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-03-18
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?
X Yes    No
a. The identity of the Guarantor
Reckitt Benckiser Group Plc
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
$15,325,000.00
Item 41. The total current amortized cost, to the nearest cent
$15,264,559.90
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
$15,274,427.50
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
$15,274,427.50
Item 26. Name of the Issuer
Sheffield Receivables Corp
Item 27. The title of the issue (including coupon or yield)
Sheffield Receivables Corp 0.290000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
82124LHF2
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)
2012-08-15
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?
X Yes    No
a. The type of enhancement
Letter of Credit
b. The identity of the enhancement provider
Barclays Bank Plc
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
$50,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$49,994,361.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.35%
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
$49,996,000.00
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
$49,996,000.00
Item 26. Name of the Issuer
Sheffield Receivables Corp
Item 27. The title of the issue (including coupon or yield)
Sheffield Receivables Corp 0.290000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
82124LHG0
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)
2012-08-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-16
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?
X Yes    No
a. The type of enhancement
Letter of Credit
b. The identity of the enhancement provider
Barclays Bank Plc
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
$30,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$29,996,375.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
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
$29,997,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$29,997,600.00
Item 26. Name of the Issuer
Sheffield Receivables Corp
Item 27. The title of the issue (including coupon or yield)
Sheffield Receivables Corp 0.300000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
82124LHG0
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)
2012-08-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-16
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?
X Yes    No
a. The type of enhancement
Letter of Credit
b. The identity of the enhancement provider
Barclays Bank Plc
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
$5,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$4,999,375.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.03%
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
$4,999,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$4,999,600.00
Item 26. Name of the Issuer
Sheffield Receivables Corp
Item 27. The title of the issue (including coupon or yield)
Sheffield Receivables Corp 0.320000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
82124LJA1
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)
2012-09-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-10
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?
X Yes    No
a. The type of enhancement
Letter of Credit
b. The identity of the enhancement provider
Barclays Bank Plc
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
$50,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$49,982,222.22
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.35%
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
$49,987,500.00
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
$49,987,500.00
Item 26. Name of the Issuer
Sheffield Receivables Corp
Item 27. The title of the issue (including coupon or yield)
Sheffield Receivables Corp 0.300000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
82124LKQ4
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)
2012-10-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-24
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?
X Yes    No
a. The type of enhancement
Letter of Credit
b. The identity of the enhancement provider
Barclays Bank Plc
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
$3,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$2,997,900.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.02%
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
$2,997,750.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$2,997,750.00
Item 26. Name of the Issuer
Sheffield Receivables Corp
Item 27. The title of the issue (including coupon or yield)
Sheffield Receivables Corp 0.300000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
82124LKW1
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)
2012-10-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-30
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?
X Yes    No
a. The type of enhancement
Letter of Credit
b. The identity of the enhancement provider
Barclays Bank Plc
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
$3,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$2,997,750.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.02%
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
$2,997,480.00
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
$2,997,480.00
Item 26. Name of the Issuer
Skandinaviska Enskilda Banken AB
Item 27. The title of the issue (including coupon or yield)
Skandinaviska Enskilda Banken AB 0.410000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
83051A3X7
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)
2012-10-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-22
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
$17,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$17,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.12%
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
$17,002,380.00
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
$17,002,380.00
Item 26. Name of the Issuer
Skandinaviska Enskilda Banken AB
Item 27. The title of the issue (including coupon or yield)
Skandinaviska Enskilda Banken AB 0.510000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
83051AT76
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)
2012-08-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-09
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
$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
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
$39,003,900.00
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
$39,003,900.00
Item 26. Name of the Issuer
Skandinaviska Enskilda Banken AB
Item 27. The title of the issue (including coupon or yield)
Skandinaviska Enskilda Banken AB 0.480000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
83051AZ53
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)
2012-09-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-07
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
$57,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$57,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.40%
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
$57,015,390.00
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
$57,015,390.00
Item 26. Name of the Issuer
Solitaire Funding, LLC
Item 27. The title of the issue (including coupon or yield)
Solitaire Funding, LLC 0.300000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
8342E2H68
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)
2012-08-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-06
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?
X Yes    No
a. The type of enhancement
Letter of Credit
b. The identity of the enhancement provider
HSBC Bank Plc
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
$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
0.03%
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
$3,999,880.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$3,999,880.00
Item 26. Name of the Issuer
State Street Bank & Trust Company, NA
Item 27. The title of the issue (including coupon or yield)
State Street Bank & Trust Company, NA 0.250000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
8574P06L7
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)
2012-09-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-17
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
$2,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$2,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes 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
$2,000,300.00
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
$2,000,300.00
Item 26. Name of the Issuer
State Street Bank & Trust Company, NA
Item 27. The title of the issue (including coupon or yield)
State Street Bank & Trust Company, NA 0.210000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
8574P06P8
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)
2012-10-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-11
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
$104,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$104,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.73%
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
$104,014,560.00
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
$104,014,560.00
Item 26. Name of the Issuer
State Street Corp
Item 27. The title of the issue (including coupon or yield)
State Street Corp 0.250000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
85747JKB2
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)
2012-10-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-11
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
$3,998,027.78
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.03%
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
$3,998,560.00
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
$3,998,560.00
Item 26. Name of the Issuer
State Street Corp
Item 27. The title of the issue (including coupon or yield)
State Street Corp 0.270000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
85747JKF3
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)
2012-10-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-15
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
$66,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$65,962,875.00
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
$65,974,920.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$65,974,920.00
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 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86257FGZ2
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)
2012-08-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-03
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?
X Yes    No
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
Federal Financing 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
$38,753,000.00
Item 41. The total current amortized cost, to the nearest cent
$38,752,612.47
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
$38,752,612.47
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$38,752,612.47
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 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86257FHA6
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)
2012-08-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-06
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?
X Yes    No
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
Federal Financing 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
$75,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$74,998,125.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
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
$74,998,500.00
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
$74,998,500.00
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 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86257FHD0
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)
2012-08-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-10
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?
X Yes    No
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
Federal Financing 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
$50,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$49,997,750.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.35%
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
$49,998,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$49,998,000.00
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 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86257FJW6
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)
2012-10-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-16
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?
X Yes    No
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
Federal Financing 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
$20,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$19,992,400.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
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
$19,991,000.00
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
$19,991,000.00
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 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86257FJY2
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)
2012-10-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-18
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?
X Yes    No
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
Federal Financing 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
$34,114,000.00
Item 41. The total current amortized cost, to the nearest cent
$34,100,695.54
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
$34,098,307.56
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
$34,098,307.56
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 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86257G2B8
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)
2012-08-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-28
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?
X Yes    No
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
Federal Financing 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
$57,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$56,992,305.00
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
$56,993,160.00
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
$56,993,160.00
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 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86257K5X8
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)
2012-08-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-27
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?
X Yes    No
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
Federal Financing 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
$36,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$35,995,320.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.25%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$35,996,040.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$35,996,040.00
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 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86257K6B5
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)
2012-08-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-29
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?
X Yes    No
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
Federal Financing 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
$7,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$6,999,020.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$6,999,090.00
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
$6,999,090.00
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 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86257NAH1
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)
2012-10-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-18
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?
X Yes    No
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
Federal Financing 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
$38,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$37,985,180.00
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
$37,987,080.00
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
$37,987,080.00
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 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86257YFB5
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)
2012-08-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-22
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?
X Yes    No
a. The type of enhancement
Credit / Liquidity
b. The identity of the enhancement provider
Federal Financing 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
$8,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$7,999,160.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
Sumitomo Mitsui Banking Corp
Item 27. The title of the issue (including coupon or yield)
Sumitomo Mitsui Banking Corp 0.270000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86562DCE8
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)
2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-04
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
Sumitomo Mitsui Banking Corp
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?
   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
$49,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$49,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.34%
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
$49,008,330.00
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
$49,008,330.00
Item 26. Name of the Issuer
Sumitomo Mitsui Banking Corp
Item 27. The title of the issue (including coupon or yield)
Sumitomo Mitsui Banking Corp 0.350000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86562DEH9
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)
2012-08-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-02
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
$49,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$49,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.34%
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
$49,000,490.00
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
$49,000,490.00
Item 26. Name of the Issuer
Sumitomo Mitsui Banking Corp
Item 27. The title of the issue (including coupon or yield)
Sumitomo Mitsui Banking Corp 0.350000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86562DHY9
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)
2012-09-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-12
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
$116,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$116,000,000.00
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
$116,015,080.00
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
$116,015,080.00
Item 26. Name of the Issuer
Sumitomo Mitsui Banking Corp
Item 27. The title of the issue (including coupon or yield)
Sumitomo Mitsui Banking Corp 0.350000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86562DJA9
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)
2012-09-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-13
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
$48,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$48,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.34%
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
$48,006,240.00
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
$48,006,240.00
Item 26. Name of the Issuer
Sumitomo Mitsui Banking Corp
Item 27. The title of the issue (including coupon or yield)
Sumitomo Mitsui Banking Corp 0.510000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86562DKX7
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)
2013-01-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-07
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
$59,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$59,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.41%
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
$59,005,310.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$59,005,310.00
Item 26. Name of the Issuer
Sumitomo Mitsui Banking Corp
Item 27. The title of the issue (including coupon or yield)
Sumitomo Mitsui Banking Corp 0.490000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86562DMR8
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)
2013-01-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-18
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
$17,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$16,999,599.62
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
$17,000,000.00
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
$17,000,000.00
Item 26. Name of the Issuer
Sumitomo Mitsui Banking Corp
Item 27. The title of the issue (including coupon or yield)
Sumitomo Mitsui Banking Corp 0.470000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86562DNU0
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)
2013-01-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-28
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
$5,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$5,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.03%
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
$4,999,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$4,999,500.00
Item 26. Name of the Issuer
Sumitomo Mitsui Trust Bank Ltd
Item 27. The title of the issue (including coupon or yield)
Sumitomo Mitsui Trust Bank Ltd 0.370000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86562WA57
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)
2012-09-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-05
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
$70,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$70,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.49%
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
$70,009,100.00
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
$70,009,100.00
Item 26. Name of the Issuer
Sumitomo Mitsui Trust Bank Ltd
Item 27. The title of the issue (including coupon or yield)
Sumitomo Mitsui Trust Bank Ltd 0.385000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86562WD70
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)
2012-10-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-19
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
$62,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$62,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.43%
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
$62,004,960.00
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
$62,004,960.00
Item 26. Name of the Issuer
Sumitomo Mitsui Trust Bank Ltd
Item 27. The title of the issue (including coupon or yield)
Sumitomo Mitsui Trust Bank Ltd 0.390000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86562WF37
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)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-01
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?
   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
$10,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.07%
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
$10,000,000.00
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
$10,000,000.00
Item 26. Name of the Issuer
Svenska Handelsbanken AB
Item 27. The title of the issue (including coupon or yield)
Svenska Handelsbanken AB 0.280000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86958CEY6
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)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-01
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?
   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
$23,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$23,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.16%
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
$23,000,000.00
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
$23,000,000.00
Item 26. Name of the Issuer
Swedbank AB
Item 27. The title of the issue (including coupon or yield)
Swedbank AB 0.440000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
87019QKD9
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)
2012-08-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-27
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
$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
0.08%
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
$11,001,760.00
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
$11,001,760.00
Item 26. Name of the Issuer
Swedbank AB
Item 27. The title of the issue (including coupon or yield)
Swedbank AB 0.340000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
87019QMV7
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)
2012-10-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-29
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
$44,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$44,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.31%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$43,992,520.00
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
$43,992,520.00
Item 26. Name of the Issuer
Swedbank AB
Item 27. The title of the issue (including coupon or yield)
Swedbank AB 0.450000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
87019RK39
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)
2012-10-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-03
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
$2,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$1,998,425.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes 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
$1,998,780.00
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
$1,998,780.00
Item 26. Name of the Issuer
Texas
Item 27. The title of the issue (including coupon or yield)
TRAN Series 2011A 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
46633V5R6
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)
2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-01
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
JP Morgan Chase & Co
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?
   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
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
$25,000,000.00
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
$25,000,000.00
Item 26. Name of the Issuer
Texas
Item 27. The title of the issue (including coupon or yield)
TRAN Series 2011A 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
46633V5T2
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)
2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-01
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
JP Morgan Chase & Co
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?
   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
$24,750,000.00
Item 41. The total current amortized cost, to the nearest cent
$24,750,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.17%
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
$24,750,000.00
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
$24,750,000.00
Item 26. Name of the Issuer
Texas
Item 27. The title of the issue (including coupon or yield)
TRAN Series 2011A 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
46633V6E4
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)
2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-01
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
JP Morgan Chase & Co
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?
   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
$19,845,000.00
Item 41. The total current amortized cost, to the nearest cent
$19,845,000.00
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
$19,845,000.00
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
$19,845,000.00
Item 26. Name of the Issuer
Thames Asset Global Securitization No. 1, Inc
Item 27. The title of the issue (including coupon or yield)
Thames Asset Global Securitization No. 1, Inc 0.450000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
88324LHL4
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)
2012-08-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-20
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?
X Yes    No
a. The type of enhancement
Letter of Credit
b. The identity of the enhancement provider
Royal Bank of Scotland Plc
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
$71,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$70,983,137.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.50%
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
$70,991,480.00
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
$70,991,480.00
Item 26. Name of the Issuer
Thunder Bay Funding, LLC
Item 27. The title of the issue (including coupon or yield)
Thunder Bay Funding, LLC 0.230000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
88602TH63
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)
2012-08-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-06
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?
X Yes    No
a. The type of enhancement
Standby Purchase Agreement
b. The identity of the enhancement provider
Royal Bank of Canada
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
$2,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$1,999,936.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes 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
$1,999,920.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$1,999,920.00
Item 26. Name of the Issuer
Thunder Bay Funding, LLC
Item 27. The title of the issue (including coupon or yield)
Thunder Bay Funding, LLC 0.240000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
88602THD8
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)
2012-08-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-13
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?
X Yes    No
a. The type of enhancement
Standby Purchase Agreement
b. The identity of the enhancement provider
Royal Bank of Canada
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
$15,102,000.00
Item 41. The total current amortized cost, to the nearest cent
$15,100,791.84
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
$15,100,791.84
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$15,100,791.84
Item 26. Name of the Issuer
Thunder Bay Funding, LLC
Item 27. The title of the issue (including coupon or yield)
Thunder Bay Funding, LLC 0.240000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
88602THL0
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)
2012-08-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-20
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?
X Yes    No
a. The type of enhancement
Standby Purchase Agreement
b. The identity of the enhancement provider
Royal Bank of Canada
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
$38,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$37,995,186.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.27%
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
$37,995,440.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$37,995,440.00
Item 26. Name of the Issuer
Thunder Bay Funding, LLC
Item 27. The title of the issue (including coupon or yield)
Thunder Bay Funding, LLC 0.210000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
88602TK93
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)
2012-10-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-09
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?
X Yes    No
a. The type of enhancement
Standby Purchase Agreement
b. The identity of the enhancement provider
Royal Bank of Canada
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
$27,018,000.00
Item 41. The total current amortized cost, to the nearest cent
$27,007,125.25
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
$27,004,761.18
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$27,004,761.18
Item 26. Name of the Issuer
Thunder Bay Funding, LLC
Item 27. The title of the issue (including coupon or yield)
Thunder Bay Funding, LLC 0.210000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
88602TKF9
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)
2012-10-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-15
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?
X Yes    No
a. The type of enhancement
Standby Purchase Agreement
b. The identity of the enhancement provider
Royal Bank of Canada
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
$34,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$33,985,125.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
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
$33,981,640.00
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
$33,981,640.00
Item 26. Name of the Issuer
Thunder Bay Funding, LLC
Item 27. The title of the issue (including coupon or yield)
Thunder Bay Funding, LLC 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
88602TKF9
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)
2012-10-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-15
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?
X Yes    No
a. The type of enhancement
Standby Purchase Agreement
b. The identity of the enhancement provider
Royal Bank of Canada
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
$19,333,000.00
Item 41. The total current amortized cost, to the nearest cent
$19,324,944.59
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
$19,322,560.18
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$19,322,560.18
Item 26. Name of the Issuer
Thunder Bay Funding, LLC
Item 27. The title of the issue (including coupon or yield)
Thunder Bay Funding, LLC 0.205000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
88602TKN2
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)
2012-10-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-22
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?
X Yes    No
a. The type of enhancement
Standby Purchase Agreement
b. The identity of the enhancement provider
Royal Bank of Canada
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
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$9,995,330.56
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
$9,994,100.00
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
$9,994,100.00
Item 26. Name of the Issuer
Toronto-Dominion Bank
Item 27. The title of the issue (including coupon or yield)
Toronto-Dominion Bank 0.336800%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
89112XP90
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)
2012-08-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-04-22
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
$20,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$20,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.14%
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
$20,000,000.00
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
$20,000,000.00
Item 26. Name of the Issuer
Toronto-Dominion Bank
Item 27. The title of the issue (including coupon or yield)
Toronto-Dominion Bank 0.300000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
89112XT47
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)
2013-01-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-25
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
$110,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$110,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.77%
Item 43. Explanatory notes. Disclose any other information that may 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
$110,000,000.00
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
$110,000,000.00
Item 26. Name of the Issuer
Toronto-Dominion Bank
Item 27. The title of the issue (including coupon or yield)
Toronto-Dominion Bank 0.190000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
89112XXP5
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)
2012-08-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-20
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
$150,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$150,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$150,003,000.00
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
$150,003,000.00
Item 26. Name of the Issuer
Toronto-Dominion Bank
Item 27. The title of the issue (including coupon or yield)
Toronto-Dominion Bank 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
89112XYA7
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)
2012-08-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-27
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
0.35%
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
$50,001,500.00
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
$50,001,500.00
Item 26. Name of the Issuer
Toronto-Dominion Bank
Item 27. The title of the issue (including coupon or yield)
Toronto-Dominion Bank 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
89112XYL3
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)
2012-09-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-05
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
$61,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$61,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.43%
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
$61,002,440.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$61,002,440.00
Item 26. Name of the Issuer
Toronto-Dominion Bank
Item 27. The title of the issue (including coupon or yield)
Toronto-Dominion Bank 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
89112XYQ2
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)
2012-09-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-06
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
$126,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$126,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.88%
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
$126,005,040.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$126,005,040.00
Item 26. Name of the Issuer
Toronto-Dominion Bank
Item 27. The title of the issue (including coupon or yield)
Toronto-Dominion Bank 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
89112XZA6
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)
2012-09-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-13
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
$40,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$40,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.28%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$40,002,000.00
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
$40,002,000.00
Item 26. Name of the Issuer
Toronto-Dominion Bank
Item 27. The title of the issue (including coupon or yield)
Toronto-Dominion Bank 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
89112XZD0
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)
2012-09-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-13
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
$52,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$52,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.36%
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
$52,002,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$52,002,600.00
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 0.450000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
89233GJ64
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)
2012-09-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-06
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?
X Yes    No
a. The type of enhancement
Support Agreement
b. The identity of the enhancement provider
Toyota Motor Corp
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
$72,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$71,967,600.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.50%
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
$71,987,040.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$71,987,040.00
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 0.230000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
89233GJD9
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)
2012-09-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-13
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?
X Yes    No
a. The type of enhancement
Support Agreement
b. The identity of the enhancement provider
Toyota Motor Corp
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
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$24,993,131.95
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
$24,995,000.00
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
$24,995,000.00
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 0.440000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
89233GLK0
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)
2012-11-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-19
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?
X Yes    No
a. The type of enhancement
Support Agreement
b. The identity of the enhancement provider
Toyota Motor Corp
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
$35,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$34,952,944.44
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
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
$34,972,350.00
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
$34,972,350.00
Item 26. Name of the Issuer
UBS AG
Item 27. The title of the issue (including coupon or yield)
UBS AG 0.470000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
90267RJD2
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)
2012-10-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-29
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
$67,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$67,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.47%
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
$67,024,790.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$67,024,790.00
Item 26. Name of the Issuer
UBS AG
Item 27. The title of the issue (including coupon or yield)
UBS AG 0.510000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
90267RJF7
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)
2012-11-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-09
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
$145,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$145,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes 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
$145,029,000.00
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
$145,029,000.00
Item 26. Name of the Issuer
UBS Securities LLC
Item 27. The title of the issue (including coupon or yield)
UBS Securities LLC 0.190000%
Item 28. The CUSIP. 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
99EPPA003_0.1900_M120801_2M54
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001070766
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: Fannie Mae
b. Maturity date: 2022-06-01
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $39,669,800.00
f. Value of collateral, to the nearest cent: $41,102,968.66
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: Fannie Mae
b. Maturity date: 2042-07-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $46,261,676.00
f. Value of collateral, to the nearest cent: $50,697,031.85
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.
Item 33. Rating. Indicate whether the security is a 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)
2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-01
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
$90,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$90,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.63%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$90,000,000.00
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
$90,000,000.00
Item 26. Name of the Issuer
Union Bank, NA
Item 27. The title of the issue (including coupon or yield)
Union Bank, NA 0.450000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
90527MH58
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)
2012-08-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-24
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
$2,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$2,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes 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
$2,000,300.00
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
$2,000,300.00
Item 26. Name of the Issuer
Union Bank, NA
Item 27. The title of the issue (including coupon or yield)
Union Bank, NA 0.400000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
90527MR73
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)
2012-10-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-10-30
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
$54,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$54,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.38%
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
$54,012,420.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$54,012,420.00
Item 26. Name of the Issuer
Univ of California
Item 27. The title of the issue (including coupon or yield)
CP Series B 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
91411SHG8
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)
2012-08-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-16
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
$20,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$19,998,333.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.14%
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
$19,998,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$19,998,400.00
Item 26. Name of the Issuer
Univ of California
Item 27. The title of the issue (including coupon or yield)
CP Series B 0.190000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
91411SJL5
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)
2012-09-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-20
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
$28,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$27,992,611.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.20%
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
$27,991,880.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$27,991,880.00
Item 26. Name of the Issuer
Westpac Banking Corp
Item 27. The title of the issue (including coupon or yield)
Westpac Banking Corp 0.300000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
96121TMR6
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)
2012-11-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-08
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
$4,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$4,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.03%
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
$4,000,560.00
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
$4,000,560.00
Item 26. Name of the Issuer
Westpac Banking Corp
Item 27. The title of the issue (including coupon or yield)
Westpac Banking Corp 0.290000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
96121TNF1
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)
2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-26
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
$79,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$79,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.55%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$78,998,420.00
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
$78,998,420.00
Item 26. Name of the Issuer
Westpac Banking Corp
Item 27. The title of the issue (including coupon or yield)
Westpac Banking Corp 0.370000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
96121TPC6
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)
2012-12-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-12-14
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
$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
0.04%
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
$6,001,140.00
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
$6,001,140.00
Item 26. Name of the Issuer
Westpac Banking Corp
Item 27. The title of the issue (including coupon or yield)
Westpac Banking Corp 0.498800%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
96121TPP7
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)
2012-08-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-07-11
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
$40,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$40,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.28%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   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
$40,009,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$40,009,600.00
Item 26. Name of the Issuer
Westpac Banking Corp
Item 27. The title of the issue (including coupon or yield)
Westpac Banking Corp 0.540000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
9612C0H10
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)
2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-01
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
$17,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$17,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.12%
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
$16,999,830.00
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
$16,999,830.00
Item 26. Name of the Issuer
Westpac Banking Corp
Item 27. The title of the issue (including coupon or yield)
Westpac Banking Corp 0.250000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
9612C0JE0
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)
2012-09-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-09-14
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
$29,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$28,991,138.89
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.20%
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
$28,991,880.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$28,991,880.00
Item 26. Name of the Issuer
Westpac Banking Corp
Item 27. The title of the issue (including coupon or yield)
Westpac Banking Corp 0.400000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
9612C0N21
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)
2013-01-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-02
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
$5,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$4,991,444.44
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.03%
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
$4,990,950.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$4,990,950.00
Item 26. Name of the Issuer
Westpac Banking Corp
Item 27. The title of the issue (including coupon or yield)
Westpac Banking Corp 0.435800%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
9612C4DN8
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)
2012-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-02-07
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
$105,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$105,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.73%
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
$104,996,850.00
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
$104,996,850.00
Item 26. Name of the Issuer
Westpac Securities NZ Ltd
Item 27. The title of the issue (including coupon or yield)
Westpac Securities NZ Ltd 0.245000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
96122GHA6
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)
2012-08-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-08-10
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?
X Yes    No
a. The identity of the Guarantor
Westpac New Zealand Ltd
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
$5,999,632.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.04%
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
$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
Whistlejacket Capital, LLC
Item 27. The title of the issue (including coupon or yield)
Whistlejacket Capital, LLC
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
96335WFW8
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
No Longer an Eligible 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)
2015-04-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2015-04-29
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
$725,715.43
Item 41. The total current amortized cost, to the nearest cent
$725,715.43
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
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
$630,791.85
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$630,791.85
Item 26. Name of the Issuer
Whistlejacket Capital, LLC
Item 27. The title of the issue (including coupon or yield)
Whistlejacket Capital, LLC
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
96335WGE7
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
No Longer an Eligible 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)
2015-04-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2015-04-29
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
$159,966.09
Item 41. The total current amortized cost, to the nearest cent
$159,966.09
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0%
Item 43. Explanatory notes. Disclose any other information that may 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
$139,042.53
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$139,042.53
Item 26. Name of the Issuer
Whistlejacket Capital, LLC
Item 27. The title of the issue (including coupon or yield)
Whistlejacket Capital, LLC
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
96432XHB2
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
No Longer an Eligible 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)
2015-04-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2015-04-29
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
$1,230,614.29
Item 41. The total current amortized cost, to the nearest cent
$1,230,614.29
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
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
$1,069,649.94
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$1,069,649.94
Item 26. Name of the Issuer
Whistlejacket Capital, LLC
Item 27. The title of the issue (including coupon or yield)
Whistlejacket Capital, LLC
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
96432XKM4
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
No Longer an Eligible 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)
2015-04-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2015-04-29
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
$209,104.23
Item 41. The total current amortized cost, to the nearest cent
$209,104.23
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0%
Item 43. Explanatory notes. Disclose any other information that may 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
$181,753.40
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
$181,753.40
Item 26. Name of the Issuer
Windmill Funding Corp
Item 27. The title of the issue (including coupon or yield)
Windmill Funding Corp 0.450000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
97342GHF7
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)
2012-08-15
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?
X Yes    No
a. The type of enhancement
Letter of Credit
b. The identity of the enhancement provider
Royal Bank of Scotland Plc
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
$86,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$85,984,950.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.60%
Item 43. Explanatory notes. Disclose any other information that may 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
$85,993,120.00
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
$85,993,120.00