| | | | | | | | | | | | | | | | | | | | | |
EDGAR Submission |
Submission Type: N-MFP |
Live-Test Flag: LIVE |
Is This Electronic Copy of Paper Format? No |
Document Period End Date: 2/28/15 |
Entity Central Index Key: 12601 |
Series ID: S000007665 |
Total Classes in Series: 2 |
Is This Final Filing? No |
Has Fund Acquired or Merged With Another Fund Since Last Filing? No |
Series-Level Information: |
| Contained File Information File Number: 002-35570 |
| Investment Adviser List: |
| | Adviser: |
| | | Adviser Name: Principal Management Corporation |
| | | Adviser File Number: 801-08144 |
| Sub-Adviser List: |
| | Sub-Adviser: |
| | | Adviser Name: Principal Global Investors, LLC |
| | | Adviser File Number: 801-55959 |
| Independent Public Accountant: |
| | Name: Ernst & Young LLP |
| | City: Minneapolis |
| | State: MN |
| Administrator List: |
| | Administrator: Principal Management Corporation |
| Transfer Agent List: |
| | Transfer Agent: |
| | | Name: Principal Shareholder Services Inc |
| | | Entity Central Index Key: 1020337 |
| | | File Number: 084-05657 |
| Is This Feeder Fund? No |
| Is This Master Fund? No |
| Is This Series Primarily Used to Fund Insurance Company Seperate Accounts? Yes |
| Investment Type Domain: Prime |
| Dollar-Weighted Average Portfolio Maturity: 50 |
| Dollar-Weighted Average Life Maturity: 55 |
| Available For Sale Securities Amortized Cost: 276,937,410.40 |
| Other Assets: 20,750.40 |
| Liabilities: 2,951,889.92 |
| Assets Net: 274,006,270.88 |
| Money Market Seven-Day Yield: 0.0018 |
| Series Shadow Price: |
| | Net Value Per Share Including Capital Support Agreement: 1.0000 |
| | Date Calculated for Net Value Per Share Including Capital Support Agreement: 2/28/15 |
| | Net Value Per Share Excluding Capital Support Agreement: 1.0000 |
| | Date Calculated for Net Value Per Share Excluding Capital Support Agreement: 2/28/15 |
Class-Level Information List: |
| Class-Level Information: |
| | Class ID: C000020913 |
| | Min. Initial Investment: 0.01 |
| | Net Assets of Class: 273,099,544.46 |
| | Net Asset Value Per Share: 1.00 |
| | Net Shareholder Flow Activity for Month Ended: 825,764.57 |
| | Gross Subscriptions for Month Ended: 12,902,087.57 |
| | Gross Redemptions for Month Ended: 12,076,323.00 |
| | 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: 2/28/15 |
| | | Net Asset Value Per Share Excluding Capital Support Agreement: |
| Value: 1.0000 |
| Date As Of Which Value Was Calculated: 2/28/15 |
| Class-Level Information: |
| | Class ID: C000038551 |
| | Min. Initial Investment: 0.01 |
| | Net Assets of Class: 906,726.42 |
| | Net Asset Value Per Share: 1.00 |
| | Net Shareholder Flow Activity for Month Ended: -24,478.22 |
| | Gross Subscriptions for Month Ended: 246,912.32 |
| | Gross Redemptions for Month Ended: 271,390.54 |
| | 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: 2/28/15 |
| | | Net Asset Value Per Share Excluding Capital Support Agreement: |
| Value: 1.0000 |
| Date As Of Which Value Was Calculated: 2/28/15 |
Schedule of Portfolio Securities List: |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Ally Auto Receivables Trust 2014-2 |
| | Investment Title: Ally Auto Receivables Trust 2014-2, 0.2% |
| | CUSIP Member: 02006W-AA-7 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 10/15/15 |
| | Final Legal Investment Maturity Date: 10/15/15 |
| | 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: 442,810.54 |
| | Available For Sale Securities Amortized Cost: 442,810.54 |
| | Investment Owned Percent of Net Assets: 0.0016 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 442,810.54 |
| | Value of Security Excluding Value of Capital Support Agreement: 442,810.54 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Ally Auto Receivables Trust 2014-SN2 |
| | Investment Title: Ally Auto Receivables Trust 2014-SN2, 0.25% |
| | CUSIP Member: 02006U-AA-1 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 10/20/15 |
| | Final Legal Investment Maturity Date: 10/20/15 |
| | 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: 583,649.99 |
| | Available For Sale Securities Amortized Cost: 583,649.99 |
| | Investment Owned Percent of Net Assets: 0.0021 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 583,649.99 |
| | Value of Security Excluding Value of Capital Support Agreement: 583,649.99 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Alpine Securitization Corp |
| | Investment Title: Alpine Securitization Corp, 0.26% |
| | CUSIP Member: 02086M-R1-4 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/1/15 |
| | Final Legal Investment Maturity Date: 4/1/15 |
| | 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: 2,100,000.00 |
| | Available For Sale Securities Amortized Cost: 2,099,529.83 |
| | Investment Owned Percent of Net Assets: 0.0077 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,099,529.83 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,099,529.83 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Alpine Securitization Corp |
| | Investment Title: Alpine Securitization Corp, 0.18% |
| | CUSIP Member: 02086M-RT-3 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/27/15 |
| | Final Legal Investment Maturity Date: 4/27/15 |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,430.00 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,430.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,430.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Alpine Securitization Corp |
| | Investment Title: Alpine Securitization Corp, 0.26% |
| | CUSIP Member: 02086M-T1-2 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,998,671.11 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,998,671.11 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,998,671.11 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: AmeriCredit Automobile Receivables 2015-1 |
| | Investment Title: AmeriCredit Automobile Receivables 2015-1, 0.3% |
| | CUSIP Member: 03065K-AA-9 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 1/8/16 |
| | Final Legal Investment Maturity Date: 1/8/16 |
| | 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: 1,169,673.71 |
| | Available For Sale Securities Amortized Cost: 1,169,673.71 |
| | Investment Owned Percent of Net Assets: 0.0043 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,169,673.71 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,169,673.71 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Anglesea Funding LLC |
| | Investment Title: Anglesea Funding LLC, 0.14% |
| | CUSIP Member: 0347M3-Q2-3 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/2/15 |
| | Final Legal Investment Maturity Date: 3/2/15 |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,992.22 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,992.22 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,992.22 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Army and Air Force Exchange Service |
| | Investment Title: Army and Air Force Exchange Service, 0.06% |
| | CUSIP Member: 04249L-Q2-5 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/2/15 |
| | Final Legal Investment Maturity Date: 3/2/15 |
| | 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: 4,000,000.00 |
| | Available For Sale Securities Amortized Cost: 3,999,993.33 |
| | Investment Owned Percent of Net Assets: 0.0146 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 3,999,993.33 |
| | Value of Security Excluding Value of Capital Support Agreement: 3,999,993.33 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: AXA Financial Inc |
| | Investment Title: AXA Financial Inc, 0.25% |
| | CUSIP Member: 05454K-S4-8 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 5/4/15 |
| | Final Legal Investment Maturity Date: 5/4/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: AXA SA |
| 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: 1,300,000.00 |
| | Available For Sale Securities Amortized Cost: 1,299,422.22 |
| | Investment Owned Percent of Net Assets: 0.0047 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,299,422.22 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,299,422.22 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Ball State University Foundation Inc |
| | Investment Title: Ball State University Foundation Inc, 0.08% |
| | CUSIP Member: 05850N-AA-7 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/2/15 |
| | Final Legal Investment Maturity Date: 3/2/15 |
| | Does Security Have Demand Feature? Yes |
| | Demand Feature Issuer List: |
| | | Demand Feature Issuer: |
| Investment Issuer: US Bank |
| NRSRO Rating List: |
| NRSROS Rating: |
| RAN: N/A |
| R: N/A |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 400,000.00 |
| | Available For Sale Securities Amortized Cost: 400,000.00 |
| | Investment Owned Percent of Net Assets: 0.0015 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 400,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 400,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Bank of America NA |
| | Investment Title: Bank of America NA, 0.21% |
| | CUSIP Member: 06052T-LH-1 |
| | Investment Type Domain: Certificate of Deposit |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/14/15 |
| | Final Legal Investment Maturity Date: 4/14/15 |
| | 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: 2,200,000.00 |
| | Available For Sale Securities Amortized Cost: 2,200,000.00 |
| | Investment Owned Percent of Net Assets: 0.0080 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,200,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,200,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Bank of America NA |
| | Investment Title: Bank of America NA, 0.19% |
| | CUSIP Member: 06052T-LJ-7 |
| | Investment Type Domain: Certificate of Deposit |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/17/15 |
| | Final Legal Investment Maturity Date: 3/17/15 |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 2,000,000.00 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,000,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,000,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Bank of America NA |
| | Investment Title: Bank of America NA, 0.2% |
| | CUSIP Member: 06052T-LW-8 |
| | Investment Type Domain: Certificate of Deposit |
| | Rating: First Tier Security |
| | Investment Maturity Date: 5/14/15 |
| | Final Legal Investment Maturity Date: 5/14/15 |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 2,000,000.00 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,000,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,000,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Bank of Nova Scotia/Houston |
| | Investment Title: Bank of Nova Scotia/Houston, 0.42% |
| | CUSIP Member: 06417D-2A-2 |
| | Investment Type Domain: Certificate of Deposit |
| | Rating: First Tier Security |
| | Investment Maturity Date: 5/11/15 |
| | Final Legal Investment Maturity Date: 3/10/16 |
| | 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: 1,400,000.00 |
| | Available For Sale Securities Amortized Cost: 1,400,000.00 |
| | Investment Owned Percent of Net Assets: 0.0051 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,400,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,400,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Bank of The West Auto Trust 2014-1 |
| | Investment Title: Bank of The West Auto Trust 2014-1, 0.25% |
| | CUSIP Member: 065604-AA-8 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 11/16/15 |
| | Final Legal Investment Maturity Date: 11/16/15 |
| | 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: 912,114.01 |
| | Available For Sale Securities Amortized Cost: 912,114.01 |
| | Investment Owned Percent of Net Assets: 0.0033 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 912,114.01 |
| | Value of Security Excluding Value of Capital Support Agreement: 912,114.01 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Bank of Tokyo-Mitsubishi UFJ Ltd/New York NY |
| | Investment Title: Bank of Tokyo-Mitsubishi UFJ Ltd/New York NY, 0.1% |
| | CUSIP Member: 06538C-Q6-1 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/6/15 |
| | Final Legal Investment Maturity Date: 3/6/15 |
| | 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: 1,800,000.00 |
| | Available For Sale Securities Amortized Cost: 1,799,975.00 |
| | Investment Owned Percent of Net Assets: 0.0066 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,799,975.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,799,975.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Bank of Tokyo-Mitsubishi UFJ Ltd/New York NY |
| | Investment Title: Bank of Tokyo-Mitsubishi UFJ Ltd/New York NY, 0.22% |
| | CUSIP Member: 06538C-RV-5 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/29/15 |
| | Final Legal Investment Maturity Date: 4/29/15 |
| | 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: 2,200,000.00 |
| | Available For Sale Securities Amortized Cost: 2,199,206.78 |
| | Investment Owned Percent of Net Assets: 0.0080 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,199,206.78 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,199,206.78 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Bank of Tokyo-Mitsubishi UFJ Ltd/New York NY |
| | Investment Title: Bank of Tokyo-Mitsubishi UFJ Ltd/New York NY, 0.24% |
| | CUSIP Member: 06538C-SN-2 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 5/22/15 |
| | Final Legal Investment Maturity Date: 5/22/15 |
| | 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: 1,000,000.00 |
| | Available For Sale Securities Amortized Cost: 999,453.34 |
| | Investment Owned Percent of Net Assets: 0.0036 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 999,453.34 |
| | Value of Security Excluding Value of Capital Support Agreement: 999,453.34 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Barclays Bank PLC |
| | Investment Title: Barclays Bank PLC, 0.19% |
| | CUSIP Member: 06742Q-3G-5 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/10/15 |
| | Final Legal Investment Maturity Date: 3/10/15 |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,905.00 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,905.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,905.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: BlackRock Liquidity Funds TempFund Portfolio |
| | Investment Title: BlackRock Liquidity Funds TempFund Portfolio, 0.05% |
| | CUSIP Member: 09248U-61-9 |
| | Investment Type Domain: Investment Company |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/2/15 |
| | Final Legal Investment Maturity Date: 3/2/15 |
| | 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: 5,000,000.00 |
| | Available For Sale Securities Amortized Cost: 5,000,000.00 |
| | Investment Owned Percent of Net Assets: 0.0182 |
| | 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: BNP Paribas Finance Inc |
| | Investment Title: BNP Paribas Finance Inc, 0.25% |
| | CUSIP Member: 0556N1-QC-0 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/12/15 |
| | Final Legal Investment Maturity Date: 3/12/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: BNP Paribas |
| 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: 2,200,000.00 |
| | Available For Sale Securities Amortized Cost: 2,199,831.94 |
| | Investment Owned Percent of Net Assets: 0.0080 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,199,831.94 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,199,831.94 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: BNP Paribas Finance Inc |
| | Investment Title: BNP Paribas Finance Inc, 0.23% |
| | CUSIP Member: 0556N1-S7-9 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 5/7/15 |
| | Final Legal Investment Maturity Date: 5/7/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: BNP Paribas |
| 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,143.89 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,143.89 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,143.89 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Brown-Forman Corp |
| | Investment Title: Brown-Forman Corp, 0.14% |
| | CUSIP Member: 11563W-Q2-4 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/2/15 |
| | Final Legal Investment Maturity Date: 3/2/15 |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,992.22 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,992.22 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,992.22 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: California Statewide Communities Development Authority |
| | Investment Title: California Statewide Communities Development Authority, 0.14% |
| | CUSIP Member: 13077V-4Z-2 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/6/15 |
| | Final Legal Investment Maturity Date: 3/6/15 |
| | Does Security Have Demand Feature? Yes |
| | Demand Feature Issuer List: |
| | | Demand Feature Issuer: |
| Investment Issuer: Fannie Mae |
| NRSRO Rating List: |
| NRSROS Rating: |
| RAN: N/A |
| R: N/A |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 250,000.00 |
| | Available For Sale Securities Amortized Cost: 250,000.00 |
| | Investment Owned Percent of Net Assets: 0.0009 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 250,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 250,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: CarMax Auto Owner Trust 2015-1 |
| | Investment Title: CarMax Auto Owner Trust 2015-1, 0.24% |
| | CUSIP Member: 14313W-AA-0 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/15/16 |
| | Final Legal Investment Maturity Date: 3/15/16 |
| | 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: 1,500,000.00 |
| | Available For Sale Securities Amortized Cost: 1,500,000.00 |
| | Investment Owned Percent of Net Assets: 0.0055 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,500,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,500,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Caterpillar Financial Services Corp |
| | Investment Title: Caterpillar Financial Services Corp, 0.13% |
| | CUSIP Member: 14912E-QA-8 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/10/15 |
| | Final Legal Investment Maturity Date: 3/10/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: Caterpillar Inc |
| 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,935.00 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,935.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,935.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Chrysler Capital Auto Receivables Trust 2014-B |
| | Investment Title: Chrysler Capital Auto Receivables Trust 2014-B, 0.2% |
| | CUSIP Member: 17119Y-AA-5 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 10/15/15 |
| | Final Legal Investment Maturity Date: 10/15/15 |
| | 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: 371,507.50 |
| | Available For Sale Securities Amortized Cost: 371,507.50 |
| | Investment Owned Percent of Net Assets: 0.0014 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 371,507.50 |
| | Value of Security Excluding Value of Capital Support Agreement: 371,507.50 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: CIT Equipment Collateral 2014-VT1 |
| | Investment Title: CIT Equipment Collateral 2014-VT1, 0.3% |
| | CUSIP Member: 12558G-AA-3 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 12/21/15 |
| | Final Legal Investment Maturity Date: 12/21/15 |
| | 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: 1,231,251.67 |
| | Available For Sale Securities Amortized Cost: 1,231,251.67 |
| | Investment Owned Percent of Net Assets: 0.0045 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,231,251.67 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,231,251.67 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: City of Colorado Springs CO Utilities System Revenue |
| | Investment Title: City of Colorado Springs CO Utilities System Revenue, 0.17% |
| | CUSIP Member: 196630-2Z-9 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/6/15 |
| | Final Legal Investment Maturity Date: 3/6/15 |
| | Does Security Have Demand Feature? Yes |
| | Demand Feature Issuer List: |
| | | Demand Feature Issuer: |
| Investment Issuer: Bank of New York Mellon |
| NRSRO Rating List: |
| NRSROS Rating: |
| RAN: N/A |
| R: N/A |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 1,600,000.00 |
| | Available For Sale Securities Amortized Cost: 1,600,000.00 |
| | Investment Owned Percent of Net Assets: 0.0058 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,600,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,600,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: City of Raleigh NC |
| | Investment Title: City of Raleigh NC, 0.17% |
| | CUSIP Member: 751093-FM-2 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/6/15 |
| | Final Legal Investment Maturity Date: 3/6/15 |
| | Does Security Have Demand Feature? Yes |
| | Demand Feature Issuer List: |
| | | Demand Feature Issuer: |
| Investment Issuer: Wells Fargo |
| NRSRO Rating List: |
| NRSROS Rating: |
| RAN: N/A |
| R: N/A |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 840,000.00 |
| | Available For Sale Securities Amortized Cost: 840,000.00 |
| | Investment Owned Percent of Net Assets: 0.0031 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 840,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 840,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Collateralized Commercial Paper Co LLC |
| | Investment Title: Collateralized Commercial Paper Co LLC, 0.22% |
| | CUSIP Member: 19422G-Q2-3 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/2/15 |
| | Final Legal Investment Maturity Date: 3/2/15 |
| | 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: 1,500,000.00 |
| | Available For Sale Securities Amortized Cost: 1,499,990.83 |
| | Investment Owned Percent of Net Assets: 0.0055 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,499,990.83 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,499,990.83 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Collateralized Commercial Paper Co LLC |
| | Investment Title: Collateralized Commercial Paper Co LLC, 0.2% |
| | CUSIP Member: 19422G-RT-3 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/27/15 |
| | Final Legal Investment Maturity Date: 4/27/15 |
| | 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: 1,700,000.00 |
| | Available For Sale Securities Amortized Cost: 1,699,461.67 |
| | Investment Owned Percent of Net Assets: 0.0062 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,699,461.67 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,699,461.67 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Collateralized Commercial Paper II Co LLC |
| | Investment Title: Collateralized Commercial Paper II Co LLC, 0.23% |
| | CUSIP Member: 19422D-R7-8 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/7/15 |
| | Final Legal Investment Maturity Date: 4/7/15 |
| | 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: 1,100,000.00 |
| | Available For Sale Securities Amortized Cost: 1,099,739.97 |
| | Investment Owned Percent of Net Assets: 0.0040 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,099,739.97 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,099,739.97 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Collateralized Commercial Paper II Co LLC |
| | Investment Title: Collateralized Commercial Paper II Co LLC, 0.2% |
| | CUSIP Member: 19422D-SN-2 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 5/22/15 |
| | Final Legal Investment Maturity Date: 5/22/15 |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,088.89 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,088.89 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,088.89 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Colorado Housing & Finance Authority |
| | Investment Title: Colorado Housing & Finance Authority, 0.11% |
| | CUSIP Member: 196479-MG-1 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/6/15 |
| | Final Legal Investment Maturity Date: 3/6/15 |
| | Does Security Have Demand Feature? Yes |
| | Demand Feature Issuer List: |
| | | Demand Feature Issuer: |
| Investment Issuer: Federal Home Loan Bank |
| NRSRO Rating List: |
| NRSROS Rating: |
| RAN: N/A |
| R: N/A |
| | Does Security Have Guarantee? No |
| | 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: 0.0029 |
| | 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: Corp Andina de Fomento |
| | Investment Title: Corp Andina de Fomento, 0.13% |
| | CUSIP Member: 2198X3-R1-7 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/1/15 |
| | Final Legal Investment Maturity Date: 4/1/15 |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,776.11 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,776.11 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,776.11 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: CRC Funding LLC |
| | Investment Title: CRC Funding LLC, 0.2% |
| | CUSIP Member: 12622V-QX-5 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/31/15 |
| | Final Legal Investment Maturity Date: 3/31/15 |
| | 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: 2,200,000.00 |
| | Available For Sale Securities Amortized Cost: 2,199,633.33 |
| | Investment Owned Percent of Net Assets: 0.0080 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,199,633.33 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,199,633.33 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Credit Suisse/New York NY |
| | Investment Title: Credit Suisse/New York NY, 0.26% |
| | CUSIP Member: 2254EB-Q6-1 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/6/15 |
| | Final Legal Investment Maturity Date: 3/6/15 |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,927.78 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,927.78 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,927.78 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Credit Suisse/New York NY |
| | Investment Title: Credit Suisse/New York NY, 0.26% |
| | CUSIP Member: 2254EB-RG-8 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/16/15 |
| | Final Legal Investment Maturity Date: 4/16/15 |
| | 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: 1,400,000.00 |
| | Available For Sale Securities Amortized Cost: 1,399,534.89 |
| | Investment Owned Percent of Net Assets: 0.0051 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,399,534.89 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,399,534.89 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Credit Suisse/New York NY |
| | Investment Title: Credit Suisse/New York NY, 0.26% |
| | CUSIP Member: 2254EB-RM-5 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/21/15 |
| | Final Legal Investment Maturity Date: 4/21/15 |
| | 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: 2,100,000.00 |
| | Available For Sale Securities Amortized Cost: 2,099,226.50 |
| | Investment Owned Percent of Net Assets: 0.0077 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,099,226.50 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,099,226.50 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Dealers Capital Access Trust Inc |
| | Investment Title: Dealers Capital Access Trust Inc, 0.27% |
| | CUSIP Member: 24023H-QG-3 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/16/15 |
| | Final Legal Investment Maturity Date: 3/16/15 |
| | 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: 2,300,000.00 |
| | Available For Sale Securities Amortized Cost: 2,299,741.25 |
| | Investment Owned Percent of Net Assets: 0.0084 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,299,741.25 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,299,741.25 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Dealers Capital Access Trust Inc |
| | Investment Title: Dealers Capital Access Trust Inc, 0.28% |
| | CUSIP Member: 24023H-QJ-7 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/18/15 |
| | Final Legal Investment Maturity Date: 3/18/15 |
| | 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: 2,300,000.00 |
| | Available For Sale Securities Amortized Cost: 2,299,695.89 |
| | Investment Owned Percent of Net Assets: 0.0084 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,299,695.89 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,299,695.89 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Dealers Capital Access Trust Inc |
| | Investment Title: Dealers Capital Access Trust Inc, 0.25% |
| | CUSIP Member: 24023H-QK-4 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/19/15 |
| | Final Legal Investment Maturity Date: 3/19/15 |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,750.00 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,750.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,750.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Dell Equipment Finance Trust 2014-1 |
| | Investment Title: Dell Equipment Finance Trust 2014-1, 0.26% |
| | CUSIP Member: 24702K-AA-4 |
| | Investment Type Domain: Other Note |
| | 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: 399,099.19 |
| | Available For Sale Securities Amortized Cost: 399,099.19 |
| | Investment Owned Percent of Net Assets: 0.0015 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 399,099.19 |
| | Value of Security Excluding Value of Capital Support Agreement: 399,099.19 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Deutsche Money Market Series |
| | Investment Title: Deutsche Money Market Series, 0.05% |
| | CUSIP Member: 23337T-20-1 |
| | Investment Type Domain: Investment Company |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/2/15 |
| | Final Legal Investment Maturity Date: 3/2/15 |
| | 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: 2,900,000.00 |
| | Available For Sale Securities Amortized Cost: 2,900,000.00 |
| | Investment Owned Percent of Net Assets: 0.0106 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,900,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,900,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: DNB Bank ASA |
| | Investment Title: DNB Bank ASA, 0.12% |
| | CUSIP Member: 2332K1-Q2-9 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/2/15 |
| | Final Legal Investment Maturity Date: 3/2/15 |
| | 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: 1,700,000.00 |
| | Available For Sale Securities Amortized Cost: 1,699,994.33 |
| | Investment Owned Percent of Net Assets: 0.0062 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,699,994.33 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,699,994.33 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: DNB Bank ASA |
| | Investment Title: DNB Bank ASA, 0.2% |
| | CUSIP Member: 2332K1-RU-6 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/28/15 |
| | Final Legal Investment Maturity Date: 4/28/15 |
| | 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: 2,200,000.00 |
| | Available For Sale Securities Amortized Cost: 2,199,291.11 |
| | Investment Owned Percent of Net Assets: 0.0080 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,199,291.11 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,199,291.11 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Emerson Electric Co |
| | Investment Title: Emerson Electric Co, 0.16% |
| | CUSIP Member: 29101B-Q4-7 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/4/15 |
| | Final Legal Investment Maturity Date: 3/4/15 |
| | 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: 2,100,000.00 |
| | Available For Sale Securities Amortized Cost: 2,099,972.00 |
| | Investment Owned Percent of Net Assets: 0.0077 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,099,972.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,099,972.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Enterprise Fleet Financing LLC |
| | Investment Title: Enterprise Fleet Financing LLC, 0.25% |
| | CUSIP Member: 29372E-BD-9 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 8/20/15 |
| | Final Legal Investment Maturity Date: 8/20/15 |
| | 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: 359,108.05 |
| | Available For Sale Securities Amortized Cost: 359,108.05 |
| | Investment Owned Percent of Net Assets: 0.0013 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 359,108.05 |
| | Value of Security Excluding Value of Capital Support Agreement: 359,108.05 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Ford Credit Auto Owner Trust 2014-C |
| | Investment Title: Ford Credit Auto Owner Trust 2014-C, 0.23% |
| | CUSIP Member: 34530P-AA-0 |
| | Investment Type Domain: Other Note |
| | 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: 853,420.73 |
| | Available For Sale Securities Amortized Cost: 853,420.73 |
| | Investment Owned Percent of Net Assets: 0.0031 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 853,420.73 |
| | Value of Security Excluding Value of Capital Support Agreement: 853,420.73 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: GDF Suez |
| | Investment Title: GDF Suez, 0.16% |
| | CUSIP Member: 36161B-Q2-3 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/2/15 |
| | Final Legal Investment Maturity Date: 3/2/15 |
| | 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: 2,200,000.00 |
| | Available For Sale Securities Amortized Cost: 2,199,990.22 |
| | Investment Owned Percent of Net Assets: 0.0080 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,199,990.22 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,199,990.22 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: GDF Suez |
| | Investment Title: GDF Suez, 0.18% |
| | CUSIP Member: 36161B-R2-2 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/2/15 |
| | Final Legal Investment Maturity Date: 4/2/15 |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,680.00 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,680.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,680.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: GDF Suez |
| | Investment Title: GDF Suez, 0.17% |
| | CUSIP Member: 36161B-RD-8 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/13/15 |
| | Final Legal Investment Maturity Date: 4/13/15 |
| | 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: 2,200,000.00 |
| | Available For Sale Securities Amortized Cost: 2,199,553.28 |
| | Investment Owned Percent of Net Assets: 0.0080 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,199,553.28 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,199,553.28 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: GE Equipment Midticket LLC Series 2014-1 |
| | Investment Title: GE Equipment Midticket LLC Series 2014-1, 0.2% |
| | CUSIP Member: 36163T-AA-1 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/22/15 |
| | Final Legal Investment Maturity Date: 9/22/15 |
| | 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: 180,435.53 |
| | Available For Sale Securities Amortized Cost: 180,435.53 |
| | Investment Owned Percent of Net Assets: 0.0007 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 180,435.53 |
| | Value of Security Excluding Value of Capital Support Agreement: 180,435.53 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: GE Equipment Small Ticket LLC Series 2014-1 |
| | Investment Title: GE Equipment Small Ticket LLC Series 2014-1, 0.25% |
| | CUSIP Member: 36163L-AA-8 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/24/15 |
| | Final Legal Investment Maturity Date: 4/24/15 |
| | 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: 27,594.09 |
| | Available For Sale Securities Amortized Cost: 27,594.09 |
| | Investment Owned Percent of Net Assets: 0.0001 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 27,594.09 |
| | Value of Security Excluding Value of Capital Support Agreement: 27,594.09 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: GE Equipment Transportation LLC Series 2015-1 |
| | Investment Title: GE Equipment Transportation LLC Series 2015-1, 0.25% |
| | CUSIP Member: 36164E-AA-3 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/23/16 |
| | Final Legal Investment Maturity Date: 3/23/16 |
| | 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: 1,410,000.00 |
| | Available For Sale Securities Amortized Cost: 1,410,000.00 |
| | Investment Owned Percent of Net Assets: 0.0051 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,410,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,410,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: GM Financial Automobile Leasing Trust 2014-2 |
| | Investment Title: GM Financial Automobile Leasing Trust 2014-2, 0.25% |
| | CUSIP Member: 38013Q-AA-5 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/21/15 |
| | Final Legal Investment Maturity Date: 9/21/15 |
| | 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: 29,221.68 |
| | Available For Sale Securities Amortized Cost: 29,221.68 |
| | Investment Owned Percent of Net Assets: 0.0001 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 29,221.68 |
| | Value of Security Excluding Value of Capital Support Agreement: 29,221.68 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Gotham Funding Corp |
| | Investment Title: Gotham Funding Corp, 0.15% |
| | CUSIP Member: 38346M-Q4-9 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/4/15 |
| | Final Legal Investment Maturity Date: 3/4/15 |
| | 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: 1,500,000.00 |
| | Available For Sale Securities Amortized Cost: 1,499,981.25 |
| | Investment Owned Percent of Net Assets: 0.0055 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,499,981.25 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,499,981.25 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Gotham Funding Corp |
| | Investment Title: Gotham Funding Corp, 0.15% |
| | CUSIP Member: 38346M-Q5-6 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/5/15 |
| | Final Legal Investment Maturity Date: 3/5/15 |
| | 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: 1,700,000.00 |
| | Available For Sale Securities Amortized Cost: 1,699,971.67 |
| | Investment Owned Percent of Net Assets: 0.0062 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,699,971.67 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,699,971.67 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Gotham Funding Corp |
| | Investment Title: Gotham Funding Corp, 0.15% |
| | CUSIP Member: 38346M-QC-1 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/12/15 |
| | Final Legal Investment Maturity Date: 3/12/15 |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,908.33 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,908.33 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,908.33 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Gotham Funding Corp |
| | Investment Title: Gotham Funding Corp, 0.16% |
| | CUSIP Member: 38346M-R9-7 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/9/15 |
| | Final Legal Investment Maturity Date: 4/9/15 |
| | 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: 1,400,000.00 |
| | Available For Sale Securities Amortized Cost: 1,399,757.33 |
| | Investment Owned Percent of Net Assets: 0.0051 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,399,757.33 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,399,757.33 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Harley-Davidson Motorcycle Trust 2015-1 |
| | Investment Title: Harley-Davidson Motorcycle Trust 2015-1, 0.25% |
| | CUSIP Member: 41284B-AA-4 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/16/16 |
| | Final Legal Investment Maturity Date: 2/16/16 |
| | 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: 1,081,309.22 |
| | Available For Sale Securities Amortized Cost: 1,081,309.22 |
| | Investment Owned Percent of Net Assets: 0.0039 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,081,309.22 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,081,309.22 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Housing Development Corp/NY |
| | Investment Title: Housing Development Corp/NY, 0.07% |
| | CUSIP Member: 64970H-BB-9 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/6/15 |
| | Final Legal Investment Maturity Date: 3/6/15 |
| | Does Security Have Demand Feature? Yes |
| | Demand Feature Issuer List: |
| | | Demand Feature Issuer: |
| Investment Issuer: Fannie Mae |
| NRSRO Rating List: |
| NRSROS Rating: |
| RAN: N/A |
| R: N/A |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 2,150,000.00 |
| | Available For Sale Securities Amortized Cost: 2,150,000.00 |
| | Investment Owned Percent of Net Assets: 0.0078 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,150,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,150,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Housing Development Corp/NY |
| | Investment Title: Housing Development Corp/NY, 0.07% |
| | CUSIP Member: 64970H-BG-8 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/6/15 |
| | Final Legal Investment Maturity Date: 3/6/15 |
| | Does Security Have Demand Feature? Yes |
| | Demand Feature Issuer List: |
| | | Demand Feature Issuer: |
| Investment Issuer: Freddie Mac |
| NRSRO Rating List: |
| NRSROS Rating: |
| RAN: N/A |
| R: N/A |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 1,320,000.00 |
| | Available For Sale Securities Amortized Cost: 1,320,000.00 |
| | Investment Owned Percent of Net Assets: 0.0048 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,320,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,320,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Hyundai Auto Receivables Trust 2015-A |
| | Investment Title: Hyundai Auto Receivables Trust 2015-A, 0.24% |
| | CUSIP Member: 44890W-AA-8 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 1/15/16 |
| | Final Legal Investment Maturity Date: 1/15/16 |
| | 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: 1,461,066.57 |
| | Available For Sale Securities Amortized Cost: 1,461,066.57 |
| | Investment Owned Percent of Net Assets: 0.0053 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,461,066.57 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,461,066.57 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Illinois Tool Works Inc |
| | Investment Title: Illinois Tool Works Inc, 0.1% |
| | CUSIP Member: 4523EM-Q2-2 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/2/15 |
| | Final Legal Investment Maturity Date: 3/2/15 |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,994.44 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,994.44 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,994.44 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Illinois Tool Works Inc |
| | Investment Title: Illinois Tool Works Inc, 0.09% |
| | CUSIP Member: 4523EM-Q9-7 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/9/15 |
| | Final Legal Investment Maturity Date: 3/9/15 |
| | 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: 1,800,000.00 |
| | Available For Sale Securities Amortized Cost: 1,799,964.00 |
| | Investment Owned Percent of Net Assets: 0.0066 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,799,964.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,799,964.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Illinois Tool Works Inc |
| | Investment Title: Illinois Tool Works Inc, 0.09% |
| | CUSIP Member: 4523EM-QD-8 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/13/15 |
| | Final Legal Investment Maturity Date: 3/13/15 |
| | 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: 2,200,000.00 |
| | Available For Sale Securities Amortized Cost: 2,199,934.00 |
| | Investment Owned Percent of Net Assets: 0.0080 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,199,934.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,199,934.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: ING US Funding LLC |
| | Investment Title: ING US Funding LLC, 0.22% |
| | CUSIP Member: 4497W1-S8-0 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 5/8/15 |
| | Final Legal Investment Maturity Date: 5/8/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: ING 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,168.89 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,168.89 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,168.89 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: ING US Funding LLC |
| | Investment Title: ING US Funding LLC, 0.24% |
| | CUSIP Member: 4497W1-T3-0 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | 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? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: ING 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,998,746.67 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,998,746.67 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,998,746.67 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: ING US Funding LLC |
| | Investment Title: ING US Funding LLC, 0.27% |
| | CUSIP Member: 4497W1-TC-0 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | 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? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: ING 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,998,455.00 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,998,455.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,998,455.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Intercontinental Exchange Inc |
| | Investment Title: Intercontinental Exchange Inc, 0.16% |
| | CUSIP Member: 45856X-Q2-6 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/2/15 |
| | Final Legal Investment Maturity Date: 3/2/15 |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,991.11 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,991.11 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,991.11 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Intercontinental Exchange Inc |
| | Investment Title: Intercontinental Exchange Inc, 0.16% |
| | CUSIP Member: 45856X-Q9-1 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/9/15 |
| | Final Legal Investment Maturity Date: 3/9/15 |
| | 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: 2,200,000.00 |
| | Available For Sale Securities Amortized Cost: 2,199,921.78 |
| | Investment Owned Percent of Net Assets: 0.0080 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,199,921.78 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,199,921.78 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Intercontinental Exchange Inc |
| | Investment Title: Intercontinental Exchange Inc, 0.17% |
| | CUSIP Member: 45856X-QC-4 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/12/15 |
| | Final Legal Investment Maturity Date: 3/12/15 |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,896.11 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,896.11 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,896.11 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Iowa Finance Authority |
| | Investment Title: Iowa Finance Authority, 0.1% |
| | CUSIP Member: 462467-CH-2 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/6/15 |
| | Final Legal Investment Maturity Date: 3/6/15 |
| | Does Security Have Demand Feature? Yes |
| | Demand Feature Issuer List: |
| | | Demand Feature Issuer: |
| Investment Issuer: FHLB 100%, Fannie Mae 78.25% and Ginnie Mae 21.75% |
| NRSRO Rating List: |
| NRSROS Rating: |
| RAN: N/A |
| R: N/A |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 500,000.00 |
| | Available For Sale Securities Amortized Cost: 500,000.00 |
| | Investment Owned Percent of Net Assets: 0.0018 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 500,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 500,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: John Deere Bank SA |
| | Investment Title: John Deere Bank SA, 0.14% |
| | CUSIP Member: 24423F-QG-3 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/16/15 |
| | Final Legal Investment Maturity Date: 3/16/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: John Deere Capital Corp |
| 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: 1,700,000.00 |
| | Available For Sale Securities Amortized Cost: 1,699,900.83 |
| | Investment Owned Percent of Net Assets: 0.0062 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,699,900.83 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,699,900.83 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: John Deere Bank SA |
| | Investment Title: John Deere Bank SA, 0.12% |
| | CUSIP Member: 24423F-QK-4 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/19/15 |
| | Final Legal Investment Maturity Date: 3/19/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: John Deere Capital Corp |
| 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,880.00 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,880.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,880.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: John Deere Capital Corp |
| | Investment Title: John Deere Capital Corp, 0.12% |
| | CUSIP Member: 24422M-Q6-1 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/6/15 |
| | Final Legal Investment Maturity Date: 3/6/15 |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,966.67 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,966.67 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,966.67 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: JP Morgan Securities LLC |
| | Investment Title: JP Morgan Securities LLC, 0.22% |
| | CUSIP Member: 46590E-QH-4 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/17/15 |
| | Final Legal Investment Maturity Date: 3/17/15 |
| | 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: 1,700,000.00 |
| | Available For Sale Securities Amortized Cost: 1,699,833.78 |
| | Investment Owned Percent of Net Assets: 0.0062 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,699,833.78 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,699,833.78 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: JP Morgan Securities LLC |
| | Investment Title: JP Morgan Securities LLC, 0.21% |
| | CUSIP Member: 46590E-QW-1 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/30/15 |
| | Final Legal Investment Maturity Date: 3/30/15 |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,661.67 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,661.67 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,661.67 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: JP Morgan Securities LLC |
| | Investment Title: JP Morgan Securities LLC, 0.3% |
| | CUSIP Member: 46640Q-VK-4 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | 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: 2,100,000.00 |
| | Available For Sale Securities Amortized Cost: 2,097,007.50 |
| | Investment Owned Percent of Net Assets: 0.0077 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,097,007.50 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,097,007.50 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: KFW |
| | Investment Title: KFW, 0.09% |
| | CUSIP Member: 48246U-Q2-5 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/2/15 |
| | Final Legal Investment Maturity Date: 3/2/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: Republic of Germany |
| 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: 5,999,985.00 |
| | Investment Owned Percent of Net Assets: 0.0219 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 5,999,985.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 5,999,985.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Kubota Credit Owner Trust 2015-1 |
| | Investment Title: Kubota Credit Owner Trust 2015-1, 0.27% |
| | CUSIP Member: 50116R-AA-4 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/16/16 |
| | Final Legal Investment Maturity Date: 2/16/16 |
| | 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: 1,025,264.19 |
| | Available For Sale Securities Amortized Cost: 1,025,264.19 |
| | Investment Owned Percent of Net Assets: 0.0037 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,025,264.19 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,025,264.19 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Liberty Street Funding LLC |
| | Investment Title: Liberty Street Funding LLC, 0.15% |
| | CUSIP Member: 53127U-QD-5 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/13/15 |
| | Final Legal Investment Maturity Date: 3/13/15 |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,900.00 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,900.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,900.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Liberty Street Funding LLC |
| | Investment Title: Liberty Street Funding LLC, 0.18% |
| | CUSIP Member: 53127U-RL-6 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/20/15 |
| | Final Legal Investment Maturity Date: 4/20/15 |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,500.00 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,500.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,500.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Liberty Street Funding LLC |
| | Investment Title: Liberty Street Funding LLC, 0.18% |
| | CUSIP Member: 53127U-RP-7 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/23/15 |
| | Final Legal Investment Maturity Date: 4/23/15 |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,470.00 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,470.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,470.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Luzerne County Industrial Development Authority |
| | Investment Title: Luzerne County Industrial Development Authority, 0.22% |
| | CUSIP Member: 550725-BZ-7 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/6/15 |
| | Final Legal Investment Maturity Date: 3/6/15 |
| | Does Security Have Demand Feature? Yes |
| | Demand Feature Issuer List: |
| | | Demand Feature Issuer: |
| Investment Issuer: Wells Fargo |
| NRSRO Rating List: |
| NRSROS Rating: |
| RAN: N/A |
| R: N/A |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 670,000.00 |
| | Available For Sale Securities Amortized Cost: 670,000.00 |
| | Investment Owned Percent of Net Assets: 0.0024 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 670,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 670,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Macquarie Equipment Funding Trust 2014-A |
| | Investment Title: Macquarie Equipment Funding Trust 2014-A, 0.26% |
| | CUSIP Member: 55610A-AA-1 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/21/15 |
| | Final Legal Investment Maturity Date: 9/21/15 |
| | 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: 596,277.83 |
| | Available For Sale Securities Amortized Cost: 596,277.83 |
| | Investment Owned Percent of Net Assets: 0.0022 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 596,277.83 |
| | Value of Security Excluding Value of Capital Support Agreement: 596,277.83 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Manhattan Asset Funding Co LLC |
| | Investment Title: Manhattan Asset Funding Co LLC, 0.19% |
| | CUSIP Member: 56274M-Q4-7 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/4/15 |
| | Final Legal Investment Maturity Date: 3/4/15 |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,968.33 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,968.33 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,968.33 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Manhattan Asset Funding Co LLC |
| | Investment Title: Manhattan Asset Funding Co LLC, 0.19% |
| | CUSIP Member: 56274M-RH-7 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/17/15 |
| | Final Legal Investment Maturity Date: 4/17/15 |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,503.89 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,503.89 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,503.89 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Manhattan Asset Funding Co LLC |
| | Investment Title: Manhattan Asset Funding Co LLC, 0.2% |
| | CUSIP Member: 56274M-RL-8 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/20/15 |
| | Final Legal Investment Maturity Date: 4/20/15 |
| | 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: 2,200,000.00 |
| | Available For Sale Securities Amortized Cost: 2,199,388.88 |
| | Investment Owned Percent of Net Assets: 0.0080 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,199,388.88 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,199,388.88 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Memorial Health System/IL |
| | Investment Title: Memorial Health System/IL, 0.06% |
| | CUSIP Member: 586016-AP-2 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/6/15 |
| | Final Legal Investment Maturity Date: 3/6/15 |
| | Does Security Have Demand Feature? Yes |
| | Demand Feature Issuer List: |
| | | Demand Feature Issuer: |
| Investment Issuer: JP Morgan Chase & Co |
| NRSRO Rating List: |
| NRSROS Rating: |
| RAN: N/A |
| R: N/A |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 200,000.00 |
| | Available For Sale Securities Amortized Cost: 200,000.00 |
| | Investment Owned Percent of Net Assets: 0.0007 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 200,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 200,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Mercedes Benz Auto Lease Trust 2015-A |
| | Investment Title: Mercedes Benz Auto Lease Trust 2015-A, 0.24% |
| | CUSIP Member: 58768L-AA-1 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 1/15/16 |
| | Final Legal Investment Maturity Date: 1/15/16 |
| | 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: 1,853,906.33 |
| | Available For Sale Securities Amortized Cost: 1,853,906.33 |
| | Investment Owned Percent of Net Assets: 0.0068 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,853,906.33 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,853,906.33 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Merrill Lynch Repurchase Agreement |
| | Investment Title: Merrill Lynch Repurchase Agreement, 0.05% |
| | Investment Identifier: RP022715L |
| | Entity Central Index Key: 65100 |
| | Investment Type Domain: Government Agency Repurchase Agreement |
| | Is Fund Treating as Acquisition Underlying Securities? Yes |
| | Repurchase Agreement List: |
| | | Repurchase Agreement: |
| Investment Issuer: US Treasury |
| Investment Maturity Date: |
| Date: 2/15/39 |
| CR: 0.000000 |
| Investment Type Domain: Treasury Debt |
| Category of Investment Desc |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 15,461,600.00 |
| Cash Collateral for Borrowed Securities: 8,236,548.94 |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/2/15 |
| | Final Legal Investment Maturity Date: 3/2/15 |
| | 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: 8,075,000.00 |
| | Available For Sale Securities Amortized Cost: 8,075,000.00 |
| | Investment Owned Percent of Net Assets: 0.0295 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 8,075,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 8,075,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: MetLife Inc |
| | Investment Title: MetLife Inc, 0.33% |
| | Investment Identifier: METFUND70 |
| | Entity Central Index Key: 937834 |
| | Investment Type Domain: Insurance Company Funding Agreement |
| | Rating: First Tier Security |
| | Investment Maturity Date: 5/15/15 |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 2,000,000.00 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? Yes |
| | Investment Owned at Fair Value: 2,000,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,000,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Minnesota Housing Finance Agency |
| | Investment Title: Minnesota Housing Finance Agency, 0.17% |
| | CUSIP Member: 60415N-M3-3 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/6/15 |
| | Final Legal Investment Maturity Date: 3/6/15 |
| | Does Security Have Demand Feature? Yes |
| | Demand Feature Issuer List: |
| | | Demand Feature Issuer: |
| Investment Issuer: Wells Fargo |
| NRSRO Rating List: |
| NRSROS Rating: |
| RAN: N/A |
| R: N/A |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 1,100,000.00 |
| | Available For Sale Securities Amortized Cost: 1,100,000.00 |
| | Investment Owned Percent of Net Assets: 0.0040 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,100,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,100,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Mitsubishi UFJ Trust & Banking Corp/NY |
| | Investment Title: Mitsubishi UFJ Trust & Banking Corp/NY, 0.23% |
| | CUSIP Member: 60682X-ST-4 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 5/27/15 |
| | Final Legal Investment Maturity Date: 5/27/15 |
| | 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: 1,800,000.00 |
| | Available For Sale Securities Amortized Cost: 1,798,999.50 |
| | Investment Owned Percent of Net Assets: 0.0066 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,798,999.50 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,798,999.50 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Mizuho Funding LLC |
| | Investment Title: Mizuho Funding LLC, 0.21% |
| | CUSIP Member: 60688G-Q5-9 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/5/15 |
| | Final Legal Investment Maturity Date: 3/5/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: Mizuho Corp Bank Ltd |
| 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,954.44 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,954.44 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,954.44 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Mizuho Funding LLC |
| | Investment Title: Mizuho Funding LLC, 0.13% |
| | CUSIP Member: 60688G-QB-6 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/11/15 |
| | Final Legal Investment Maturity Date: 3/11/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: Mizuho Corp Bank Ltd |
| 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,927.78 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,927.78 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,927.78 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Mizuho Funding LLC |
| | Investment Title: Mizuho Funding LLC, 0.25% |
| | CUSIP Member: 60688G-R6-6 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/6/15 |
| | Final Legal Investment Maturity Date: 4/6/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: Mizuho Corp Bank Ltd |
| 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: 2,200,000.00 |
| | Available For Sale Securities Amortized Cost: 2,199,450.00 |
| | Investment Owned Percent of Net Assets: 0.0080 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,199,450.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,199,450.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Morgan Stanley Institutional Liquidity Funds - Government Portfolio |
| | Investment Title: Morgan Stanley Institutional Liquidity Funds - Government Portfolio, 0.04% |
| | CUSIP Member: 61747C-70-7 |
| | Investment Type Domain: Investment Company |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/2/15 |
| | Final Legal Investment Maturity Date: 3/2/15 |
| | 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: 2,700,000.00 |
| | Available For Sale Securities Amortized Cost: 2,700,000.00 |
| | Investment Owned Percent of Net Assets: 0.0099 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,700,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,700,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: MUFG Union Bank NA |
| | Investment Title: MUFG Union Bank NA, 0.18% |
| | CUSIP Member: 62478Y-SB-5 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 5/11/15 |
| | Final Legal Investment Maturity Date: 5/11/15 |
| | 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: 2,300,000.00 |
| | Available For Sale Securities Amortized Cost: 2,299,183.50 |
| | Investment Owned Percent of Net Assets: 0.0084 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,299,183.50 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,299,183.50 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: New York Life Global |
| | Investment Title: New York Life Global, 0.22% |
| | Investment Identifier: FUNDNYL90 |
| | Entity Central Index Key: 71633 |
| | Investment Type Domain: Insurance Company Funding Agreement |
| | Rating: First Tier Security |
| | Investment Maturity Date: 5/3/15 |
| | Final Legal Investment Maturity Date: 7/24/15 |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 2,000,000.00 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? Yes |
| | Investment Owned at Fair Value: 2,000,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,000,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: New York State Housing Finance Agency |
| | Investment Title: New York State Housing Finance Agency, 0.07% |
| | CUSIP Member: 64986M-J6-3 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/6/15 |
| | Final Legal Investment Maturity Date: 3/6/15 |
| | Does Security Have Demand Feature? Yes |
| | Demand Feature Issuer List: |
| | | Demand Feature Issuer: |
| Investment Issuer: Fannie Mae |
| NRSRO Rating List: |
| NRSROS Rating: |
| RAN: N/A |
| R: N/A |
| | Does Security Have Guarantee? No |
| | 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: 0.0033 |
| | 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: New York State Housing Finance Agency |
| | Investment Title: New York State Housing Finance Agency, 0.07% |
| | CUSIP Member: 64986M-J8-9 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/6/15 |
| | Final Legal Investment Maturity Date: 3/6/15 |
| | Does Security Have Demand Feature? Yes |
| | Demand Feature Issuer List: |
| | | Demand Feature Issuer: |
| Investment Issuer: Freddie Mac |
| NRSRO Rating List: |
| NRSROS Rating: |
| RAN: N/A |
| R: N/A |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 1,300,000.00 |
| | Available For Sale Securities Amortized Cost: 1,300,000.00 |
| | Investment Owned Percent of Net Assets: 0.0047 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,300,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,300,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: New York State Housing Finance Agency |
| | Investment Title: New York State Housing Finance Agency, 0.19% |
| | CUSIP Member: 64986M-M3-6 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/6/15 |
| | Final Legal Investment Maturity Date: 3/6/15 |
| | Does Security Have Demand Feature? Yes |
| | Demand Feature Issuer List: |
| | | Demand Feature Issuer: |
| Investment Issuer: Fannie Mae |
| NRSRO Rating List: |
| NRSROS Rating: |
| RAN: N/A |
| R: N/A |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 1,700,000.00 |
| | Available For Sale Securities Amortized Cost: 1,700,000.00 |
| | Investment Owned Percent of Net Assets: 0.0062 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,700,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,700,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: New York State Housing Finance Agency |
| | Investment Title: New York State Housing Finance Agency, 0.09% |
| | CUSIP Member: 64986M-QR-9 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/6/15 |
| | Final Legal Investment Maturity Date: 3/6/15 |
| | Does Security Have Demand Feature? Yes |
| | Demand Feature Issuer List: |
| | | Demand Feature Issuer: |
| Investment Issuer: Fannie Mae |
| NRSRO Rating List: |
| NRSROS Rating: |
| RAN: N/A |
| R: N/A |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 1,560,000.00 |
| | Available For Sale Securities Amortized Cost: 1,560,000.00 |
| | Investment Owned Percent of Net Assets: 0.0057 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,560,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,560,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Nieuw Amsterdam Receivables Corp |
| | Investment Title: Nieuw Amsterdam Receivables Corp, 0.16% |
| | CUSIP Member: 65409S-R8-3 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/8/15 |
| | Final Legal Investment Maturity Date: 4/8/15 |
| | 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: 2,100,000.00 |
| | Available For Sale Securities Amortized Cost: 2,099,645.34 |
| | Investment Owned Percent of Net Assets: 0.0077 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,099,645.34 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,099,645.34 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Nieuw Amsterdam Receivables Corp |
| | Investment Title: Nieuw Amsterdam Receivables Corp, 0.15% |
| | CUSIP Member: 65409S-RF-7 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/15/15 |
| | Final Legal Investment Maturity Date: 4/15/15 |
| | 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: 2,100,000.00 |
| | Available For Sale Securities Amortized Cost: 2,099,606.25 |
| | Investment Owned Percent of Net Assets: 0.0077 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,099,606.25 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,099,606.25 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Nieuw Amsterdam Receivables Corp |
| | Investment Title: Nieuw Amsterdam Receivables Corp, 0.15% |
| | CUSIP Member: 65409S-RH-3 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/17/15 |
| | Final Legal Investment Maturity Date: 4/17/15 |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,608.34 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,608.34 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,608.34 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Nissan Auto Lease Trust 2014-B |
| | Investment Title: Nissan Auto Lease Trust 2014-B, 0.2% |
| | CUSIP Member: 65490B-AA-3 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 10/15/15 |
| | Final Legal Investment Maturity Date: 10/15/15 |
| | 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: 905,461.99 |
| | Available For Sale Securities Amortized Cost: 905,461.99 |
| | Investment Owned Percent of Net Assets: 0.0033 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 905,461.99 |
| | Value of Security Excluding Value of Capital Support Agreement: 905,461.99 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Nordea Bank AB |
| | Investment Title: Nordea Bank AB, 0.2% |
| | CUSIP Member: 65558G-QP-1 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/23/15 |
| | Final Legal Investment Maturity Date: 3/23/15 |
| | 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: 2,200,000.00 |
| | Available For Sale Securities Amortized Cost: 2,199,737.83 |
| | Investment Owned Percent of Net Assets: 0.0080 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,199,737.83 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,199,737.83 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Nordea Bank AB |
| | Investment Title: Nordea Bank AB, 0.15% |
| | CUSIP Member: 65558G-QR-7 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/25/15 |
| | Final Legal Investment Maturity Date: 3/25/15 |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,800.00 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,800.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,800.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Oglethorpe Power Corp |
| | Investment Title: Oglethorpe Power Corp, 0.16% |
| | CUSIP Member: 67705B-QB-1 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/11/15 |
| | Final Legal Investment Maturity Date: 3/11/15 |
| | 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: 1,100,000.00 |
| | Available For Sale Securities Amortized Cost: 1,099,951.11 |
| | Investment Owned Percent of Net Assets: 0.0040 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,099,951.11 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,099,951.11 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Oglethorpe Power Corp |
| | Investment Title: Oglethorpe Power Corp, 0.18% |
| | CUSIP Member: 67705B-QT-2 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/27/15 |
| | Final Legal Investment Maturity Date: 3/27/15 |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,740.00 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,740.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,740.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Ohio Higher Educational Facility Commission |
| | Investment Title: Ohio Higher Educational Facility Commission, 0.11% |
| | CUSIP Member: 67756B-VK-3 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/6/15 |
| | Final Legal Investment Maturity Date: 3/6/15 |
| | Does Security Have Demand Feature? Yes |
| | Demand Feature Issuer List: |
| | | Demand Feature Issuer: |
| Investment Issuer: US Bank |
| NRSRO Rating List: |
| NRSROS Rating: |
| RAN: N/A |
| R: N/A |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 1,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,000,000.00 |
| | Investment Owned Percent of Net Assets: 0.0036 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,000,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,000,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: PACCAR Financial Corp |
| | Investment Title: PACCAR Financial Corp, 0.1% |
| | CUSIP Member: 69372B-Q2-9 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/2/15 |
| | Final Legal Investment Maturity Date: 3/2/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? Yes |
| | Enhancements List: |
| | | Enhancement: |
| Type of Enhancement: Support Agreement |
| Enhancement Provider List: |
| Provider: |
| Enhancement Provider: PACCAR Inc |
| NRSRO Rating List: |
| NRSRO Rating: |
| RAN: N/A |
| R: N/A |
| | Investment Owned Balance Principal Amount: 1,800,000.00 |
| | Available For Sale Securities Amortized Cost: 1,799,995.00 |
| | Investment Owned Percent of Net Assets: 0.0066 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,799,995.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,799,995.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: PACCAR Financial Corp |
| | Investment Title: PACCAR Financial Corp, 0.08% |
| | CUSIP Member: 69372B-Q5-2 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/5/15 |
| | Final Legal Investment Maturity Date: 3/5/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? Yes |
| | Enhancements List: |
| | | Enhancement: |
| Type of Enhancement: Support Agreement |
| Enhancement Provider List: |
| Provider: |
| Enhancement Provider: PACCAR Inc |
| NRSRO Rating List: |
| NRSRO Rating: |
| RAN: N/A |
| R: N/A |
| | Investment Owned Balance Principal Amount: 1,500,000.00 |
| | Available For Sale Securities Amortized Cost: 1,499,986.67 |
| | Investment Owned Percent of Net Assets: 0.0055 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,499,986.67 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,499,986.67 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: PNC Bank NA |
| | Investment Title: PNC Bank NA, 0.28% |
| | CUSIP Member: 69349K-TN-0 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/22/15 |
| | Final Legal Investment Maturity Date: 6/22/15 |
| | 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: 1,600,000.00 |
| | Available For Sale Securities Amortized Cost: 1,598,593.78 |
| | Investment Owned Percent of Net Assets: 0.0058 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,598,593.78 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,598,593.78 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Prudential PLC |
| | Investment Title: Prudential PLC, 0.19% |
| | CUSIP Member: 7443M3-R7-1 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/7/15 |
| | Final Legal Investment Maturity Date: 4/7/15 |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,609.45 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,609.45 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,609.45 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Prudential PLC |
| | Investment Title: Prudential PLC, 0.15% |
| | CUSIP Member: 7443M3-R7-1 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/7/15 |
| | Final Legal Investment Maturity Date: 4/7/15 |
| | 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: 500,000.00 |
| | Available For Sale Securities Amortized Cost: 499,922.91 |
| | Investment Owned Percent of Net Assets: 0.0018 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 499,922.91 |
| | Value of Security Excluding Value of Capital Support Agreement: 499,922.91 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Questar Corp |
| | Investment Title: Questar Corp, 0.13% |
| | CUSIP Member: 74835K-Q6-1 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/6/15 |
| | Final Legal Investment Maturity Date: 3/6/15 |
| | 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: 1,500,000.00 |
| | Available For Sale Securities Amortized Cost: 1,499,972.92 |
| | Investment Owned Percent of Net Assets: 0.0055 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,499,972.92 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,499,972.92 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Questar Corp |
| | Investment Title: Questar Corp, 0.13% |
| | CUSIP Member: 74835K-QL-8 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/20/15 |
| | Final Legal Investment Maturity Date: 3/20/15 |
| | 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: 2,200,000.00 |
| | Available For Sale Securities Amortized Cost: 2,199,849.06 |
| | Investment Owned Percent of Net Assets: 0.0080 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,199,849.06 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,199,849.06 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Questar Corp |
| | Investment Title: Questar Corp, 0.11% |
| | CUSIP Member: 74835K-QP-9 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/23/15 |
| | Final Legal Investment Maturity Date: 3/23/15 |
| | 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: 1,700,000.00 |
| | Available For Sale Securities Amortized Cost: 1,699,885.73 |
| | Investment Owned Percent of Net Assets: 0.0062 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,699,885.73 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,699,885.73 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Reckitt Benckiser Treasury Services PLC |
| | Investment Title: Reckitt Benckiser Treasury Services PLC, 0.12% |
| | CUSIP Member: 7562E1-R8-9 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/8/15 |
| | Final Legal Investment Maturity Date: 4/8/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: Reckitt Benckiser Group |
| 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,746.67 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,746.67 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,746.67 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Regency Markets No. 1 LLC |
| | Investment Title: Regency Markets No. 1 LLC, 0.15% |
| | CUSIP Member: 7588R1-QL-2 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/20/15 |
| | Final Legal Investment Maturity Date: 3/20/15 |
| | 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: 2,200,000.00 |
| | Available For Sale Securities Amortized Cost: 2,199,825.83 |
| | Investment Owned Percent of Net Assets: 0.0080 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,199,825.83 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,199,825.83 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Regency Markets No. 1 LLC |
| | Investment Title: Regency Markets No. 1 LLC, 0.14% |
| | CUSIP Member: 7588R1-QR-9 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/25/15 |
| | Final Legal Investment Maturity Date: 3/25/15 |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,813.33 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,813.33 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,813.33 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Santander Drive Auto Receivables Trust 2014-5 |
| | Investment Title: Santander Drive Auto Receivables Trust 2014-5, 0.27% |
| | CUSIP Member: 80284A-AA-4 |
| | Investment Type Domain: Other Note |
| | 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: 834,428.27 |
| | Available For Sale Securities Amortized Cost: 834,428.27 |
| | Investment Owned Percent of Net Assets: 0.0030 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 834,428.27 |
| | Value of Security Excluding Value of Capital Support Agreement: 834,428.27 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Sheffield Receivables Corp |
| | Investment Title: Sheffield Receivables Corp, 0.13% |
| | CUSIP Member: 82124M-Q9-4 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/9/15 |
| | Final Legal Investment Maturity Date: 3/9/15 |
| | 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: 2,200,000.00 |
| | Available For Sale Securities Amortized Cost: 2,199,882.67 |
| | Investment Owned Percent of Net Assets: 0.0080 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,199,882.67 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,199,882.67 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Sheffield Receivables Corp |
| | Investment Title: Sheffield Receivables Corp, 0.15% |
| | CUSIP Member: 82124M-QD-5 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/13/15 |
| | Final Legal Investment Maturity Date: 3/13/15 |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,900.00 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,900.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,900.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Sheffield Receivables Corp |
| | Investment Title: Sheffield Receivables Corp, 0.18% |
| | CUSIP Member: 82124M-RA-0 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/10/15 |
| | Final Legal Investment Maturity Date: 4/10/15 |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,600.00 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,600.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,600.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Simon Property Group LP |
| | Investment Title: Simon Property Group LP, 0.12% |
| | CUSIP Member: 82880X-QP-8 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/23/15 |
| | Final Legal Investment Maturity Date: 3/23/15 |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,853.33 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,853.33 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,853.33 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Simon Property Group LP |
| | Investment Title: Simon Property Group LP, 0.17% |
| | CUSIP Member: 82880X-SD-3 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 5/13/15 |
| | Final Legal Investment Maturity Date: 5/13/15 |
| | 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: 2,200,000.00 |
| | Available For Sale Securities Amortized Cost: 2,199,241.61 |
| | Investment Owned Percent of Net Assets: 0.0080 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,199,241.61 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,199,241.61 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Skandinaviska Enskilda Banken AB |
| | Investment Title: Skandinaviska Enskilda Banken AB, 0.17% |
| | CUSIP Member: 83050U-S1-7 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 5/1/15 |
| | Final Legal Investment Maturity Date: 5/1/15 |
| | 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: 2,200,000.00 |
| | Available For Sale Securities Amortized Cost: 2,199,366.28 |
| | Investment Owned Percent of Net Assets: 0.0080 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,199,366.28 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,199,366.28 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Skandinaviska Enskilda Banken AB |
| | Investment Title: Skandinaviska Enskilda Banken AB, 0.23% |
| | CUSIP Member: 83050U-TK-4 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,998,594.44 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,998,594.44 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,998,594.44 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Societe Generale SA |
| | Investment Title: Societe Generale SA, 0.28% |
| | CUSIP Member: 83369C-Q3-1 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/3/15 |
| | Final Legal Investment Maturity Date: 3/3/15 |
| | 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: 2,100,000.00 |
| | Available For Sale Securities Amortized Cost: 2,099,967.33 |
| | Investment Owned Percent of Net Assets: 0.0077 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,099,967.33 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,099,967.33 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Societe Generale SA |
| | Investment Title: Societe Generale SA, 0.24% |
| | CUSIP Member: 83369C-QX-5 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/31/15 |
| | Final Legal Investment Maturity Date: 3/31/15 |
| | 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: 1,780,000.00 |
| | Available For Sale Securities Amortized Cost: 1,779,644.00 |
| | Investment Owned Percent of Net Assets: 0.0065 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,779,644.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,779,644.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: South Central Texas Industrial Development Corp |
| | Investment Title: South Central Texas Industrial Development Corp, 0.07% |
| | CUSIP Member: 837264-AA-8 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/6/15 |
| | Final Legal Investment Maturity Date: 3/6/15 |
| | Does Security Have Demand Feature? Yes |
| | Demand Feature Issuer List: |
| | | Demand Feature Issuer: |
| Investment Issuer: JP Morgan Chase & Co |
| NRSRO Rating List: |
| NRSROS Rating: |
| RAN: N/A |
| R: N/A |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 1,600,000.00 |
| | Available For Sale Securities Amortized Cost: 1,600,000.00 |
| | Investment Owned Percent of Net Assets: 0.0058 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,600,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,600,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Southern Co Funding Corp |
| | Investment Title: Southern Co Funding Corp, 0.31% |
| | CUSIP Member: 8426E3-Q3-4 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/3/15 |
| | Final Legal Investment Maturity Date: 3/3/15 |
| | 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: 1,700,000.00 |
| | Available For Sale Securities Amortized Cost: 1,699,970.72 |
| | Investment Owned Percent of Net Assets: 0.0062 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,699,970.72 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,699,970.72 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Southern Co Funding Corp |
| | Investment Title: Southern Co Funding Corp, 0.22% |
| | CUSIP Member: 8426E3-Q3-4 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/3/15 |
| | Final Legal Investment Maturity Date: 3/3/15 |
| | 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: 1,900,000.00 |
| | Available For Sale Securities Amortized Cost: 1,899,976.78 |
| | Investment Owned Percent of Net Assets: 0.0069 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,899,976.78 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,899,976.78 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Standard Chartered Bank/New York |
| | Investment Title: Standard Chartered Bank/New York, 0.2% |
| | CUSIP Member: 85324U-QB-2 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/11/15 |
| | Final Legal Investment Maturity Date: 3/11/15 |
| | 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: 2,200,000.00 |
| | Available For Sale Securities Amortized Cost: 2,199,877.78 |
| | Investment Owned Percent of Net Assets: 0.0080 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,199,877.78 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,199,877.78 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Standard Chartered Bank/New York |
| | Investment Title: Standard Chartered Bank/New York, 0.22% |
| | CUSIP Member: 85324U-RN-5 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/22/15 |
| | Final Legal Investment Maturity Date: 4/22/15 |
| | 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: 1,300,000.00 |
| | Available For Sale Securities Amortized Cost: 1,299,586.89 |
| | Investment Owned Percent of Net Assets: 0.0047 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,299,586.89 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,299,586.89 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Standard Chartered Bank/New York |
| | Investment Title: Standard Chartered Bank/New York, 0.26% |
| | CUSIP Member: 85324U-TJ-2 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/18/15 |
| | Final Legal Investment Maturity Date: 6/18/15 |
| | 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: 2,100,000.00 |
| | Available For Sale Securities Amortized Cost: 2,098,346.83 |
| | Investment Owned Percent of Net Assets: 0.0077 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,098,346.83 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,098,346.83 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: STIT - Liquid Assets Portfolio |
| | Investment Title: STIT - Liquid Assets Portfolio, 0.05% |
| | CUSIP Member: 825252-72-9 |
| | Investment Type Domain: Investment Company |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/2/15 |
| | Final Legal Investment Maturity Date: 3/2/15 |
| | 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: 4,100,000.00 |
| | Available For Sale Securities Amortized Cost: 4,100,000.00 |
| | Investment Owned Percent of Net Assets: 0.0150 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 4,100,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 4,100,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Sumitomo Mitsui Banking Corp |
| | Investment Title: Sumitomo Mitsui Banking Corp, 0.22% |
| | CUSIP Member: 86562L-QQ-8 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/24/15 |
| | Final Legal Investment Maturity Date: 3/24/15 |
| | 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: 2,200,000.00 |
| | Available For Sale Securities Amortized Cost: 2,199,690.78 |
| | Investment Owned Percent of Net Assets: 0.0080 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,199,690.78 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,199,690.78 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Sumitomo Mitsui Banking Corp |
| | Investment Title: Sumitomo Mitsui Banking Corp, 0.24% |
| | CUSIP Member: 86562L-R8-7 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/8/15 |
| | Final Legal Investment Maturity Date: 4/8/15 |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,493.33 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,493.33 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,493.33 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Sumitomo Mitsui Banking Corp |
| | Investment Title: Sumitomo Mitsui Banking Corp, 0.25% |
| | CUSIP Member: 86562L-RQ-7 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/24/15 |
| | Final Legal Investment Maturity Date: 4/24/15 |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,250.00 |
| | Investment Owned Percent of Net Assets: 0.0073 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,250.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,250.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Telstra Corp Ltd |
| | Investment Title: Telstra Corp Ltd, 0.22% |
| | CUSIP Member: 8796V5-QP-7 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/23/15 |
| | Final Legal Investment Maturity Date: 3/23/15 |
| | 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: 2,200,000.00 |
| | Available For Sale Securities Amortized Cost: 2,199,704.22 |
| | Investment Owned Percent of Net Assets: 0.0080 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,199,704.22 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,199,704.22 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Toyota Credit Canada Inc |
| | Investment Title: Toyota Credit Canada Inc, 0.17% |
| | CUSIP Member: 89232D-QJ-6 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/18/15 |
| | Final Legal Investment Maturity Date: 3/18/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? Yes |
| | Enhancements List: |
| | | Enhancement: |
| Type of Enhancement: Support Agreement |
| Enhancement Provider List: |
| Provider: |
| Enhancement Provider: Toyota Financial Services |
| NRSRO Rating List: |
| NRSRO Rating: |
| RAN: N/A |
| R: N/A |
| | Investment Owned Balance Principal Amount: 1,800,000.00 |
| | Available For Sale Securities Amortized Cost: 1,799,855.50 |
| | Investment Owned Percent of Net Assets: 0.0066 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,799,855.50 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,799,855.50 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: United Overseas Bank Ltd |
| | Investment Title: United Overseas Bank Ltd, 0.21% |
| | CUSIP Member: 91127Q-RD-3 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/13/15 |
| | Final Legal Investment Maturity Date: 4/13/15 |
| | 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: 2,200,000.00 |
| | Available For Sale Securities Amortized Cost: 2,199,448.17 |
| | Investment Owned Percent of Net Assets: 0.0080 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,199,448.17 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,199,448.17 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Village of Los Lunas NM |
| | Investment Title: Village of Los Lunas NM, 0.22% |
| | CUSIP Member: 545561-AB-8 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/6/15 |
| | Final Legal Investment Maturity Date: 3/6/15 |
| | Does Security Have Demand Feature? Yes |
| | Demand Feature Issuer List: |
| | | Demand Feature Issuer: |
| Investment Issuer: Wells Fargo |
| NRSRO Rating List: |
| NRSROS Rating: |
| RAN: N/A |
| R: N/A |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 1,200,000.00 |
| | Available For Sale Securities Amortized Cost: 1,200,000.00 |
| | Investment Owned Percent of Net Assets: 0.0044 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,200,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,200,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Volkswagen Auto Lease Trust |
| | Investment Title: Volkswagen Auto Lease Trust, 0.25% |
| | CUSIP Member: 92867V-AA-8 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/21/16 |
| | Final Legal Investment Maturity Date: 3/21/16 |
| | 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: 1,500,000.00 |
| | Available For Sale Securities Amortized Cost: 1,500,000.00 |
| | Investment Owned Percent of Net Assets: 0.0055 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,500,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,500,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Volkswagen Auto Loan Enhanced Trust 2014-2 |
| | Investment Title: Volkswagen Auto Loan Enhanced Trust 2014-2, 0.2% |
| | CUSIP Member: 92867T-AA-3 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 10/20/15 |
| | Final Legal Investment Maturity Date: 10/20/15 |
| | 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: 699,503.41 |
| | Available For Sale Securities Amortized Cost: 699,503.41 |
| | Investment Owned Percent of Net Assets: 0.0026 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 699,503.41 |
| | Value of Security Excluding Value of Capital Support Agreement: 699,503.41 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Washington State Housing Finance Commission |
| | Investment Title: Washington State Housing Finance Commission, 0.12% |
| | CUSIP Member: 93978L-AX-4 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/6/15 |
| | Final Legal Investment Maturity Date: 3/6/15 |
| | Does Security Have Demand Feature? Yes |
| | Demand Feature Issuer List: |
| | | Demand Feature Issuer: |
| Investment Issuer: Bank of America |
| NRSRO Rating List: |
| NRSROS Rating: |
| RAN: N/A |
| R: N/A |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 440,000.00 |
| | Available For Sale Securities Amortized Cost: 440,000.00 |
| | Investment Owned Percent of Net Assets: 0.0016 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 440,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 440,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Wells Fargo Bank NA |
| | Investment Title: Wells Fargo Bank NA, 0.39% |
| | CUSIP Member: 94985H-D2-7 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/23/15 |
| | Final Legal Investment Maturity Date: 3/21/16 |
| | 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: 1,800,000.00 |
| | Available For Sale Securities Amortized Cost: 1,800,000.00 |
| | Investment Owned Percent of Net Assets: 0.0066 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,800,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,800,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Wheels SPV 2 LLC |
| | Investment Title: Wheels SPV 2 LLC, 0.24% |
| | CUSIP Member: 96328D-AA-2 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 5/20/15 |
| | Final Legal Investment Maturity Date: 5/20/15 |
| | 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: 72,921.56 |
| | Available For Sale Securities Amortized Cost: 72,921.56 |
| | Investment Owned Percent of Net Assets: 0.0003 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 72,921.56 |
| | Value of Security Excluding Value of Capital Support Agreement: 72,921.56 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: World Omni Auto Receivables Trust 2014-B |
| | Investment Title: World Omni Auto Receivables Trust 2014-B, 0.23% |
| | CUSIP Member: 98160Q-AA-0 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 11/16/15 |
| | Final Legal Investment Maturity Date: 11/16/15 |
| | 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: 429,117.65 |
| | Available For Sale Securities Amortized Cost: 429,117.65 |
| | Investment Owned Percent of Net Assets: 0.0016 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 429,117.65 |
| | Value of Security Excluding Value of Capital Support Agreement: 429,117.65 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: World Omni Automobile Lease Securitization Trust 2014-A |
| | Investment Title: World Omni Automobile Lease Securitization Trust 2014-A, 0.2% |
| | CUSIP Member: 98161D-AA-8 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 10/9/15 |
| | Final Legal Investment Maturity Date: 10/9/15 |
| | 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: 361,023.53 |
| | Available For Sale Securities Amortized Cost: 361,023.53 |
| | Investment Owned Percent of Net Assets: 0.0013 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 361,023.53 |
| | Value of Security Excluding Value of Capital Support Agreement: 361,023.53 |