| | | | | | | | | | | | | | | | | | | | | |
EDGAR Submission |
Submission Type: N-MFP |
Live-Test Flag: LIVE |
Is This Electronic Copy of Paper Format? No |
Document Period End Date: 1/31/14 |
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: 45 |
| Dollar-Weighted Average Life Maturity: 54 |
| Available For Sale Securities Amortized Cost: 279,071,658.69 |
| Other Assets: 24,854.20 |
| Liabilities: 1,645,293.25 |
| Assets Net: 277,451,219.64 |
| 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: 1/31/14 |
| | Net Value Per Share Excluding Capital Support Agreement: 1.0000 |
| | Date Calculated for Net Value Per Share Excluding Capital Support Agreement: 1/31/14 |
Class-Level Information List: |
| Class-Level Information: |
| | Class ID: C000020913 |
| | Min. Initial Investment: 0.01 |
| | Net Assets of Class: 276,493,611.17 |
| | Net Asset Value Per Share: 1.00 |
| | Net Shareholder Flow Activity for Month Ended: -5,152,762.68 |
| | Gross Subscriptions for Month Ended: 13,142,217.68 |
| | Gross Redemptions for Month Ended: 18,294,980.36 |
| | 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: 1/31/14 |
| | | Net Asset Value Per Share Excluding Capital Support Agreement: |
| Value: 1.0000 |
| Date As Of Which Value Was Calculated: 1/31/14 |
| Class-Level Information: |
| | Class ID: C000038551 |
| | Min. Initial Investment: 0.01 |
| | Net Assets of Class: 957,608.47 |
| | Net Asset Value Per Share: 1.00 |
| | Net Shareholder Flow Activity for Month Ended: -448.56 |
| | Gross Subscriptions for Month Ended: 1,039.68 |
| | Gross Redemptions for Month Ended: 1,488.24 |
| | 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: 1/31/14 |
| | | Net Asset Value Per Share Excluding Capital Support Agreement: |
| Value: 1.0000 |
| Date As Of Which Value Was Calculated: 1/31/14 |
Schedule of Portfolio Securities List: |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Alpine Securitization Corp |
| | Investment Title: Alpine Securitization Corp, 0.12% |
| | CUSIP Member: 02086M-BD-5 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/13/14 |
| | Final Legal Investment Maturity Date: 2/13/14 |
| | 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: 1,900,000.00 |
| | Available For Sale Securities Amortized Cost: 1,899,924.00 |
| | Investment Owned Percent of Net Assets: 0.0068 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,899,924.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,899,924.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Alpine Securitization Corp |
| | Investment Title: Alpine Securitization Corp, 0.17% |
| | CUSIP Member: 02086M-CS-1 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/26/14 |
| | Final Legal Investment Maturity Date: 3/26/14 |
| | 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: 1,500,000.00 |
| | Available For Sale Securities Amortized Cost: 1,499,624.58 |
| | Investment Owned Percent of Net Assets: 0.0054 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,499,624.58 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,499,624.58 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Alpine Securitization Corp |
| | Investment Title: Alpine Securitization Corp, 0.18% |
| | CUSIP Member: 02086M-DN-1 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/22/14 |
| | Final Legal Investment Maturity Date: 4/22/14 |
| | 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: 1,600,000.00 |
| | Available For Sale Securities Amortized Cost: 1,599,360.00 |
| | Investment Owned Percent of Net Assets: 0.0058 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,599,360.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,599,360.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: AmeriCredit Automobile Receivables Trust 2013-5 |
| | Investment Title: AmeriCredit Automobile Receivables Trust 2013-5, 0.25% |
| | CUSIP Member: 03065E-AA-3 |
| | Investment Type Domain: Other Note |
| | 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: 1,088,693.66 |
| | Available For Sale Securities Amortized Cost: 1,088,693.66 |
| | Investment Owned Percent of Net Assets: 0.0039 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,088,693.66 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,088,693.66 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Anheuser-Busch InBev Worldwide Inc |
| | Investment Title: Anheuser-Busch InBev Worldwide Inc, 0.18% |
| | CUSIP Member: 03523L-BE-4 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/14/14 |
| | Final Legal Investment Maturity Date: 2/14/14 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: Anheuser-Busch InBev SA/NV Anheuser-Busch Companies, Inc., BrandBrew S.A., Cobrew NV/SA |
| NRSRO Rating List: |
| NRSRO Rating: |
| RAN: N/A |
| R: N/A |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 920,000.00 |
| | Available For Sale Securities Amortized Cost: 919,940.20 |
| | Investment Owned Percent of Net Assets: 0.0033 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 919,940.20 |
| | Value of Security Excluding Value of Capital Support Agreement: 919,940.20 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Anheuser-Busch InBev Worldwide Inc |
| | Investment Title: Anheuser-Busch InBev Worldwide Inc, 0.19% |
| | CUSIP Member: 03523L-BS-3 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/26/14 |
| | Final Legal Investment Maturity Date: 2/26/14 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: Anheuser-Busch InBev SA/NV Anheuser-Busch Companies, Inc., BrandBrew S.A., Cobrew NV/SA |
| NRSRO Rating List: |
| NRSRO Rating: |
| RAN: N/A |
| R: N/A |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 2,300,000.00 |
| | Available For Sale Securities Amortized Cost: 2,299,696.53 |
| | Investment Owned Percent of Net Assets: 0.0083 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,299,696.53 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,299,696.53 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: ARI Fleet Lease Trust 2013-A |
| | Investment Title: ARI Fleet Lease Trust 2013-A, 0.26% |
| | CUSIP Member: 00191H-AA-9 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/15/14 |
| | Final Legal Investment Maturity Date: 4/15/14 |
| | 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: 135,035.63 |
| | Available For Sale Securities Amortized Cost: 135,035.63 |
| | Investment Owned Percent of Net Assets: 0.0005 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 135,035.63 |
| | Value of Security Excluding Value of Capital Support Agreement: 135,035.63 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Army & Air Force Exchange Service/The |
| | Investment Title: Army & Air Force Exchange Service/The, 0.04% |
| | CUSIP Member: 04249L-B3-9 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/3/14 |
| | Final Legal Investment Maturity Date: 2/3/14 |
| | 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: 6,000,000.00 |
| | Available For Sale Securities Amortized Cost: 5,999,986.67 |
| | Investment Owned Percent of Net Assets: 0.0216 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 5,999,986.67 |
| | Value of Security Excluding Value of Capital Support Agreement: 5,999,986.67 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: AXA Financial Inc |
| | Investment Title: AXA Financial Inc, 0.15% |
| | CUSIP Member: 05454K-BT-1 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/27/14 |
| | Final Legal Investment Maturity Date: 2/27/14 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: AXA SA |
| NRSRO Rating List: |
| NRSRO Rating: |
| RAN: N/A |
| R: N/A |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 1,200,000.00 |
| | Available For Sale Securities Amortized Cost: 1,199,870.00 |
| | Investment Owned Percent of Net Assets: 0.0043 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,199,870.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,199,870.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Ball State University Foundation Inc |
| | Investment Title: Ball State University Foundation Inc, 0.08% |
| | CUSIP Member: 05850N-AA-7 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/3/14 |
| | Final Legal Investment Maturity Date: 2/3/14 |
| | 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: 0.0014 |
| | 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-EY-2 |
| | Investment Type Domain: Certificate of Deposit |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/14/14 |
| | Final Legal Investment Maturity Date: 3/14/14 |
| | 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: 2,200,000.00 |
| | Investment Owned Percent of Net Assets: 0.0079 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,200,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,200,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Bank of America NA |
| | Investment Title: Bank of America NA, 0.21% |
| | CUSIP Member: 06052T-FS-4 |
| | Investment Type Domain: Certificate of Deposit |
| | Rating: First Tier Security |
| | Investment Maturity Date: 5/16/14 |
| | Final Legal Investment Maturity Date: 5/16/14 |
| | 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: 2,300,000.00 |
| | Available For Sale Securities Amortized Cost: 2,300,000.00 |
| | Investment Owned Percent of Net Assets: 0.0083 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,300,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,300,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Bank of Nova Scotia/Houston |
| | Investment Title: Bank of Nova Scotia/Houston, 0.35% |
| | CUSIP Member: 06417D-2A-2 |
| | Investment Type Domain: Certificate of Deposit |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/11/14 |
| | Final Legal Investment Maturity Date: 2/11/15 |
| | 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: 0.0050 |
| | 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 Nova Scotia/New York |
| | Investment Title: Bank of Nova Scotia/New York, 0.17% |
| | CUSIP Member: 06416K-CX-6 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/31/14 |
| | Final Legal Investment Maturity Date: 3/31/14 |
| | 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: 2,400,000.00 |
| | Available For Sale Securities Amortized Cost: 2,399,342.67 |
| | Investment Owned Percent of Net Assets: 0.0086 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,399,342.67 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,399,342.67 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Bank of Nova Scotia/New York |
| | Investment Title: Bank of Nova Scotia/New York, 0.18% |
| | CUSIP Member: 06416K-D2-3 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/2/14 |
| | Final Legal Investment Maturity Date: 4/2/14 |
| | 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: 2,300,000.00 |
| | Available For Sale Securities Amortized Cost: 2,299,310.00 |
| | Investment Owned Percent of Net Assets: 0.0083 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,299,310.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,299,310.00 |
| 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, 0.2% |
| | CUSIP Member: 06538C-CS-8 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/26/14 |
| | Final Legal Investment Maturity Date: 3/26/14 |
| | 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: 2,300,000.00 |
| | Available For Sale Securities Amortized Cost: 2,299,322.78 |
| | Investment Owned Percent of Net Assets: 0.0083 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,299,322.78 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,299,322.78 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Bank of Tokyo-Mitsubishi UFJ Ltd/New York NY |
| | Investment Title: Bank of Tokyo-Mitsubishi UFJ Ltd/New York NY, 0.19% |
| | CUSIP Member: 06538C-DG-3 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/16/14 |
| | Final Legal Investment Maturity Date: 4/16/14 |
| | 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: 1,999,218.89 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,218.89 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,218.89 |
| 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, 0.19% |
| | CUSIP Member: 06538C-DH-1 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/17/14 |
| | Final Legal Investment Maturity Date: 4/17/14 |
| | 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: 1,999,208.33 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,208.33 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,208.33 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Barclays Bank PLC |
| | Investment Title: Barclays Bank PLC, 0.2% |
| | CUSIP Member: 06741G-WL-5 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/9/14 |
| | Final Legal Investment Maturity Date: 4/9/14 |
| | 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: 1,500,000.00 |
| | Available For Sale Securities Amortized Cost: 1,499,441.67 |
| | Investment Owned Percent of Net Assets: 0.0054 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,499,441.67 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,499,441.67 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: BlackRock Liquidity Funds TempFund Portfolio |
| | Investment Title: BlackRock Liquidity Funds TempFund Portfolio, 0.03% |
| | CUSIP Member: 09248U-61-9 |
| | Investment Type Domain: Investment Company |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/3/14 |
| | Final Legal Investment Maturity Date: 2/3/14 |
| | 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: 5,310,000.00 |
| | Available For Sale Securities Amortized Cost: 5,310,000.00 |
| | Investment Owned Percent of Net Assets: 0.0191 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 5,310,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 5,310,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: BMW Vehicle Owner Trust 2013-A |
| | Investment Title: BMW Vehicle Owner Trust 2013-A, 0.23% |
| | CUSIP Member: 05578X-AA-6 |
| | Investment Type Domain: Other Note |
| | 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: 572,500.83 |
| | Available For Sale Securities Amortized Cost: 572,500.83 |
| | Investment Owned Percent of Net Assets: 0.0021 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 572,500.83 |
| | Value of Security Excluding Value of Capital Support Agreement: 572,500.83 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: BNP Paribas Finance Inc |
| | Investment Title: BNP Paribas Finance Inc, 0.21% |
| | CUSIP Member: 0556N1-B5-1 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/5/14 |
| | Final Legal Investment Maturity Date: 2/5/14 |
| | 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: 0.0072 |
| | 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-BR-3 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/25/14 |
| | Final Legal Investment Maturity Date: 2/25/14 |
| | 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: 1,999,706.67 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,706.67 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,706.67 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: CAFCO LLC |
| | Investment Title: CAFCO LLC, 0.15% |
| | CUSIP Member: 12476F-BA-3 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/10/14 |
| | Final Legal Investment Maturity Date: 2/10/14 |
| | 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: 1,500,000.00 |
| | Available For Sale Securities Amortized Cost: 1,499,943.75 |
| | Investment Owned Percent of Net Assets: 0.0054 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,499,943.75 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,499,943.75 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: California Statewide Communities Development Authority |
| | Investment Title: California Statewide Communities Development Authority, 0.14% |
| | CUSIP Member: 13077V-4Z-2 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/7/14 |
| | Final Legal Investment Maturity Date: 2/7/14 |
| | 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: 750,000.00 |
| | Available For Sale Securities Amortized Cost: 750,000.00 |
| | Investment Owned Percent of Net Assets: 0.0027 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 750,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 750,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: CarMax Auto Owner Trust 2013-3 |
| | Investment Title: CarMax Auto Owner Trust 2013-3, 0.23% |
| | CUSIP Member: 14313N-AA-0 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 8/15/14 |
| | Final Legal Investment Maturity Date: 8/15/14 |
| | 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: 303,767.92 |
| | Available For Sale Securities Amortized Cost: 303,767.92 |
| | Investment Owned Percent of Net Assets: 0.0011 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 303,767.92 |
| | Value of Security Excluding Value of Capital Support Agreement: 303,767.92 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Chrysler Capital Auto Receivables Trust 2013-A |
| | Investment Title: Chrysler Capital Auto Receivables Trust 2013-A, 0.29% |
| | CUSIP Member: 17119R-AA-0 |
| | Investment Type Domain: Other Note |
| | 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: 741,026.62 |
| | Available For Sale Securities Amortized Cost: 741,026.62 |
| | Investment Owned Percent of Net Assets: 0.0027 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 741,026.62 |
| | Value of Security Excluding Value of Capital Support Agreement: 741,026.62 |
| 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: 1,001,592.57 |
| | Available For Sale Securities Amortized Cost: 1,001,592.57 |
| | Investment Owned Percent of Net Assets: 0.0036 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,001,592.57 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,001,592.57 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Citibank NA |
| | Investment Title: Citibank NA, 0.17% |
| | CUSIP Member: 17304U-MG-2 |
| | Investment Type Domain: Certificate of Deposit |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/19/14 |
| | Final Legal Investment Maturity Date: 2/19/14 |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 2,000,000.00 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | 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, 0.16% |
| | CUSIP Member: 196630-2Z-9 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/7/14 |
| | Final Legal Investment Maturity Date: 2/7/14 |
| | 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: 0.0058 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,600,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,600,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: City of Las Cruces NM |
| | Investment Title: City of Las Cruces NM, 0.16% |
| | CUSIP Member: 517487-BC-7 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/7/14 |
| | Final Legal Investment Maturity Date: 2/7/14 |
| | 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: 100,000.00 |
| | Available For Sale Securities Amortized Cost: 100,000.00 |
| | Investment Owned Percent of Net Assets: 0.0004 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 100,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 100,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: City of Raleigh NC |
| | Investment Title: City of Raleigh NC, 0.16% |
| | CUSIP Member: 751093-FM-2 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/7/14 |
| | Final Legal Investment Maturity Date: 2/7/14 |
| | 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: 0.0030 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 840,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 840,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Collateralized Commercial Paper Co LLC |
| | Investment Title: Collateralized Commercial Paper Co LLC, 0.2% |
| | CUSIP Member: 19422G-F5-8 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 6/5/14 |
| | Final Legal Investment Maturity Date: 6/5/14 |
| | 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: 1,900,000.00 |
| | Available For Sale Securities Amortized Cost: 1,898,691.11 |
| | Investment Owned Percent of Net Assets: 0.0068 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,898,691.11 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,898,691.11 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Collateralized Commercial Paper II Co LLC |
| | Investment Title: Collateralized Commercial Paper II Co LLC, 0.15% |
| | CUSIP Member: 19422D-BC-4 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/12/14 |
| | Final Legal Investment Maturity Date: 2/12/14 |
| | 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: 1,300,000.00 |
| | Available For Sale Securities Amortized Cost: 1,299,940.42 |
| | Investment Owned Percent of Net Assets: 0.0047 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,299,940.42 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,299,940.42 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Collateralized Commercial Paper II Co LLC |
| | Investment Title: Collateralized Commercial Paper II Co LLC, 0.24% |
| | CUSIP Member: 19422D-C3-3 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/3/14 |
| | Final Legal Investment Maturity Date: 3/3/14 |
| | 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: 1,500,000.00 |
| | Available For Sale Securities Amortized Cost: 1,499,700.00 |
| | Investment Owned Percent of Net Assets: 0.0054 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,499,700.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,499,700.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Collateralized Commercial Paper II Co LLC |
| | Investment Title: Collateralized Commercial Paper II Co LLC, 0.24% |
| | CUSIP Member: 19422D-C6-6 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/6/14 |
| | Final Legal Investment Maturity Date: 3/6/14 |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,560.00 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,560.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,560.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Colorado Housing & Finance Authority |
| | Investment Title: Colorado Housing & Finance Authority, 0.08% |
| | CUSIP Member: 196479-MG-1 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/7/14 |
| | Final Legal Investment Maturity Date: 2/7/14 |
| | 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: 1,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,000,000.00 |
| | Investment Owned Percent of Net Assets: 0.0036 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,000,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,000,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Commonwealth Bank of Australia |
| | Investment Title: Commonwealth Bank of Australia, 0.15% |
| | CUSIP Member: 20272E-BM-9 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/21/14 |
| | Final Legal Investment Maturity Date: 2/21/14 |
| | 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: 1,999,833.33 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,833.33 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,833.33 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: CRC Funding LLC |
| | Investment Title: CRC Funding LLC, 0.14% |
| | CUSIP Member: 12622V-B7-8 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/7/14 |
| | Final Legal Investment Maturity Date: 2/7/14 |
| | 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: 1,999,953.33 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | 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: CRC Funding LLC |
| | Investment Title: CRC Funding LLC, 0.18% |
| | CUSIP Member: 12622V-C5-1 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/5/14 |
| | Final Legal Investment Maturity Date: 3/5/14 |
| | 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: 1,999,680.00 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,680.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,680.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Credit Suisse/New York NY |
| | Investment Title: Credit Suisse/New York NY, 0.21% |
| | CUSIP Member: 2254EB-D3-2 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/3/14 |
| | Final Legal Investment Maturity Date: 4/3/14 |
| | 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: 1,999,288.33 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,288.33 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,288.33 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Credit Suisse/New York NY |
| | Investment Title: Credit Suisse/New York NY, 0.21% |
| | CUSIP Member: 2254EB-D4-0 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/4/14 |
| | Final Legal Investment Maturity Date: 4/4/14 |
| | 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: 1,999,276.67 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,276.67 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,276.67 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Credit Suisse/New York NY |
| | Investment Title: Credit Suisse/New York NY, 0.21% |
| | CUSIP Member: 2254EB-DP-3 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/23/14 |
| | Final Legal Investment Maturity Date: 4/23/14 |
| | 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: 1,500,000.00 |
| | Available For Sale Securities Amortized Cost: 1,499,291.25 |
| | Investment Owned Percent of Net Assets: 0.0054 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,499,291.25 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,499,291.25 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: DBS Bank Ltd |
| | Investment Title: DBS Bank Ltd, 0.23% |
| | CUSIP Member: 23305E-BC-6 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/12/14 |
| | Final Legal Investment Maturity Date: 2/12/14 |
| | 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: 1,999,859.44 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,859.44 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,859.44 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Dealer Capital Access Trust Inc |
| | Investment Title: Dealer Capital Access Trust Inc, 0.25% |
| | CUSIP Member: 24023H-B4-6 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/4/14 |
| | Final Legal Investment Maturity Date: 2/4/14 |
| | 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: 1,999,958.33 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,958.33 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,958.33 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Dealer Capital Access Trust Inc |
| | Investment Title: Dealer Capital Access Trust Inc, 0.3% |
| | CUSIP Member: 24023H-BL-8 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/20/14 |
| | Final Legal Investment Maturity Date: 2/20/14 |
| | 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: 1,999,683.33 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | 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: Dealer Capital Access Trust Inc |
| | Investment Title: Dealer Capital Access Trust Inc, 0.19% |
| | CUSIP Member: 24023H-C3-7 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/3/14 |
| | Final Legal Investment Maturity Date: 3/3/14 |
| | 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: 2,100,000.00 |
| | Available For Sale Securities Amortized Cost: 2,099,667.50 |
| | Investment Owned Percent of Net Assets: 0.0076 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,099,667.50 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,099,667.50 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Deutsche Bank Repurchase Agreement |
| | Investment Title: Deutsche Bank Repurchase Agreement, 0.02% |
| | Investment Identifier: RP013114G |
| | 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: Resolution Funding Corp |
| Investment Maturity Date: |
| Date: 10/15/20 |
| CR: 0.000000 |
| Investment Type Domain: Government Agency Debt |
| Category of Investment Desc |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 138,000.00 |
| Cash Collateral for Borrowed Securities: 116,023.50 |
| | | Repurchase Agreement: |
| Investment Issuer: Freddie Mac |
| Investment Maturity Date: |
| Date: 7/28/14 |
| CR: 3.000000 |
| Investment Type Domain: Government Agency Debt |
| Category of Investment Desc |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 2,676,000.00 |
| Cash Collateral for Borrowed Securities: 2,713,490.76 |
| | | Repurchase Agreement: |
| Investment Issuer: Fannie Mae |
| Investment Maturity Date: |
| Date: 12/10/30 |
| CR: 3.000000 |
| Investment Type Domain: Government Agency Debt |
| Category of Investment Desc |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 4,344,000.00 |
| Cash Collateral for Borrowed Securities: 3,648,351.84 |
| | | Repurchase Agreement: |
| Investment Issuer: Fannie Mae |
| Investment Maturity Date: |
| Date: 8/28/14 |
| CR: 0.875000 |
| Investment Type Domain: Government Agency Debt |
| Category of Investment Desc |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 305,000.00 |
| Cash Collateral for Borrowed Securities: 307,445.72 |
| | | Repurchase Agreement: |
| Investment Issuer: Fannie Mae |
| Investment Maturity Date: |
| Date: 2/13/17 |
| CR: 5.000000 |
| Investment Type Domain: Government Agency Debt |
| Category of Investment Desc |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 101,000.00 |
| Cash Collateral for Borrowed Securities: 115,887.03 |
| | | Repurchase Agreement: |
| Investment Issuer: Fannie Mae |
| Investment Maturity Date: |
| Date: 2/5/14 |
| CR: 0.000000 |
| Investment Type Domain: Government Agency Debt |
| Category of Investment Desc |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 4,029,000.00 |
| Cash Collateral for Borrowed Securities: 4,029,000.00 |
| | | Repurchase Agreement: |
| Investment Issuer: Freddie Mac |
| Investment Maturity Date: |
| Date: 3/6/15 |
| CR: 0.625000 |
| Investment Type Domain: Government Agency Debt |
| Category of Investment Desc |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 46,000.00 |
| Cash Collateral for Borrowed Securities: 46,137.42 |
| | | Repurchase Agreement: |
| Investment Issuer: Federal Farm Credit Banks |
| Investment Maturity Date: |
| Date: 11/19/14 |
| CR: 1.625000 |
| Investment Type Domain: Government Agency Debt |
| Category of Investment Desc |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 2,277,000.00 |
| Cash Collateral for Borrowed Securities: 2,311,496.55 |
| | | Repurchase Agreement: |
| Investment Issuer: Federal Home Loan Bank |
| Investment Maturity Date: |
| Date: 10/27/14 |
| CR: 0.120000 |
| Investment Type Domain: Government Agency Debt |
| Category of Investment Desc |
| Assets Sold Under Agreements to Repurchase Carrying Amounts: 130,000.00 |
| Cash Collateral for Borrowed Securities: 129,983.53 |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/3/14 |
| | Final Legal Investment Maturity Date: 2/3/14 |
| | 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: 13,150,000.00 |
| | Available For Sale Securities Amortized Cost: 13,150,000.00 |
| | Investment Owned Percent of Net Assets: 0.0474 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 13,150,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 13,150,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: DWS Money Market Series |
| | Investment Title: DWS Money Market Series, 0.04% |
| | CUSIP Member: 23337T-20-1 |
| | Investment Type Domain: Investment Company |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/3/14 |
| | Final Legal Investment Maturity Date: 2/3/14 |
| | 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: 3,880,000.00 |
| | Available For Sale Securities Amortized Cost: 3,880,000.00 |
| | Investment Owned Percent of Net Assets: 0.0140 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 3,880,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 3,880,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Enterprise Fleet Financing LLC |
| | Investment Title: Enterprise Fleet Financing LLC, 0.29% |
| | CUSIP Member: 29372E-AX-6 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 8/20/14 |
| | Final Legal Investment Maturity Date: 8/20/14 |
| | 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: 545,667.08 |
| | Available For Sale Securities Amortized Cost: 545,667.08 |
| | Investment Owned Percent of Net Assets: 0.0020 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 545,667.08 |
| | Value of Security Excluding Value of Capital Support Agreement: 545,667.08 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Fairway Finance LLC |
| | Investment Title: Fairway Finance LLC, 0.15% |
| | CUSIP Member: 30601W-BC-2 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/12/14 |
| | Final Legal Investment Maturity Date: 2/12/14 |
| | 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: 2,199,899.17 |
| | Investment Owned Percent of Net Assets: 0.0079 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,199,899.17 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,199,899.17 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Fairway Finance LLC |
| | Investment Title: Fairway Finance LLC, 0.17% |
| | CUSIP Member: 30601W-DR-7 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/25/14 |
| | Final Legal Investment Maturity Date: 4/25/14 |
| | 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: 2,199,137.72 |
| | Investment Owned Percent of Net Assets: 0.0079 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,199,137.72 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,199,137.72 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: FCAR Owner Trust |
| | Investment Title: FCAR Owner Trust, 0.19% |
| | CUSIP Member: 3024A1-B4-4 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/4/14 |
| | Final Legal Investment Maturity Date: 2/4/14 |
| | 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: 2,200,000.00 |
| | Available For Sale Securities Amortized Cost: 2,199,965.17 |
| | Investment Owned Percent of Net Assets: 0.0079 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,199,965.17 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,199,965.17 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Ford Credit Auto Lease Trust 2013-B |
| | Investment Title: Ford Credit Auto Lease Trust 2013-B, 0.26% |
| | CUSIP Member: 34530F-AA-2 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 11/15/14 |
| | Final Legal Investment Maturity Date: 11/15/14 |
| | 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: 664,934.80 |
| | Available For Sale Securities Amortized Cost: 664,934.80 |
| | Investment Owned Percent of Net Assets: 0.0024 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 664,934.80 |
| | Value of Security Excluding Value of Capital Support Agreement: 664,934.80 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Ford Credit Auto Owner Trust 2013-D |
| | Investment Title: Ford Credit Auto Owner Trust 2013-D, 0.24% |
| | CUSIP Member: 34530G-AA-0 |
| | Investment Type Domain: Other Note |
| | 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? No |
| | Investment Owned Balance Principal Amount: 535,114.86 |
| | Available For Sale Securities Amortized Cost: 535,114.86 |
| | Investment Owned Percent of Net Assets: 0.0019 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 535,114.86 |
| | Value of Security Excluding Value of Capital Support Agreement: 535,114.86 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: GDF Suez |
| | Investment Title: GDF Suez, 0.2% |
| | CUSIP Member: 36161B-B6-0 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/6/14 |
| | Final Legal Investment Maturity Date: 2/6/14 |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,944.44 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,944.44 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,944.44 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: GDF Suez |
| | Investment Title: GDF Suez, 0.2% |
| | CUSIP Member: 36161B-CH-5 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/17/14 |
| | Final Legal Investment Maturity Date: 3/17/14 |
| | 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: 1,900,000.00 |
| | Available For Sale Securities Amortized Cost: 1,899,535.56 |
| | Investment Owned Percent of Net Assets: 0.0068 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,899,535.56 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,899,535.56 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: GDF Suez |
| | Investment Title: GDF Suez, 0.17% |
| | CUSIP Member: 36161B-DF-8 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/15/14 |
| | Final Legal Investment Maturity Date: 4/15/14 |
| | 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: 1,500,000.00 |
| | Available For Sale Securities Amortized Cost: 1,499,482.92 |
| | Investment Owned Percent of Net Assets: 0.0054 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,499,482.92 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,499,482.92 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: GE Equipment Midticket LLC Series 2013-1 |
| | Investment Title: GE Equipment Midticket LLC Series 2013-1, 0.23% |
| | CUSIP Member: 36830N-AA-7 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 9/22/14 |
| | Final Legal Investment Maturity Date: 9/22/14 |
| | 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: 864,056.71 |
| | Available For Sale Securities Amortized Cost: 864,056.71 |
| | Investment Owned Percent of Net Assets: 0.0031 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 864,056.71 |
| | Value of Security Excluding Value of Capital Support Agreement: 864,056.71 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: GE Equipment Small Ticket LLC Series 2013-1 |
| | Investment Title: GE Equipment Small Ticket LLC Series 2013-1, 0.23% |
| | CUSIP Member: 36830L-AA-1 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 8/25/14 |
| | Final Legal Investment Maturity Date: 8/25/14 |
| | 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: 742,918.46 |
| | Available For Sale Securities Amortized Cost: 742,918.46 |
| | Investment Owned Percent of Net Assets: 0.0027 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 742,918.46 |
| | Value of Security Excluding Value of Capital Support Agreement: 742,918.46 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: GE Equipment Transportation LLC Series 2013-2 |
| | Investment Title: GE Equipment Transportation LLC Series 2013-2, 0.26% |
| | CUSIP Member: 36163G-AA-9 |
| | Investment Type Domain: Other Note |
| | 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: 1,010,455.55 |
| | Available For Sale Securities Amortized Cost: 1,010,455.55 |
| | Investment Owned Percent of Net Assets: 0.0036 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,010,455.55 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,010,455.55 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Gemini Securitization Corp LLC |
| | Investment Title: Gemini Securitization Corp LLC, 0.18% |
| | CUSIP Member: 3686M1-BJ-4 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/18/14 |
| | Final Legal Investment Maturity Date: 2/18/14 |
| | 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: 695,000.00 |
| | Available For Sale Securities Amortized Cost: 694,940.93 |
| | Investment Owned Percent of Net Assets: 0.0025 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 694,940.93 |
| | Value of Security Excluding Value of Capital Support Agreement: 694,940.93 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Gemini Securitization Corp LLC |
| | Investment Title: Gemini Securitization Corp LLC, 0.2% |
| | CUSIP Member: 3686M1-CA-2 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/10/14 |
| | Final Legal Investment Maturity Date: 3/10/14 |
| | 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: 1,999,588.89 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,588.89 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,588.89 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: General Electric Capital |
| | Investment Title: General Electric Capital, 0.04% |
| | CUSIP Member: 36959J-B7-7 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/7/14 |
| | Final Legal Investment Maturity Date: 2/7/14 |
| | 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: 1,999,986.66 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,986.66 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,986.66 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Gotham Funding Corp |
| | Investment Title: Gotham Funding Corp, 0.16% |
| | CUSIP Member: 38346M-BB-9 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/11/14 |
| | Final Legal Investment Maturity Date: 2/11/14 |
| | 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: 1,700,000.00 |
| | Available For Sale Securities Amortized Cost: 1,699,924.44 |
| | Investment Owned Percent of Net Assets: 0.0061 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,699,924.44 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,699,924.44 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Gotham Funding Corp |
| | Investment Title: Gotham Funding Corp, 0.14% |
| | CUSIP Member: 38346M-BE-3 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/14/14 |
| | Final Legal Investment Maturity Date: 2/14/14 |
| | 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: 1,800,000.00 |
| | Available For Sale Securities Amortized Cost: 1,799,909.00 |
| | Investment Owned Percent of Net Assets: 0.0065 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,799,909.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,799,909.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Gotham Funding Corp |
| | Investment Title: Gotham Funding Corp, 0.16% |
| | CUSIP Member: 38346M-C3-6 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/3/14 |
| | Final Legal Investment Maturity Date: 3/3/14 |
| | 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: 1,899,746.67 |
| | Investment Owned Percent of Net Assets: 0.0068 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,899,746.67 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,899,746.67 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Gotham Funding Corp |
| | Investment Title: Gotham Funding Corp, 0.17% |
| | CUSIP Member: 38346M-D1-9 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/1/14 |
| | Final Legal Investment Maturity Date: 4/1/14 |
| | 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: 1,400,000.00 |
| | Available For Sale Securities Amortized Cost: 1,399,609.94 |
| | Investment Owned Percent of Net Assets: 0.0050 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,399,609.94 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,399,609.94 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Housing Development Corp/NY |
| | Investment Title: Housing Development Corp/NY, 0.1% |
| | CUSIP Member: 64966T-AD-6 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/7/14 |
| | Final Legal Investment Maturity Date: 2/7/14 |
| | Does Security Have Demand Feature? Yes |
| | Demand Feature Issuer List: |
| | | Demand Feature Issuer: |
| Investment Issuer: Landesbank Hessen Thueringen |
| 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: 1,900,000.00 |
| | Available For Sale Securities Amortized Cost: 1,900,000.00 |
| | Investment Owned Percent of Net Assets: 0.0068 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,900,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,900,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Housing Development Corp/NY |
| | Investment Title: Housing Development Corp/NY, 0.08% |
| | CUSIP Member: 64970H-BB-9 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/7/14 |
| | Final Legal Investment Maturity Date: 2/7/14 |
| | 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: 0.0085 |
| | 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, 0.08% |
| | CUSIP Member: 64970H-BG-8 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/7/14 |
| | Final Legal Investment Maturity Date: 2/7/14 |
| | 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: 0.0051 |
| | 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: Hyundai Auto Receivables Trust |
| | Investment Title: Hyundai Auto Receivables Trust, 0.20% |
| | 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: 1,600,000.00 |
| | Available For Sale Securities Amortized Cost: 1,600,000.00 |
| | Investment Owned Percent of Net Assets: 0.0058 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,600,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,600,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: ING US Funding LLC |
| | Investment Title: ING US Funding LLC, 0.17% |
| | CUSIP Member: 4497W1-BB-1 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/11/14 |
| | Final Legal Investment Maturity Date: 2/11/14 |
| | 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: 1,900,000.00 |
| | Available For Sale Securities Amortized Cost: 1,899,910.28 |
| | Investment Owned Percent of Net Assets: 0.0068 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,899,910.28 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,899,910.28 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: ING US Funding LLC |
| | Investment Title: ING US Funding LLC, 0.19% |
| | CUSIP Member: 4497W1-BJ-4 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/18/14 |
| | Final Legal Investment Maturity Date: 2/18/14 |
| | 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: 1,999,820.55 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,820.55 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,820.55 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Iowa Finance Authority |
| | Investment Title: Iowa Finance Authority, 0.09% |
| | CUSIP Member: 462467-CH-2 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/7/14 |
| | Final Legal Investment Maturity Date: 2/7/14 |
| | 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: 0.0025 |
| | 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 Owner Trust 2013-B |
| | Investment Title: John Deere Owner Trust 2013-B, 0.25% |
| | CUSIP Member: 477879-AA-8 |
| | Investment Type Domain: Other Note |
| | 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: 890,158.29 |
| | Available For Sale Securities Amortized Cost: 890,158.29 |
| | Investment Owned Percent of Net Assets: 0.0032 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 890,158.29 |
| | Value of Security Excluding Value of Capital Support Agreement: 890,158.29 |
| 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: 2/21/14 |
| | 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: 0.0072 |
| | 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, 0.27% |
| | CUSIP Member: 46590E-EK-0 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 5/19/14 |
| | Final Legal Investment Maturity Date: 5/19/14 |
| | 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: 1,300,000.00 |
| | Available For Sale Securities Amortized Cost: 1,298,956.75 |
| | Investment Owned Percent of Net Assets: 0.0047 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,298,956.75 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,298,956.75 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Liberty Street Funding LLC |
| | Investment Title: Liberty Street Funding LLC, 0.13% |
| | CUSIP Member: 53127U-BR-0 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/25/14 |
| | Final Legal Investment Maturity Date: 2/25/14 |
| | 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: 2,100,000.00 |
| | Available For Sale Securities Amortized Cost: 2,099,818.00 |
| | Investment Owned Percent of Net Assets: 0.0076 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,099,818.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,099,818.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Liberty Street Funding LLC |
| | Investment Title: Liberty Street Funding LLC, 0.17% |
| | CUSIP Member: 53127U-CC-2 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/12/14 |
| | Final Legal Investment Maturity Date: 3/12/14 |
| | 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: 1,999,631.67 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,631.67 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,631.67 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Liberty Street Funding LLC |
| | Investment Title: Liberty Street Funding LLC, 0.17% |
| | CUSIP Member: 53127U-DE-7 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/14/14 |
| | Final Legal Investment Maturity Date: 4/14/14 |
| | 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: 2,400,000.00 |
| | Available For Sale Securities Amortized Cost: 2,399,184.00 |
| | Investment Owned Percent of Net Assets: 0.0086 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,399,184.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,399,184.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Luzerne County Industrial Development Authority |
| | Investment Title: Luzerne County Industrial Development Authority, 0.21% |
| | CUSIP Member: 550725-BZ-7 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/7/14 |
| | Final Legal Investment Maturity Date: 2/7/14 |
| | 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: 865,000.00 |
| | Available For Sale Securities Amortized Cost: 865,000.00 |
| | Investment Owned Percent of Net Assets: 0.0031 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 865,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 865,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: M&T Bank Auto Receivables Trust 2013-1 |
| | Investment Title: M&T Bank Auto Receivables Trust 2013-1, 0.25% |
| | CUSIP Member: 55292L-AA-2 |
| | Investment Type Domain: Other Note |
| | 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: 554,333.36 |
| | Available For Sale Securities Amortized Cost: 554,333.36 |
| | Investment Owned Percent of Net Assets: 0.0020 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 554,333.36 |
| | Value of Security Excluding Value of Capital Support Agreement: 554,333.36 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Manhattan Asset Funding Co LLC |
| | Investment Title: Manhattan Asset Funding Co LLC, 0.14% |
| | CUSIP Member: 56274M-BJ-0 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/18/14 |
| | Final Legal Investment Maturity Date: 2/18/14 |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,867.78 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,867.78 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,867.78 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Manhattan Asset Funding Co LLC |
| | Investment Title: Manhattan Asset Funding Co LLC, 0.18% |
| | CUSIP Member: 56274M-BL-5 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/20/14 |
| | Final Legal Investment Maturity Date: 2/20/14 |
| | 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: 2,500,000.00 |
| | Available For Sale Securities Amortized Cost: 2,499,762.50 |
| | Investment Owned Percent of Net Assets: 0.0090 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,499,762.50 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,499,762.50 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Manhattan Asset Funding Co LLC |
| | Investment Title: Manhattan Asset Funding Co LLC, 0.16% |
| | CUSIP Member: 56274M-CE-0 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/14/14 |
| | Final Legal Investment Maturity Date: 3/14/14 |
| | 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: 1,999,635.55 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,635.55 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,635.55 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Memorial Health System/IL |
| | Investment Title: Memorial Health System/IL, 0.07% |
| | CUSIP Member: 586016-AP-2 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/7/14 |
| | Final Legal Investment Maturity Date: 2/7/14 |
| | 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 Receivables Trust 2013-1 |
| | Investment Title: Mercedes-Benz Auto Receivables Trust 2013-1, 0.22% |
| | CUSIP Member: 58768W-AA-7 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 8/15/14 |
| | Final Legal Investment Maturity Date: 8/15/14 |
| | 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: 190,967.93 |
| | Available For Sale Securities Amortized Cost: 190,967.93 |
| | Investment Owned Percent of Net Assets: 0.0007 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 190,967.93 |
| | Value of Security Excluding Value of Capital Support Agreement: 190,967.93 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: MetLife Inc |
| | Investment Title: MetLife Inc, 0.34% |
| | Investment Identifier: METFUND60 |
| | Entity Central Index Key: 937834 |
| | Investment Type Domain: Insurance Company Funding Agreement |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/15/14 |
| | Final Legal Investment Maturity Date: 8/15/14 |
| | 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: 2,000,000.00 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | 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, 0.16% |
| | CUSIP Member: 60415N-M3-3 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/7/14 |
| | Final Legal Investment Maturity Date: 2/7/14 |
| | 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: 1,600,000.00 |
| | Available For Sale Securities Amortized Cost: 1,600,000.00 |
| | Investment Owned Percent of Net Assets: 0.0058 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,600,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,600,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Mizuho Funding LLC |
| | Investment Title: Mizuho Funding LLC, 0.21% |
| | CUSIP Member: 60688G-BQ-9 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/24/14 |
| | Final Legal Investment Maturity Date: 2/24/14 |
| | 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: 1,999,738.06 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,738.06 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,738.06 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Mizuho Funding LLC |
| | Investment Title: Mizuho Funding LLC, 0.21% |
| | CUSIP Member: 60688G-DM-6 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/21/14 |
| | Final Legal Investment Maturity Date: 4/21/14 |
| | 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: 1,900,000.00 |
| | Available For Sale Securities Amortized Cost: 1,899,145.26 |
| | Investment Owned Percent of Net Assets: 0.0068 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,899,145.26 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,899,145.26 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: MMAF Equipment Finance LLC 2013-A |
| | Investment Title: MMAF Equipment Finance LLC 2013-A, 0.28% |
| | CUSIP Member: 60689L-AA-3 |
| | Investment Type Domain: Other Note |
| | 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: 472,346.91 |
| | Available For Sale Securities Amortized Cost: 472,346.91 |
| | Investment Owned Percent of Net Assets: 0.0017 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 472,346.91 |
| | Value of Security Excluding Value of Capital Support Agreement: 472,346.91 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: National Rural Utilities Cooperative Finance Corp |
| | Investment Title: National Rural Utilities Cooperative Finance Corp, 0.08% |
| | CUSIP Member: 63743D-BA-8 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/10/14 |
| | Final Legal Investment Maturity Date: 2/10/14 |
| | 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: 2,199,956.00 |
| | Investment Owned Percent of Net Assets: 0.0079 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,199,956.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,199,956.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: National Rural Utilities Cooperative Finance Corp |
| | Investment Title: National Rural Utilities Cooperative Finance Corp, 0.1% |
| | CUSIP Member: 63743D-CM-1 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/21/14 |
| | Final Legal Investment Maturity Date: 3/21/14 |
| | 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: 1,999,733.34 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,733.34 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,733.34 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: New York Life Global |
| | Investment Title: New York Life Global, 0.23% |
| | Investment Identifier: FUNDNYL80 |
| | Entity Central Index Key: 71633 |
| | Investment Type Domain: Insurance Company Funding Agreement |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/3/14 |
| | Final Legal Investment Maturity Date: 7/25/14 |
| | 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: 2,000,000.00 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | 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, 0.08% |
| | CUSIP Member: 64986M-J6-3 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/7/14 |
| | Final Legal Investment Maturity Date: 2/7/14 |
| | 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: 0.0032 |
| | 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, 0.08% |
| | CUSIP Member: 64986M-J8-9 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/7/14 |
| | Final Legal Investment Maturity Date: 2/7/14 |
| | 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: 0.0047 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,300,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,300,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: New York State Housing Finance Agency |
| | Investment Title: New York State Housing Finance Agency, 0.2% |
| | CUSIP Member: 64986M-M3-6 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/7/14 |
| | Final Legal Investment Maturity Date: 2/7/14 |
| | 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: 0.0061 |
| | 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, 0.12% |
| | CUSIP Member: 64986M-QR-9 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/7/14 |
| | Final Legal Investment Maturity Date: 2/7/14 |
| | 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: 0.0056 |
| | 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, 0.09% |
| | CUSIP Member: 65409S-B3-1 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/3/14 |
| | Final Legal Investment Maturity Date: 2/3/14 |
| | 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: 2,200,000.00 |
| | Available For Sale Securities Amortized Cost: 2,199,989.00 |
| | Investment Owned Percent of Net Assets: 0.0079 |
| | 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: Nieuw Amsterdam Receivables Corp |
| | Investment Title: Nieuw Amsterdam Receivables Corp, 0.14% |
| | CUSIP Member: 65409S-CD-8 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/13/14 |
| | Final Legal Investment Maturity Date: 3/13/14 |
| | 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: 2,300,000.00 |
| | Available For Sale Securities Amortized Cost: 2,299,642.22 |
| | Investment Owned Percent of Net Assets: 0.0083 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,299,642.22 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,299,642.22 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Nieuw Amsterdam Receivables Corp |
| | Investment Title: Nieuw Amsterdam Receivables Corp, 0.16% |
| | CUSIP Member: 65409S-D1-3 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/1/14 |
| | Final Legal Investment Maturity Date: 4/1/14 |
| | 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: 2,100,000.00 |
| | Available For Sale Securities Amortized Cost: 2,099,449.33 |
| | Investment Owned Percent of Net Assets: 0.0076 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,099,449.33 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,099,449.33 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Nissan Auto Receivables 2013-B Owner Trust |
| | Investment Title: Nissan Auto Receivables 2013-B Owner Trust, 0.21% |
| | CUSIP Member: 65477L-AA-8 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 8/15/14 |
| | Final Legal Investment Maturity Date: 8/15/14 |
| | 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: 151,748.73 |
| | Available For Sale Securities Amortized Cost: 151,748.73 |
| | Investment Owned Percent of Net Assets: 0.0005 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 151,748.73 |
| | Value of Security Excluding Value of Capital Support Agreement: 151,748.73 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Nordea Bank AB |
| | Investment Title: Nordea Bank AB, 0.19% |
| | CUSIP Member: 65558G-D9-1 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/9/14 |
| | Final Legal Investment Maturity Date: 4/9/14 |
| | 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: 1,900,000.00 |
| | Available For Sale Securities Amortized Cost: 1,899,328.14 |
| | Investment Owned Percent of Net Assets: 0.0068 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,899,328.14 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,899,328.14 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Nordea Bank AB |
| | Investment Title: Nordea Bank AB, 0.19% |
| | CUSIP Member: 65558G-DU-4 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/28/14 |
| | Final Legal Investment Maturity Date: 4/28/14 |
| | 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: 1,999,092.22 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,092.22 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,092.22 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Oglethorpe Power Corp |
| | Investment Title: Oglethorpe Power Corp, 0.16% |
| | CUSIP Member: 67705B-B5-0 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/5/14 |
| | Final Legal Investment Maturity Date: 2/5/14 |
| | 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: 1,999,964.44 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,964.44 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,964.44 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Oglethorpe Power Corp |
| | Investment Title: Oglethorpe Power Corp, 0.15% |
| | CUSIP Member: 67705B-BS-0 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/26/14 |
| | Final Legal Investment Maturity Date: 2/26/14 |
| | 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: 1,999,791.67 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,791.67 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,791.67 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Ohio Higher Educational Facility Commission |
| | Investment Title: Ohio Higher Educational Facility Commission, 0.14% |
| | CUSIP Member: 67756B-VK-3 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/7/14 |
| | Final Legal Investment Maturity Date: 2/7/14 |
| | 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: 0.0036 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,000,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,000,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Oversea-Chinese Banking Corp Ltd |
| | Investment Title: Oversea-Chinese Banking Corp Ltd, 0.18% |
| | CUSIP Member: 69033R-CJ-3 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/18/14 |
| | Final Legal Investment Maturity Date: 3/18/14 |
| | 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: 2,100,000.00 |
| | Available For Sale Securities Amortized Cost: 2,099,527.50 |
| | Investment Owned Percent of Net Assets: 0.0076 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,099,527.50 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,099,527.50 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Oversea-Chinese Banking Corp Ltd |
| | Investment Title: Oversea-Chinese Banking Corp Ltd, 0.19% |
| | CUSIP Member: 69033R-D7-8 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/7/14 |
| | Final Legal Investment Maturity Date: 4/7/14 |
| | 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: 1,500,000.00 |
| | Available For Sale Securities Amortized Cost: 1,499,485.42 |
| | Investment Owned Percent of Net Assets: 0.0054 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,499,485.42 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,499,485.42 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Oversea-Chinese Banking Corp Ltd |
| | Investment Title: Oversea-Chinese Banking Corp Ltd, 0.21% |
| | CUSIP Member: 69033R-DA-1 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/10/14 |
| | Final Legal Investment Maturity Date: 4/10/14 |
| | 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: 1,999,206.66 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,206.66 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,206.66 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Porsche Innovative Lease Owner Trust 2013-1 |
| | Investment Title: Porsche Innovative Lease Owner Trust 2013-1, 0.23% |
| | CUSIP Member: 73328X-AA-7 |
| | Investment Type Domain: Other Note |
| | 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: 949,744.98 |
| | Available For Sale Securities Amortized Cost: 949,744.98 |
| | Investment Owned Percent of Net Assets: 0.0034 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 949,744.98 |
| | Value of Security Excluding Value of Capital Support Agreement: 949,744.98 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Prudential Funding LLC |
| | Investment Title: Prudential Funding LLC, 0.04% |
| | CUSIP Member: 74433H-B3-7 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/3/14 |
| | Final Legal Investment Maturity Date: 2/3/14 |
| | 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: 1,999,995.55 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,995.55 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,995.55 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Prudential Funding LLC |
| | Investment Title: Prudential Funding LLC, 0.04% |
| | CUSIP Member: 74433H-B6-0 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/6/14 |
| | Final Legal Investment Maturity Date: 2/6/14 |
| | 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: 1,500,000.00 |
| | Available For Sale Securities Amortized Cost: 1,499,991.66 |
| | Investment Owned Percent of Net Assets: 0.0054 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,499,991.66 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,499,991.66 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Prudential PLC |
| | Investment Title: Prudential PLC, 0.18% |
| | CUSIP Member: 7443M3-BL-7 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/20/14 |
| | Final Legal Investment Maturity Date: 2/20/14 |
| | 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: 1,999,810.00 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,810.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,810.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Rabobank USA Financial Corp |
| | Investment Title: Rabobank USA Financial Corp, 0.24% |
| | CUSIP Member: 74977L-DN-4 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/22/14 |
| | Final Legal Investment Maturity Date: 4/22/14 |
| | 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: 1,998,933.33 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,998,933.33 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,998,933.33 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Reckitt Benckiser Treasury Services PLC |
| | Investment Title: Reckitt Benckiser Treasury Services PLC, 0.19% |
| | CUSIP Member: 7562E1-EM-2 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 5/21/14 |
| | Final Legal Investment Maturity Date: 5/21/14 |
| | 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: 1,500,000.00 |
| | Available For Sale Securities Amortized Cost: 1,499,137.08 |
| | Investment Owned Percent of Net Assets: 0.0054 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,499,137.08 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,499,137.08 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Regency Markets No. 1 LLC |
| | Investment Title: Regency Markets No. 1 LLC, 0.14% |
| | CUSIP Member: 7588R1-BJ-3 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/18/14 |
| | Final Legal Investment Maturity Date: 2/18/14 |
| | 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: 1,900,000.00 |
| | Available For Sale Securities Amortized Cost: 1,899,874.39 |
| | Investment Owned Percent of Net Assets: 0.0068 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,899,874.39 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,899,874.39 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Regency Markets No. 1 LLC |
| | Investment Title: Regency Markets No. 1 LLC, 0.14% |
| | CUSIP Member: 7588R1-BR-5 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/25/14 |
| | Final Legal Investment Maturity Date: 2/25/14 |
| | 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: 0.0079 |
| | 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: Regency Markets No. 1 LLC |
| | Investment Title: Regency Markets No. 1 LLC, 0.14% |
| | CUSIP Member: 7588R1-BT-1 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/27/14 |
| | Final Legal Investment Maturity Date: 2/27/14 |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,797.78 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,797.78 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,797.78 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Rhode Island Student Loan Authority |
| | Investment Title: Rhode Island Student Loan Authority, 0.1% |
| | CUSIP Member: 762315-ME-6 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/7/14 |
| | Final Legal Investment Maturity Date: 2/7/14 |
| | 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: 700,000.00 |
| | Available For Sale Securities Amortized Cost: 700,000.00 |
| | Investment Owned Percent of Net Assets: 0.0025 |
| | 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: Rowan County Industrial Facilities & Pollution Control Financing Authority |
| | Investment Title: Rowan County Industrial Facilities & Pollution Control Financing Authority, 0.21% |
| | CUSIP Member: 779465-BL-6 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/7/14 |
| | Final Legal Investment Maturity Date: 2/7/14 |
| | 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: 330,000.00 |
| | Available For Sale Securities Amortized Cost: 330,000.00 |
| | Investment Owned Percent of Net Assets: 0.0012 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 330,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 330,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Santander Drive Auto Receivables Trust 2013-5 |
| | Investment Title: Santander Drive Auto Receivables Trust 2013-5, 0.26% |
| | CUSIP Member: 80281C-AA-3 |
| | Investment Type Domain: Other Note |
| | 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: 824,415.28 |
| | Available For Sale Securities Amortized Cost: 824,415.28 |
| | Investment Owned Percent of Net Assets: 0.0030 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 824,415.28 |
| | Value of Security Excluding Value of Capital Support Agreement: 824,415.28 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Sheffield Receivables Corp |
| | Investment Title: Sheffield Receivables Corp, 0.16% |
| | CUSIP Member: 82124M-BK-5 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/19/14 |
| | Final Legal Investment Maturity Date: 2/19/14 |
| | 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: 1,500,000.00 |
| | Available For Sale Securities Amortized Cost: 1,499,880.00 |
| | Investment Owned Percent of Net Assets: 0.0054 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,499,880.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,499,880.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Sheffield Receivables Corp |
| | Investment Title: Sheffield Receivables Corp, 0.18% |
| | CUSIP Member: 82124M-CD-0 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/13/14 |
| | Final Legal Investment Maturity Date: 3/13/14 |
| | 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: 1,500,000.00 |
| | Available For Sale Securities Amortized Cost: 1,499,700.00 |
| | Investment Owned Percent of Net Assets: 0.0054 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,499,700.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,499,700.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Sheffield Receivables Corp |
| | Investment Title: Sheffield Receivables Corp, 0.18% |
| | CUSIP Member: 82124M-CK-4 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/19/14 |
| | Final Legal Investment Maturity Date: 3/19/14 |
| | 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: 1,000,000.00 |
| | Available For Sale Securities Amortized Cost: 999,770.00 |
| | Investment Owned Percent of Net Assets: 0.0036 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 999,770.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 999,770.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Skandinaviska Enskilda Banken AB |
| | Investment Title: Skandinaviska Enskilda Banken AB, 0.12% |
| | CUSIP Member: 83050U-B5-6 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/5/14 |
| | Final Legal Investment Maturity Date: 2/5/14 |
| | 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: 1,999,973.33 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,973.33 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,973.33 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Skandinaviska Enskilda Banken AB |
| | Investment Title: Skandinaviska Enskilda Banken AB, 0.2% |
| | CUSIP Member: 83050U-D1-3 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/1/14 |
| | Final Legal Investment Maturity Date: 4/1/14 |
| | 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: 1,200,000.00 |
| | Available For Sale Securities Amortized Cost: 1,199,606.67 |
| | Investment Owned Percent of Net Assets: 0.0043 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,199,606.67 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,199,606.67 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: South Central Texas Industrial Development Corp |
| | Investment Title: South Central Texas Industrial Development Corp, 0.1% |
| | CUSIP Member: 837264-AA-8 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/7/14 |
| | Final Legal Investment Maturity Date: 2/7/14 |
| | 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: 0.0058 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,600,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,600,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Southern Co Funding Corp |
| | Investment Title: Southern Co Funding Corp, 0.12% |
| | CUSIP Member: 8426E3-B3-0 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/3/14 |
| | Final Legal Investment Maturity Date: 2/3/14 |
| | 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: 1,800,000.00 |
| | Available For Sale Securities Amortized Cost: 1,799,988.00 |
| | Investment Owned Percent of Net Assets: 0.0065 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,799,988.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,799,988.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Southern Co Funding Corp |
| | Investment Title: Southern Co Funding Corp, 0.13% |
| | CUSIP Member: 8426E3-BD-8 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/13/14 |
| | Final Legal Investment Maturity Date: 2/13/14 |
| | 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: 2,099,909.00 |
| | Investment Owned Percent of Net Assets: 0.0076 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,099,909.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,099,909.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Standard Chartered Bank/New York |
| | Investment Title: Standard Chartered Bank/New York, 0.17% |
| | CUSIP Member: 85324U-CA-9 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/10/14 |
| | Final Legal Investment Maturity Date: 3/10/14 |
| | 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: 1,999,650.56 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,650.56 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,650.56 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Standard Chartered Bank/New York |
| | Investment Title: Standard Chartered Bank/New York, 0.16% |
| | CUSIP Member: 85324U-DB-6 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/11/14 |
| | Final Legal Investment Maturity Date: 4/11/14 |
| | 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: 1,499,540.00 |
| | Investment Owned Percent of Net Assets: 0.0054 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,499,540.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,499,540.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: STIT - Liquid Assets Portfolio |
| | Investment Title: STIT - Liquid Assets Portfolio, 0.07% |
| | CUSIP Member: 825252-72-9 |
| | Investment Type Domain: Investment Company |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/3/14 |
| | Final Legal Investment Maturity Date: 2/3/14 |
| | 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: 5,120,000.00 |
| | Available For Sale Securities Amortized Cost: 5,120,000.00 |
| | Investment Owned Percent of Net Assets: 0.0185 |
| | 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, 0.21% |
| | CUSIP Member: 86562L-B4-3 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/4/14 |
| | Final Legal Investment Maturity Date: 2/4/14 |
| | 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: 2,100,000.00 |
| | Available For Sale Securities Amortized Cost: 2,099,963.25 |
| | Investment Owned Percent of Net Assets: 0.0076 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,099,963.25 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,099,963.25 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Sumitomo Mitsui Banking Corp |
| | Investment Title: Sumitomo Mitsui Banking Corp, 0.2% |
| | CUSIP Member: 86562L-C5-9 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/5/14 |
| | Final Legal Investment Maturity Date: 3/5/14 |
| | 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: 1,999,644.44 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,644.44 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,644.44 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Sumitomo Mitsui Banking Corp |
| | Investment Title: Sumitomo Mitsui Banking Corp, 0.21% |
| | CUSIP Member: 86562L-DM-1 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/21/14 |
| | Final Legal Investment Maturity Date: 4/21/14 |
| | 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: 1,499,325.21 |
| | Investment Owned Percent of Net Assets: 0.0054 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,499,325.21 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,499,325.21 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Telstra Corp Ltd |
| | Investment Title: Telstra Corp Ltd, 0.17% |
| | CUSIP Member: 8796V5-DU-0 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/28/14 |
| | Final Legal Investment Maturity Date: 4/28/14 |
| | 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: 1,999,187.78 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,187.78 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,187.78 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Telstra Corp Ltd |
| | Investment Title: Telstra Corp Ltd, 0.17% |
| | CUSIP Member: 8796V5-E2-1 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 5/2/14 |
| | Final Legal Investment Maturity Date: 5/2/14 |
| | 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: 1,700,000.00 |
| | Available For Sale Securities Amortized Cost: 1,699,277.50 |
| | Investment Owned Percent of Net Assets: 0.0061 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,699,277.50 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,699,277.50 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Telstra Corp Ltd |
| | Investment Title: Telstra Corp Ltd, 0.17% |
| | CUSIP Member: 8796V5-E5-4 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 5/5/14 |
| | Final Legal Investment Maturity Date: 5/5/14 |
| | 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: 1,700,000.00 |
| | Available For Sale Securities Amortized Cost: 1,699,253.41 |
| | Investment Owned Percent of Net Assets: 0.0061 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,699,253.41 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,699,253.41 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Telstra Corp Ltd |
| | Investment Title: Telstra Corp Ltd, 0.17% |
| | CUSIP Member: 8796V5-E9-6 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 5/9/14 |
| | Final Legal Investment Maturity Date: 5/9/14 |
| | 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: 1,399,358.73 |
| | Investment Owned Percent of Net Assets: 0.0050 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,399,358.73 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,399,358.73 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Thunder Bay Funding LLC |
| | Investment Title: Thunder Bay Funding LLC, 0.15% |
| | CUSIP Member: 88602U-CT-5 |
| | Investment Type Domain: Asset Backed Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/27/14 |
| | Final Legal Investment Maturity Date: 3/27/14 |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,550.00 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,550.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,550.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Total Capital Canada Ltd |
| | Investment Title: Total Capital Canada Ltd, 0.03% |
| | CUSIP Member: 89153Q-B3-3 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/3/14 |
| | Final Legal Investment Maturity Date: 2/3/14 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: Total SA |
| NRSRO Rating List: |
| NRSRO Rating: |
| RAN: N/A |
| R: N/A |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 6,000,000.00 |
| | Available For Sale Securities Amortized Cost: 5,999,990.00 |
| | Investment Owned Percent of Net Assets: 0.0216 |
| | 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: Toyota Motor Credit Corp |
| | Investment Title: Toyota Motor Credit Corp, 0.15% |
| | CUSIP Member: 89233H-CX-0 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/31/14 |
| | Final Legal Investment Maturity Date: 3/31/14 |
| | 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: 1,999,516.67 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,516.67 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,516.67 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Toyota Motor Credit Corp |
| | Investment Title: Toyota Motor Credit Corp, 0.22% |
| | CUSIP Member: 89233H-EL-4 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 5/20/14 |
| | Final Legal Investment Maturity Date: 5/20/14 |
| | 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: 2,300,000.00 |
| | Available For Sale Securities Amortized Cost: 2,298,482.00 |
| | Investment Owned Percent of Net Assets: 0.0083 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,298,482.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,298,482.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: UBS Finance Delaware LLC |
| | Investment Title: UBS Finance Delaware LLC, 0.2% |
| | CUSIP Member: 90262D-EK-7 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 5/19/14 |
| | Final Legal Investment Maturity Date: 5/19/14 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: UBS 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: 2,200,000.00 |
| | Available For Sale Securities Amortized Cost: 2,198,692.22 |
| | Investment Owned Percent of Net Assets: 0.0079 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,198,692.22 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,198,692.22 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Unilever Capital Corp |
| | Investment Title: Unilever Capital Corp, 0.04% |
| | CUSIP Member: 90477E-B3-7 |
| | Investment Type Domain: Other Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/3/14 |
| | Final Legal Investment Maturity Date: 2/3/14 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? Yes |
| | Guarantor List: |
| | | Guarantor: |
| O: Unilever PLC |
| 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: 1,999,995.56 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,995.56 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,995.56 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Union Bank NA |
| | Investment Title: Union Bank NA, 0.18% |
| | CUSIP Member: 90526N-C7-8 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/7/14 |
| | Final Legal Investment Maturity Date: 3/7/14 |
| | 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: 2,300,000.00 |
| | Available For Sale Securities Amortized Cost: 2,299,609.00 |
| | Investment Owned Percent of Net Assets: 0.0083 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,299,609.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,299,609.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Union Bank NA |
| | Investment Title: Union Bank NA, 0.18% |
| | CUSIP Member: 90526N-CK-9 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/19/14 |
| | Final Legal Investment Maturity Date: 3/19/14 |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,540.00 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,540.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,540.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Union Bank NA |
| | Investment Title: Union Bank NA, 0.2% |
| | CUSIP Member: 90526N-DP-7 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 4/23/14 |
| | Final Legal Investment Maturity Date: 4/23/14 |
| | 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: 1,999,100.00 |
| | Investment Owned Percent of Net Assets: 0.0072 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,100.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,100.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Village of Los Lunas NM |
| | Investment Title: Village of Los Lunas NM, 0.21% |
| | CUSIP Member: 545561-AB-8 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/7/14 |
| | Final Legal Investment Maturity Date: 2/7/14 |
| | 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: 0.0043 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,200,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,200,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Volkswagen Auto Lease Trust 2013-A |
| | Investment Title: Volkswagen Auto Lease Trust 2013-A, 0.23% |
| | CUSIP Member: 92867N-AA-6 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 8/15/14 |
| | Final Legal Investment Maturity Date: 8/15/14 |
| | 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: 109,116.19 |
| | Available For Sale Securities Amortized Cost: 109,116.19 |
| | Investment Owned Percent of Net Assets: 0.0004 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 109,116.19 |
| | Value of Security Excluding Value of Capital Support Agreement: 109,116.19 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Washington State Housing Finance Commission |
| | Investment Title: Washington State Housing Finance Commission, 0.17% |
| | CUSIP Member: 93978L-AX-4 |
| | Investment Type Domain: Variable Rate Demand Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 2/7/14 |
| | Final Legal Investment Maturity Date: 2/7/14 |
| | 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: 445,000.00 |
| | Available For Sale Securities Amortized Cost: 445,000.00 |
| | Investment Owned Percent of Net Assets: 0.0016 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 445,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 445,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: Wells Fargo Bank NA |
| | Investment Title: Wells Fargo Bank NA, 0.35% |
| | CUSIP Member: 94985H-D2-7 |
| | Investment Type Domain: Other Note |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/24/14 |
| | Final Legal Investment Maturity Date: 2/20/15 |
| | 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: 1,800,000.00 |
| | Available For Sale Securities Amortized Cost: 1,800,000.00 |
| | Investment Owned Percent of Net Assets: 0.0065 |
| | 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: Westpac Banking Corp |
| | Investment Title: Westpac Banking Corp, 0.14% |
| | CUSIP Member: 9612C1-CS-4 |
| | Investment Type Domain: Financial Company Commercial Paper |
| | Rating: First Tier Security |
| | Investment Maturity Date: 3/26/14 |
| | Final Legal Investment Maturity Date: 3/26/14 |
| | 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: 2,200,000.00 |
| | Available For Sale Securities Amortized Cost: 2,199,546.56 |
| | Investment Owned Percent of Net Assets: 0.0079 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,199,546.56 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,199,546.56 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: World Omni Auto Receivables Trust 2013-B |
| | Investment Title: World Omni Auto Receivables Trust 2013-B, 0.24% |
| | CUSIP Member: 98160N-AA-7 |
| | Investment Type Domain: Other Note |
| | 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: 727,137.02 |
| | Available For Sale Securities Amortized Cost: 727,137.02 |
| | Investment Owned Percent of Net Assets: 0.0026 |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 727,137.02 |
| | Value of Security Excluding Value of Capital Support Agreement: 727,137.02 |