| | | | | | | | | | | | | | | | | | | | | | |
EDGAR Submission
|
| Submission Type: N-MFP |
| Live-Test Flag: LIVE |
| Is This Electronic Copy of Paper Format? No |
| Document Period End Date: 5/31/15 |
| Entity Central Index Key: 277751 |
| Series ID: S000010472 |
| Total Classes in Series: 2 |
| Is This Final Filing? No |
| Is Fund Liquidating? No |
| Is Fund Merging With or Being Acquired by Another Fund? No |
| Has Fund Acquired or Merged With Another Fund Since Last Filing? No |
| Series-Level Information: |
| Contained File Information File Number: 002-34393 |
| Investment Adviser List: |
| | Adviser: |
| | | Adviser Name: Janus Capital Management LLC |
| | | Adviser File Number: 801-13991 |
| Independent Public Accountant: |
| | Name: PRICEWATERHOUSECOOPERS LLP |
| | City: Denver |
| | State: CO |
| Administrator List: |
| | Administrator: None |
| Transfer Agent List: |
| | Transfer Agent: |
| | | Name: Janus Services LLC |
| | | Entity Central Index Key: 1170078 |
| | | File Number: 084-06024 |
| Is This Feeder Fund? No |
| Is This Master Fund? No |
| Is This Series Primarily Used to Fund Insurance Company Seperate Accounts? No |
| Investment Type Domain: Prime |
| Dollar-Weighted Average Portfolio Maturity: 32 |
| Dollar-Weighted Average Life Maturity: 32 |
| Available For Sale Securities Amortized Cost: 1,148,636,791.42 |
| Other Assets: 168,173.26 |
| Liabilities: 183,593.91 |
| Assets Net: 1,148,621,370.77 |
| Money Market Seven-Day Yield: 0.0016 |
| Series Shadow Price: |
| | Net Value Per Share Including Capital Support Agreement: 1.0000 |
| | Date Calculated for Net Value Per Share Including Capital Support Agreement: 5/31/15 |
| | Net Value Per Share Excluding Capital Support Agreement: 1.0000 |
| | Date Calculated for Net Value Per Share Excluding Capital Support Agreement: 5/31/15 |
| Class-Level Information List: |
| Class-Level Information: |
| | Class ID: C000028930 |
| | Min. Initial Investment: 2,500.00 |
| | Net Assets of Class: 227,074,188.72 |
| | Net Asset Value Per Share: 1.00 |
| | Net Shareholder Flow Activity for Month Ended: 14,925,659.73 |
| | Gross Subscriptions for Month Ended: 19,608,072.10 |
| | Gross Redemptions for Month Ended: 4,682,412.37 |
| | Seven-Day Net Yield: 0.0000 |
| | Class Shadow Price: |
| | | Net Asset Value Per Share Including Capital Support Agreement: |
| Value: 1.0000 |
| Date As Of Which Value Was Calculated: 5/31/15 |
| | | Net Asset Value Per Share Excluding Capital Support Agreement: |
| Value: 1.0000 |
| Date As Of Which Value Was Calculated: 5/31/15 |
| Class-Level Information: |
| | Class ID: C000083519 |
| | Min. Initial Investment: 2,500.00 |
| | Net Assets of Class: 921,547,182.05 |
| | Net Asset Value Per Share: 1.00 |
| | Net Shareholder Flow Activity for Month Ended: 986,163.73 |
| | Gross Subscriptions for Month Ended: 29,394,265.96 |
| | Gross Redemptions for Month Ended: 28,408,102.23 |
| | Seven-Day Net Yield: 0.0000 |
| | Class Shadow Price: |
| | | Net Asset Value Per Share Including Capital Support Agreement: |
| Value: 1.0000 |
| Date As Of Which Value Was Calculated: 5/31/15 |
| | | Net Asset Value Per Share Excluding Capital Support Agreement: |
| Value: 1.0000 |
| Date As Of Which Value Was Calculated: 5/31/15 |
| Schedule of Portfolio Securities List: |
| Schedule of Portfolio Securities: |
| | Investment Issuer: ANZ New Zealand Int'l, Ltd., London |
| | Investment Title: ANZ New Zealand Int'l, Ltd., London 0.192900% |
| | CUSIP Member: 0018A3-VC-5 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 8/12/15 |
| | Final Legal Investment Maturity Date: 8/12/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 10,000,000.00 |
| | Available For Sale Securities Amortized Cost: 9,996,231.00 |
| | Investment Owned Percent of Net Assets: 0.0087 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 9,997,208.30 |
| | Value of Security Excluding Value of Capital Support Agreement: 9,997,208.30 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Bank of Tokyo-Mitsubishi UFJ, Ltd., New York |
| | Investment Title: Bank of Tokyo-Mitsubishi UFJ, Ltd., New York 0.130000% |
| | CUSIP Member: 06538J-ZL-3 |
| | Investment Type Domain: Certificate of Deposit |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/4/15 |
| | Final Legal Investment Maturity Date: 6/4/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 55,000,000.00 |
| | Available For Sale Securities Amortized Cost: 55,000,000.00 |
| | Investment Owned Percent of Net Assets: 0.0479 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 54,999,853.15 |
| | Value of Security Excluding Value of Capital Support Agreement: 54,999,853.15 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: BNP Paribas, New York |
| | Investment Title: BNP Paribas, New York 0.110000% |
| | CUSIP Member: 05574R-XD-2 |
| | Investment Type Domain: Certificate of Deposit |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/1/15 |
| | Final Legal Investment Maturity Date: 6/1/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 25,000,000.00 |
| | Available For Sale Securities Amortized Cost: 25,000,000.00 |
| | Investment Owned Percent of Net Assets: 0.0218 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 25,000,031.25 |
| | Value of Security Excluding Value of Capital Support Agreement: 25,000,031.25 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Breckenridge Terrace LLC |
| | Investment Title: Breckenridge Terrace LLC 0.240000% |
| | CUSIP Member: 106538-AA-9 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/7/15 |
| | Final Legal Investment Maturity Date: 6/7/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: Bank of America NA |
| NRSRO Rating List: |
| NRSRO Rating: |
| RAN: n/a |
| R: n/a |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 14,980,000.00 |
| | Available For Sale Securities Amortized Cost: 14,980,000.00 |
| | Investment Owned Percent of Net Assets: 0.0130 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 14,980,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 14,980,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Breckenridge Terrace LLC |
| | Investment Title: Breckenridge Terrace LLC 0.240000% |
| | CUSIP Member: 106538-AB-7 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/7/15 |
| | Final Legal Investment Maturity Date: 6/7/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: Bank of America NA |
| NRSRO Rating List: |
| NRSRO Rating: |
| RAN: n/a |
| R: n/a |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 4,000,000.00 |
| | Available For Sale Securities Amortized Cost: 4,000,000.00 |
| | Investment Owned Percent of Net Assets: 0.0035 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 4,000,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 4,000,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: California Infrastructure & Economic Development Bank |
| | Investment Title: California Infrastructure & Economic Development Bank 0.140000% |
| | CUSIP Member: 13033W-GA-5 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/7/15 |
| | Final Legal Investment Maturity Date: 6/7/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: Bank of New York |
| NRSRO Rating List: |
| NRSRO Rating: |
| RAN: n/a |
| R: n/a |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 800,000.00 |
| | Available For Sale Securities Amortized Cost: 800,000.00 |
| | Investment Owned Percent of Net Assets: 0.0007 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 800,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 800,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Canadian Imperial Bank of Commerce, New York |
| | Investment Title: Canadian Imperial Bank of Commerce, New York 0.140000% |
| | CUSIP Member: 13606J-M4-8 |
| | Investment Type Domain: Certificate of Deposit |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 7/27/15 |
| | Final Legal Investment Maturity Date: 7/27/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 25,000,000.00 |
| | Available For Sale Securities Amortized Cost: 25,000,000.00 |
| | Investment Owned Percent of Net Assets: 0.0218 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 24,999,590.25 |
| | Value of Security Excluding Value of Capital Support Agreement: 24,999,590.25 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Capital Markets Access Co. LC |
| | Investment Title: Capital Markets Access Co. LC 0.170000% |
| | CUSIP Member: 14030P-AB-5 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/7/15 |
| | Final Legal Investment Maturity Date: 6/7/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: US Bank NA |
| NRSRO Rating List: |
| NRSRO Rating: |
| RAN: n/a |
| R: n/a |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 900,000.00 |
| | Available For Sale Securities Amortized Cost: 900,000.00 |
| | Investment Owned Percent of Net Assets: 0.0008 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 900,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 900,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Commonwealth Bank of Australia |
| | Investment Title: Commonwealth Bank of Australia 0.162400% |
| | CUSIP Member: 20272E-UF-3 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 7/15/15 |
| | Final Legal Investment Maturity Date: 7/15/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 10,000,000.00 |
| | Available For Sale Securities Amortized Cost: 9,998,065.00 |
| | Investment Owned Percent of Net Assets: 0.0087 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 9,998,368.10 |
| | Value of Security Excluding Value of Capital Support Agreement: 9,998,368.10 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Commonwealth Bank of Australia |
| | Investment Title: Commonwealth Bank of Australia 0.167500% |
| | CUSIP Member: 20272E-VH-8 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 8/17/15 |
| | Final Legal Investment Maturity Date: 8/17/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 25,000,000.00 |
| | Available For Sale Securities Amortized Cost: 24,991,177.00 |
| | Investment Owned Percent of Net Assets: 0.0218 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 24,990,944.50 |
| | Value of Security Excluding Value of Capital Support Agreement: 24,990,944.50 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Cooperatieve Centrale Raiffeisen-Boerenleenbank BA, New York |
| | Investment Title: Cooperatieve Centrale Raiffeisen-Boerenleenbank BA, New York 0.260000% |
| | CUSIP Member: 21684B-XF-6 |
| | Investment Type Domain: Certificate of Deposit |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/19/15 |
| | Final Legal Investment Maturity Date: 6/19/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 30,000,000.00 |
| | Available For Sale Securities Amortized Cost: 30,000,000.00 |
| | Investment Owned Percent of Net Assets: 0.0261 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 30,002,430.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 30,002,430.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: County of Eagle CO |
| | Investment Title: County of Eagle CO 0.240000% |
| | CUSIP Member: 269476-AA-5 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/7/15 |
| | Final Legal Investment Maturity Date: 6/7/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: Bank of America NA |
| NRSRO Rating List: |
| NRSRO Rating: |
| RAN: n/a |
| R: n/a |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 9,100,000.00 |
| | Available For Sale Securities Amortized Cost: 9,100,000.00 |
| | Investment Owned Percent of Net Assets: 0.0079 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 9,100,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 9,100,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: County of Eagle CO |
| | Investment Title: County of Eagle CO 0.240000% |
| | CUSIP Member: 269476-AC-1 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/7/15 |
| | Final Legal Investment Maturity Date: 6/7/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: Bank of America NA |
| NRSRO Rating List: |
| NRSRO Rating: |
| RAN: n/a |
| R: n/a |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 8,000,000.00 |
| | Available For Sale Securities Amortized Cost: 8,000,000.00 |
| | Investment Owned Percent of Net Assets: 0.0070 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 8,000,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 8,000,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Federal Farm Credit Discount Notes |
| | Investment Title: Federal Farm Credit Discount Notes 0.150200% |
| | CUSIP Member: 313312-QN-3 |
| | Investment Type Domain: Government Agency Debt |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 12/15/15 |
| | Final Legal Investment Maturity Date: 12/15/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 8,500,000.00 |
| | Available For Sale Securities Amortized Cost: 8,493,023.00 |
| | Investment Owned Percent of Net Assets: 0.0074 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 8,495,206.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 8,495,206.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Federal Home Loan Bank Discount Notes |
| | Investment Title: Federal Home Loan Bank Discount Notes 0.162200% |
| | CUSIP Member: 313384-LM-9 |
| | Investment Type Domain: Government Agency Debt |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/9/15 |
| | Final Legal Investment Maturity Date: 9/9/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 10,000,000.00 |
| | Available For Sale Securities Amortized Cost: 9,995,499.00 |
| | Investment Owned Percent of Net Assets: 0.0087 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 9,998,330.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 9,998,330.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Federal Home Loan Bank Discount Notes |
| | Investment Title: Federal Home Loan Bank Discount Notes 0.130100% |
| | CUSIP Member: 313384-NH-8 |
| | Investment Type Domain: Government Agency Debt |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 10/23/15 |
| | Final Legal Investment Maturity Date: 10/23/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 8,000,000.00 |
| | Available For Sale Securities Amortized Cost: 7,995,840.00 |
| | Investment Owned Percent of Net Assets: 0.0070 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 7,997,280.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 7,997,280.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Federal Home Loan Bank Discount Notes |
| | Investment Title: Federal Home Loan Bank Discount Notes 0.140100% |
| | CUSIP Member: 313384-NX-3 |
| | Investment Type Domain: Government Agency Debt |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 11/6/15 |
| | Final Legal Investment Maturity Date: 11/6/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 8,500,000.00 |
| | Available For Sale Securities Amortized Cost: 8,494,777.00 |
| | Investment Owned Percent of Net Assets: 0.0074 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 8,496,642.50 |
| | Value of Security Excluding Value of Capital Support Agreement: 8,496,642.50 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Freddie Mac Discount Notes |
| | Investment Title: Freddie Mac Discount Notes 0.142100% |
| | CUSIP Member: 313396-GR-8 |
| | Investment Type Domain: Government Agency Debt |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/9/15 |
| | Final Legal Investment Maturity Date: 6/9/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 5,700,000.00 |
| | Available For Sale Securities Amortized Cost: 5,699,820.00 |
| | Investment Owned Percent of Net Assets: 0.0050 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 5,699,977.20 |
| | Value of Security Excluding Value of Capital Support Agreement: 5,699,977.20 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Freddie Mac Discount Notes |
| | Investment Title: Freddie Mac Discount Notes 0.140200% |
| | CUSIP Member: 313396-JL-8 |
| | Investment Type Domain: Government Agency Debt |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 7/22/15 |
| | Final Legal Investment Maturity Date: 7/22/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 14,000,000.00 |
| | Available For Sale Securities Amortized Cost: 13,997,222.00 |
| | Investment Owned Percent of Net Assets: 0.0122 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 13,999,202.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 13,999,202.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Freddie Mac Discount Notes |
| | Investment Title: Freddie Mac Discount Notes 0.190300% |
| | CUSIP Member: 313396-KP-7 |
| | Investment Type Domain: Government Agency Debt |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 8/18/15 |
| | Final Legal Investment Maturity Date: 8/18/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 7,000,000.00 |
| | Available For Sale Securities Amortized Cost: 6,997,117.00 |
| | Investment Owned Percent of Net Assets: 0.0061 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 6,999,244.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 6,999,244.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Freddie Mac Discount Notes |
| | Investment Title: Freddie Mac Discount Notes 0.116700% |
| | CUSIP Member: 313396-KS-1 |
| | Investment Type Domain: Government Agency Debt |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 8/21/15 |
| | Final Legal Investment Maturity Date: 8/21/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 5,000,000.00 |
| | Available For Sale Securities Amortized Cost: 4,998,688.00 |
| | Investment Owned Percent of Net Assets: 0.0044 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 4,999,435.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 4,999,435.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Freddie Mac Discount Notes |
| | Investment Title: Freddie Mac Discount Notes 0.150200% |
| | CUSIP Member: 313396-LG-6 |
| | Investment Type Domain: Government Agency Debt |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/4/15 |
| | Final Legal Investment Maturity Date: 9/4/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 10,000,000.00 |
| | Available For Sale Securities Amortized Cost: 9,996,041.00 |
| | Investment Owned Percent of Net Assets: 0.0087 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 9,998,420.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 9,998,420.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Goldman Sachs & Co. |
| | Investment Title: Goldman Sachs & Co. 0.080000% |
| | Investment Identifier: GS0601A15 |
| | Investment Type Domain: Government Agency Repurchase Agreement |
| | Is Fund Treating as Acquisition Underlying Securities? Yes |
| | Repurchase Agreement List: |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 3/1/21 |
| CR: 3.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 2,274,363.39 |
| Cash Collateral for Borrowed Securities: 2,417,872.20 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 3/15/22 |
| CR: 0.831500 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 0.08 |
| Cash Collateral for Borrowed Securities: 0.08 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 5/25/23 |
| CR: 3.310000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 1,717.00 |
| Cash Collateral for Borrowed Securities: 1,825.56 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 12/1/25 |
| CR: 3.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 547,704.51 |
| Cash Collateral for Borrowed Securities: 584,873.22 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 11/1/26 |
| CR: 3.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 55,574.31 |
| Cash Collateral for Borrowed Securities: 59,137.73 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 6/1/28 |
| CR: 6.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 144,510.26 |
| Cash Collateral for Borrowed Securities: 166,732.50 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 4/1/29 |
| CR: 3.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 603,746.31 |
| Cash Collateral for Borrowed Securities: 643,385.80 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 1/1/30 |
| CR: 3.000000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 249,622.95 |
| Cash Collateral for Borrowed Securities: 261,276.05 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 9/1/31 |
| CR: 4.000000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 2,111,293.52 |
| Cash Collateral for Borrowed Securities: 2,259,186.70 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 2/16/32 |
| CR: 36.714900 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 92,240.37 |
| Cash Collateral for Borrowed Securities: 160,497.62 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 3/25/33 |
| CR: 5.245000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 14,083,800.00 |
| Cash Collateral for Borrowed Securities: 13,811,607.63 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 5/1/33 |
| CR: 3.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 1,957,998.06 |
| Cash Collateral for Borrowed Securities: 2,078,901.59 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 8/15/34 |
| CR: 23.607800 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 398,715.20 |
| Cash Collateral for Borrowed Securities: 508,090.54 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 8/15/35 |
| CR: 32.221699 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 680,499.00 |
| Cash Collateral for Borrowed Securities: 1,111,758.81 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 11/1/35 |
| CR: 5.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 140,202.46 |
| Cash Collateral for Borrowed Securities: 159,276.37 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 5/15/36 |
| CR: 32.342500 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 2,971,094.68 |
| Cash Collateral for Borrowed Securities: 5,247,087.30 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 6/25/36 |
| CR: 38.512500 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 2,427,709.09 |
| Cash Collateral for Borrowed Securities: 4,703,567.43 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 8/15/36 |
| CR: 32.341999 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 711,213.12 |
| Cash Collateral for Borrowed Securities: 1,236,320.49 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 11/25/36 |
| CR: 33.651299 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 739,708.68 |
| Cash Collateral for Borrowed Securities: 1,295,397.67 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 2/1/38 |
| CR: 5.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 2,082,605.57 |
| Cash Collateral for Borrowed Securities: 2,375,476.48 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 3/1/38 |
| CR: 5.000000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 165,111.45 |
| Cash Collateral for Borrowed Securities: 183,880.71 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 3/1/38 |
| CR: 5.000000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 32,560.67 |
| Cash Collateral for Borrowed Securities: 36,192.47 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 4/1/38 |
| CR: 5.000000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 151,162.10 |
| Cash Collateral for Borrowed Securities: 168,025.48 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 8/1/38 |
| CR: 5.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 150,141.35 |
| Cash Collateral for Borrowed Securities: 169,785.42 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 8/1/39 |
| CR: 5.000000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 125,884.79 |
| Cash Collateral for Borrowed Securities: 141,381.19 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 5/1/40 |
| CR: 2.509999 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 168,339.75 |
| Cash Collateral for Borrowed Securities: 180,593.12 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 9/1/40 |
| CR: 3.206000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 2,311,260.00 |
| Cash Collateral for Borrowed Securities: 2,457,087.95 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 10/15/40 |
| CR: 9.628700 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 946,164.00 |
| Cash Collateral for Borrowed Securities: 1,014,182.07 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 11/15/40 |
| CR: 4.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 8,060,361.93 |
| Cash Collateral for Borrowed Securities: 9,181,039.65 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 4/1/41 |
| CR: 5.000000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 114,774.93 |
| Cash Collateral for Borrowed Securities: 128,407.95 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 4/25/41 |
| CR: 5.000000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 142,908.18 |
| Cash Collateral for Borrowed Securities: 164,700.74 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 5/15/41 |
| CR: 8.840999 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 1,352,532.00 |
| Cash Collateral for Borrowed Securities: 1,436,986.95 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 5/25/41 |
| CR: 8.441000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 10,296,016.00 |
| Cash Collateral for Borrowed Securities: 10,740,435.52 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 7/1/41 |
| CR: 5.000000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 82,352.90 |
| Cash Collateral for Borrowed Securities: 92,208.73 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 3/25/42 |
| CR: 3.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 37,882.50 |
| Cash Collateral for Borrowed Securities: 40,047.05 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 3/25/42 |
| CR: 4.000000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 435,493.95 |
| Cash Collateral for Borrowed Securities: 471,900.95 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 10/1/42 |
| CR: 2.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 171,930.00 |
| Cash Collateral for Borrowed Securities: 168,225.06 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 10/1/42 |
| CR: 3.000000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 5,267,281.85 |
| Cash Collateral for Borrowed Securities: 5,285,297.17 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 5/1/43 |
| CR: 2.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 190,666.73 |
| Cash Collateral for Borrowed Securities: 186,551.13 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 5/1/43 |
| CR: 2.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 170,827.65 |
| Cash Collateral for Borrowed Securities: 167,141.92 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 6/15/43 |
| CR: 2.278999 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 113,790.89 |
| Cash Collateral for Borrowed Securities: 110,487.22 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 7/1/43 |
| CR: 2.484000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 830.27 |
| Cash Collateral for Borrowed Securities: 848.73 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 10/1/43 |
| CR: 4.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 2,537,105.71 |
| Cash Collateral for Borrowed Securities: 2,764,608.06 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 8/1/44 |
| CR: 4.000000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 2,558,430.91 |
| Cash Collateral for Borrowed Securities: 2,750,862.88 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 9/1/44 |
| CR: 4.000000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 2,189,178.81 |
| Cash Collateral for Borrowed Securities: 2,365,984.64 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 11/25/44 |
| CR: 8.240999 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 14,594,611.08 |
| Cash Collateral for Borrowed Securities: 14,879,609.37 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 12/20/44 |
| CR: 8.914999 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 587,935.68 |
| Cash Collateral for Borrowed Securities: 592,177.31 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 3/1/45 |
| CR: 3.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 2,423,844.42 |
| Cash Collateral for Borrowed Securities: 2,500,746.95 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 3/1/45 |
| CR: 4.000000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 2,468,210.72 |
| Cash Collateral for Borrowed Securities: 2,653,880.32 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 4/1/45 |
| CR: 2.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 154,995.70 |
| Cash Collateral for Borrowed Securities: 151,645.34 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 4/1/45 |
| CR: 3.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 1,678,177.57 |
| Cash Collateral for Borrowed Securities: 1,732,806.71 |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/1/15 |
| | Final Legal Investment Maturity Date: 6/1/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 100,000,000.00 |
| | Available For Sale Securities Amortized Cost: 100,000,000.00 |
| | Investment Owned Percent of Net Assets: 0.0871 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 100,000,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 100,000,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Hawkes O-Side I LLC |
| | Investment Title: Hawkes O-Side I LLC 0.150000% |
| | CUSIP Member: 420149-AA-4 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/7/15 |
| | Final Legal Investment Maturity Date: 6/7/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: Federal Home Loan Bank |
| NRSRO Rating List: |
| NRSRO Rating: |
| RAN: n/a |
| R: n/a |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 4,400,000.00 |
| | Available For Sale Securities Amortized Cost: 4,400,000.00 |
| | Investment Owned Percent of Net Assets: 0.0038 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 4,400,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 4,400,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: HSBC Bank PLC |
| | Investment Title: HSBC Bank PLC 0.509900% |
| | CUSIP Member: 40433F-EX-3 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/11/16 |
| | Final Legal Investment Maturity Date: 4/11/16 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 5,000,000.00 |
| | Available For Sale Securities Amortized Cost: 4,978,179.00 |
| | Investment Owned Percent of Net Assets: 0.0043 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 5,000,954.10 |
| | Value of Security Excluding Value of Capital Support Agreement: 5,000,954.10 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: HSBC Bank PLC |
| | Investment Title: HSBC Bank PLC 0.499500% |
| | CUSIP Member: 40433G-BQ-9 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/24/16 |
| | Final Legal Investment Maturity Date: 2/24/16 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 5,000,000.00 |
| | Available For Sale Securities Amortized Cost: 4,981,752.00 |
| | Investment Owned Percent of Net Assets: 0.0043 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 4,983,401.25 |
| | Value of Security Excluding Value of Capital Support Agreement: 4,983,401.25 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: HSBC Bank PLC |
| | Investment Title: HSBC Bank PLC 0.315300% |
| | CUSIP Member: 40433H-V5-1 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 8/5/15 |
| | Final Legal Investment Maturity Date: 8/5/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 10,000,000.00 |
| | Available For Sale Securities Amortized Cost: 9,994,396.00 |
| | Investment Owned Percent of Net Assets: 0.0087 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 9,995,504.40 |
| | Value of Security Excluding Value of Capital Support Agreement: 9,995,504.40 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: HSBC Securities (USA), Inc. |
| | Investment Title: HSBC Securities (USA), Inc. 0.080000% |
| | Investment Identifier: HS0601A15 |
| | Investment Type Domain: Government Agency Repurchase Agreement |
| | Is Fund Treating as Acquisition Underlying Securities? Yes |
| | Repurchase Agreement List: |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 3/30/16 |
| CR: 0.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 450,000.00 |
| Cash Collateral for Borrowed Securities: 450,940.28 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 5/13/16 |
| CR: 0.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 250,000.00 |
| Cash Collateral for Borrowed Securities: 250,243.07 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 2/19/19 |
| CR: 1.875000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 12,015,000.00 |
| Cash Collateral for Borrowed Securities: 12,327,131.03 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 7/15/24 |
| CR: 0.00 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 12,000.00 |
| Cash Collateral for Borrowed Securities: 9,406.08 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 10/20/42 |
| CR: 3.000000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 136,260,564.28 |
| Cash Collateral for Borrowed Securities: 139,964,792.70 |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/1/15 |
| | Final Legal Investment Maturity Date: 6/1/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 150,000,000.00 |
| | Available For Sale Securities Amortized Cost: 150,000,000.00 |
| | Investment Owned Percent of Net Assets: 0.1306 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 150,000,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 150,000,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Industrial Development Board of the City of Auburn |
| | Investment Title: Industrial Development Board of the City of Auburn 0.170000% |
| | CUSIP Member: 050228-AH-8 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/7/15 |
| | Final Legal Investment Maturity Date: 6/7/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: Federal Home Loan Bank |
| NRSRO Rating List: |
| NRSRO Rating: |
| RAN: n/a |
| R: n/a |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 4,605,000.00 |
| | Available For Sale Securities Amortized Cost: 4,605,000.00 |
| | Investment Owned Percent of Net Assets: 0.0040 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 4,605,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 4,605,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: J-Jay Properties LLC |
| | Investment Title: J-Jay Properties LLC 0.150000% |
| | CUSIP Member: 46619D-AA-5 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/7/15 |
| | Final Legal Investment Maturity Date: 6/7/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: US Bank NA |
| NRSRO Rating List: |
| NRSRO Rating: |
| RAN: n/a |
| R: n/a |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 3,520,000.00 |
| | Available For Sale Securities Amortized Cost: 3,520,000.00 |
| | Investment Owned Percent of Net Assets: 0.0031 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 3,520,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 3,520,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: JP Morgan Securities LLC |
| | Investment Title: JP Morgan Securities LLC 0.203000% |
| | CUSIP Member: 46640Q-UN-9 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 7/22/15 |
| | Final Legal Investment Maturity Date: 7/22/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 15,000,000.00 |
| | Available For Sale Securities Amortized Cost: 14,995,749.00 |
| | Investment Owned Percent of Net Assets: 0.0131 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 14,995,905.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 14,995,905.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: JP Morgan Securities LLC |
| | Investment Title: JP Morgan Securities LLC 0.304900% |
| | CUSIP Member: 46640Q-VA-6 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 8/10/15 |
| | Final Legal Investment Maturity Date: 8/10/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 10,000,000.00 |
| | Available For Sale Securities Amortized Cost: 9,994,164.00 |
| | Investment Owned Percent of Net Assets: 0.0087 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 9,995,964.70 |
| | Value of Security Excluding Value of Capital Support Agreement: 9,995,964.70 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Kaneville Road Joint Venture, Inc. |
| | Investment Title: Kaneville Road Joint Venture, Inc. 0.170000% |
| | CUSIP Member: 484192-AB-5 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/7/15 |
| | Final Legal Investment Maturity Date: 6/7/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: Federal Home Loan Bank |
| NRSRO Rating List: |
| NRSRO Rating: |
| RAN: n/a |
| R: n/a |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 5,180,000.00 |
| | Available For Sale Securities Amortized Cost: 5,180,000.00 |
| | Investment Owned Percent of Net Assets: 0.0045 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 5,180,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 5,180,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Kentucky Economic Development Finance Authority |
| | Investment Title: Kentucky Economic Development Finance Authority 1.000000% |
| | CUSIP Member: 49126T-AB-8 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/7/15 |
| | Final Legal Investment Maturity Date: 6/7/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: PNC Bank NA |
| NRSRO Rating List: |
| NRSRO Rating: |
| RAN: n/a |
| R: n/a |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 170,000.00 |
| | Available For Sale Securities Amortized Cost: 170,000.00 |
| | Investment Owned Percent of Net Assets: 0.0001 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 170,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 170,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Lush Properties LLC |
| | Investment Title: Lush Properties LLC 0.170000% |
| | CUSIP Member: 550492-AA-0 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/7/15 |
| | Final Legal Investment Maturity Date: 6/7/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: Federal Home Loan Bank |
| NRSRO Rating List: |
| NRSRO Rating: |
| RAN: n/a |
| R: n/a |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 5,395,000.00 |
| | Available For Sale Securities Amortized Cost: 5,395,000.00 |
| | Investment Owned Percent of Net Assets: 0.0047 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 5,395,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 5,395,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Manhattan Asset Funding Co. LLC |
| | Investment Title: Manhattan Asset Funding Co. LLC 0.130400% |
| | CUSIP Member: 56274M-T3-6 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/3/15 |
| | Final Legal Investment Maturity Date: 6/3/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 35,000,000.00 |
| | Available For Sale Securities Amortized Cost: 34,999,750.00 |
| | Investment Owned Percent of Net Assets: 0.0305 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 34,999,343.75 |
| | Value of Security Excluding Value of Capital Support Agreement: 34,999,343.75 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Manhattan Asset Funding Co. LLC |
| | Investment Title: Manhattan Asset Funding Co. LLC 0.121700% |
| | CUSIP Member: 56274M-T4-4 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/4/15 |
| | Final Legal Investment Maturity Date: 6/4/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 20,000,000.00 |
| | Available For Sale Securities Amortized Cost: 19,999,800.00 |
| | Investment Owned Percent of Net Assets: 0.0174 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 19,999,543.40 |
| | Value of Security Excluding Value of Capital Support Agreement: 19,999,543.40 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Mesivta Yeshiva Rabbi Chaim Berlin |
| | Investment Title: Mesivta Yeshiva Rabbi Chaim Berlin 0.186300% |
| | CUSIP Member: 590713-AA-1 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/7/15 |
| | Final Legal Investment Maturity Date: 6/7/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: Federal Home Loan Bank |
| NRSRO Rating List: |
| NRSRO Rating: |
| RAN: n/a |
| R: n/a |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 4,230,000.00 |
| | Available For Sale Securities Amortized Cost: 4,230,000.00 |
| | Investment Owned Percent of Net Assets: 0.0037 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 4,230,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 4,230,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Michael Dennis Sullivan Irrevocable Trust |
| | Investment Title: Michael Dennis Sullivan Irrevocable Trust 0.170000% |
| | CUSIP Member: 594070-AA-2 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/7/15 |
| | Final Legal Investment Maturity Date: 6/7/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: Wells Fargo Bank NA |
| NRSRO Rating List: |
| NRSRO Rating: |
| RAN: n/a |
| R: n/a |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 6,000,000.00 |
| | Available For Sale Securities Amortized Cost: 6,000,000.00 |
| | Investment Owned Percent of Net Assets: 0.0052 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 6,000,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 6,000,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Mississippi Business Finance Corp. |
| | Investment Title: Mississippi Business Finance Corp. 0.160000% |
| | CUSIP Member: 605279-MA-3 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/7/15 |
| | Final Legal Investment Maturity Date: 6/7/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: Federal Home Loan Bank |
| NRSRO Rating List: |
| NRSRO Rating: |
| RAN: n/a |
| R: n/a |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 6,000,000.00 |
| | Available For Sale Securities Amortized Cost: 6,000,000.00 |
| | Investment Owned Percent of Net Assets: 0.0052 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 6,000,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 6,000,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Nieuw Amsterdam Receivables Corp. |
| | Investment Title: Nieuw Amsterdam Receivables Corp. 0.142100% |
| | CUSIP Member: 65409S-U6-3 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 7/6/15 |
| | Final Legal Investment Maturity Date: 7/6/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 10,000,000.00 |
| | Available For Sale Securities Amortized Cost: 9,998,639.00 |
| | Investment Owned Percent of Net Assets: 0.0087 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 9,998,152.80 |
| | Value of Security Excluding Value of Capital Support Agreement: 9,998,152.80 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Nieuw Amsterdam Receivables Corp. |
| | Investment Title: Nieuw Amsterdam Receivables Corp. 0.233600% |
| | CUSIP Member: 65409S-U7-1 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 7/7/15 |
| | Final Legal Investment Maturity Date: 7/7/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 20,000,000.00 |
| | Available For Sale Securities Amortized Cost: 19,995,398.00 |
| | Investment Owned Percent of Net Assets: 0.0174 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 19,996,186.60 |
| | Value of Security Excluding Value of Capital Support Agreement: 19,996,186.60 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Nieuw Amsterdam Receivables Corp. |
| | Investment Title: Nieuw Amsterdam Receivables Corp. 0.182700% |
| | CUSIP Member: 65409S-VB-1 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 8/11/15 |
| | Final Legal Investment Maturity Date: 8/11/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 10,000,000.00 |
| | Available For Sale Securities Amortized Cost: 9,996,450.00 |
| | Investment Owned Percent of Net Assets: 0.0087 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 9,995,806.70 |
| | Value of Security Excluding Value of Capital Support Agreement: 9,995,806.70 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Phenix City Downtown Redevelopment Authority |
| | Investment Title: Phenix City Downtown Redevelopment Authority 0.170000% |
| | CUSIP Member: 717337-AA-7 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/7/15 |
| | Final Legal Investment Maturity Date: 6/7/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: Federal Home Loan Bank |
| NRSRO Rating List: |
| NRSRO Rating: |
| RAN: n/a |
| R: n/a |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 4,865,000.00 |
| | Available For Sale Securities Amortized Cost: 4,865,000.00 |
| | Investment Owned Percent of Net Assets: 0.0042 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 4,865,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 4,865,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Phoenix Realty Special Account |
| | Investment Title: Phoenix Realty Special Account 0.170000% |
| | CUSIP Member: 71912T-AA-2 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/7/15 |
| | Final Legal Investment Maturity Date: 6/7/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: Northern Trust Company |
| NRSRO Rating List: |
| NRSRO Rating: |
| RAN: n/a |
| R: n/a |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 1,675,000.00 |
| | Available For Sale Securities Amortized Cost: 1,675,000.00 |
| | Investment Owned Percent of Net Assets: 0.0015 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,675,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,675,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: RBS Insurance Trust |
| | Investment Title: RBS Insurance Trust 0.170000% |
| | CUSIP Member: 749277-AA-7 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/7/15 |
| | Final Legal Investment Maturity Date: 6/7/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: Wells Fargo Bank NA |
| NRSRO Rating List: |
| NRSRO Rating: |
| RAN: n/a |
| R: n/a |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 10,865,000.00 |
| | Available For Sale Securities Amortized Cost: 10,865,000.00 |
| | Investment Owned Percent of Net Assets: 0.0095 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 10,865,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 10,865,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: SSAB AB |
| | Investment Title: SSAB AB 0.170000% |
| | CUSIP Member: US78469GA |
| | Investment Type Domain: Variable Rate Demand Note |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/7/15 |
| | Final Legal Investment Maturity Date: 6/7/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: Swedbank AB |
| NRSRO Rating List: |
| NRSRO Rating: |
| RAN: n/a |
| R: n/a |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 5,000,000.00 |
| | Available For Sale Securities Amortized Cost: 5,000,000.00 |
| | Investment Owned Percent of Net Assets: 0.0044 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 5,000,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 5,000,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Standard Chartered Bank, New York |
| | Investment Title: Standard Chartered Bank, New York 0.223400% |
| | CUSIP Member: 85324U-UT-8 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 7/27/15 |
| | Final Legal Investment Maturity Date: 7/27/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 35,000,000.00 |
| | Available For Sale Securities Amortized Cost: 34,988,021.00 |
| | Investment Owned Percent of Net Assets: 0.0305 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 34,988,011.45 |
| | Value of Security Excluding Value of Capital Support Agreement: 34,988,011.45 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Standard Chartered Bank, New York |
| | Investment Title: Standard Chartered Bank, New York 0.233500% |
| | CUSIP Member: 85324U-V3-4 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 8/3/15 |
| | Final Legal Investment Maturity Date: 8/3/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 20,000,000.00 |
| | Available For Sale Securities Amortized Cost: 19,991,949.00 |
| | Investment Owned Percent of Net Assets: 0.0174 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 19,992,006.60 |
| | Value of Security Excluding Value of Capital Support Agreement: 19,992,006.60 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Sumitomo Mitsui Banking Corp., New York |
| | Investment Title: Sumitomo Mitsui Banking Corp., New York 0.140000% |
| | CUSIP Member: 86563R-TD-0 |
| | Investment Type Domain: Certificate of Deposit |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/3/15 |
| | Final Legal Investment Maturity Date: 6/3/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 55,000,000.00 |
| | Available For Sale Securities Amortized Cost: 55,000,000.00 |
| | Investment Owned Percent of Net Assets: 0.0479 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 54,999,824.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 54,999,824.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Sunroad Centrum Apartments 4 LP |
| | Investment Title: Sunroad Centrum Apartments 4 LP 0.190000% |
| | CUSIP Member: 86771N-AB-1 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/7/15 |
| | Final Legal Investment Maturity Date: 6/7/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: Comerica Bank |
| NRSRO Rating List: |
| NRSRO Rating: |
| RAN: n/a |
| R: n/a |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 5,500,000.00 |
| | Available For Sale Securities Amortized Cost: 5,500,000.00 |
| | Investment Owned Percent of Net Assets: 0.0048 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 5,500,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 5,500,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Svenska Handelsbanken, New York |
| | Investment Title: Svenska Handelsbanken, New York 0.180000% |
| | CUSIP Member: 86958D-QF-2 |
| | Investment Type Domain: Certificate of Deposit |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/2/15 |
| | Final Legal Investment Maturity Date: 6/2/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 16,500,000.00 |
| | Available For Sale Securities Amortized Cost: 16,500,002.00 |
| | Investment Owned Percent of Net Assets: 0.0144 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 16,500,071.45 |
| | Value of Security Excluding Value of Capital Support Agreement: 16,500,071.45 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Svenska Handelsbanken, New York |
| | Investment Title: Svenska Handelsbanken, New York 0.200000% |
| | CUSIP Member: 86958D-TZ-5 |
| | Investment Type Domain: Certificate of Deposit |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 8/11/15 |
| | Final Legal Investment Maturity Date: 8/11/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 30,000,000.00 |
| | Available For Sale Securities Amortized Cost: 30,000,296.00 |
| | Investment Owned Percent of Net Assets: 0.0261 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 29,998,950.90 |
| | Value of Security Excluding Value of Capital Support Agreement: 29,998,950.90 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Swedbank AB |
| | Investment Title: Swedbank AB 0.182700% |
| | CUSIP Member: 87019S-TP-9 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/23/15 |
| | Final Legal Investment Maturity Date: 6/23/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 15,000,000.00 |
| | Available For Sale Securities Amortized Cost: 14,998,350.00 |
| | Investment Owned Percent of Net Assets: 0.0131 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 14,998,750.05 |
| | Value of Security Excluding Value of Capital Support Agreement: 14,998,750.05 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Swedbank AB |
| | Investment Title: Swedbank AB 0.192900% |
| | CUSIP Member: 87019S-VE-1 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 8/14/15 |
| | Final Legal Investment Maturity Date: 8/14/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 10,000,000.00 |
| | Available For Sale Securities Amortized Cost: 9,996,094.00 |
| | Investment Owned Percent of Net Assets: 0.0087 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 9,996,706.10 |
| | Value of Security Excluding Value of Capital Support Agreement: 9,996,706.10 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Swedbank AB |
| | Investment Title: Swedbank AB 0.198000% |
| | CUSIP Member: 87019S-VK-7 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 8/19/15 |
| | Final Legal Investment Maturity Date: 8/19/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 25,000,000.00 |
| | Available For Sale Securities Amortized Cost: 24,989,302.00 |
| | Investment Owned Percent of Net Assets: 0.0218 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 24,990,661.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 24,990,661.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Tenderfoot Seasonal Housing LLC |
| | Investment Title: Tenderfoot Seasonal Housing LLC 0.240000% |
| | CUSIP Member: 88033V-AA-5 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/7/15 |
| | Final Legal Investment Maturity Date: 6/7/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: Bank of America NA |
| NRSRO Rating List: |
| NRSRO Rating: |
| RAN: n/a |
| R: n/a |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 5,700,000.00 |
| | Available For Sale Securities Amortized Cost: 5,700,000.00 |
| | Investment Owned Percent of Net Assets: 0.0050 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 5,700,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 5,700,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Tift County Development Authority |
| | Investment Title: Tift County Development Authority 0.230000% |
| | CUSIP Member: 886637-AA-5 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/7/15 |
| | Final Legal Investment Maturity Date: 6/7/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: Wells Fargo Bank NA |
| NRSRO Rating List: |
| NRSRO Rating: |
| RAN: n/a |
| R: n/a |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 2,600,000.00 |
| | Available For Sale Securities Amortized Cost: 2,600,000.00 |
| | Investment Owned Percent of Net Assets: 0.0023 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,600,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,600,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Toronto-Dominion Bank, New York |
| | Investment Title: Toronto-Dominion Bank, New York 0.180000% |
| | CUSIP Member: 89112U-6L-0 |
| | Investment Type Domain: Certificate of Deposit |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/12/15 |
| | Final Legal Investment Maturity Date: 6/12/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 9,000,000.00 |
| | Available For Sale Securities Amortized Cost: 9,000,000.00 |
| | Investment Owned Percent of Net Assets: 0.0078 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 9,000,335.79 |
| | Value of Security Excluding Value of Capital Support Agreement: 9,000,335.79 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Toronto-Dominion Bank, New York |
| | Investment Title: Toronto-Dominion Bank, New York 0.140000% |
| | CUSIP Member: 89113E-NH-5 |
| | Investment Type Domain: Certificate of Deposit |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/8/15 |
| | Final Legal Investment Maturity Date: 6/8/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 10,300,000.00 |
| | Available For Sale Securities Amortized Cost: 10,300,000.00 |
| | Investment Owned Percent of Net Assets: 0.0090 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 10,300,171.59 |
| | Value of Security Excluding Value of Capital Support Agreement: 10,300,171.59 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Toronto-Dominion Bank, New York |
| | Investment Title: Toronto-Dominion Bank, New York 0.140000% |
| | CUSIP Member: 89113E-NV-4 |
| | Investment Type Domain: Certificate of Deposit |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/11/15 |
| | Final Legal Investment Maturity Date: 6/11/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 10,000,000.00 |
| | Available For Sale Securities Amortized Cost: 10,000,000.00 |
| | Investment Owned Percent of Net Assets: 0.0087 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 10,000,205.80 |
| | Value of Security Excluding Value of Capital Support Agreement: 10,000,205.80 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Wells Fargo Bank NA |
| | Investment Title: Wells Fargo Bank NA 0.230000% |
| | CUSIP Member: 94988E-CC-0 |
| | Investment Type Domain: Certificate of Deposit |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/5/15 |
| | Final Legal Investment Maturity Date: 6/5/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 15,000,000.00 |
| | Available For Sale Securities Amortized Cost: 15,000,000.00 |
| | Investment Owned Percent of Net Assets: 0.0131 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 15,000,110.25 |
| | Value of Security Excluding Value of Capital Support Agreement: 15,000,110.25 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Wells Fargo Bank NA |
| | Investment Title: Wells Fargo Bank NA 0.270000% |
| | CUSIP Member: 94988E-E9-5 |
| | Investment Type Domain: Certificate of Deposit |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 8/7/15 |
| | Final Legal Investment Maturity Date: 8/7/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 15,000,000.00 |
| | Available For Sale Securities Amortized Cost: 15,000,000.00 |
| | Investment Owned Percent of Net Assets: 0.0131 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 15,001,656.75 |
| | Value of Security Excluding Value of Capital Support Agreement: 15,001,656.75 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Wells Fargo Bank NA |
| | Investment Title: Wells Fargo Bank NA 0.270000% |
| | CUSIP Member: 94988E-FW-3 |
| | Investment Type Domain: Certificate of Deposit |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 10/5/15 |
| | Final Legal Investment Maturity Date: 10/5/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 15,000,000.00 |
| | Available For Sale Securities Amortized Cost: 15,000,000.00 |
| | Investment Owned Percent of Net Assets: 0.0131 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 15,001,283.70 |
| | Value of Security Excluding Value of Capital Support Agreement: 15,001,283.70 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Wells Fargo Bank NA |
| | Investment Title: Wells Fargo Bank NA 0.280000% |
| | CUSIP Member: 94988E-GN-2 |
| | Investment Type Domain: Certificate of Deposit |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 11/10/15 |
| | Final Legal Investment Maturity Date: 11/10/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 10,000,000.00 |
| | Available For Sale Securities Amortized Cost: 10,000,000.00 |
| | Investment Owned Percent of Net Assets: 0.0087 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 10,000,456.30 |
| | Value of Security Excluding Value of Capital Support Agreement: 10,000,456.30 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Wells Fargo Securities LLC Joint Repurchase Agreement |
| | Investment Title: Wells Fargo Securities LLC Joint Repurchase Agreement 0.120000% |
| | Investment Identifier: WF0601A15 |
| | Investment Type Domain: Government Agency Repurchase Agreement |
| | Is Fund Treating as Acquisition Underlying Securities? Yes |
| | Repurchase Agreement List: |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Treasury |
| Investment Maturity Date: |
| Date: 5/26/16 |
| CR: 0.00 |
| Investment Type Domain: Treasury Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 34,142,800.00 |
| Cash Collateral for Borrowed Securities: 34,054,028.72 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Treasury |
| Investment Maturity Date: |
| Date: 11/15/16 |
| CR: 0.625000 |
| Investment Type Domain: Treasury Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 53,115,700.00 |
| Cash Collateral for Borrowed Securities: 53,244,546.56 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Treasury |
| Investment Maturity Date: |
| Date: 4/30/17 |
| CR: 0.084000 |
| Investment Type Domain: Treasury Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 65,701,500.00 |
| Cash Collateral for Borrowed Securities: 65,703,044.03 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Treasury |
| Investment Maturity Date: |
| Date: 11/15/41 |
| CR: 3.125000 |
| Investment Type Domain: Treasury Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 146,028,500.00 |
| Cash Collateral for Borrowed Securities: 153,001,632.30 |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/1/15 |
| | Final Legal Investment Maturity Date: 6/1/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 97,800,000.00 |
| | Available For Sale Securities Amortized Cost: 97,800,000.00 |
| | Investment Owned Percent of Net Assets: 0.0851 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 97,800,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 97,800,000.00 |
