| | | | | | | | | | | | | | | | | | | | | | |
EDGAR Submission
|
| Submission Type: N-MFP |
| Live-Test Flag: LIVE |
| Is This Electronic Copy of Paper Format? No |
| Document Period End Date: 8/31/14 |
| 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: Chicago |
| | State: IL |
| 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: 47 |
| Dollar-Weighted Average Life Maturity: 56 |
| Available For Sale Securities Amortized Cost: 265,610,373.90 |
| Other Assets: 23,698.44 |
| Liabilities: 43,138.90 |
| Assets Net: 265,590,933.44 |
| Money Market Seven-Day Yield: 0.0016 |
| Series Shadow Price: |
| | Net Value Per Share Including Capital Support Agreement: 1.0000 |
| | Date Calculated for Net Value Per Share Including Capital Support Agreement: 8/31/14 |
| | Net Value Per Share Excluding Capital Support Agreement: 1.0000 |
| | Date Calculated for Net Value Per Share Excluding Capital Support Agreement: 8/31/14 |
| Class-Level Information List: |
| Class-Level Information: |
| | Class ID: C000020913 |
| | Min. Initial Investment: 0.01 |
| | Net Assets of Class: 264,773,973.74 |
| | Net Asset Value Per Share: 1.00 |
| | Net Shareholder Flow Activity for Month Ended: -4,961,545.52 |
| | Gross Subscriptions for Month Ended: 8,356,274.51 |
| | Gross Redemptions for Month Ended: 13,317,820.03 |
| | 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: 8/31/14 |
| | | Net Asset Value Per Share Excluding Capital Support Agreement: |
| Value: 1.0000 |
| Date As Of Which Value Was Calculated: 8/31/14 |
| Class-Level Information: |
| | Class ID: C000038551 |
| | Min. Initial Investment: 0.01 |
| | Net Assets of Class: 816,959.70 |
| | Net Asset Value Per Share: 1.00 |
| | Net Shareholder Flow Activity for Month Ended: -2,218.84 |
| | Gross Subscriptions for Month Ended: 0.00 |
| | Gross Redemptions for Month Ended: 2,218.84 |
| | 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: 8/31/14 |
| | | Net Asset Value Per Share Excluding Capital Support Agreement: |
| Value: 1.0000 |
| Date As Of Which Value Was Calculated: 8/31/14 |
| Schedule of Portfolio Securities List: |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Ally Auto Receivables Trust 2014-SN1 |
| | Investment Title: Ally Auto Receivables Trust 2014-SN1, 0.21% |
| | CUSIP Member: 02006N-AA-7 |
| | Investment Type Domain: Other Note |
| | 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: 171,140.25 |
| | Available For Sale Securities Amortized Cost: 171,140.25 |
| | Investment Owned Percent of Net Assets: 0.0006 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 171,140.25 |
| | Value of Security Excluding Value of Capital Support Agreement: 171,140.25 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Alpine Securitization Corp |
| | Investment Title: Alpine Securitization Corp, 0.18% |
| | CUSIP Member: 02086M-J3-9 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/3/14 |
| | Final Legal Investment Maturity Date: 9/3/14 |
| | 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: 1,899,981.00 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,899,981.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,899,981.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Alpine Securitization Corp |
| | Investment Title: Alpine Securitization Corp, 0.19% |
| | CUSIP Member: 02086M-J9-6 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/9/14 |
| | Final Legal Investment Maturity Date: 9/9/14 |
| | 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: 1,999,915.56 |
| | Investment Owned Percent of Net Assets: 0.0075 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,915.56 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,915.56 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Alpine Securitization Corp |
| | Investment Title: Alpine Securitization Corp, 0.19% |
| | CUSIP Member: 02086M-JP-0 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/23/14 |
| | Final Legal Investment Maturity Date: 9/23/14 |
| | 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: 1,699,802.61 |
| | Investment Owned Percent of Net Assets: 0.0064 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,699,802.61 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,699,802.61 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Alpine Securitization Corp |
| | Investment Title: Alpine Securitization Corp, 0.23% |
| | CUSIP Member: 02086M-LD-4 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 11/13/14 |
| | Final Legal Investment Maturity Date: 11/13/14 |
| | 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: 900,000.00 |
| | Available For Sale Securities Amortized Cost: 899,598.50 |
| | Investment Owned Percent of Net Assets: 0.0034 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 899,598.50 |
| | Value of Security Excluding Value of Capital Support Agreement: 899,598.50 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: AmeriCredit Automobile Receivables Trust 2014-2 |
| | Investment Title: AmeriCredit Automobile Receivables Trust 2014-2, 0.21% |
| | CUSIP Member: 03064V-AA-6 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/8/15 |
| | Final Legal Investment Maturity Date: 6/8/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 910,107.64 |
| | Available For Sale Securities Amortized Cost: 910,107.64 |
| | Investment Owned Percent of Net Assets: 0.0034 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 910,107.64 |
| | Value of Security Excluding Value of Capital Support Agreement: 910,107.64 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Anglesea Funding LLC |
| | Investment Title: Anglesea Funding LLC, 0.12% |
| | CUSIP Member: 0347M3-J4-7 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/4/14 |
| | Final Legal Investment Maturity Date: 9/4/14 |
| | 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: 1,999,980.00 |
| | Investment Owned Percent of Net Assets: 0.0075 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,980.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,980.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: ARI Fleet Lease Trust 2014-A |
| | Investment Title: ARI Fleet Lease Trust 2014-A, 0.25% |
| | CUSIP Member: 00214J-AA-8 |
| | Investment Type Domain: Other Note |
| | 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: 678,324.46 |
| | Available For Sale Securities Amortized Cost: 678,324.46 |
| | Investment Owned Percent of Net Assets: 0.0026 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 678,324.46 |
| | Value of Security Excluding Value of Capital Support Agreement: 678,324.46 |
| 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-J2-3 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/2/14 |
| | Final Legal Investment Maturity Date: 9/2/14 |
| | 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: 6,000,000.00 |
| | Available For Sale Securities Amortized Cost: 5,999,990.00 |
| | Investment Owned Percent of Net Assets: 0.0226 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 5,999,990.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 5,999,990.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Ball State University Foundation Inc |
| | Investment Title: Ball State University Foundation Inc, 0.09% |
| | CUSIP Member: 05850N-AA-7 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/2/14 |
| | Final Legal Investment Maturity Date: 9/2/14 |
| | 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, 0.19% |
| | CUSIP Member: 06052T-JG-6 |
| | Investment Type Domain: Certificate of Deposit |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/19/14 |
| | Final Legal Investment Maturity Date: 9/19/14 |
| | 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: 2,400,000.00 |
| | Available For Sale Securities Amortized Cost: 2,400,000.00 |
| | Investment Owned Percent of Net Assets: 0.0090 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,400,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,400,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Bank of America NA |
| | Investment Title: Bank of America NA, 0.20% |
| | CUSIP Member: 06052T-KB-5 |
| | Investment Type Domain: Certificate of Deposit |
| | Rating: First Tier Security |
| | Investment Maturity Date: 12/11/14 |
| | Final Legal Investment Maturity Date: 12/11/14 |
| | 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: 0.0075 |
| | 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, 0.20% |
| | CUSIP Member: 06052T-KC-3 |
| | Investment Type Domain: Certificate of Deposit |
| | Rating: First Tier Security |
| | Investment Maturity Date: 12/12/14 |
| | Final Legal Investment Maturity Date: 12/12/14 |
| | 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: 0.0075 |
| | 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, 0.39% |
| | CUSIP Member: 06417D-2A-2 |
| | Investment Type Domain: Certificate of Deposit |
| | Rating: First Tier Security |
| | Investment Maturity Date: 11/12/14 |
| | Final Legal Investment Maturity Date: 9/11/15 |
| | 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: 1,400,000.00 |
| | Available For Sale Securities Amortized Cost: 1,400,000.00 |
| | Investment Owned Percent of Net Assets: 0.0053 |
| | 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 Tokyo-Mitsubishi UFJ Ltd/New York NY |
| | Investment Title: Bank of Tokyo-Mitsubishi UFJ Ltd/New York NY, 0.18% |
| | CUSIP Member: 06538C-JB-8 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/11/14 |
| | Final Legal Investment Maturity Date: 9/11/14 |
| | 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: 0.0075 |
| | 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: Barclays Bank PLC |
| | Investment Title: Barclays Bank PLC, 0.22% |
| | CUSIP Member: 06741G-ZA-6 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/8/14 |
| | Final Legal Investment Maturity Date: 9/8/14 |
| | 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: 1,999,914.44 |
| | Investment Owned Percent of Net Assets: 0.0075 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,914.44 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,914.44 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Barclays US Funding Corp |
| | Investment Title: Barclays US Funding Corp, 0.22% |
| | CUSIP Member: 06741G-ZQ-1 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 10/22/14 |
| | Final Legal Investment Maturity Date: 10/22/14 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: Barclays 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: 1,999,376.67 |
| | Investment Owned Percent of Net Assets: 0.0075 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,376.67 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,376.67 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: BMW US Capital LLC |
| | Investment Title: BMW US Capital LLC, 0.09% |
| | CUSIP Member: 0556C3-J4-4 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/4/14 |
| | Final Legal Investment Maturity Date: 9/4/14 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: BMW AG |
| 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: 2,400,000.00 |
| | Available For Sale Securities Amortized Cost: 2,399,982.00 |
| | Investment Owned Percent of Net Assets: 0.0090 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,399,982.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,399,982.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: BNP Paribas Finance Inc |
| | Investment Title: BNP Paribas Finance Inc, 0.2% |
| | CUSIP Member: 0556N1-J4-6 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/4/14 |
| | Final Legal Investment Maturity Date: 9/4/14 |
| | 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: 2,300,000.00 |
| | Available For Sale Securities Amortized Cost: 2,299,961.67 |
| | Investment Owned Percent of Net Assets: 0.0087 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,299,961.67 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,299,961.67 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: BNP Paribas Finance Inc |
| | Investment Title: BNP Paribas Finance Inc, 0.21% |
| | CUSIP Member: 0556N1-J5-3 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/5/14 |
| | Final Legal Investment Maturity Date: 9/5/14 |
| | 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: 1,999,953.33 |
| | Investment Owned Percent of Net Assets: 0.0075 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,953.33 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,953.33 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: BNP Paribas Finance Inc |
| | Investment Title: BNP Paribas Finance Inc, 0.22% |
| | CUSIP Member: 0556N1-LS-0 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 11/26/14 |
| | Final Legal Investment Maturity Date: 11/26/14 |
| | 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: 1,998,948.89 |
| | Investment Owned Percent of Net Assets: 0.0075 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,998,948.89 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,998,948.89 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Brown-Forman Corp |
| | Investment Title: Brown-Forman Corp, 0.12% |
| | CUSIP Member: 11563W-JA-4 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/10/14 |
| | Final Legal Investment Maturity Date: 9/10/14 |
| | 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: 0.0083 |
| | 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: Brown-Forman Corp |
| | Investment Title: Brown-Forman Corp, 0.11% |
| | CUSIP Member: 11563W-JH-9 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/17/14 |
| | Final Legal Investment Maturity Date: 9/17/14 |
| | 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: 1,599,925.33 |
| | Investment Owned Percent of Net Assets: 0.0060 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,599,925.33 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,599,925.33 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: CAFCO LLC |
| | Investment Title: CAFCO LLC, 0.12% |
| | CUSIP Member: 12476F-J8-0 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/8/14 |
| | Final Legal Investment Maturity Date: 9/8/14 |
| | 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: 999,976.67 |
| | Investment Owned Percent of Net Assets: 0.0038 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 999,976.67 |
| | Value of Security Excluding Value of Capital Support Agreement: 999,976.67 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: CAFCO LLC |
| | Investment Title: CAFCO LLC, 0.14% |
| | CUSIP Member: 12476F-JR-8 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/25/14 |
| | Final Legal Investment Maturity Date: 9/25/14 |
| | 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: 0.0075 |
| | 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: CAFCO LLC |
| | Investment Title: CAFCO LLC, 0.17% |
| | CUSIP Member: 12476F-L3-8 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 11/3/14 |
| | Final Legal Investment Maturity Date: 11/3/14 |
| | 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: 2,400,000.00 |
| | Available For Sale Securities Amortized Cost: 2,399,286.00 |
| | Investment Owned Percent of Net Assets: 0.0090 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,399,286.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,399,286.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: California Statewide Communities Development Authority |
| | Investment Title: California Statewide Communities Development Authority, 0.13% |
| | CUSIP Member: 13077V-4Z-2 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/8/14 |
| | Final Legal Investment Maturity Date: 9/8/14 |
| | 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: Chrysler Capital Auto Receivables Trust 2014-A |
| | Investment Title: Chrysler Capital Auto Receivables Trust 2014-A, 0.2% |
| | CUSIP Member: 17119X-AA-7 |
| | Investment Type Domain: Other Note |
| | 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: 145,492.16 |
| | Available For Sale Securities Amortized Cost: 145,492.16 |
| | Investment Owned Percent of Net Assets: 0.0005 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 145,492.16 |
| | Value of Security Excluding Value of Capital Support Agreement: 145,492.16 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: CIT Equipment Collateral 2013-VT1 |
| | Investment Title: CIT Equipment Collateral 2013-VT1, 0.3% |
| | CUSIP Member: 12558D-AA-0 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 11/20/14 |
| | Final Legal Investment Maturity Date: 11/20/14 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 100,251.01 |
| | Available For Sale Securities Amortized Cost: 100,251.01 |
| | Investment Owned Percent of Net Assets: 0.0004 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 100,251.01 |
| | Value of Security Excluding Value of Capital Support Agreement: 100,251.01 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Citibank NA |
| | Investment Title: Citibank NA, 0.18% |
| | CUSIP Member: 17304U-WD-8 |
| | Investment Type Domain: Certificate of Deposit |
| | Rating: First Tier Security |
| | Investment Maturity Date: 10/20/14 |
| | Final Legal Investment Maturity Date: 10/20/14 |
| | 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: 0.0075 |
| | 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: City of Colorado Springs CO Utilities System Revenue |
| | Investment Title: City of Colorado Springs CO Utilities System Revenue, 0.15% |
| | CUSIP Member: 196630-2Z-9 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/8/14 |
| | Final Legal Investment Maturity Date: 9/8/14 |
| | 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: 1,600,000.00 |
| | Available For Sale Securities Amortized Cost: 1,600,000.00 |
| | Investment Owned Percent of Net Assets: 0.0060 |
| | 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, 0.15% |
| | CUSIP Member: 751093-FM-2 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/8/14 |
| | Final Legal Investment Maturity Date: 9/8/14 |
| | Does Security Have Demand Feature? Yes |
| | Demand Feature Issuer List: |
| | | Demand Feature Issuer: |
| Investment Issuer: Wachovia Bank NA |
| 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: 0.0032 |
| | 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: CNH Equipment Trust 2014-A |
| | Investment Title: CNH Equipment Trust 2014-A, 0.2% |
| | CUSIP Member: 12591B-AA-3 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/17/15 |
| | Final Legal Investment Maturity Date: 2/17/15 |
| | 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: 809,539.01 |
| | Available For Sale Securities Amortized Cost: 809,539.01 |
| | Investment Owned Percent of Net Assets: 0.0030 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 809,539.01 |
| | Value of Security Excluding Value of Capital Support Agreement: 809,539.01 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Collateralized Commercial Paper Co LLC |
| | Investment Title: Collateralized Commercial Paper Co LLC, 0.15% |
| | CUSIP Member: 19422G-K6-0 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 10/6/14 |
| | Final Legal Investment Maturity Date: 10/6/14 |
| | 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: 1,699,752.08 |
| | Investment Owned Percent of Net Assets: 0.0064 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,699,752.08 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,699,752.08 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Collateralized Commercial Paper Co LLC |
| | Investment Title: Collateralized Commercial Paper Co LLC, 0.2% |
| | CUSIP Member: 19422G-LQ-5 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 11/24/14 |
| | Final Legal Investment Maturity Date: 11/24/14 |
| | 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: 1,999,066.67 |
| | Investment Owned Percent of Net Assets: 0.0075 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,066.67 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,066.67 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Collateralized Commercial Paper Co LLC |
| | Investment Title: Collateralized Commercial Paper Co LLC, 0.2% |
| | CUSIP Member: 19422G-M5-0 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 12/5/14 |
| | Final Legal Investment Maturity Date: 12/5/14 |
| | 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: 1,998,944.44 |
| | Investment Owned Percent of Net Assets: 0.0075 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,998,944.44 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,998,944.44 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Colorado Housing & Finance Authority |
| | Investment Title: Colorado Housing & Finance Authority, 0.1% |
| | CUSIP Member: 196479-MG-1 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/8/14 |
| | Final Legal Investment Maturity Date: 9/8/14 |
| | 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: 900,000.00 |
| | Available For Sale Securities Amortized Cost: 900,000.00 |
| | Investment Owned Percent of Net Assets: 0.0034 |
| | 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: Corp Andina de Fomento |
| | Investment Title: Corp Andina de Fomento, 0.24% |
| | CUSIP Member: 2198X3-LE-5 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 11/14/14 |
| | Final Legal Investment Maturity Date: 11/14/14 |
| | 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: 2,198,914.67 |
| | Investment Owned Percent of Net Assets: 0.0083 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,198,914.67 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,198,914.67 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Credit Suisse/New York NY |
| | Investment Title: Credit Suisse/New York NY, 0.27% |
| | CUSIP Member: 2254EB-JF-9 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/15/14 |
| | Final Legal Investment Maturity Date: 9/15/14 |
| | 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: 1,799,811.00 |
| | Investment Owned Percent of Net Assets: 0.0068 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,799,811.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,799,811.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Credit Suisse/New York NY |
| | Investment Title: Credit Suisse/New York NY, 0.21% |
| | CUSIP Member: 2254EB-JH-5 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/17/14 |
| | Final Legal Investment Maturity Date: 9/17/14 |
| | 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: 0.0075 |
| | 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: Credit Suisse/New York NY |
| | Investment Title: Credit Suisse/New York NY, 0.22% |
| | CUSIP Member: 2254EB-L5-8 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 11/5/14 |
| | Final Legal Investment Maturity Date: 11/5/14 |
| | 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: 2,099,165.83 |
| | Investment Owned Percent of Net Assets: 0.0079 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,099,165.83 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,099,165.83 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Dealers Capital Access Trust Inc |
| | Investment Title: Dealers Capital Access Trust Inc, 0.21% |
| | CUSIP Member: 24023H-JC-0 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/12/14 |
| | Final Legal Investment Maturity Date: 9/12/14 |
| | 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: 1,999,871.67 |
| | Investment Owned Percent of Net Assets: 0.0075 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,871.67 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,871.67 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Dealers Capital Access Trust Inc |
| | Investment Title: Dealers Capital Access Trust Inc, 0.21% |
| | CUSIP Member: 24023H-JG-1 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/16/14 |
| | Final Legal Investment Maturity Date: 9/16/14 |
| | 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: 2,199,807.50 |
| | Investment Owned Percent of Net Assets: 0.0083 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,199,807.50 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,199,807.50 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Dealers Capital Access Trust Inc |
| | Investment Title: Dealers Capital Access Trust Inc, 0.21% |
| | CUSIP Member: 24023H-JP-1 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/23/14 |
| | Final Legal Investment Maturity Date: 9/23/14 |
| | 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: 1,999,743.34 |
| | Investment Owned Percent of Net Assets: 0.0075 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,743.34 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,743.34 |
| 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: 1,393,331.48 |
| | Available For Sale Securities Amortized Cost: 1,393,331.48 |
| | Investment Owned Percent of Net Assets: 0.0052 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,393,331.48 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,393,331.48 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Deutsche Bank Repurchase Agreement |
| | Investment Title: Deutsche Bank Repurchase Agreement, 0.05% |
| | Investment Identifier: RP082914G |
| | Entity Central Index Key: 800178 |
| | Investment Type Domain: Government Agency Repurchase Agreement |
| | Is Fund Treating as Acquisition Underlying Securities? Yes |
| | Repurchase Agreement List: |
| | | Repurchase Agreement: |
| Investment Issuer: Freddie Mac |
| Investment Maturity Date: |
| Date: 1/12/18 |
| CR: 0.750000 |
| Investment Type Domain: Government Agency Debt |
| Category of Investment Desc |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 13,505,000.00 |
| Cash Collateral for Borrowed Securities: 13,286,072.70 |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/2/14 |
| | Final Legal Investment Maturity Date: 9/2/14 |
| | 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: 13,025,000.00 |
| | Available For Sale Securities Amortized Cost: 13,025,000.00 |
| | Investment Owned Percent of Net Assets: 0.0490 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 13,025,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 13,025,000.00 |
| 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: 9/2/14 |
| | Final Legal Investment Maturity Date: 9/2/14 |
| | 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: 4,800,000.00 |
| | Available For Sale Securities Amortized Cost: 4,800,000.00 |
| | Investment Owned Percent of Net Assets: 0.0181 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 4,800,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 4,800,000.00 |
| 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: 1,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,000,000.00 |
| | Investment Owned Percent of Net Assets: 0.0038 |
| | 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: Fairway Finance LLC |
| | Investment Title: Fairway Finance LLC, 0.14% |
| | CUSIP Member: 30601W-K8-1 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 10/8/14 |
| | Final Legal Investment Maturity Date: 10/8/14 |
| | 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: 1,299,812.94 |
| | Investment Owned Percent of Net Assets: 0.0049 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,299,812.94 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,299,812.94 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Fairway Finance LLC |
| | Investment Title: Fairway Finance LLC, 0.14% |
| | CUSIP Member: 30601W-K9-9 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 10/9/14 |
| | Final Legal Investment Maturity Date: 10/9/14 |
| | 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: 2,199,674.89 |
| | Investment Owned Percent of Net Assets: 0.0083 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,199,674.89 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,199,674.89 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Fifth Third Auto Trust 2014-1 |
| | Investment Title: Fifth Third Auto Trust 2014-1, 0.2% |
| | CUSIP Member: 31679J-AA-1 |
| | Investment Type Domain: Other Note |
| | 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: 218,548.35 |
| | Available For Sale Securities Amortized Cost: 218,548.35 |
| | Investment Owned Percent of Net Assets: 0.0008 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 218,548.35 |
| | Value of Security Excluding Value of Capital Support Agreement: 218,548.35 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: GDF Suez |
| | Investment Title: GDF Suez, 0.19% |
| | CUSIP Member: 36161B-K6-0 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 10/6/14 |
| | Final Legal Investment Maturity Date: 10/6/14 |
| | 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: 1,899,649.03 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,899,649.03 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,899,649.03 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: GDF Suez |
| | Investment Title: GDF Suez, 0.2% |
| | CUSIP Member: 36161B-KE-3 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 10/14/14 |
| | Final Legal Investment Maturity Date: 10/14/14 |
| | 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: 1,999,522.22 |
| | Investment Owned Percent of Net Assets: 0.0075 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,522.22 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,522.22 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: GDF Suez |
| | Investment Title: GDF Suez, 0.16% |
| | CUSIP Member: 36161B-KT-0 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 10/27/14 |
| | Final Legal Investment Maturity Date: 10/27/14 |
| | 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: 1,699,576.89 |
| | Investment Owned Percent of Net Assets: 0.0064 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,699,576.89 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,699,576.89 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: GDF Suez |
| | Investment Title: GDF Suez, 0.21% |
| | CUSIP Member: 36161B-LJ-1 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 11/18/14 |
| | Final Legal Investment Maturity Date: 11/18/14 |
| | 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: 1,099,499.50 |
| | Investment Owned Percent of Net Assets: 0.0041 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,099,499.50 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,099,499.50 |
| 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: 497,956.94 |
| | Available For Sale Securities Amortized Cost: 497,956.94 |
| | Investment Owned Percent of Net Assets: 0.0019 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 497,956.94 |
| | Value of Security Excluding Value of Capital Support Agreement: 497,956.94 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: GE Equipment Transportation LLC Series 2014-1 |
| | Investment Title: GE Equipment Transportation LLC Series 2014-1, 0.2% |
| | CUSIP Member: 36163N-AA-4 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/23/15 |
| | Final Legal Investment Maturity Date: 6/23/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 1,055,459.53 |
| | Available For Sale Securities Amortized Cost: 1,055,459.53 |
| | Investment Owned Percent of Net Assets: 0.0040 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,055,459.53 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,055,459.53 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: GM Financial Automobile Leasing Trust 2014-1 |
| | Investment Title: GM Financial Automobile Leasing Trust 2014-1, 0.25% |
| | CUSIP Member: 361894-AA-6 |
| | Investment Type Domain: Other Note |
| | 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: 228,599.97 |
| | Available For Sale Securities Amortized Cost: 228,599.97 |
| | Investment Owned Percent of Net Assets: 0.0009 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 228,599.97 |
| | Value of Security Excluding Value of Capital Support Agreement: 228,599.97 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Gotham Funding Corp |
| | Investment Title: Gotham Funding Corp, 0.14% |
| | CUSIP Member: 38346M-JB-1 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/11/14 |
| | Final Legal Investment Maturity Date: 9/11/14 |
| | 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: 1,499,941.67 |
| | Investment Owned Percent of Net Assets: 0.0056 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,499,941.67 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,499,941.67 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Gotham Funding Corp |
| | Investment Title: Gotham Funding Corp, 0.14% |
| | CUSIP Member: 38346M-JR-6 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/25/14 |
| | Final Legal Investment Maturity Date: 9/25/14 |
| | 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: 2,199,794.67 |
| | Investment Owned Percent of Net Assets: 0.0083 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,199,794.67 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,199,794.67 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Gotham Funding Corp |
| | Investment Title: Gotham Funding Corp, 0.15% |
| | CUSIP Member: 38346M-KA-1 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 10/10/14 |
| | Final Legal Investment Maturity Date: 10/10/14 |
| | 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: 1,999,675.00 |
| | Investment Owned Percent of Net Assets: 0.0075 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,675.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,675.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: GreatAmerica Leasing Receivables |
| | Investment Title: GreatAmerica Leasing Receivables, 0.25% |
| | CUSIP Member: 39153V-BN-3 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/15/15 |
| | Final Legal Investment Maturity Date: 3/15/15 |
| | 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: 561,687.85 |
| | Available For Sale Securities Amortized Cost: 561,687.85 |
| | Investment Owned Percent of Net Assets: 0.0021 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 561,687.85 |
| | Value of Security Excluding Value of Capital Support Agreement: 561,687.85 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Housing Development Corp/NY |
| | Investment Title: Housing Development Corp/NY, 0.06% |
| | CUSIP Member: 64970H-BB-9 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/8/14 |
| | Final Legal Investment Maturity Date: 9/8/14 |
| | 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: 2,350,000.00 |
| | Available For Sale Securities Amortized Cost: 2,350,000.00 |
| | Investment Owned Percent of Net Assets: 0.0088 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,350,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,350,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Housing Development Corp/NY |
| | Investment Title: Housing Development Corp/NY, 0.06% |
| | CUSIP Member: 64970H-BG-8 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/8/14 |
| | Final Legal Investment Maturity Date: 9/8/14 |
| | 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: 1,420,000.00 |
| | Available For Sale Securities Amortized Cost: 1,420,000.00 |
| | Investment Owned Percent of Net Assets: 0.0053 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,420,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,420,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: HSBC USA Inc |
| | Investment Title: HSBC USA Inc, 0.24% |
| | CUSIP Member: 40427S-JF-7 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/15/14 |
| | Final Legal Investment Maturity Date: 9/15/14 |
| | 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: 0.0075 |
| | 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: Hyundai Auto Lease Securitization Trust 2014-A |
| | Investment Title: Hyundai Auto Lease Securitization Trust 2014-A, 0.2% |
| | CUSIP Member: 44890T-AA-5 |
| | Investment Type Domain: Other Note |
| | 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: 454,510.41 |
| | Available For Sale Securities Amortized Cost: 454,510.41 |
| | Investment Owned Percent of Net Assets: 0.0017 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 454,510.41 |
| | Value of Security Excluding Value of Capital Support Agreement: 454,510.41 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Hyundai Auto Receivables Trust 2014-A |
| | Investment Title: Hyundai Auto Receivables Trust 2014-A, 0.2% |
| | CUSIP Member: 44890R-AA-9 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/17/15 |
| | Final Legal Investment Maturity Date: 2/17/15 |
| | 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: 35,222.76 |
| | Available For Sale Securities Amortized Cost: 35,222.76 |
| | Investment Owned Percent of Net Assets: 0.0001 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 35,222.76 |
| | Value of Security Excluding Value of Capital Support Agreement: 35,222.76 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: ING US Funding LLC |
| | Investment Title: ING US Funding LLC, 0.22% |
| | CUSIP Member: 4497W1-J3-1 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/3/14 |
| | Final Legal Investment Maturity Date: 9/3/14 |
| | 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: 2,200,000.00 |
| | Available For Sale Securities Amortized Cost: 2,199,973.11 |
| | Investment Owned Percent of Net Assets: 0.0083 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,199,973.11 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,199,973.11 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: ING US Funding LLC |
| | Investment Title: ING US Funding LLC, 0.2% |
| | CUSIP Member: 4497W1-K1-3 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 10/1/14 |
| | Final Legal Investment Maturity Date: 10/1/14 |
| | 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: 2,300,000.00 |
| | Available For Sale Securities Amortized Cost: 2,299,616.67 |
| | Investment Owned Percent of Net Assets: 0.0087 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,299,616.67 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,299,616.67 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: ING US Funding LLC |
| | Investment Title: ING US Funding LLC, 0.23% |
| | CUSIP Member: 4497W1-LA-2 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 11/10/14 |
| | Final Legal Investment Maturity Date: 11/10/14 |
| | 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: 1,999,105.55 |
| | Investment Owned Percent of Net Assets: 0.0075 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,105.55 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,105.55 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Iowa Finance Authority |
| | Investment Title: Iowa Finance Authority, 0.12% |
| | CUSIP Member: 462467-CH-2 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/8/14 |
| | Final Legal Investment Maturity Date: 9/8/14 |
| | 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: 700,000.00 |
| | Available For Sale Securities Amortized Cost: 700,000.00 |
| | Investment Owned Percent of Net Assets: 0.0026 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 700,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 700,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: John Deere Financial Ltd |
| | Investment Title: John Deere Financial Ltd, 0.08% |
| | CUSIP Member: 24423N-K2-3 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 10/2/14 |
| | Final Legal Investment Maturity Date: 10/2/14 |
| | 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: 1,999,862.22 |
| | Investment Owned Percent of Net Assets: 0.0075 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,862.22 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,862.22 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: JP Morgan Chase Bank NA |
| | Investment Title: JP Morgan Chase Bank NA, 0.42% |
| | CUSIP Member: 48125L-AA-0 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/22/14 |
| | Final Legal Investment Maturity Date: 12/21/14 |
| | 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: 0.0075 |
| | 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: JP Morgan Securities LLC |
| | Investment Title: JP Morgan Securities LLC, 0.18% |
| | CUSIP Member: 46640Q-KQ-3 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 10/24/14 |
| | Final Legal Investment Maturity Date: 10/24/14 |
| | 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: 0.0075 |
| | 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: Liberty Street Funding LLC |
| | Investment Title: Liberty Street Funding LLC, 0.15% |
| | CUSIP Member: 53127U-J2-7 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/2/14 |
| | Final Legal Investment Maturity Date: 9/2/14 |
| | 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: 2,199,990.83 |
| | Investment Owned Percent of Net Assets: 0.0083 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,199,990.83 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,199,990.83 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Liberty Street Funding LLC |
| | Investment Title: Liberty Street Funding LLC, 0.15% |
| | CUSIP Member: 53127U-K1-7 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 10/1/14 |
| | Final Legal Investment Maturity Date: 10/1/14 |
| | 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: 0.0075 |
| | 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: Liberty Street Funding LLC |
| | Investment Title: Liberty Street Funding LLC, 0.16% |
| | CUSIP Member: 53127U-K3-3 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 10/3/14 |
| | Final Legal Investment Maturity Date: 10/3/14 |
| | 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: 1,999,715.56 |
| | Investment Owned Percent of Net Assets: 0.0075 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,715.56 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,715.56 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Luzerne County Industrial Development Authority |
| | Investment Title: Luzerne County Industrial Development Authority, 0.2% |
| | CUSIP Member: 550725-BZ-7 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/8/14 |
| | Final Legal Investment Maturity Date: 9/8/14 |
| | 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: 770,000.00 |
| | Available For Sale Securities Amortized Cost: 770,000.00 |
| | Investment Owned Percent of Net Assets: 0.0029 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 770,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 770,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Macquarie Equipment Funding Trust |
| | Investment Title: Macquarie Equipment Funding Trust, 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: 1,500,000.00 |
| | Available For Sale Securities Amortized Cost: 1,500,000.00 |
| | Investment Owned Percent of Net Assets: 0.0056 |
| | 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: Manhattan Asset Funding Co LLC |
| | Investment Title: Manhattan Asset Funding Co LLC, 0.15% |
| | CUSIP Member: 56274M-J5-2 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/5/14 |
| | Final Legal Investment Maturity Date: 9/5/14 |
| | 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: 0.0075 |
| | 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: Manhattan Asset Funding Co LLC |
| | Investment Title: Manhattan Asset Funding Co LLC, 0.17% |
| | CUSIP Member: 56274M-JH-6 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/17/14 |
| | Final Legal Investment Maturity Date: 9/17/14 |
| | 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: 1,999,848.89 |
| | Investment Owned Percent of Net Assets: 0.0075 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,848.89 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,848.89 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Manhattan Asset Funding Co LLC |
| | Investment Title: Manhattan Asset Funding Co LLC, 0.2% |
| | CUSIP Member: 56274M-JS-2 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/26/14 |
| | Final Legal Investment Maturity Date: 9/26/14 |
| | 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: 1,999,722.22 |
| | Investment Owned Percent of Net Assets: 0.0075 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,722.22 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,722.22 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Memorial Health System/IL |
| | Investment Title: Memorial Health System/IL, 0.1% |
| | CUSIP Member: 586016-AP-2 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/8/14 |
| | Final Legal Investment Maturity Date: 9/8/14 |
| | 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: 300,000.00 |
| | Available For Sale Securities Amortized Cost: 300,000.00 |
| | Investment Owned Percent of Net Assets: 0.0011 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 300,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 300,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Mercedes Benz Auto Lease Trust 2014-A |
| | Investment Title: Mercedes Benz Auto Lease Trust 2014-A, 0.2% |
| | CUSIP Member: 58768E-AA-7 |
| | Investment Type Domain: Other Note |
| | 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: 653,208.28 |
| | Available For Sale Securities Amortized Cost: 653,208.28 |
| | Investment Owned Percent of Net Assets: 0.0025 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 653,208.28 |
| | Value of Security Excluding Value of Capital Support Agreement: 653,208.28 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: MetLife Funding Inc |
| | Investment Title: MetLife Funding Inc, 0.1% |
| | CUSIP Member: 59087B-KM-8 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 10/21/14 |
| | Final Legal Investment Maturity Date: 10/21/14 |
| | 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: MetLife Insurance Co |
| NRSRO Rating List: |
| NRSRO Rating: |
| RAN: N/A |
| R: N/A |
| | Investment Owned Balance Principal Amount: 1,900,000.00 |
| | Available For Sale Securities Amortized Cost: 1,899,736.11 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,899,736.11 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,899,736.11 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: MetLife Inc |
| | Investment Title: MetLife Inc, 0.3% |
| | Investment Identifier: METFUND70 |
| | Entity Central Index Key: 937834 |
| | Investment Type Domain: Insurance Company Funding Agreement |
| | Rating: First Tier Security |
| | Investment Maturity Date: 11/17/14 |
| | 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: 0.0075 |
| | 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, 0.15% |
| | CUSIP Member: 60415N-M3-3 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/8/14 |
| | Final Legal Investment Maturity Date: 9/8/14 |
| | Does Security Have Demand Feature? Yes |
| | Demand Feature Issuer List: |
| | | Demand Feature Issuer: |
| Investment Issuer: State Street Bank & Trust |
| 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: 1,400,000.00 |
| | Available For Sale Securities Amortized Cost: 1,400,000.00 |
| | Investment Owned Percent of Net Assets: 0.0053 |
| | 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: Mitsubishi UFJ Trust & Banking Corp/NY |
| | Investment Title: Mitsubishi UFJ Trust & Banking Corp/NY, 0.2% |
| | CUSIP Member: 60682X-KG-0 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 10/16/14 |
| | Final Legal Investment Maturity Date: 10/16/14 |
| | 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: 0.0075 |
| | 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: Mitsubishi UFJ Trust & Banking Corp/NY |
| | Investment Title: Mitsubishi UFJ Trust & Banking Corp/NY, 0.2% |
| | CUSIP Member: 60682X-LK-0 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 11/19/14 |
| | Final Legal Investment Maturity Date: 11/19/14 |
| | 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: 1,899,166.11 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,899,166.11 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,899,166.11 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Mizuho Funding LLC |
| | Investment Title: Mizuho Funding LLC, 0.2% |
| | CUSIP Member: 60688G-K7-1 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 10/7/14 |
| | Final Legal Investment Maturity Date: 10/7/14 |
| | 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: 2,199,560.00 |
| | Investment Owned Percent of Net Assets: 0.0083 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,199,560.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,199,560.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Mizuho Funding LLC |
| | Investment Title: Mizuho Funding LLC, 0.19% |
| | CUSIP Member: 60688G-KH-9 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 10/17/14 |
| | Final Legal Investment Maturity Date: 10/17/14 |
| | 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: 1,999,514.44 |
| | Investment Owned Percent of Net Assets: 0.0075 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,514.44 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,514.44 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Mizuho Funding LLC |
| | Investment Title: Mizuho Funding LLC, 0.21% |
| | CUSIP Member: 60688G-LE-5 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 11/14/14 |
| | Final Legal Investment Maturity Date: 11/14/14 |
| | 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: 1,999,136.67 |
| | Investment Owned Percent of Net Assets: 0.0075 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,136.67 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,136.67 |
| 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: 9/2/14 |
| | Final Legal Investment Maturity Date: 9/2/14 |
| | 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: 2,990,000.00 |
| | Available For Sale Securities Amortized Cost: 2,990,000.00 |
| | Investment Owned Percent of Net Assets: 0.0113 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,990,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,990,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: MUFG Union Bank NA |
| | Investment Title: MUFG Union Bank NA, 0.21% |
| | CUSIP Member: 90526N-LH-6 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 11/17/14 |
| | Final Legal Investment Maturity Date: 11/17/14 |
| | 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: 2,099,056.75 |
| | Investment Owned Percent of Net Assets: 0.0079 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,099,056.75 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,099,056.75 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: National Rural Utilities Cooperative Finance Corp |
| | Investment Title: National Rural Utilities Cooperative Finance Corp, 0.09% |
| | CUSIP Member: 63743D-J2-8 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/2/14 |
| | Final Legal Investment Maturity Date: 9/2/14 |
| | 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: 1,999,995.00 |
| | Investment Owned Percent of Net Assets: 0.0075 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,995.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,995.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: National Rural Utilities Cooperative Finance Corp |
| | Investment Title: National Rural Utilities Cooperative Finance Corp, 0.09% |
| | CUSIP Member: 63743D-JA-0 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/10/14 |
| | Final Legal Investment Maturity Date: 9/10/14 |
| | 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: 1,699,961.75 |
| | Investment Owned Percent of Net Assets: 0.0064 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,699,961.75 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,699,961.75 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: National Rural Utilities Cooperative Finance Corp |
| | Investment Title: National Rural Utilities Cooperative Finance Corp, 0.09% |
| | CUSIP Member: 63743D-JQ-5 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/24/14 |
| | Final Legal Investment Maturity Date: 9/24/14 |
| | 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: 1,999,885.00 |
| | Investment Owned Percent of Net Assets: 0.0075 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,885.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,885.00 |
| 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: 11/3/14 |
| | 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: 0.0075 |
| | 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: 9/8/14 |
| | Final Legal Investment Maturity Date: 9/8/14 |
| | 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: 0.0034 |
| | 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: 9/8/14 |
| | Final Legal Investment Maturity Date: 9/8/14 |
| | 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: 0.0049 |
| | 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, 0.2% |
| | CUSIP Member: 64986M-M3-6 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/8/14 |
| | Final Legal Investment Maturity Date: 9/8/14 |
| | 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: 0.0064 |
| | 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, 0.11% |
| | CUSIP Member: 64986M-QR-9 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/8/14 |
| | Final Legal Investment Maturity Date: 9/8/14 |
| | 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: 0.0059 |
| | 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, 0.15% |
| | CUSIP Member: 65409S-KG-2 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 10/16/14 |
| | Final Legal Investment Maturity Date: 10/16/14 |
| | 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: 1,699,681.25 |
| | Investment Owned Percent of Net Assets: 0.0064 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,699,681.25 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,699,681.25 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Nieuw Amsterdam Receivables Corp |
| | Investment Title: Nieuw Amsterdam Receivables Corp, 0.16% |
| | CUSIP Member: 65409S-L3-0 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 11/3/14 |
| | Final Legal Investment Maturity Date: 11/3/14 |
| | 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: 1,999,440.00 |
| | Investment Owned Percent of Net Assets: 0.0075 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,440.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,440.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Nieuw Amsterdam Receivables Corp |
| | Investment Title: Nieuw Amsterdam Receivables Corp, 0.15% |
| | CUSIP Member: 65409S-L6-3 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 11/6/14 |
| | Final Legal Investment Maturity Date: 11/6/14 |
| | 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: 2,199,395.00 |
| | Investment Owned Percent of Net Assets: 0.0083 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,199,395.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,199,395.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Nordea Bank AB |
| | Investment Title: Nordea Bank AB, 0.18% |
| | CUSIP Member: 65558G-J2-0 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/2/14 |
| | Final Legal Investment Maturity Date: 9/2/14 |
| | 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: 2,199,989.00 |
| | Investment Owned Percent of Net Assets: 0.0083 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,199,989.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,199,989.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Oglethorpe Power Corp |
| | Investment Title: Oglethorpe Power Corp, 0.14% |
| | CUSIP Member: 67705B-K7-6 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 10/7/14 |
| | Final Legal Investment Maturity Date: 10/7/14 |
| | 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: 1,999,720.00 |
| | Investment Owned Percent of Net Assets: 0.0075 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,720.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,720.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Oglethorpe Power Corp |
| | Investment Title: Oglethorpe Power Corp, 0.13% |
| | CUSIP Member: 67705B-KA-9 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 10/10/14 |
| | Final Legal Investment Maturity Date: 10/10/14 |
| | 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: 1,899,732.42 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,899,732.42 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,899,732.42 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Ohio Higher Educational Facility Commission |
| | Investment Title: Ohio Higher Educational Facility Commission, 0.13% |
| | CUSIP Member: 67756B-VK-3 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/8/14 |
| | Final Legal Investment Maturity Date: 9/8/14 |
| | 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: 0.0038 |
| | 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: Oversea-Chinese Banking Corp Ltd |
| | Investment Title: Oversea-Chinese Banking Corp Ltd, 0.19% |
| | CUSIP Member: 69033R-J3-1 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/3/14 |
| | Final Legal Investment Maturity Date: 9/3/14 |
| | 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: 1,299,986.28 |
| | Investment Owned Percent of Net Assets: 0.0049 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,299,986.28 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,299,986.28 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Oversea-Chinese Banking Corp Ltd |
| | Investment Title: Oversea-Chinese Banking Corp Ltd, 0.19% |
| | CUSIP Member: 69033R-K1-3 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 10/1/14 |
| | Final Legal Investment Maturity Date: 10/1/14 |
| | 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: 1,999,683.33 |
| | Investment Owned Percent of Net Assets: 0.0075 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,683.33 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,683.33 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Prudential Funding LLC |
| | Investment Title: Prudential Funding LLC, 0.07% |
| | CUSIP Member: 74433H-J8-8 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/8/14 |
| | Final Legal Investment Maturity Date: 9/8/14 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: Prudential Financial 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: 1,999,972.78 |
| | Investment Owned Percent of Net Assets: 0.0075 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,972.78 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,972.78 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Rabobank USA Financial Corp |
| | Investment Title: Rabobank USA Financial Corp, 0.21% |
| | CUSIP Member: 74977L-N5-2 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 1/5/15 |
| | Final Legal Investment Maturity Date: 1/5/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: Rabobank Nederland |
| 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: 1,998,530.00 |
| | Investment Owned Percent of Net Assets: 0.0075 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,998,530.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,998,530.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Reckitt Benckiser Treasury Services PLC |
| | Investment Title: Reckitt Benckiser Treasury Services PLC, 0.22% |
| | CUSIP Member: 7562E1-LR-3 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 11/25/14 |
| | Final Legal Investment Maturity Date: 11/25/14 |
| | 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: 2,300,000.00 |
| | Available For Sale Securities Amortized Cost: 2,298,805.28 |
| | Investment Owned Percent of Net Assets: 0.0087 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,298,805.28 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,298,805.28 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Regency Markets No. 1 LLC |
| | Investment Title: Regency Markets No. 1 LLC, 0.13% |
| | CUSIP Member: 7588R1-JA-4 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/10/14 |
| | Final Legal Investment Maturity Date: 9/10/14 |
| | 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: 1,699,944.75 |
| | Investment Owned Percent of Net Assets: 0.0064 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,699,944.75 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,699,944.75 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Regency Markets No. 1 LLC |
| | Investment Title: Regency Markets No. 1 LLC, 0.14% |
| | CUSIP Member: 7588R1-JF-3 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/15/14 |
| | Final Legal Investment Maturity Date: 9/15/14 |
| | 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: 2,199,880.22 |
| | Investment Owned Percent of Net Assets: 0.0083 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,199,880.22 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,199,880.22 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Regency Markets No. 1 LLC |
| | Investment Title: Regency Markets No. 1 LLC, 0.12% |
| | CUSIP Member: 7588R1-JR-7 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/25/14 |
| | Final Legal Investment Maturity Date: 9/25/14 |
| | 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: 2,199,824.00 |
| | Investment Owned Percent of Net Assets: 0.0083 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,199,824.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,199,824.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Rowan County Industrial Facilities & Pollution Control Financing Authority |
| | Investment Title: Rowan County Industrial Facilities & Pollution Control Financing Authority, 0.2% |
| | CUSIP Member: 779465-BL-6 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/8/14 |
| | Final Legal Investment Maturity Date: 9/8/14 |
| | 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: 310,000.00 |
| | Available For Sale Securities Amortized Cost: 310,000.00 |
| | Investment Owned Percent of Net Assets: 0.0012 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 310,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 310,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Sanofi |
| | Investment Title: Sanofi, 0.1% |
| | CUSIP Member: 8010M3-J5-0 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/5/14 |
| | Final Legal Investment Maturity Date: 9/5/14 |
| | 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: 1,999,977.78 |
| | Investment Owned Percent of Net Assets: 0.0075 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,977.78 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,977.78 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Santander Drive Auto Receivables Trust 2014-2 |
| | Investment Title: Santander Drive Auto Receivables Trust 2014-2, 0.25% |
| | CUSIP Member: 80283W-AA-7 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 5/15/15 |
| | Final Legal Investment Maturity Date: 5/15/15 |
| | 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: 861,362.02 |
| | Available For Sale Securities Amortized Cost: 861,362.02 |
| | Investment Owned Percent of Net Assets: 0.0032 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 861,362.02 |
| | Value of Security Excluding Value of Capital Support Agreement: 861,362.02 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Sheffield Receivables Corp |
| | Investment Title: Sheffield Receivables Corp, 0.16% |
| | CUSIP Member: 82124M-J9-2 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/9/14 |
| | Final Legal Investment Maturity Date: 9/9/14 |
| | 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: 1,399,950.22 |
| | Investment Owned Percent of Net Assets: 0.0053 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,399,950.22 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,399,950.22 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Sheffield Receivables Corp |
| | Investment Title: Sheffield Receivables Corp, 0.15% |
| | CUSIP Member: 82124M-KN-9 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 10/22/14 |
| | Final Legal Investment Maturity Date: 10/22/14 |
| | 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: 1,999,575.00 |
| | Investment Owned Percent of Net Assets: 0.0075 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,575.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,575.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Sheffield Receivables Corp |
| | Investment Title: Sheffield Receivables Corp, 0.18% |
| | CUSIP Member: 82124M-LC-2 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 11/12/14 |
| | Final Legal Investment Maturity Date: 11/12/14 |
| | 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: 2,199,208.00 |
| | Investment Owned Percent of Net Assets: 0.0083 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,199,208.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,199,208.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Skandinaviska Enskilda Banken AB |
| | Investment Title: Skandinaviska Enskilda Banken AB, 0.16% |
| | CUSIP Member: 83050U-KX-5 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 10/31/14 |
| | Final Legal Investment Maturity Date: 10/31/14 |
| | 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: 1,999,466.66 |
| | Investment Owned Percent of Net Assets: 0.0075 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,466.66 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,466.66 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Skandinaviska Enskilda Banken AB |
| | Investment Title: Skandinaviska Enskilda Banken AB, 0.23% |
| | CUSIP Member: 83050U-M1-3 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 12/1/14 |
| | Final Legal Investment Maturity Date: 12/1/14 |
| | 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: 1,998,862.50 |
| | Investment Owned Percent of Net Assets: 0.0075 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,998,862.50 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,998,862.50 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Skandinaviska Enskilda Banken AB |
| | Investment Title: Skandinaviska Enskilda Banken AB, 0.22% |
| | CUSIP Member: 83050U-N8-7 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 1/8/15 |
| | Final Legal Investment Maturity Date: 1/8/15 |
| | 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: 1,998,315.83 |
| | Investment Owned Percent of Net Assets: 0.0075 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,998,315.83 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,998,315.83 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Societe Generale North America Inc |
| | Investment Title: Societe Generale North America Inc, 0.17% |
| | CUSIP Member: 83365S-JQ-7 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/24/14 |
| | Final Legal Investment Maturity Date: 9/24/14 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: Societe Generale |
| 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: 2,100,000.00 |
| | Available For Sale Securities Amortized Cost: 2,099,778.62 |
| | Investment Owned Percent of Net Assets: 0.0079 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,099,778.62 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,099,778.62 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: South Central Texas Industrial Development Corp |
| | Investment Title: South Central Texas Industrial Development Corp, 0.08% |
| | CUSIP Member: 837264-AA-8 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/8/14 |
| | Final Legal Investment Maturity Date: 9/8/14 |
| | 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: 0.0060 |
| | 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 Company Funding |
| | Investment Title: Southern Company Funding, 0.18% |
| | CUSIP Member: 8426E3-J5-7 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/5/14 |
| | Final Legal Investment Maturity Date: 9/5/14 |
| | 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: 1,999,960.00 |
| | Investment Owned Percent of Net Assets: 0.0075 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,960.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,960.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Standard Chartered Bank/New York |
| | Investment Title: Standard Chartered Bank/New York, 0.2% |
| | CUSIP Member: 85324U-KM-4 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 10/21/14 |
| | Final Legal Investment Maturity Date: 10/21/14 |
| | 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: 1,499,583.33 |
| | Investment Owned Percent of Net Assets: 0.0056 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,499,583.33 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,499,583.33 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Standard Chartered Bank/New York |
| | Investment Title: Standard Chartered Bank/New York, 0.19% |
| | CUSIP Member: 85324U-LD-3 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 11/13/14 |
| | Final Legal Investment Maturity Date: 11/13/14 |
| | 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: 2,099,190.92 |
| | Investment Owned Percent of Net Assets: 0.0079 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,099,190.92 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,099,190.92 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Standard Chartered Bank/New York |
| | Investment Title: Standard Chartered Bank/New York, 0.23% |
| | CUSIP Member: 85324U-M8-3 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 12/8/14 |
| | Final Legal Investment Maturity Date: 12/8/14 |
| | 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: 1,998,747.78 |
| | Investment Owned Percent of Net Assets: 0.0075 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,998,747.78 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,998,747.78 |
| 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: 9/2/14 |
| | Final Legal Investment Maturity Date: 9/2/14 |
| | 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: 5,120,000.00 |
| | Available For Sale Securities Amortized Cost: 5,120,000.00 |
| | Investment Owned Percent of Net Assets: 0.0193 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 5,120,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 5,120,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Sumitomo Mitsui Banking Corp |
| | Investment Title: Sumitomo Mitsui Banking Corp, 0.15% |
| | CUSIP Member: 86562L-J8-6 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/8/14 |
| | Final Legal Investment Maturity Date: 9/8/14 |
| | 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: 1,499,956.25 |
| | Investment Owned Percent of Net Assets: 0.0056 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,499,956.25 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,499,956.25 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Sumitomo Mitsui Banking Corp |
| | Investment Title: Sumitomo Mitsui Banking Corp, 0.21% |
| | CUSIP Member: 86562L-M5-8 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 12/5/14 |
| | Final Legal Investment Maturity Date: 12/5/14 |
| | 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: 1,998,891.66 |
| | Investment Owned Percent of Net Assets: 0.0075 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,998,891.66 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,998,891.66 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Sumitomo Mitsui Banking Corp |
| | Investment Title: Sumitomo Mitsui Banking Corp, 0.22% |
| | CUSIP Member: 86562L-MA-7 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 12/10/14 |
| | Final Legal Investment Maturity Date: 12/10/14 |
| | 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: 1,998,777.78 |
| | Investment Owned Percent of Net Assets: 0.0075 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,998,777.78 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,998,777.78 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Sysco Corp |
| | Investment Title: Sysco Corp, 0.1% |
| | CUSIP Member: 87183B-J2-8 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/2/14 |
| | Final Legal Investment Maturity Date: 9/2/14 |
| | 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: 6,000,000.00 |
| | Available For Sale Securities Amortized Cost: 5,999,983.33 |
| | Investment Owned Percent of Net Assets: 0.0226 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 5,999,983.33 |
| | Value of Security Excluding Value of Capital Support Agreement: 5,999,983.33 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Toyota Credit Canada Inc |
| | Investment Title: Toyota Credit Canada Inc, 0.17% |
| | CUSIP Member: 89232D-LK-8 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 11/19/14 |
| | Final Legal Investment Maturity Date: 11/19/14 |
| | 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: 1,300,000.00 |
| | Available For Sale Securities Amortized Cost: 1,299,515.03 |
| | Investment Owned Percent of Net Assets: 0.0049 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,299,515.03 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,299,515.03 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Toyota Credit Canada Inc |
| | Investment Title: Toyota Credit Canada Inc, 0.17% |
| | CUSIP Member: 89232D-LL-6 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 11/20/14 |
| | Final Legal Investment Maturity Date: 11/20/14 |
| | 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: 1,600,000.00 |
| | Available For Sale Securities Amortized Cost: 1,599,395.55 |
| | Investment Owned Percent of Net Assets: 0.0060 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,599,395.55 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,599,395.55 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Toyota Financial Services de Puerto Rico Inc |
| | Investment Title: Toyota Financial Services de Puerto Rico Inc, 0.19% |
| | CUSIP Member: 8923A1-MF-5 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 12/15/14 |
| | Final Legal Investment Maturity Date: 12/15/14 |
| | 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: 2,200,000.00 |
| | Available For Sale Securities Amortized Cost: 2,198,780.83 |
| | Investment Owned Percent of Net Assets: 0.0083 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,198,780.83 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,198,780.83 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: United Overseas Bank Ltd |
| | Investment Title: United Overseas Bank Ltd, 0.18% |
| | CUSIP Member: 91127Q-M8-9 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 12/8/14 |
| | Final Legal Investment Maturity Date: 12/8/14 |
| | 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: 1,899,069.00 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,899,069.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,899,069.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Village of Los Lunas NM |
| | Investment Title: Village of Los Lunas NM, 0.2% |
| | CUSIP Member: 545561-AB-8 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/8/14 |
| | Final Legal Investment Maturity Date: 9/8/14 |
| | 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: 0.0045 |
| | 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: Volvo Financial Equipment LLC Series 2014-1 |
| | Investment Title: Volvo Financial Equipment LLC Series 2014-1, 0.21% |
| | CUSIP Member: 92887F-AA-9 |
| | Investment Type Domain: Other Note |
| | 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: 682,355.60 |
| | Available For Sale Securities Amortized Cost: 682,355.60 |
| | Investment Owned Percent of Net Assets: 0.0026 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 682,355.60 |
| | Value of Security Excluding Value of Capital Support Agreement: 682,355.60 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Washington State Housing Finance Commission |
| | Investment Title: Washington State Housing Finance Commission, 0.15% |
| | CUSIP Member: 93978L-AX-4 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/8/14 |
| | Final Legal Investment Maturity Date: 9/8/14 |
| | 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: 0.0017 |
| | 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, 0.37% |
| | CUSIP Member: 94985H-D2-7 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/22/14 |
| | 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: 1,800,000.00 |
| | Available For Sale Securities Amortized Cost: 1,800,000.00 |
| | Investment Owned Percent of Net Assets: 0.0068 |
| | 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: 916,081.58 |
| | Available For Sale Securities Amortized Cost: 916,081.58 |
| | Investment Owned Percent of Net Assets: 0.0034 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 916,081.58 |
| | Value of Security Excluding Value of Capital Support Agreement: 916,081.58 |
