| | | | | | | | | | | | | | | | | | | | | | |
EDGAR Submission
|
| Submission Type: N-MFP |
| Live-Test Flag: LIVE |
| Is This Electronic Copy of Paper Format? No |
| Document Period End Date: 5/31/14 |
| Entity Central Index Key: 701939 |
| Series ID: S000006774 |
| Total Classes in Series: 3 |
| Is This Final Filing? No |
| Is Fund Liquidating? No |
| Is Fund Merging With or Being Acquired by Another Fund? No |
| Has Fund Acquired or Merged With Another Fund Since Last Filing? No |
| Series-Level Information: |
| Contained File Information File Number: 002-77048 |
| Investment Adviser List: |
| | Adviser: |
| | | Adviser Name: SEI Investments Management Corporation |
| | | Adviser File Number: 801-24593 |
| Sub-Adviser List: |
| | Sub-Adviser: |
| | | Adviser Name: BOFA Advisors |
| | | Adviser File Number: 801-50372 |
| Independent Public Accountant: |
| | Name: KPMG |
| | City: Philadelphia |
| | State: PA |
| Administrator List: |
| | Administrator: SEI Investments Global Funds Services |
| Transfer Agent List: |
| | Transfer Agent: |
| | | Name: SEI Institutional Transfer Agent, Inc |
| | | Entity Central Index Key: 1451217 |
| | | File Number: 084-06349 |
| Is This Feeder Fund? No |
| Is This Master Fund? No |
| Is This Series Primarily Used to Fund Insurance Company Seperate Accounts? No |
| Investment Type Domain: Treasury |
| Dollar-Weighted Average Portfolio Maturity: 43 |
| Dollar-Weighted Average Life Maturity: 45 |
| Available For Sale Securities Amortized Cost: 480,887,805.90 |
| Other Assets: 352,431,319.04 |
| Liabilities: 68,454,433.70 |
| Assets Net: 764,864,691.24 |
| Money Market Seven-Day Yield: 0.0005 |
| Series Shadow Price: |
| | Net Value Per Share Including Capital Support Agreement: 0.9998 |
| | Date Calculated for Net Value Per Share Including Capital Support Agreement: 5/31/14 |
| | Net Value Per Share Excluding Capital Support Agreement: 0.9998 |
| | Date Calculated for Net Value Per Share Excluding Capital Support Agreement: 5/31/14 |
| Class-Level Information List: |
| Class-Level Information: |
| | Class ID: C000018368 |
| | Min. Initial Investment: 1.00 |
| | Net Assets of Class: 476,521,722.84 |
| | Net Asset Value Per Share: 1.00 |
| | Net Shareholder Flow Activity for Month Ended: 38,808,755.65 |
| | Gross Subscriptions for Month Ended: 196,966,185.36 |
| | Gross Redemptions for Month Ended: 158,157,429.71 |
| | Seven-Day Net Yield: 0.0001 |
| | Class Shadow Price: |
| | | Net Asset Value Per Share Including Capital Support Agreement: |
| Value: 0.9998 |
| Date As Of Which Value Was Calculated: 5/31/14 |
| | | Net Asset Value Per Share Excluding Capital Support Agreement: |
| Value: .9998 |
| Date As Of Which Value Was Calculated: 5/31/14 |
| Class-Level Information: |
| | Class ID: C000018366 |
| | Min. Initial Investment: 1.00 |
| | Net Assets of Class: 272,740,323.87 |
| | Net Asset Value Per Share: 1.00 |
| | Net Shareholder Flow Activity for Month Ended: 39,648,220.45 |
| | Gross Subscriptions for Month Ended: 110,416,473.87 |
| | Gross Redemptions for Month Ended: 70,768,253.42 |
| | Seven-Day Net Yield: 0.0001 |
| | Class Shadow Price: |
| | | Net Asset Value Per Share Including Capital Support Agreement: |
| Value: 0.9999 |
| Date As Of Which Value Was Calculated: 5/31/14 |
| | | Net Asset Value Per Share Excluding Capital Support Agreement: |
| Value: .9999 |
| Date As Of Which Value Was Calculated: 5/31/14 |
| Class-Level Information: |
| | Class ID: C000018367 |
| | Min. Initial Investment: 1.00 |
| | Net Assets of Class: 15,602,644.53 |
| | Net Asset Value Per Share: 1.00 |
| | Net Shareholder Flow Activity for Month Ended: 625,013.16 |
| | Gross Subscriptions for Month Ended: 4,373,014.41 |
| | Gross Redemptions for Month Ended: 3,748,001.25 |
| | Seven-Day Net Yield: 0.0001 |
| | Class Shadow Price: |
| | | Net Asset Value Per Share Including Capital Support Agreement: |
| Value: 1.0000 |
| Date As Of Which Value Was Calculated: 5/31/14 |
| | | Net Asset Value Per Share Excluding Capital Support Agreement: |
| Value: 1.0000 |
| Date As Of Which Value Was Calculated: 5/31/14 |
| Schedule of Portfolio Securities List: |
| Schedule of Portfolio Securities: |
| | Investment Issuer: U.S. TREASURY BILL/NOTE/BOND |
| | Investment Title: U.S. TREASURY BILL 0.04% |
| | CUSIP Member: 912796-BP-3 |
| | Investment Type Domain: Treasury Debt |
| | Rating: First Tier Security |
| | Designated NRSRO List: |
| | | Designated NRSRO: |
| RAN: N/A |
| R: N/A |
| | Investment Maturity Date: 6/26/14 |
| | Final Legal Investment Maturity Date: 6/26/14 |
| | 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: 30,000,000.00 |
| | Available For Sale Securities Amortized Cost: 29,999,166.67 |
| | Investment Owned Percent of Net Assets: 0.0392 |
| | Investment Owned Investment Additional Information: No Additional Information |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 29,999,100.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 29,999,100.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: U.S. TREASURY BILL/NOTE/BOND |
| | Investment Title: U.S. T-BILL 0.05% |
| | CUSIP Member: 912796-DA-4 |
| | Investment Type Domain: Treasury Debt |
| | Rating: First Tier Security |
| | Designated NRSRO List: |
| | | Designated NRSRO: |
| RAN: N/A |
| R: N/A |
| | 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: 25,000,000.00 |
| | Available For Sale Securities Amortized Cost: 24,999,930.57 |
| | Investment Owned Percent of Net Assets: 0.0327 |
| | Investment Owned Investment Additional Information: No Additional Information |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 25,000,000.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 25,000,000.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: U.S. TREASURY BILL/NOTE/BOND |
| | Investment Title: U.S. T-BILL 0.03% |
| | CUSIP Member: 912796-DD-8 |
| | Investment Type Domain: Treasury Debt |
| | Rating: First Tier Security |
| | Designated NRSRO List: |
| | | Designated NRSRO: |
| RAN: N/A |
| R: N/A |
| | Investment Maturity Date: 6/19/14 |
| | Final Legal Investment Maturity Date: 6/19/14 |
| | 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: 98,000,000.00 |
| | Available For Sale Securities Amortized Cost: 97,998,453.94 |
| | Investment Owned Percent of Net Assets: 0.1281 |
| | Investment Owned Investment Additional Information: No Additional Information |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 97,998,040.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 97,998,040.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: U.S. TREASURY BILL/NOTE/BOND |
| | Investment Title: U.S. T-BILL 0.08% |
| | CUSIP Member: 912796-DQ-9 |
| | Investment Type Domain: Treasury Debt |
| | Rating: First Tier Security |
| | Designated NRSRO List: |
| | | Designated NRSRO: |
| RAN: N/A |
| R: N/A |
| | Investment Maturity Date: 8/14/14 |
| | Final Legal Investment Maturity Date: 8/14/14 |
| | 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: 4,125,000.00 |
| | Available For Sale Securities Amortized Cost: 4,124,270.79 |
| | Investment Owned Percent of Net Assets: 0.0054 |
| | Investment Owned Investment Additional Information: No Additional Information |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 4,124,711.25 |
| | Value of Security Excluding Value of Capital Support Agreement: 4,124,711.25 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: U.S. TREASURY BILL/NOTE/BOND |
| | Investment Title: U.S. TREASURY BOND 11.25% |
| | CUSIP Member: 912810-DP-0 |
| | Investment Type Domain: Treasury Debt |
| | Rating: First Tier Security |
| | Designated NRSRO List: |
| | | Designated NRSRO: |
| RAN: N/A |
| R: N/A |
| | Investment Maturity Date: 2/15/15 |
| | Final Legal Investment Maturity Date: 2/15/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 2,700,000.00 |
| | Available For Sale Securities Amortized Cost: 2,913,271.85 |
| | Investment Owned Percent of Net Assets: 0.0038 |
| | Investment Owned Investment Additional Information: No Additional Information |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,911,572.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,911,572.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: U.S. TREASURY BILL/NOTE/BOND |
| | Investment Title: U.S. TREASURY NOTE 0.0939996% |
| | CUSIP Member: 912828-D3-1 |
| | Investment Type Domain: Treasury Debt |
| | Rating: First Tier Security |
| | Designated NRSRO List: |
| | | Designated NRSRO: |
| RAN: N/A |
| R: N/A |
| | Investment Maturity Date: 6/3/14 |
| | Final Legal Investment Maturity Date: 6/7/14 |
| | 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: 3,175,000.00 |
| | Available For Sale Securities Amortized Cost: 3,175,171.76 |
| | Investment Owned Percent of Net Assets: 0.0042 |
| | Investment Owned Investment Additional Information: No Additional Information |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 3,175,254.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 3,175,254.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: U.S. TREASURY BILL/NOTE/BOND |
| | Investment Title: U.S. TREASURY NOTE 4% |
| | CUSIP Member: 912828-DM-9 |
| | Investment Type Domain: Treasury Debt |
| | Rating: First Tier Security |
| | Designated NRSRO List: |
| | | Designated NRSRO: |
| RAN: N/A |
| R: N/A |
| | Investment Maturity Date: 2/15/15 |
| | Final Legal Investment Maturity Date: 2/15/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 8,465,000.00 |
| | Available For Sale Securities Amortized Cost: 8,699,522.00 |
| | Investment Owned Percent of Net Assets: 0.0114 |
| | Investment Owned Investment Additional Information: No Additional Information |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 8,697,787.50 |
| | Value of Security Excluding Value of Capital Support Agreement: 8,697,787.50 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: U.S. TREASURY BILL/NOTE/BOND |
| | Investment Title: U.S. TREASURY NOTE 2.625% |
| | CUSIP Member: 912828-KY-5 |
| | Investment Type Domain: Treasury Debt |
| | Rating: First Tier Security |
| | Designated NRSRO List: |
| | | Designated NRSRO: |
| RAN: N/A |
| R: N/A |
| | Investment Maturity Date: 6/30/14 |
| | Final Legal Investment Maturity Date: 6/30/14 |
| | 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: 17,950,000.00 |
| | Available For Sale Securities Amortized Cost: 17,986,831.38 |
| | Investment Owned Percent of Net Assets: 0.0235 |
| | Investment Owned Investment Additional Information: No Additional Information |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 17,985,002.50 |
| | Value of Security Excluding Value of Capital Support Agreement: 17,985,002.50 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: U.S. TREASURY BILL/NOTE/BOND |
| | Investment Title: U.S. TREASURY NOTE 2.625% |
| | CUSIP Member: 912828-LC-2 |
| | Investment Type Domain: Treasury Debt |
| | Rating: First Tier Security |
| | Designated NRSRO List: |
| | | Designated NRSRO: |
| RAN: N/A |
| R: N/A |
| | Investment Maturity Date: 7/31/14 |
| | Final Legal Investment Maturity Date: 7/31/14 |
| | 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: 46,500,000.00 |
| | Available For Sale Securities Amortized Cost: 46,698,168.10 |
| | Investment Owned Percent of Net Assets: 0.0611 |
| | Investment Owned Investment Additional Information: No Additional Information |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 46,694,370.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 46,694,370.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: U.S. TREASURY BILL/NOTE/BOND |
| | Investment Title: U.S. TREASURY BOND 2.375% |
| | CUSIP Member: 912828-LK-4 |
| | Investment Type Domain: Treasury Debt |
| | Rating: First Tier Security |
| | Designated NRSRO List: |
| | | Designated NRSRO: |
| RAN: N/A |
| R: N/A |
| | Investment Maturity Date: 8/31/14 |
| | Final Legal Investment Maturity Date: 8/31/14 |
| | 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: 17,195,000.00 |
| | Available For Sale Securities Amortized Cost: 17,292,839.67 |
| | Investment Owned Percent of Net Assets: 0.0226 |
| | Investment Owned Investment Additional Information: No Additional Information |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 17,291,807.85 |
| | Value of Security Excluding Value of Capital Support Agreement: 17,291,807.85 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: U.S. TREASURY BILL/NOTE/BOND |
| | Investment Title: U.S. TREASURY BOND 2.375% |
| | CUSIP Member: 912828-LQ-1 |
| | Investment Type Domain: Treasury Debt |
| | Rating: First Tier Security |
| | Designated NRSRO List: |
| | | Designated NRSRO: |
| RAN: N/A |
| R: N/A |
| | Investment Maturity Date: 9/30/14 |
| | Final Legal Investment Maturity Date: 9/30/14 |
| | 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: 13,975,000.00 |
| | Available For Sale Securities Amortized Cost: 14,080,705.13 |
| | Investment Owned Percent of Net Assets: 0.0184 |
| | Investment Owned Investment Additional Information: No Additional Information |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 14,080,371.50 |
| | Value of Security Excluding Value of Capital Support Agreement: 14,080,371.50 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: U.S. TREASURY BILL/NOTE/BOND |
| | Investment Title: U.S. TREASURY BOND 2.375% |
| | CUSIP Member: 912828-LS-7 |
| | Investment Type Domain: Treasury Debt |
| | Rating: First Tier Security |
| | Designated NRSRO List: |
| | | Designated NRSRO: |
| RAN: N/A |
| R: N/A |
| | Investment Maturity Date: 10/31/14 |
| | Final Legal Investment Maturity Date: 10/31/14 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 8,255,000.00 |
| | Available For Sale Securities Amortized Cost: 8,331,976.25 |
| | Investment Owned Percent of Net Assets: 0.0109 |
| | Investment Owned Investment Additional Information: No Additional Information |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 8,333,009.75 |
| | Value of Security Excluding Value of Capital Support Agreement: 8,333,009.75 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: U.S. TREASURY BILL/NOTE/BOND |
| | Investment Title: U.S. TREASURY NOTE 2.125% |
| | CUSIP Member: 912828-LZ-1 |
| | Investment Type Domain: Treasury Debt |
| | Rating: First Tier Security |
| | Designated NRSRO List: |
| | | Designated NRSRO: |
| RAN: N/A |
| R: N/A |
| | Investment Maturity Date: 11/30/14 |
| | Final Legal Investment Maturity Date: 11/30/14 |
| | 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: 8,180,000.00 |
| | Available For Sale Securities Amortized Cost: 8,261,054.71 |
| | Investment Owned Percent of Net Assets: 0.0108 |
| | Investment Owned Investment Additional Information: No Additional Information |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 8,262,781.60 |
| | Value of Security Excluding Value of Capital Support Agreement: 8,262,781.60 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: U.S. TREASURY BILL/NOTE/BOND |
| | Investment Title: U.S. TREASURY NOTE 2.25% |
| | CUSIP Member: 912828-MH-0 |
| | Investment Type Domain: Treasury Debt |
| | Rating: First Tier Security |
| | Designated NRSRO List: |
| | | Designated NRSRO: |
| RAN: N/A |
| R: N/A |
| | Investment Maturity Date: 1/31/15 |
| | Final Legal Investment Maturity Date: 1/31/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 25,030,000.00 |
| | Available For Sale Securities Amortized Cost: 25,389,801.05 |
| | Investment Owned Percent of Net Assets: 0.0332 |
| | Investment Owned Investment Additional Information: No Additional Information |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 25,387,929.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 25,387,929.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: U.S. TREASURY BILL/NOTE/BOND |
| | Investment Title: U.S. TREASURY NOTE 2.375% |
| | CUSIP Member: 912828-MR-8 |
| | Investment Type Domain: Treasury Debt |
| | Rating: First Tier Security |
| | Designated NRSRO List: |
| | | Designated NRSRO: |
| RAN: N/A |
| R: N/A |
| | Investment Maturity Date: 2/28/15 |
| | Final Legal Investment Maturity Date: 2/28/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 3,900,000.00 |
| | Available For Sale Securities Amortized Cost: 3,966,460.56 |
| | Investment Owned Percent of Net Assets: 0.0052 |
| | Investment Owned Investment Additional Information: No Additional Information |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 3,966,105.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 3,966,105.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: U.S. TREASURY BILL/NOTE/BOND |
| | Investment Title: U.S. TREASURY NOTE 0.75% |
| | CUSIP Member: 912828-QS-2 |
| | Investment Type Domain: Treasury Debt |
| | Rating: First Tier Security |
| | Designated NRSRO List: |
| | | Designated NRSRO: |
| RAN: N/A |
| R: N/A |
| | Investment Maturity Date: 6/15/14 |
| | Final Legal Investment Maturity Date: 6/15/14 |
| | 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: 63,710,000.00 |
| | Available For Sale Securities Amortized Cost: 63,727,174.44 |
| | Investment Owned Percent of Net Assets: 0.0833 |
| | Investment Owned Investment Additional Information: No Additional Information |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 63,722,742.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 63,722,742.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: U.S. TREASURY BILL/NOTE/BOND |
| | Investment Title: U.S. TREASURY NOTE 0.625% |
| | CUSIP Member: 912828-QU-7 |
| | Investment Type Domain: Treasury Debt |
| | Rating: First Tier Security |
| | Designated NRSRO List: |
| | | Designated NRSRO: |
| RAN: N/A |
| R: N/A |
| | Investment Maturity Date: 7/15/14 |
| | Final Legal Investment Maturity Date: 7/15/14 |
| | 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: 4,055,000.00 |
| | Available For Sale Securities Amortized Cost: 4,057,630.88 |
| | Investment Owned Percent of Net Assets: 0.0053 |
| | Investment Owned Investment Additional Information: No Additional Information |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 4,057,554.65 |
| | Value of Security Excluding Value of Capital Support Agreement: 4,057,554.65 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: U.S. TREASURY BILL/NOTE/BOND |
| | Investment Title: U.S. TREASURY NOTE 0.5% |
| | CUSIP Member: 912828-RB-8 |
| | Investment Type Domain: Treasury Debt |
| | Rating: First Tier Security |
| | Designated NRSRO List: |
| | | Designated NRSRO: |
| RAN: N/A |
| R: N/A |
| | 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: 1,465,000.00 |
| | Available For Sale Securities Amortized Cost: 1,466,269.46 |
| | Investment Owned Percent of Net Assets: 0.0019 |
| | Investment Owned Investment Additional Information: No Additional Information |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,466,318.50 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,466,318.50 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: U.S. TREASURY BILL/NOTE/BOND |
| | Investment Title: U.S. TREASURY NOTE 0.5% |
| | CUSIP Member: 912828-RL-6 |
| | Investment Type Domain: Treasury Debt |
| | Rating: First Tier Security |
| | Designated NRSRO List: |
| | | Designated NRSRO: |
| RAN: N/A |
| R: N/A |
| | Investment Maturity Date: 10/15/14 |
| | Final Legal Investment Maturity Date: 10/15/14 |
| | 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: 11,825,000.00 |
| | Available For Sale Securities Amortized Cost: 11,842,134.93 |
| | Investment Owned Percent of Net Assets: 0.0155 |
| | Investment Owned Investment Additional Information: No Additional Information |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 11,843,920.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 11,843,920.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: U.S. TREASURY BILL/NOTE/BOND |
| | Investment Title: U.S. TREASURY NOTE 0.375% |
| | CUSIP Member: 912828-RQ-5 |
| | Investment Type Domain: Treasury Debt |
| | Rating: First Tier Security |
| | Designated NRSRO List: |
| | | Designated NRSRO: |
| RAN: N/A |
| R: N/A |
| | 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: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 2,002,771.02 |
| | Investment Owned Percent of Net Assets: 0.0026 |
| | Investment Owned Investment Additional Information: No Additional Information |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 2,002,740.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 2,002,740.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: U.S. TREASURY BILL/NOTE/BOND |
| | Investment Title: U.S. TREASURY NOTE 0.25% |
| | CUSIP Member: 912828-RV-4 |
| | Investment Type Domain: Treasury Debt |
| | Rating: First Tier Security |
| | Designated NRSRO List: |
| | | Designated NRSRO: |
| RAN: N/A |
| R: N/A |
| | 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: 12,230,000.00 |
| | Available For Sale Securities Amortized Cost: 12,237,339.39 |
| | Investment Owned Percent of Net Assets: 0.0160 |
| | Investment Owned Investment Additional Information: No Additional Information |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 12,241,496.20 |
| | Value of Security Excluding Value of Capital Support Agreement: 12,241,496.20 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: U.S. TREASURY BILL/NOTE/BOND |
| | Investment Title: U.S. TREASURY NOTE 0.25% |
| | CUSIP Member: 912828-RZ-5 |
| | Investment Type Domain: Treasury Debt |
| | Rating: First Tier Security |
| | Designated NRSRO List: |
| | | Designated NRSRO: |
| RAN: N/A |
| R: N/A |
| | Investment Maturity Date: 1/15/15 |
| | Final Legal Investment Maturity Date: 1/15/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 6,150,000.00 |
| | Available For Sale Securities Amortized Cost: 6,154,693.44 |
| | Investment Owned Percent of Net Assets: 0.0081 |
| | Investment Owned Investment Additional Information: No Additional Information |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 6,156,273.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 6,156,273.00 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: U.S. TREASURY BILL/NOTE/BOND |
| | Investment Title: U.S. TREASURY NOTE 0.25% |
| | CUSIP Member: 912828-TA-8 |
| | Investment Type Domain: Treasury Debt |
| | Rating: First Tier Security |
| | Designated NRSRO List: |
| | | Designated NRSRO: |
| RAN: N/A |
| R: N/A |
| | Investment Maturity Date: 6/30/14 |
| | Final Legal Investment Maturity Date: 6/30/14 |
| | 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: 1,235,000.00 |
| | Available For Sale Securities Amortized Cost: 1,235,173.08 |
| | Investment Owned Percent of Net Assets: 0.0016 |
| | Investment Owned Investment Additional Information: No Additional Information |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,235,148.20 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,235,148.20 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: U.S. TREASURY BILL/NOTE/BOND |
| | Investment Title: U.S. TREASURY NOTE 0.125% |
| | CUSIP Member: 912828-TF-7 |
| | Investment Type Domain: Treasury Debt |
| | Rating: First Tier Security |
| | Designated NRSRO List: |
| | | Designated NRSRO: |
| RAN: N/A |
| R: N/A |
| | Investment Maturity Date: 7/31/14 |
| | Final Legal Investment Maturity Date: 7/31/14 |
| | 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: 50,135,000.00 |
| | Available For Sale Securities Amortized Cost: 50,140,376.83 |
| | Investment Owned Percent of Net Assets: 0.0656 |
| | Investment Owned Investment Additional Information: No Additional Information |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 50,139,010.80 |
| | Value of Security Excluding Value of Capital Support Agreement: 50,139,010.80 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: U.S. TREASURY BILL/NOTE/BOND |
| | Investment Title: U.S. TREASURY NOTE 0.25% |
| | CUSIP Member: 912828-TL-4 |
| | Investment Type Domain: Treasury Debt |
| | Rating: First Tier Security |
| | Designated NRSRO List: |
| | | Designated NRSRO: |
| RAN: N/A |
| R: N/A |
| | Investment Maturity Date: 8/31/14 |
| | Final Legal Investment Maturity Date: 8/31/14 |
| | 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: 1,895,000.00 |
| | Available For Sale Securities Amortized Cost: 1,895,715.71 |
| | Investment Owned Percent of Net Assets: 0.0025 |
| | Investment Owned Investment Additional Information: No Additional Information |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,895,890.65 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,895,890.65 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: U.S. TREASURY BILL/NOTE/BOND |
| | Investment Title: U.S. TREASURY NOTE 0.25% |
| | CUSIP Member: 912828-TZ-3 |
| | Investment Type Domain: Treasury Debt |
| | Rating: First Tier Security |
| | Designated NRSRO List: |
| | | Designated NRSRO: |
| RAN: N/A |
| R: N/A |
| | Investment Maturity Date: 11/30/14 |
| | Final Legal Investment Maturity Date: 11/30/14 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 4,125,000.00 |
| | Available For Sale Securities Amortized Cost: 4,127,311.77 |
| | Investment Owned Percent of Net Assets: 0.0054 |
| | Investment Owned Investment Additional Information: No Additional Information |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 4,128,547.50 |
| | Value of Security Excluding Value of Capital Support Agreement: 4,128,547.50 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: U.S. TREASURY BILL/NOTE/BOND |
| | Investment Title: U.S. TREASURY NOTE 0.25% |
| | CUSIP Member: 912828-UK-4 |
| | Investment Type Domain: Treasury Debt |
| | Rating: First Tier Security |
| | Designated NRSRO List: |
| | | Designated NRSRO: |
| RAN: N/A |
| R: N/A |
| | Investment Maturity Date: 1/31/15 |
| | Final Legal Investment Maturity Date: 1/31/15 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 6,080,000.00 |
| | Available For Sale Securities Amortized Cost: 6,084,292.59 |
| | Investment Owned Percent of Net Assets: 0.0080 |
| | Investment Owned Investment Additional Information: No Additional Information |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 6,086,627.20 |
| | Value of Security Excluding Value of Capital Support Agreement: 6,086,627.20 |
| Schedule of Portfolio Securities: |
| | Investment Issuer: U.S. TREASURY BILL/NOTE/BOND |
| | Investment Title: U.S. TREASURY NOTE 0.0749988% |
| | CUSIP Member: 912828-WK-2 |
| | Investment Type Domain: Treasury Debt |
| | Rating: First Tier Security |
| | Designated NRSRO List: |
| | | Designated NRSRO: |
| RAN: N/A |
| R: N/A |
| | Investment Maturity Date: 6/3/14 |
| | Final Legal Investment Maturity Date: 1/31/16 |
| | Does Security Have Demand Feature? No |
| | Does Security Have Guarantee? No |
| | Does Security Have Enhancements on Which Fund Relying? No |
| | Investment Owned Balance Principal Amount: 2,000,000.00 |
| | Available For Sale Securities Amortized Cost: 1,999,297.93 |
| | Investment Owned Percent of Net Assets: 0.0026 |
| | Investment Owned Investment Additional Information: No Additional Information |
| | Is This Illiquid Security? No |
| | Investment Owned at Fair Value: 1,999,500.00 |
| | Value of Security Excluding Value of Capital Support Agreement: 1,999,500.00 |
