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The linked image cannot be displayed. The file may have been moved, renamed, or deleted. Verify that the link points to the correct file and location. IMMFA Money Fund Report Data as of Friday, June 21, 2013 AAA-Rated Money Fund Performance Produced by iMoneyNet in conjunction with The Institutional Money Market Funds Association (IMMFA). Vol. 14, No. 25 EURO PRIME MMFs STABLE NAV Total Portfolio Assets (€ mils) Assets (€ mils) Share Price 7-Day Simple Yield(%) Net 7-Day Simple Yield(%) Gross 7-Day Comp Yield(%) Net 30-Day Simple Yield(%) Net 30-Day Simple Yield(%) Gross 30-Day Comp Yield(%) Net WAM WAL Treasury Govt Other Por$olio Composi,on (%) Aberdeen Liquidity Fund (Lux)-Euro 876.3 40.7 1.00 0.07 0.17 0.07 0.08 0.18 0.08 50 64 0 0 0 23 18 43 0 16 0 b Amundi Money Market Fund-Short Term (EUR) 4,805.6 2,950.3 1.00 0.06 0.16 0.06 0.08 0.18 0.08 1 78 0 0 10 0 52 18 3 8 9 Other-Cash BlackRock ICS-Instit Euro Liq Fund 14,556.7 13,226.1 1.00 0.01 0.11 0.01 0.01 0.11 0.01 30 64 9 14 0 7 6 34 18 12 0 b,Exp waivers BNP Paribas InstiCash EUR 7,826.0 4,730.5 1.00 0.04 0.09 0.04 0.03 0.08 0.03 18 61 3 5 33 5 33 21 0 0 0 Exp waivers Deutsche Managed Euro Fund 8,295.3 7,761.9 1.00 0.01 0.11 0.01 0.01 0.11 0.01 52 66 4 0 7 12 17 43 6 11 0 b,Exp waivers Federated Prime Rate Euro Liquidity Fund 51.4 40.5 1.00 0.03 0.15 0.03 0.02 0.15 0.02 56 69 0 0 0 24 18 32 0 26 0 b Federated S-T Euro Fund 60.1 54.4 1.00 0.00 0.03 0.00 0.01 0.05 0.01 25 25 8 0 55 13 13 8 0 3 0 b,Exp waivers Fidelity Instit Liquidity Fund-Euro 853.1 337.7 1.00 0.01 0.08 0.01 0.01 0.08 0.01 35 42 0 0 0 8 19 62 0 11 0 b,Exp waivers Goldman Sachs Euro Liq Resv Fund 9,736.8 8,818.5 1.00 0.04 0.14 0.04 0.04 0.14 0.04 51 54 4 2 20 11 18 34 9 2 0 g,Exp waivers HSBC Euro Liquidity Fund 3,682.2 3,254.6 1.00 0.02 0.10 0.02 0.02 0.10 0.02 47 52 12 0 0 16 34 30 8 0 0 GLF's aggregate assets incl CMF invstmnt Ignis Euro Liquidity Fund 2,034.9 2,034.9 1.00 0.06 0.12 0.06 0.08 0.13 0.08 52 55 0 0 0 32 10 34 13 11 0 Invesco STIC-Euro Liquidity Portfolio 341.8 237.9 1.00 0.01 0.06 0.01 0.01 0.07 0.01 19 19 0 0 9 28 12 29 22 0 0 b,Exp waivers JPMorgan Euro Liquidity Fund 12,547.0 9,626.7 1.00 0.01 0.10 0.01 0.01 0.10 0.01 50 61 5 0 8 13 26 32 10 6 0 Exp waivers Morgan Stanley-Euro Liquidity 1,393.7 1,376.9 1.00 0.08 0.08 0.08 0.07 0.07 0.07 40 48 0 0 19 19 16 40 3 3 0 b,Exp waivers Northern Trust Glbl-Euro Fund 1,342.8 1,342.8 1.00 0.00 0.05 0.00 0.00 0.05 0.00 29 29 8 1 36 16 19 19 0 1 0 b,Exp waivers RBS-Global Treasury Funds-Euro 1,256.2 1,242.5 1.00 0.00 0.11 0.00 0.00 0.11 0.00 44 56 1 3 3 21 21 40 0 11 0 b,Exp waivers SSgA EUR Liquidity Fund 4,679.6 4,651.2 1.00 0.00 0.10 0.00 0.00 0.11 0.00 38 43 6 10 17 10 10 30 12 5 0 g,Exp waivers SWIP Global Liq Fund-Euro 702.9 702.9 1.00 0.03 0.08 0.03 0.03 0.08 0.03 53 62 0 0 0 27 25 39 0 9 0 b,Exp waivers Western Asset Euro Liquidity Fund 543.8 538.6 1.00 0.02 0.12 0.02 0.02 0.12 0.02 49 59 0 0 23 28 8 20 0 21 0 Exp waivers IMMFA MFR Euro Prime Stable Avg. 62,969.6 0.03 0.10 0.03 0.03 0.11 0.03 39 53 3 2 13 16 20 32 5 8 0 Universe = 19 Funds Repo TDs CDs CP ABCP FRNs Other Notes EURO PRIME MMFs ACCUMULATING NAV Aberdeen Liquidity Fund (Lux)-Euro - 835.6 1,220.30 0.05 0.17 0.05 0.06 0.18 0.06 50 64 0 0 0 23 18 43 0 16 0 b Amundi Money Market Fund-Short Term (EUR) - 1,855.3 1,014.60 0.06 0.16 0.06 0.08 0.18 0.08 1 78 0 0 10 0 52 18 3 8 9 Other-Cash BlackRock ICS-Instit Euro Liq Fund - 1,330.6 139.36 0.01 0.11 0.01 0.01 0.11 0.01 30 64 9 14 0 7 6 34 18 12 0 b,Exp waivers BNP Paribas InstiCash EUR - 3,095.5 140.75 0.04 0.09 0.04 0.03 0.08 0.03 18 61 3 5 33 5 33 21 0 0 0 Exp waivers Deutsche Managed Euro Fund - 533.4 10,142.82 0.01 0.11 0.01 0.01 0.11 0.01 52 66 4 0 7 12 17 43 6 11 0 b,Exp waivers Federated Prime Rate Euro Liquidity Fund - 10.9 1.02 0.00 0.15 0.00 0.00 0.15 0.00 56 69 0 0 0 24 18 32 0 26 0 b,Exp waivers Federated S-T Euro Fund - 5.7 119.86 0.00 0.03 0.00 0.00 0.05 0.00 25 25 8 0 55 13 13 8 0 3 0 b,Exp waivers Fidelity Instit Liquidity Fund-Euro - 515.4 14,074.74 0.01 0.08 0.01 0.01 0.08 0.01 35 42 0 0 0 8 19 62 0 11 0 b,Exp waivers Goldman Sachs Euro Liq Resv Fund - 918.3 10,519.52 0.04 0.14 0.04 0.04 0.14 0.04 51 54 4 2 20 11 18 34 9 2 0 g,Exp waivers HSBC Euro Liquidity Fund - 427.6 1.24 0.02 0.10 0.02 0.02 0.10 0.02 47 52 12 0 0 16 34 30 8 0 0 GLF's aggregate assets incl CMF invstmnt Invesco STIC-Euro Liquidity Portfolio - 103.9 1.13 0.01 0.06 0.01 0.01 0.07 0.01 19 19 0 0 9 28 12 29 22 0 0 b,Exp waivers JPMorgan Euro Liquidity Fund - 2,920.3 13,689.41 0.01 0.10 0.01 0.01 0.10 0.01 50 61 5 0 8 13 26 32 10 6 0 Exp waivers Morgan Stanley-Euro Liquidity - 16.8 109.49 0.08 0.08 0.08 0.07 0.07 0.07 40 48 0 0 19 19 16 40 3 3 0 b,Exp waivers RBS-Global Treasury Funds-Euro - 13.7 1.01 0.00 0.11 0.00 0.00 0.11 0.00 44 56 1 3 3 21 21 40 0 11 0 b,Exp waivers SG Cash Euro 1,284.1 1,284.1 11,546.67 0.08 0.18 0.08 0.08 0.18 0.08 8 56 0 0 25 0 59 9 0 7 0 SSgA EUR Liquidity Fund - 28.4 10.90 -0.02 0.10 -0.02 -0.01 0.11 -0.01 38 43 6 10 17 10 10 30 12 5 0 g,Exp waivers Western Asset Euro Liquidity Fund - 5.2 127.84 0.00 0.12 0.00 0.00 0.12 0.00 49 59 0 0 23 28 8 20 0 21 0 Exp waivers IMMFA MFR Euro Prime Accumulating Avg. 13,900.7 0.02 0.11 0.02 0.02 0.11 0.02 36 54 3 2 13 14 22 31 5 8 1 Universe = 17 Funds IMMFA Money Fund Report Euro Prime Avg. 76,870.3 76,870.3 0.03 0.11 0.03 0.03 0.11 0.03 38 53 3 2 13 15 21 31 5 8 1 Universe = 36 Funds Warning: Money market mutual funds are not insured or guaranteed by any government and may lose value. Note: All averages are simple; asset numbers are total assets of category; IMFR includes institutional share class performance only, other classes' performance may vary. Yields are annualized using 365 days. IMMFA Money Fund Report © 2013 iMoneyNet, a subsidiary of Informa plc. All rights reserved. http://imoneynet.com. Please e-mail ostats@imoneynet.com with any data questions. 05/07/2013 Page 2
The linked image cannot be displayed. The file may have been moved, renamed, or deleted. Verify that the link points to the correct file and location. IMMFA Money Fund Report Data as of Friday, June 21, 2013 AAA-Rated Money Fund Performance Produced by iMoneyNet in conjunction with The Institutional Money Market Funds Association (IMMFA). Vol. 14, No. 25 STERLING PRIME MMFs STABLE NAV Total Portfolio Assets (£ mils) Assets (£ mils) Share Price 7-Day Simple Yield(%) Net 7-Day Simple Yield(%) Gross 7-Day Comp Yield(%) Net 30-Day Simple Yield(%) Net 30-Day Simple Yield(%) Gross 30-Day Comp Yield(%) Net WAM WAL Treasury Govt Other Por$olio Composi,on (%) Aberdeen Liquidity Fund (Lux)-Sterling 405.8 280.0 1.00 0.33 0.55 0.33 0.33 0.55 0.33 46 71 0 0 0 19 34 31 0 16 0 b Amundi Money Market Fund-Short Term (GBP) 414.9 4.4 1.00 0.39 0.49 0.39 0.39 0.49 0.39 15 71 0 0 0 5 74 11 0 10 0 BlackRock ICS-Instit GBP Liq Fund 27,860.4 25,010.2 1.00 0.31 0.51 0.31 0.31 0.51 0.31 50 81 0 0 6 6 17 43 9 19 0 b BNP Paribas InstiCash GBP 1,234.5 305.5 1.00 0.36 0.48 0.36 0.36 0.48 0.36 46 57 0 4 5 18 33 40 0 0 0 Exp 0.12% a/o 17 May BNY Mellon Sterling Liquidity Fund 2,392.4 2,222.7 1.00 0.30 0.45 0.30 0.30 0.45 0.30 14 14 0 2 18 46 17 9 0 0 8 Other-MMF Deutsche Managed Sterling Fund 7,283.0 7,276.2 1.00 0.32 0.50 0.32 0.31 0.49 0.31 52 76 0 0 0 20 20 49 0 11 0 b Federated Prime Rate Sterling Liquidity Fund 2,433.7 2,392.5 1.00 0.43 0.53 0.43 0.43 0.54 0.43 54 55 0 0 0 28 45 23 0 4 0 b Fidelity Instit Liquidity Fund-Sterling 823.2 435.3 1.00 0.34 0.49 0.34 0.33 0.48 0.33 46 46 0 0 0 14 26 52 0 8 0 b Goldman Sachs Sterling Liq Resv Fund 5,730.9 5,479.2 1.00 0.38 0.53 0.38 0.37 0.52 0.37 54 64 0 0 17 13 15 40 11 4 0 g,g HSBC Sterling Liquidity Fund 5,943.7 5,425.3 1.00 0.28 0.48 0.28 0.28 0.48 0.28 39 39 0 0 17 11 41 25 6 0 0 GLF's aggregate assets incl CMF invstmnt Ignis Sterling Liquidity Fund 12,807.4 12,804.1 1.00 0.43 0.53 0.43 0.43 0.53 0.43 44 67 0 1 0 25 22 27 9 16 0 g,g Insight Liquidity Fund-GBP 16,230.8 16,161.0 1.00 0.39 0.49 0.39 0.39 0.49 0.39 31 37 0 0 15 27 34 23 0 1 0 b Invesco STIC-GBP Liquidity Portfolio 562.7 562.2 1.00 0.33 0.48 0.33 0.33 0.48 0.33 35 35 0 0 15 6 29 36 14 0 0 b JPMorgan Sterling Liquidity Fund 7,748.2 6,836.4 1.00 0.28 0.49 0.28 0.28 0.49 0.28 51 60 0 0 1 23 31 35 7 3 0 g LGIM Sterling Liquidity Fund 13,189.0 13,189.0 1.00 0.39 0.49 0.39 0.39 0.49 0.39 49 56 0 0 0 22 43 31 0 4 0 b Morgan Stanley-Sterling Liquidity 966.3 938.7 1.00 0.41 0.46 0.41 0.41 0.46 0.41 42 50 0 0 9 35 14 38 1 3 0 Northern Trust Glbl-Sterling Fund 4,564.2 4,564.2 1.00 0.29 0.45 0.29 0.29 0.44 0.29 43 43 2 2 20 13 31 32 0 0 0 RBS-Global Treasury Funds-Sterling 5,358.5 5,313.0 1.00 0.33 0.49 0.33 0.33 0.48 0.33 49 64 0 0 6 10 41 35 0 8 0 b SSgA GBP Liquidity Fund 3,200.7 2,949.1 1.00 0.33 0.48 0.33 0.34 0.49 0.34 48 53 1 19 20 14 18 25 0 3 0 SWIP Global Liq Fund-Sterling 18,944.7 18,944.7 1.00 0.28 0.48 0.28 0.28 0.48 0.28 47 59 0 0 0 35 39 20 0 6 0 b Western Asset Sterling Liquidity Fund 347.8 347.6 1.00 0.40 0.50 0.40 0.41 0.51 0.41 42 57 0 0 34 15 13 31 0 7 0 IMMFA MFR Sterling Prime Stable Avg. 131,441.3 0.35 0.49 0.35 0.35 0.49 0.35 43 55 0 1 9 19 30 31 3 6 0 Universe = 21 Funds Repo TDs CDs CP ABCP FRNs Other Notes STERLING PRIME MMFs ACCUMULATING NAV Aberdeen Liquidity Fund (Lux)-Sterling - 125.8 1,135.18 0.28 0.55 0.28 0.27 0.55 0.27 46 71 0 0 0 19 34 31 0 16 0 b Amundi Money Market Fund-Short Term (GBP) - 410.5 1,004.12 0.39 0.49 0.39 0.39 0.49 0.39 15 71 0 0 0 5 74 11 0 10 0 BlackRock ICS-Instit GBP Liq Fund - 2,850.2 165.19 0.31 0.51 0.31 0.31 0.51 0.31 50 81 0 0 6 6 17 43 9 19 0 b BNP Paribas InstiCash GBP - 929.0 169.93 0.36 0.48 0.36 0.36 0.48 0.36 46 57 0 4 5 18 33 40 0 0 0 Exp 0.12% a/o 17 May BNY Mellon Sterling Liquidity Fund - 169.7 1.30 0.30 0.45 0.30 0.30 0.45 0.30 14 14 0 2 18 46 17 9 0 0 8 Other-MMF Deutsche Managed Sterling Fund - 6.8 10,161.48 0.32 0.50 0.32 0.31 0.49 0.31 52 76 0 0 0 20 20 49 0 11 0 b Federated Prime Rate Sterling Liquidity Fund - 41.2 1.04 0.43 0.53 0.43 0.43 0.54 0.43 54 55 0 0 0 28 45 23 0 4 0 b Fidelity Instit Liquidity Fund-Sterling - 387.9 20,402.34 0.34 0.49 0.34 0.33 0.48 0.33 46 46 0 0 0 14 26 52 0 8 0 b Goldman Sachs Sterling Liq Resv Fund - 251.7 13,956.97 0.38 0.53 0.38 0.37 0.52 0.37 54 64 0 0 17 13 15 40 11 4 0 g,g HSBC Sterling Liquidity Fund - 518.4 1.38 0.28 0.48 0.28 0.28 0.48 0.28 39 39 0 0 17 11 41 25 6 0 0 GLF's aggregate assets incl CMF invstmnt Ignis Sterling Liquidity Fund - 3.3 1.01 0.28 0.53 0.28 0.28 0.53 0.28 44 67 0 1 0 25 22 27 9 16 0 g,g Insight Liquidity Fund-GBP - 69.8 1.24 0.24 0.49 0.24 0.24 0.49 0.24 31 37 0 0 15 27 34 23 0 1 0 b Invesco STIC-GBP Liquidity Portfolio - 0.5 1.01 0.33 0.48 0.33 0.33 0.48 0.33 35 35 0 0 15 6 29 36 14 0 0 b JPMorgan Sterling Liquidity Fund - 911.8 15,810.16 0.28 0.49 0.28 0.28 0.49 0.28 51 60 0 0 1 23 31 35 7 3 0 g Morgan Stanley-Sterling Liquidity - 27.6 111.94 0.41 0.46 0.41 0.41 0.46 0.41 42 50 0 0 9 35 14 38 1 3 0 RBS-Global Treasury Funds-Sterling - 45.5 1.01 0.33 0.49 0.33 0.33 0.48 0.33 49 64 0 0 6 10 41 35 0 8 0 b SSgA GBP Liquidity Fund - 251.6 11.11 0.33 0.48 0.33 0.34 0.49 0.34 48 53 1 19 20 14 18 25 0 3 0 Western Asset Sterling Liquidity Fund - 0.2 111.67 0.39 0.50 0.39 0.40 0.51 0.40 42 57 0 0 34 15 13 31 0 7 0 IMMFA MFR Sterling Prime Accumulating Avg. 7,001.5 0.33 0.50 0.33 0.33 0.50 0.33 42 55 0 1 9 19 29 32 3 6 0 Universe = 18 Funds IMMFA Money Fund Report Sterling Prime Avg. 138,442.8 138,442.8 0.34 0.49 0.34 0.34 0.49 0.34 42 55 0 1 9 19 30 32 3 6 0 Universe = 39 Funds Warning: Money market mutual funds are not insured or guaranteed by any government and may lose value. Note: All averages are simple; asset numbers are total assets of category; IMFR includes institutional share class performance only, other classes' performance may vary. Yields are annualized using 365 days. IMMFA Money Fund Report © 2013 iMoneyNet, a subsidiary of Informa plc. All rights reserved. http://imoneynet.com. Please e-mail ostats@imoneynet.com with any data questions. 05/07/2013 Page 3
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