| | | | | | | | | | | | | | | | | | | | | | |
EDGAR Submission
|
| Submission Type: N-MFP |
| Live-Test Flag: LIVE |
| Is This Electronic Copy of Paper Format? No |
| Document Period End Date: 3/31/16 |
| 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: Janus Capital Management LLC |
| 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: 33 |
| Dollar-Weighted Average Life Maturity: 33 |
| Available For Sale Securities Amortized Cost: 1,166,053,065.01 |
| Other Assets: 288,522.37 |
| Liabilities: 468,542.20 |
| Assets Net: 1,165,873,045.18 |
| Money Market Seven-Day Yield: 0.0046 |
| Series Shadow Price: |
| | Net Value Per Share Including Capital Support Agreement: 1.0000 |
| | Date Calculated for Net Value Per Share Including Capital Support Agreement: 3/31/16 |
| | Net Value Per Share Excluding Capital Support Agreement: 1.0000 |
| | Date Calculated for Net Value Per Share Excluding Capital Support Agreement: 3/31/16 |
| Class-Level Information List: |
| Class-Level Information: |
| | Class ID: C000028930 |
| | Min. Initial Investment: 2,500.00 |
| | Net Assets of Class: 214,030,664.79 |
| | Net Asset Value Per Share: 1.00 |
| | Net Shareholder Flow Activity for Month Ended: -406,740.34 |
| | Gross Subscriptions for Month Ended: 6,572,394.38 |
| | Gross Redemptions for Month Ended: 6,979,134.72 |
| | 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: 3/31/16 |
| | | Net Asset Value Per Share Excluding Capital Support Agreement: |
| Value: 1.0000 |
| Date As Of Which Value Was Calculated: 3/31/16 |
| Class-Level Information: |
| | Class ID: C000083519 |
| | Min. Initial Investment: 2,500.00 |
| | Net Assets of Class: 951,842,380.39 |
| | Net Asset Value Per Share: 1.00 |
| | Net Shareholder Flow Activity for Month Ended: -18,990,815.74 |
| | Gross Subscriptions for Month Ended: 26,590,979.55 |
| | Gross Redemptions for Month Ended: 45,581,795.29 |
| | Seven-Day Net Yield: 0.0000 |
| | Class Shadow Price: |
| | | Net Asset Value Per Share Including Capital Support Agreement: |
| Value: 1.0001 |
| Date As Of Which Value Was Calculated: 3/31/16 |
| | | Net Asset Value Per Share Excluding Capital Support Agreement: |
| Value: 1.0001 |
| Date As Of Which Value Was Calculated: 3/31/16 |
| Schedule of Portfolio Securities List: |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Australia & New Zealand Banking Group, Ltd. |
| | Investment Title: Australia & New Zealand Banking Group, Ltd. 0.561085% |
| | CUSIP Member: 05253A-E3-0 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 5/3/16 |
| | Final Legal Investment Maturity Date: 5/3/16 |
| | 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: 20,000,000.00 |
| | Available For Sale Securities Amortized Cost: 19,990,219.00 |
| | Investment Owned Percent of Net Assets: 0.0171 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 19,991,640.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 19,991,640.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: BNP Paribas, New York |
| | Investment Title: BNP Paribas, New York 0.392222% |
| | CUSIP Member: 09659B-D4-9 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/4/16 |
| | Final Legal Investment Maturity Date: 4/4/16 |
| | 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: 30,000,000.00 |
| | Available For Sale Securities Amortized Cost: 29,999,037.00 |
| | Investment Owned Percent of Net Assets: 0.0257 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 29,998,836.60 |
| | Value of Security Excluding Value of Capital Support Agreement: 29,998,836.60 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Breckenridge Terrace LLC |
| | Investment Title: Breckenridge Terrace LLC 0.480000% |
| | 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: 4/7/16 |
| | Final Legal Investment Maturity Date: 4/7/16 |
| | 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: 0.0128 |
| | 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 0.480000% |
| | 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: 4/7/16 |
| | Final Legal Investment Maturity Date: 4/7/16 |
| | 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: 0.0034 |
| | 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 0.600000% |
| | 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: 4/7/16 |
| | Final Legal Investment Maturity Date: 4/7/16 |
| | 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 0.540000% |
| | CUSIP Member: 13606A-NJ-3 |
| | Investment Type Domain: Certificate of Deposit |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/20/16 |
| | Final Legal Investment Maturity Date: 4/20/16 |
| | 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: 25,000,000.00 |
| | Available For Sale Securities Amortized Cost: 24,999,867.00 |
| | Investment Owned Percent of Net Assets: 0.0214 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 25,002,633.25 |
| | Value of Security Excluding Value of Capital Support Agreement: 25,002,633.25 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Canadian Imperial Bank of Commerce, New York |
| | Investment Title: Canadian Imperial Bank of Commerce, New York 0.410000% |
| | CUSIP Member: 13606A-RK-6 |
| | Investment Type Domain: Certificate of Deposit |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 5/5/16 |
| | Final Legal Investment Maturity Date: 5/5/16 |
| | 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: 30,000,000.00 |
| | Available For Sale Securities Amortized Cost: 30,000,000.00 |
| | Investment Owned Percent of Net Assets: 0.0257 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 30,000,432.60 |
| | Value of Security Excluding Value of Capital Support Agreement: 30,000,432.60 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Commonwealth Bank of Australia |
| | Investment Title: Commonwealth Bank of Australia 0.550891% |
| | CUSIP Member: 20272D-EX-4 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 5/31/16 |
| | Final Legal Investment Maturity Date: 5/31/16 |
| | 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: 7,000,000.00 |
| | Available For Sale Securities Amortized Cost: 6,993,699.00 |
| | Investment Owned Percent of Net Assets: 0.0060 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 6,995,421.58 |
| | Value of Security Excluding Value of Capital Support Agreement: 6,995,421.58 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Cooperatieve Rabobank UA, New York |
| | Investment Title: Cooperatieve Rabobank UA, New York 0.367299% |
| | CUSIP Member: 21687A-D1-8 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/1/16 |
| | Final Legal Investment Maturity Date: 4/1/16 |
| | 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: 35,000,000.00 |
| | Available For Sale Securities Amortized Cost: 35,000,000.00 |
| | Investment Owned Percent of Net Assets: 0.0300 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 34,999,677.30 |
| | Value of Security Excluding Value of Capital Support Agreement: 34,999,677.30 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Cooperatieve Rabobank UA, New York |
| | Investment Title: Cooperatieve Rabobank UA, New York 0.679205% |
| | CUSIP Member: 21687A-FT-5 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/27/16 |
| | Final Legal Investment Maturity Date: 6/27/16 |
| | 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: 14,000,000.00 |
| | Available For Sale Securities Amortized Cost: 13,977,491.00 |
| | Investment Owned Percent of Net Assets: 0.0120 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 13,981,691.08 |
| | Value of Security Excluding Value of Capital Support Agreement: 13,981,691.08 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Cooperatieve Rabobank UA, New York |
| | Investment Title: Cooperatieve Rabobank UA, New York 0.828548% |
| | CUSIP Member: 21687A-HJ-5 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 8/18/16 |
| | Final Legal Investment Maturity Date: 8/18/16 |
| | 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: 4,984,356.00 |
| | Investment Owned Percent of Net Assets: 0.0043 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 4,986,525.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 4,986,525.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: County of Eagle CO |
| | Investment Title: County of Eagle CO 0.480000% |
| | 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: 4/7/16 |
| | Final Legal Investment Maturity Date: 4/7/16 |
| | 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: 0.0078 |
| | 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 0.480000% |
| | 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: 4/7/16 |
| | Final Legal Investment Maturity Date: 4/7/16 |
| | 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: 0.0069 |
| | 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 Home Loan Bank Discount Notes |
| | Investment Title: Federal Home Loan Bank Discount Notes 0.511957% |
| | CUSIP Member: 313384-E9-6 |
| | Investment Type Domain: Government Agency Debt |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/7/16 |
| | Final Legal Investment Maturity Date: 9/7/16 |
| | 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: 14,000,000.00 |
| | Available For Sale Securities Amortized Cost: 13,968,460.00 |
| | Investment Owned Percent of Net Assets: 0.0120 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 13,974,030.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 13,974,030.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Federal Home Loan Bank Discount Notes |
| | Investment Title: Federal Home Loan Bank Discount Notes 0.370842% |
| | CUSIP Member: 313384-WS-4 |
| | Investment Type Domain: Government Agency Debt |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 5/11/16 |
| | Final Legal Investment Maturity Date: 5/11/16 |
| | 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: 21,500,000.00 |
| | Available For Sale Securities Amortized Cost: 21,491,159.00 |
| | Investment Owned Percent of Net Assets: 0.0184 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 21,493,786.50 |
| | Value of Security Excluding Value of Capital Support Agreement: 21,493,786.50 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Federal Home Loan Bank Discount Notes |
| | Investment Title: Federal Home Loan Bank Discount Notes 0.390955% |
| | CUSIP Member: 313384-XJ-3 |
| | Investment Type Domain: Government Agency Debt |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 5/27/16 |
| | Final Legal Investment Maturity Date: 5/27/16 |
| | 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: 15,000,000.00 |
| | Available For Sale Securities Amortized Cost: 14,990,898.00 |
| | Investment Owned Percent of Net Assets: 0.0129 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 14,993,940.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 14,993,940.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Goldman Sachs & Co. |
| | Investment Title: Goldman Sachs & Co. 0.300000% |
| | Investment Identifier: GS0401A16 |
| | 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: 3/15/22 |
| CR: 1.086200 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 0.06 |
| Cash Collateral for Borrowed Securities: 0.06 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 11/15/32 |
| CR: 4.948000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 1,500,558.00 |
| Cash Collateral for Borrowed Securities: 1,455,096.11 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 1/15/33 |
| CR: 4.948000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 1,855,965.00 |
| Cash Collateral for Borrowed Securities: 1,800,860.38 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 3/25/33 |
| CR: 4.948999 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 13,435,545.00 |
| Cash Collateral for Borrowed Securities: 13,414,628.39 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 12/20/40 |
| CR: 3.000000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 2,618,461.49 |
| Cash Collateral for Borrowed Securities: 2,688,543.29 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 5/15/41 |
| CR: 8.348000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 1,288,764.00 |
| Cash Collateral for Borrowed Securities: 1,383,531.16 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 5/1/42 |
| CR: 3.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 7,949,141.00 |
| Cash Collateral for Borrowed Securities: 8,342,021.12 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 1/15/43 |
| CR: 4.887999 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 23,596,050.00 |
| Cash Collateral for Borrowed Securities: 22,703,733.95 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 9/1/44 |
| CR: 4.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 45,310,405.78 |
| Cash Collateral for Borrowed Securities: 50,211,585.54 |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/1/16 |
| | Final Legal Investment Maturity Date: 4/1/16 |
| | 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: 100,000,000.00 |
| | Available For Sale Securities Amortized Cost: 100,000,000.00 |
| | Investment Owned Percent of Net Assets: 0.0858 |
| | 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 0-Side I LLC |
| | Investment Title: Hawkes 0-Side I LLC 0.430000% |
| | 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: 4/7/16 |
| | Final Legal Investment Maturity Date: 4/7/16 |
| | 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: 8,800,000.00 |
| | Available For Sale Securities Amortized Cost: 8,800,000.00 |
| | Investment Owned Percent of Net Assets: 0.0075 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 8,800,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 8,800,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: HSBC Bank PLC |
| | Investment Title: HSBC Bank PLC 0.508500% |
| | 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: 4,999,307.00 |
| | Investment Owned Percent of Net Assets: 0.0043 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 4,999,460.70 |
| | Value of Security Excluding Value of Capital Support Agreement: 4,999,460.70 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: HSBC Bank PLC |
| | Investment Title: HSBC Bank PLC 0.561088% |
| | CUSIP Member: 40433G-EB-9 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 5/11/16 |
| | Final Legal Investment Maturity Date: 5/11/16 |
| | 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: 15,000,000.00 |
| | Available For Sale Securities Amortized Cost: 14,990,830.00 |
| | Investment Owned Percent of Net Assets: 0.0129 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 14,992,432.05 |
| | Value of Security Excluding Value of Capital Support Agreement: 14,992,432.05 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: HSBC Bank PLC |
| | Investment Title: HSBC Bank PLC 0.859491% |
| | CUSIP Member: 40433G-HH-3 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 8/17/16 |
| | Final Legal Investment Maturity Date: 8/17/16 |
| | 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: 15,000,000.00 |
| | Available For Sale Securities Amortized Cost: 14,951,675.00 |
| | Investment Owned Percent of Net Assets: 0.0128 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 14,957,315.40 |
| | Value of Security Excluding Value of Capital Support Agreement: 14,957,315.40 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: HSBC Securities (USA), Inc. |
| | Investment Title: HSBC Securities (USA), Inc. 0.280000% |
| | Investment Identifier: HS0401A16 |
| | 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: 4/7/16 |
| CR: 0.00 |
| Investment Type Domain: Treasury Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 136,709,000.00 |
| Cash Collateral for Borrowed Securities: 136,707,631.10 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Treasury |
| Investment Maturity Date: |
| Date: 4/28/16 |
| CR: 0.00 |
| Investment Type Domain: Treasury Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 15,624,000.00 |
| Cash Collateral for Borrowed Securities: 15,622,280.89 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Treasury |
| Investment Maturity Date: |
| Date: 6/16/16 |
| CR: 0.00 |
| Investment Type Domain: Treasury Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 2,298,000.00 |
| Cash Collateral for Borrowed Securities: 2,297,195.57 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Treasury |
| Investment Maturity Date: |
| Date: 7/7/16 |
| CR: 0.00 |
| Investment Type Domain: Treasury Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 15,904,000.00 |
| Cash Collateral for Borrowed Securities: 15,894,775.48 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Treasury |
| Investment Maturity Date: |
| Date: 7/21/16 |
| CR: 0.00 |
| Investment Type Domain: Treasury Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 15,625,000.00 |
| Cash Collateral for Borrowed Securities: 15,612,499.79 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Treasury |
| Investment Maturity Date: |
| Date: 7/28/16 |
| CR: 0.00 |
| Investment Type Domain: Treasury Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 17,884,000.00 |
| Cash Collateral for Borrowed Securities: 17,866,473.33 |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/1/16 |
| | Final Legal Investment Maturity Date: 4/1/16 |
| | 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: 200,000,000.00 |
| | Available For Sale Securities Amortized Cost: 200,000,000.00 |
| | Investment Owned Percent of Net Assets: 0.1715 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 200,000,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 200,000,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Industrial Development Board of the City of Auburn |
| | Investment Title: Industrial Development Board of the City of Auburn 0.420000% |
| | 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: 4/7/16 |
| | Final Legal Investment Maturity Date: 4/7/16 |
| | 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: 4,350,000.00 |
| | Available For Sale Securities Amortized Cost: 4,350,000.00 |
| | Investment Owned Percent of Net Assets: 0.0037 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 4,350,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 4,350,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: J-Jay Properties LLC |
| | Investment Title: J-Jay Properties LLC 0.440000% |
| | 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: 4/7/16 |
| | Final Legal Investment Maturity Date: 4/7/16 |
| | 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: 3,400,000.00 |
| | Available For Sale Securities Amortized Cost: 3,400,000.00 |
| | Investment Owned Percent of Net Assets: 0.0029 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 3,400,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 3,400,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: JP Morgan Securities LLC |
| | Investment Title: JP Morgan Securities LLC 0.663773% |
| | CUSIP Member: 46640P-ET-6 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 5/27/16 |
| | Final Legal Investment Maturity Date: 5/27/16 |
| | 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: 25,000,000.00 |
| | Available For Sale Securities Amortized Cost: 24,974,706.00 |
| | Investment Owned Percent of Net Assets: 0.0214 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 24,983,137.50 |
| | Value of Security Excluding Value of Capital Support Agreement: 24,983,137.50 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: JP Morgan Securities LLC |
| | Investment Title: JP Morgan Securities LLC 0.828586% |
| | CUSIP Member: 46640P-H3-0 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 8/3/16 |
| | Final Legal Investment Maturity Date: 8/3/16 |
| | 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: 25,000,000.00 |
| | Available For Sale Securities Amortized Cost: 24,930,206.00 |
| | Investment Owned Percent of Net Assets: 0.0214 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 24,950,347.25 |
| | Value of Security Excluding Value of Capital Support Agreement: 24,950,347.25 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: JP Morgan Securities LLC |
| | Investment Title: JP Morgan Securities LLC 0.849194% |
| | CUSIP Member: 46640P-J6-1 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/6/16 |
| | Final Legal Investment Maturity Date: 9/6/16 |
| | 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: 4,981,781.00 |
| | Investment Owned Percent of Net Assets: 0.0043 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 4,985,425.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 4,985,425.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Kaneville Road Joint Venture, Inc. |
| | Investment Title: Kaneville Road Joint Venture, Inc. 0.420000% |
| | 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: 4/7/16 |
| | Final Legal Investment Maturity Date: 4/7/16 |
| | 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: 5,030,000.00 |
| | Available For Sale Securities Amortized Cost: 5,030,000.00 |
| | Investment Owned Percent of Net Assets: 0.0043 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 5,030,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 5,030,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Lush Properties LLC |
| | Investment Title: Lush Properties LLC 0.420000% |
| | 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: 4/7/16 |
| | Final Legal Investment Maturity Date: 4/7/16 |
| | 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: 0.0046 |
| | 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 0.438197% |
| | CUSIP Member: 56274L-D8-4 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/8/16 |
| | Final Legal Investment Maturity Date: 4/8/16 |
| | 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: 15,000,000.00 |
| | Available For Sale Securities Amortized Cost: 14,998,746.00 |
| | Investment Owned Percent of Net Assets: 0.0129 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 14,998,596.60 |
| | Value of Security Excluding Value of Capital Support Agreement: 14,998,596.60 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Manhattan Asset Funding Co. LLC |
| | Investment Title: Manhattan Asset Funding Co. LLC 0.468843% |
| | CUSIP Member: 56274L-DJ-0 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/18/16 |
| | Final Legal Investment Maturity Date: 4/18/16 |
| | 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: 25,000,000.00 |
| | Available For Sale Securities Amortized Cost: 24,994,569.00 |
| | Investment Owned Percent of Net Assets: 0.0214 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 24,994,625.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 24,994,625.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Mesivta Yeshiva Rabbi Chaim Berlin |
| | Investment Title: Mesivta Yeshiva Rabbi Chaim Berlin 0.432900% |
| | 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: 4/7/16 |
| | Final Legal Investment Maturity Date: 4/7/16 |
| | 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: 4,130,000.00 |
| | Available For Sale Securities Amortized Cost: 4,130,000.00 |
| | Investment Owned Percent of Net Assets: 0.0035 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 4,130,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 4,130,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Michael Dennis Sullivan Irrevocable Trust |
| | Investment Title: Michael Dennis Sullivan Irrevocable Trust 0.420000% |
| | 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: 4/7/16 |
| | Final Legal Investment Maturity Date: 4/7/16 |
| | 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: 0.0051 |
| | 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. 0.430000% |
| | CUSIP Member: 605279-FF-0 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/7/16 |
| | Final Legal Investment Maturity Date: 4/7/16 |
| | 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: 2,500,000.00 |
| | Available For Sale Securities Amortized Cost: 2,500,000.00 |
| | Investment Owned Percent of Net Assets: 0.0021 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,500,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,500,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Mississippi Business Finance Corp. |
| | Investment Title: Mississippi Business Finance Corp. 0.430000% |
| | 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: 4/7/16 |
| | Final Legal Investment Maturity Date: 4/7/16 |
| | 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: 0.0051 |
| | 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. 0.468900% |
| | CUSIP Member: 65409R-E3-0 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 5/3/16 |
| | Final Legal Investment Maturity Date: 5/3/16 |
| | 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: 18,000,000.00 |
| | Available For Sale Securities Amortized Cost: 17,992,639.00 |
| | Investment Owned Percent of Net Assets: 0.0154 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 17,992,607.94 |
| | Value of Security Excluding Value of Capital Support Agreement: 17,992,607.94 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Nieuw Amsterdam Receivables Corp. |
| | Investment Title: Nieuw Amsterdam Receivables Corp. 0.468978% |
| | CUSIP Member: 65409R-ED-8 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 5/13/16 |
| | Final Legal Investment Maturity Date: 5/13/16 |
| | 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: 20,000,000.00 |
| | Available For Sale Securities Amortized Cost: 19,989,265.00 |
| | Investment Owned Percent of Net Assets: 0.0171 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 19,988,652.80 |
| | Value of Security Excluding Value of Capital Support Agreement: 19,988,652.80 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Phenix City Downtown Redevelopment Authority |
| | Investment Title: Phenix City Downtown Redevelopment Authority 0.420000% |
| | 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: 4/7/16 |
| | Final Legal Investment Maturity Date: 4/7/16 |
| | 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: 4,630,000.00 |
| | Available For Sale Securities Amortized Cost: 4,630,000.00 |
| | Investment Owned Percent of Net Assets: 0.0040 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 4,630,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 4,630,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Phoenix Realty Special Account |
| | Investment Title: Phoenix Realty Special Account 0.440000% |
| | 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: 4/7/16 |
| | Final Legal Investment Maturity Date: 4/7/16 |
| | 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: 0.0014 |
| | 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: RBC Capital Markets Corp. Joint Repurchase Agreement |
| | Investment Title: RBC Capital Markets Corp. Joint Repurchase Agreement 0.270000% |
| | Investment Identifier: RC0401A16 |
| | 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: 5/1/26 |
| CR: 3.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 109,031.08 |
| Cash Collateral for Borrowed Securities: 115,520.78 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 6/1/28 |
| CR: 3.000000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 6,992,129.04 |
| Cash Collateral for Borrowed Securities: 7,328,130.88 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 9/1/28 |
| CR: 3.000000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 1,123,771.99 |
| Cash Collateral for Borrowed Securities: 1,177,439.87 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 9/1/30 |
| CR: 3.000000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 7,050,159.51 |
| Cash Collateral for Borrowed Securities: 7,377,406.77 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 11/1/30 |
| CR: 4.000000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 4,474,511.24 |
| Cash Collateral for Borrowed Securities: 4,794,837.90 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 5/1/32 |
| CR: 3.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 306,333.05 |
| Cash Collateral for Borrowed Securities: 324,681.53 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 9/1/33 |
| CR: 4.867000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 47,918.59 |
| Cash Collateral for Borrowed Securities: 52,032.78 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 2/1/34 |
| CR: 4.000000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 310,019.87 |
| Cash Collateral for Borrowed Securities: 335,050.66 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 11/1/34 |
| CR: 3.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 564,279.12 |
| Cash Collateral for Borrowed Securities: 596,937.43 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 12/1/34 |
| CR: 3.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 1,494,056.08 |
| Cash Collateral for Borrowed Securities: 1,580,475.59 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 9/1/35 |
| CR: 5.000000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 35,339.58 |
| Cash Collateral for Borrowed Securities: 39,212.35 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 2/1/36 |
| CR: 3.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 1,408,781.88 |
| Cash Collateral for Borrowed Securities: 1,497,007.01 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 4/1/36 |
| CR: 2.021999 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 1,044,155.33 |
| Cash Collateral for Borrowed Securities: 1,094,819.04 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 10/1/37 |
| CR: 2.508000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 2,445,260.94 |
| Cash Collateral for Borrowed Securities: 2,590,920.99 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 1/1/38 |
| CR: 2.431999 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 135,739.95 |
| Cash Collateral for Borrowed Securities: 142,791.46 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 3/1/40 |
| CR: 2.428999 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 378,761.09 |
| Cash Collateral for Borrowed Securities: 400,066.42 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 7/20/40 |
| CR: 2.250000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 9,914.49 |
| Cash Collateral for Borrowed Securities: 10,294.24 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 10/15/40 |
| CR: 4.000000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 10,452,966.32 |
| Cash Collateral for Borrowed Securities: 11,392,712.59 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 11/1/40 |
| CR: 2.537999 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 208,845.06 |
| Cash Collateral for Borrowed Securities: 220,576.86 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 4/1/41 |
| CR: 3.512000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 132,370.45 |
| Cash Collateral for Borrowed Securities: 139,780.63 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 4/1/41 |
| CR: 4.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 23,647.50 |
| Cash Collateral for Borrowed Securities: 25,889.73 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 6/1/41 |
| CR: 3.591000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 164,987.90 |
| Cash Collateral for Borrowed Securities: 174,071.07 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 7/1/41 |
| CR: 3.322000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 110,749.27 |
| Cash Collateral for Borrowed Securities: 117,106.98 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 9/1/41 |
| CR: 3.383999 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 95,212.86 |
| Cash Collateral for Borrowed Securities: 100,679.64 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 1/1/42 |
| CR: 2.553999 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 4,277,664.43 |
| Cash Collateral for Borrowed Securities: 4,534,701.15 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 2/1/42 |
| CR: 2.762999 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 24,442.60 |
| Cash Collateral for Borrowed Securities: 25,746.49 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 2/1/42 |
| CR: 3.277000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 181,830.35 |
| Cash Collateral for Borrowed Securities: 190,305.03 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 5/1/42 |
| CR: 2.335999 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 323,490.55 |
| Cash Collateral for Borrowed Securities: 339,877.73 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 5/1/42 |
| CR: 2.592000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 3,330,965.00 |
| Cash Collateral for Borrowed Securities: 3,456,091.08 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 6/1/42 |
| CR: 3.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 265,741.64 |
| Cash Collateral for Borrowed Securities: 279,577.11 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 9/1/42 |
| CR: 3.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 1,864,159.70 |
| Cash Collateral for Borrowed Securities: 1,956,318.14 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 11/20/42 |
| CR: 2.000000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 14,552.36 |
| Cash Collateral for Borrowed Securities: 13,958.51 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 2/1/43 |
| CR: 2.369000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 3,861.06 |
| Cash Collateral for Borrowed Securities: 3,959.57 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 2/25/43 |
| CR: 0.783000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 25,751.96 |
| Cash Collateral for Borrowed Securities: 25,439.38 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 6/1/43 |
| CR: 2.507000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 3,048,781.44 |
| Cash Collateral for Borrowed Securities: 3,129,273.24 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 10/20/43 |
| CR: 4.000000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 9,902,781.84 |
| Cash Collateral for Borrowed Securities: 10,619,761.56 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 11/20/43 |
| CR: 4.000000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 618,557.44 |
| Cash Collateral for Borrowed Securities: 663,479.55 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 2/1/44 |
| CR: 4.000000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 4,804,401.34 |
| Cash Collateral for Borrowed Securities: 5,224,711.13 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 2/1/44 |
| CR: 4.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 1,479,472.63 |
| Cash Collateral for Borrowed Securities: 1,641,200.35 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 3/1/44 |
| CR: 3.024000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 1,878.21 |
| Cash Collateral for Borrowed Securities: 1,965.76 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 5/1/44 |
| CR: 2.748000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 1,945,319.02 |
| Cash Collateral for Borrowed Securities: 2,043,747.63 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 5/1/44 |
| CR: 4.000000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 2,898,165.67 |
| Cash Collateral for Borrowed Securities: 3,121,092.58 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 5/1/44 |
| CR: 4.000000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 2,033,122.49 |
| Cash Collateral for Borrowed Securities: 2,189,507.87 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 5/1/44 |
| CR: 4.000000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 14,471.85 |
| Cash Collateral for Borrowed Securities: 15,566.28 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 7/1/44 |
| CR: 4.000000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 1,133,526.20 |
| Cash Collateral for Borrowed Securities: 1,225,490.76 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 7/1/44 |
| CR: 4.000000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 264,836.34 |
| Cash Collateral for Borrowed Securities: 285,491.53 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 7/20/44 |
| CR: 3.000000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 1,040,524.15 |
| Cash Collateral for Borrowed Securities: 1,078,533.70 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 3/20/45 |
| CR: 3.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 7,079,721.26 |
| Cash Collateral for Borrowed Securities: 7,501,332.68 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 3/20/45 |
| CR: 4.000000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 1,771,285.73 |
| Cash Collateral for Borrowed Securities: 1,898,841.56 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 4/20/45 |
| CR: 3.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 3,346,542.99 |
| Cash Collateral for Borrowed Securities: 3,545,834.46 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 5/1/45 |
| CR: 4.000000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 355,887.78 |
| Cash Collateral for Borrowed Securities: 383,324.48 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 6/1/45 |
| CR: 3.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 225,460.79 |
| Cash Collateral for Borrowed Securities: 236,817.54 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 6/1/45 |
| CR: 3.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 68,840.39 |
| Cash Collateral for Borrowed Securities: 72,307.99 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 7/20/45 |
| CR: 3.000000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 4,077,849.21 |
| Cash Collateral for Borrowed Securities: 4,244,549.61 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 8/1/45 |
| CR: 3.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 537,146.35 |
| Cash Collateral for Borrowed Securities: 566,182.83 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 9/20/45 |
| CR: 3.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 59,511.90 |
| Cash Collateral for Borrowed Securities: 63,055.91 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 10/20/45 |
| CR: 3.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 16,585,154.35 |
| Cash Collateral for Borrowed Securities: 17,572,826.49 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 11/1/45 |
| CR: 2.591000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 6,881.85 |
| Cash Collateral for Borrowed Securities: 7,102.93 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 12/1/45 |
| CR: 3.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 97,299.79 |
| Cash Collateral for Borrowed Securities: 102,200.98 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 1/1/46 |
| CR: 3.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 291,233.88 |
| Cash Collateral for Borrowed Securities: 305,903.78 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 1/1/46 |
| CR: 3.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 56,789.57 |
| Cash Collateral for Borrowed Securities: 59,650.14 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 1/20/46 |
| CR: 3.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 35,774.50 |
| Cash Collateral for Borrowed Securities: 37,358.49 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 2/1/46 |
| CR: 3.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 4,040,079.99 |
| Cash Collateral for Borrowed Securities: 4,243,585.73 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 2/1/46 |
| CR: 3.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 2,217,495.25 |
| Cash Collateral for Borrowed Securities: 2,342,284.27 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 2/1/46 |
| CR: 3.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 1,353,212.28 |
| Cash Collateral for Borrowed Securities: 1,432,697.73 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 2/1/46 |
| CR: 3.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 775,138.34 |
| Cash Collateral for Borrowed Securities: 814,183.52 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 2/1/46 |
| CR: 3.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 122,155.43 |
| Cash Collateral for Borrowed Securities: 128,308.59 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 2/1/46 |
| CR: 4.000000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 1,207,851.55 |
| Cash Collateral for Borrowed Securities: 1,314,934.94 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 2/1/46 |
| CR: 4.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 1,738,319.39 |
| Cash Collateral for Borrowed Securities: 1,942,968.41 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 3/1/46 |
| CR: 3.500000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 16,032,881.00 |
| Cash Collateral for Borrowed Securities: 16,840,483.94 |
| | | Repurchase Agreement: |
| Investment Issuer: U.S. Government Agencies |
| Investment Maturity Date: |
| Date: 3/1/46 |
| CR: 4.000000 |
| Investment Type Domain: Government Agency Debt |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 3,361,336.00 |
| Cash Collateral for Borrowed Securities: 3,649,023.78 |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/1/16 |
| | Final Legal Investment Maturity Date: 4/1/16 |
| | 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: 68,600,000.00 |
| | Available For Sale Securities Amortized Cost: 68,600,000.00 |
| | Investment Owned Percent of Net Assets: 0.0588 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 68,600,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 68,600,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: SSAB AB |
| | Investment Title: SSAB AB 0.420000% |
| | 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: 4/7/16 |
| | Final Legal Investment Maturity Date: 4/7/16 |
| | 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: 0.0043 |
| | 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 0.612315% |
| | CUSIP Member: 85324T-FA-9 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/10/16 |
| | Final Legal Investment Maturity Date: 6/10/16 |
| | 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: 20,000,000.00 |
| | Available For Sale Securities Amortized Cost: 19,976,663.00 |
| | Investment Owned Percent of Net Assets: 0.0171 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 19,977,635.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 19,977,635.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Standard Chartered Bank, New York |
| | Investment Title: Standard Chartered Bank, New York 0.612325% |
| | CUSIP Member: 85324T-FD-3 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/13/16 |
| | Final Legal Investment Maturity Date: 6/13/16 |
| | 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: 25,000,000.00 |
| | Available For Sale Securities Amortized Cost: 24,969,579.00 |
| | Investment Owned Percent of Net Assets: 0.0214 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 24,970,348.50 |
| | Value of Security Excluding Value of Capital Support Agreement: 24,970,348.50 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Standard Chartered Bank, New York |
| | Investment Title: Standard Chartered Bank, New York 0.632816% |
| | CUSIP Member: 85324T-FN-1 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/22/16 |
| | Final Legal Investment Maturity Date: 6/22/16 |
| | 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: 10,000,000.00 |
| | Available For Sale Securities Amortized Cost: 9,985,877.00 |
| | Investment Owned Percent of Net Assets: 0.0086 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 9,986,005.30 |
| | Value of Security Excluding Value of Capital Support Agreement: 9,986,005.30 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Sunroad Centrum Apartments 4 LP |
| | Investment Title: Sunroad Centrum Apartments 4 LP 0.480000% |
| | 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: 4/7/16 |
| | Final Legal Investment Maturity Date: 4/7/16 |
| | 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: 16,250,000.00 |
| | Available For Sale Securities Amortized Cost: 16,250,000.00 |
| | Investment Owned Percent of Net Assets: 0.0139 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 16,250,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 16,250,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Svenska Handelsbanken AB |
| | Investment Title: Svenska Handelsbanken AB 0.658598% |
| | CUSIP Member: 86960J-GB-5 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 7/11/16 |
| | Final Legal Investment Maturity Date: 7/11/16 |
| | 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: 30,000,000.00 |
| | Available For Sale Securities Amortized Cost: 29,945,705.00 |
| | Investment Owned Percent of Net Assets: 0.0257 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 29,949,339.90 |
| | Value of Security Excluding Value of Capital Support Agreement: 29,949,339.90 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Svenska Handelsbanken, New York |
| | Investment Title: Svenska Handelsbanken, New York 0.565000% |
| | CUSIP Member: 86958D-V5-8 |
| | Investment Type Domain: Certificate of Deposit |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/2/16 |
| | Final Legal Investment Maturity Date: 6/2/16 |
| | 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: 25,000,000.00 |
| | Available For Sale Securities Amortized Cost: 25,000,215.00 |
| | Investment Owned Percent of Net Assets: 0.0214 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 25,003,313.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 25,003,313.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Swedbank AB |
| | Investment Title: Swedbank AB 0.612474% |
| | CUSIP Member: 87019R-EQ-5 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 5/24/16 |
| | Final Legal Investment Maturity Date: 5/24/16 |
| | 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: 25,000,000.00 |
| | Available For Sale Securities Amortized Cost: 24,977,905.00 |
| | Investment Owned Percent of Net Assets: 0.0214 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 24,985,525.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 24,985,525.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Swedbank AB |
| | Investment Title: Swedbank AB 0.530412% |
| | CUSIP Member: 87019R-FM-3 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/21/16 |
| | Final Legal Investment Maturity Date: 6/21/16 |
| | 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: 20,000,000.00 |
| | Available For Sale Securities Amortized Cost: 19,976,598.00 |
| | Investment Owned Percent of Net Assets: 0.0171 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 19,978,907.80 |
| | Value of Security Excluding Value of Capital Support Agreement: 19,978,907.80 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Swedbank AB |
| | Investment Title: Swedbank AB 0.530443% |
| | CUSIP Member: 87019R-G5-9 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 7/5/16 |
| | Final Legal Investment Maturity Date: 7/5/16 |
| | 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: 4,993,139.00 |
| | Investment Owned Percent of Net Assets: 0.0043 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 4,993,173.35 |
| | Value of Security Excluding Value of Capital Support Agreement: 4,993,173.35 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Tenderfoot Seasonal Housing LLC |
| | Investment Title: Tenderfoot Seasonal Housing LLC 0.480000% |
| | 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: 4/7/16 |
| | Final Legal Investment Maturity Date: 4/7/16 |
| | 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: 0.0049 |
| | 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 0.480000% |
| | 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: 4/7/16 |
| | Final Legal Investment Maturity Date: 4/7/16 |
| | 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: 0.0022 |
| | 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 0.400000% |
| | CUSIP Member: 89113E-J3-1 |
| | Investment Type Domain: Certificate of Deposit |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/25/16 |
| | Final Legal Investment Maturity Date: 4/25/16 |
| | 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: 15,000,000.00 |
| | Available For Sale Securities Amortized Cost: 15,000,000.00 |
| | Investment Owned Percent of Net Assets: 0.0129 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 15,000,097.05 |
| | Value of Security Excluding Value of Capital Support Agreement: 15,000,097.05 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Toronto-Dominion Bank, New York |
| | Investment Title: Toronto-Dominion Bank, New York 0.700000% |
| | CUSIP Member: 89113E-Z2-5 |
| | Investment Type Domain: Certificate of Deposit |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/1/16 |
| | Final Legal Investment Maturity Date: 6/1/16 |
| | 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: 20,000,000.00 |
| | Available For Sale Securities Amortized Cost: 20,000,000.00 |
| | Investment Owned Percent of Net Assets: 0.0172 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 20,007,989.80 |
| | Value of Security Excluding Value of Capital Support Agreement: 20,007,989.80 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Victory Receivables Corp. |
| | Investment Title: Victory Receivables Corp. 0.468852% |
| | CUSIP Member: 92646K-DM-1 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/21/16 |
| | Final Legal Investment Maturity Date: 4/21/16 |
| | 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: 45,100,000.00 |
| | Available For Sale Securities Amortized Cost: 45,088,474.00 |
| | Investment Owned Percent of Net Assets: 0.0387 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 45,088,687.57 |
| | Value of Security Excluding Value of Capital Support Agreement: 45,088,687.57 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Wells Fargo Bank NA |
| | Investment Title: Wells Fargo Bank NA 0.440000% |
| | CUSIP Member: 94988E-KK-3 |
| | Investment Type Domain: Certificate of Deposit |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/12/16 |
| | Final Legal Investment Maturity Date: 4/12/16 |
| | 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: 10,000,000.00 |
| | Available For Sale Securities Amortized Cost: 10,000,000.00 |
| | Investment Owned Percent of Net Assets: 0.0086 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 9,999,663.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 9,999,663.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Wells Fargo Bank NA |
| | Investment Title: Wells Fargo Bank NA 0.540000% |
| | CUSIP Member: 94988E-LN-6 |
| | Investment Type Domain: Certificate of Deposit |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 5/9/16 |
| | Final Legal Investment Maturity Date: 5/9/16 |
| | 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: 20,000,000.00 |
| | Available For Sale Securities Amortized Cost: 20,000,000.00 |
| | Investment Owned Percent of Net Assets: 0.0172 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 19,998,998.60 |
| | Value of Security Excluding Value of Capital Support Agreement: 19,998,998.60 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Wells Fargo Bank NA |
| | Investment Title: Wells Fargo Bank NA 0.820000% |
| | CUSIP Member: 94988E-NK-0 |
| | Investment Type Domain: Certificate of Deposit |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 7/7/16 |
| | Final Legal Investment Maturity Date: 7/7/16 |
| | 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: 5,000,000.00 |
| | Investment Owned Percent of Net Assets: 0.0043 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 5,001,762.85 |
| | Value of Security Excluding Value of Capital Support Agreement: 5,001,762.85 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Wells Fargo Bank NA |
| | Investment Title: Wells Fargo Bank NA 0.800000% |
| | CUSIP Member: 94988E-QJ-0 |
| | Investment Type Domain: Certificate of Deposit |
| | Is Fund Treating as Acquisition Underlying Securities? No |
| | Rating: First Tier Security |
| | Investment Maturity Date: 8/1/16 |
| | Final Legal Investment Maturity Date: 8/1/16 |
| | 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: 20,000,000.00 |
| | Available For Sale Securities Amortized Cost: 20,000,000.00 |
| | Investment Owned Percent of Net Assets: 0.0172 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 20,003,684.40 |
| | Value of Security Excluding Value of Capital Support Agreement: 20,003,684.40 |
