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Advisorone Funds – ‘N-MFP/A’ for 11/28/14

On:  Monday, 12/8/14, at 4:36pm ET   ·   For:  11/28/14   ·   Accession #:  909012-14-441   ·   File #:  811-08037

Previous ‘N-MFP’:  ‘N-MFP’ on 12/5/14 for 11/28/14   ·   Next:  ‘N-MFP’ on 1/8/15 for 12/31/14   ·   Latest:  ‘N-MFP’ on 4/6/16 for 3/31/16

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  As Of                Filer                Filing    For·On·As Docs:Size              Issuer               Agent

12/08/14  Advisorone Funds                  N-MFP/A    11/28/14    1:73K                                    Toledo Graphics Group/FA
          → Milestone Treasury Obligations Fund ⇒ 4 Classes/Contracts

Amendment to Monthly Schedule of Portfolio Holdings of a Money Market Fund   —   Form N-MFP
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: N-MFP/A     Amendment to Monthly Schedule of Portfolio          HTML     71K 
                          Holdings of a Money Market Fund --                     
                          primary_doc.xml


        

This ‘N-MFP/A’ Document is an XML Data File that may be rendered in various formats:

  Form N-MFP    –   Plain Text   –  SEC Website  –  EDGAR System  –    XML Data    –  <?xml?> File
 
 
Plain Text rendering:  Amendment to Monthly Portfolio Holdings Schedule by a Money-Market Fund
 
                                                                                                                                                                                
EDGAR Submission
 
Submission Type:  N-MFP/A
Live-Test Flag:  LIVE
Is This Electronic Copy of Paper Format?  No
Document Period End Date:  11/28/14
Entity Central Index Key:  1029068
Series ID:  S000035162
Total Classes in Series:  4
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:  333-20635
Investment Adviser List:
Adviser:
Adviser Name:  CLS Investments, LLC
Adviser File Number:  801-57265
Independent Public Accountant:
Name:  Tait, Weller & Baker LLP
City:  Philadelphia
State:  PA
Administrator List:
Administrator:  Gemini Fund Services, LLC
Transfer Agent List:
Transfer Agent:
Name:  Gemini Fund Services, LLC
Entity Central Index Key:  1253179
File Number:  084-06083
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:  41
Dollar-Weighted Average Life Maturity:  41
Available For Sale Securities Amortized Cost:  531,591,380.00
Other Assets:  153,708.77
Liabilities:  295,399.44
Assets Net:  531,449,689.33
Money Market Seven-Day Yield:  0.0007
Series Shadow Price:
Net Value Per Share Including Capital Support Agreement:  1.0000
Date Calculated for Net Value Per Share Including Capital Support Agreement:  11/28/14
Net Value Per Share Excluding Capital Support Agreement:  1.0000
Date Calculated for Net Value Per Share Excluding Capital Support Agreement:  11/28/14
Class-Level Information List:
Class-Level Information:
Class ID:  C000108174
Min. Initial Investment:  10,000,000.00
Net Assets of Class:  381,207,646.13
Net Asset Value Per Share:  1.00
Net Shareholder Flow Activity for Month Ended:  65,435,653.71
Gross Subscriptions for Month Ended:  273,891,797.73
Gross Redemptions for Month Ended:  208,456,183.00
Seven-Day Net Yield:  0.0007
Class Shadow Price:
Net Asset Value Per Share Including Capital Support Agreement:
Value:  1.0000
Date As Of Which Value Was Calculated:  11/28/14
Net Asset Value Per Share Excluding Capital Support Agreement:
Value:  1.0000
Date As Of Which Value Was Calculated:  11/28/14
Class-Level Information:
Class ID:  C000108175
Min. Initial Investment:  1,000,000.00
Net Assets of Class:  43,238,705.40
Net Asset Value Per Share:  1.00
Net Shareholder Flow Activity for Month Ended:  10,973,418.34
Gross Subscriptions for Month Ended:  16,982,227.58
Gross Redemptions for Month Ended:  6,008,934.39
Seven-Day Net Yield:  0.0007
Class Shadow Price:
Net Asset Value Per Share Including Capital Support Agreement:
Value:  1.0000
Date As Of Which Value Was Calculated:  11/28/14
Net Asset Value Per Share Excluding Capital Support Agreement:
Value:  1.0000
Date As Of Which Value Was Calculated:  11/28/14
Class-Level Information:
Class ID:  C000108172
Min. Initial Investment:  100,000.00
Net Assets of Class:  39,476,579.45
Net Asset Value Per Share:  1.00
Net Shareholder Flow Activity for Month Ended:  1,620,802.72
Gross Subscriptions for Month Ended:  1,644,419.52
Gross Redemptions for Month Ended:  23,616.80
Seven-Day Net Yield:  0.0007
Class Shadow Price:
Net Asset Value Per Share Including Capital Support Agreement:
Value:  1.0000
Date As Of Which Value Was Calculated:  11/28/14
Net Asset Value Per Share Excluding Capital Support Agreement:
Value:  1.0000
Date As Of Which Value Was Calculated:  11/28/14
Class-Level Information:
Class ID:  C000108173
Min. Initial Investment:  20,000,000.00
Net Assets of Class:  67,526,758.35
Net Asset Value Per Share:  1.00
Net Shareholder Flow Activity for Month Ended:  -15,691,255.11
Gross Subscriptions for Month Ended:  81,358,678.38
Gross Redemptions for Month Ended:  97,049,933.66
Seven-Day Net Yield:  0.0007
Class Shadow Price:
Net Asset Value Per Share Including Capital Support Agreement:
Value:  1.0000
Date As Of Which Value Was Calculated:  10/31/14
Net Asset Value Per Share Excluding Capital Support Agreement:
Value:  1.0000
Date As Of Which Value Was Calculated:  11/28/14
Schedule of Portfolio Securities List:
Schedule of Portfolio Securities:
Investment Issuer:  BNP PARIBAS BANK
Investment Title:  PAR REPO 12/1/14 0.09%
Investment Identifier:  PARREPO$1
Entity Central Index Key:  1146028
Investment Type Domain:  Treasury Repurchase Agreement
Is Fund Treating as Acquisition Underlying Securities?  Yes
Repurchase Agreement List:
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTE
Investment Maturity Date:
Date:  9/30/15
CR:  1.250000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  5,921,400.00
Cash Collateral for Borrowed Securities:  5,987,992.65
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTE
Investment Maturity Date:
Date:  5/31/17
CR:  0.625000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  53,567,700.00
Cash Collateral for Borrowed Securities:  53,549,157.38
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTE
Investment Maturity Date:
Date:  10/31/21
CR:  2.000000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  16,876,100.00
Cash Collateral for Borrowed Securities:  16,962,859.38
Rating:  First Tier Security
Designated NRSRO List:
Designated NRSRO:
RAN:  N/A
R:  N/A
Investment Maturity Date:  12/1/14
Final Legal Investment Maturity Date:  12/1/14
Does Security Have Demand Feature?  No
Does Security Have Guarantee?  No
Does Security Have Enhancements on Which Fund Relying?  No
Investment Owned Balance Principal Amount:  75,000,000.00
Available For Sale Securities Amortized Cost:  75,000,000.00
Investment Owned Percent of Net Assets:  0.1411
Is This Illiquid Security?  No
Investment Owned at Fair Value:  75,000,000.00
Value of Security Excluding Value of Capital Support Agreement:  75,000,000.00
Schedule of Portfolio Securities:
Investment Issuer:  CREDIT SUISSE FIRST BOSTON
Investment Title:  CSF REPO 12/1/14 0.10%
Investment Identifier:  CSFREPO$1
Entity Central Index Key:  1230485
Investment Type Domain:  Treasury Repurchase Agreement
Is Fund Treating as Acquisition Underlying Securities?  Yes
Repurchase Agreement List:
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY BOND
Investment Maturity Date:
Date:  8/15/15
CR:  10.625000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  877,000.00
Cash Collateral for Borrowed Securities:  969,090.24
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY BOND
Investment Maturity Date:
Date:  2/15/16
CR:  9.250000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  25,000.00
Cash Collateral for Borrowed Securities:  28,386.32
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY BOND
Investment Maturity Date:
Date:  11/15/16
CR:  7.500000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  41,000.00
Cash Collateral for Borrowed Securities:  46,677.41
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY BOND
Investment Maturity Date:
Date:  11/15/18
CR:  9.000000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  749,000.00
Cash Collateral for Borrowed Securities:  976,412.97
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY BOND
Investment Maturity Date:
Date:  8/15/19
CR:  8.125000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  105,000.00
Cash Collateral for Borrowed Securities:  139,262.83
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY BOND
Investment Maturity Date:
Date:  8/15/20
CR:  8.750000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  646,700.00
Cash Collateral for Borrowed Securities:  911,624.49
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY BOND
Investment Maturity Date:
Date:  2/15/21
CR:  7.875000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  68,000.00
Cash Collateral for Borrowed Securities:  93,901.84
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY BOND
Investment Maturity Date:
Date:  8/15/21
CR:  8.125000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  754,100.00
Cash Collateral for Borrowed Securities:  1,070,514.88
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY BOND
Investment Maturity Date:
Date:  8/15/21
CR:  8.125000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  76,000.00
Cash Collateral for Borrowed Securities:  107,889.05
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY BOND
Investment Maturity Date:
Date:  11/15/21
CR:  8.000000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  25,305,000.00
Cash Collateral for Borrowed Securities:  35,448,329.71
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTE
Investment Maturity Date:
Date:  11/30/14
CR:  0.250000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  202,500.00
Cash Collateral for Borrowed Securities:  202,742.27
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTES
Investment Maturity Date:
Date:  3/31/15
CR:  0.250000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  309,000.00
Cash Collateral for Borrowed Securities:  309,295.16
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTES
Investment Maturity Date:
Date:  4/15/15
CR:  0.375000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  68,200.00
Cash Collateral for Borrowed Securities:  68,305.25
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTES
Investment Maturity Date:
Date:  4/30/15
CR:  0.125000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  250,000.00
Cash Collateral for Borrowed Securities:  250,004.17
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTES
Investment Maturity Date:
Date:  6/30/15
CR:  0.375000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  786,700.00
Cash Collateral for Borrowed Securities:  789,137.77
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTES
Investment Maturity Date:
Date:  7/15/15
CR:  0.250000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  286,000.00
Cash Collateral for Borrowed Securities:  286,444.45
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTES
Investment Maturity Date:
Date:  7/31/15
CR:  0.250000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  69,000.00
Cash Collateral for Borrowed Securities:  69,099.73
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTES
Investment Maturity Date:
Date:  9/30/15
CR:  1.250000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  4,000.00
Cash Collateral for Borrowed Securities:  4,044.98
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTES
Investment Maturity Date:
Date:  10/15/15
CR:  0.250000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  724,000.00
Cash Collateral for Borrowed Securities:  724,783.50
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTES
Investment Maturity Date:
Date:  3/31/16
CR:  0.375000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  740,000.00
Cash Collateral for Borrowed Securities:  741,722.57
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTES
Investment Maturity Date:
Date:  5/31/16
CR:  0.375000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  588,000.00
Cash Collateral for Borrowed Securities:  589,766.33
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTES
Investment Maturity Date:
Date:  8/31/16
CR:  0.500000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  167,000.00
Cash Collateral for Borrowed Securities:  167,474.55
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTES
Investment Maturity Date:
Date:  10/31/16
CR:  0.375000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  847,000.00
Cash Collateral for Borrowed Securities:  845,390.74
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTES
Investment Maturity Date:
Date:  11/15/16
CR:  0.625000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  75,000.00
Cash Collateral for Borrowed Securities:  75,163.09
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTES
Investment Maturity Date:
Date:  1/31/17
CR:  0.875000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  418,400.00
Cash Collateral for Borrowed Securities:  422,079.09
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTES
Investment Maturity Date:
Date:  3/31/17
CR:  1.000000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  245,600.00
Cash Collateral for Borrowed Securities:  247,840.07
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTES
Investment Maturity Date:
Date:  4/15/17
CR:  0.875000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  300,000.00
Cash Collateral for Borrowed Securities:  301,652.31
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTES
Investment Maturity Date:
Date:  5/31/17
CR:  0.625000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  415,000.00
Cash Collateral for Borrowed Securities:  414,888.29
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTES
Investment Maturity Date:
Date:  8/15/17
CR:  0.875000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  100,000.00
Cash Collateral for Borrowed Securities:  100,335.66
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTES
Investment Maturity Date:
Date:  11/30/17
CR:  0.625000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  870,000.00
Cash Collateral for Borrowed Securities:  864,128.18
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTES
Investment Maturity Date:
Date:  6/30/18
CR:  2.375000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  644,600.00
Cash Collateral for Borrowed Securities:  677,974.38
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTES
Investment Maturity Date:
Date:  7/31/18
CR:  1.375000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  539,000.00
Cash Collateral for Borrowed Securities:  544,785.48
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTES
Investment Maturity Date:
Date:  3/31/19
CR:  1.500000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  30,000.00
Cash Collateral for Borrowed Securities:  30,185.44
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTES
Investment Maturity Date:
Date:  8/31/19
CR:  1.625000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  592,200.00
Cash Collateral for Borrowed Securities:  597,752.07
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTES
Investment Maturity Date:
Date:  9/30/19
CR:  1.000000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  846,600.00
Cash Collateral for Borrowed Securities:  826,942.65
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTE
Investment Maturity Date:
Date:  11/30/19
CR:  1.000000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  101,000.00
Cash Collateral for Borrowed Securities:  98,730.07
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTE
Investment Maturity Date:
Date:  12/31/19
CR:  1.125000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  628,000.00
Cash Collateral for Borrowed Securities:  616,768.95
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTE
Investment Maturity Date:
Date:  2/29/20
CR:  1.250000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  615,300.00
Cash Collateral for Borrowed Securities:  605,703.32
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTE
Investment Maturity Date:
Date:  12/31/20
CR:  2.375000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  690,000.00
Cash Collateral for Borrowed Securities:  719,094.04
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTE
Investment Maturity Date:
Date:  5/31/21
CR:  2.000000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  5,000.00
Cash Collateral for Borrowed Securities:  5,082.91
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTE
Investment Maturity Date:
Date:  11/15/21
CR:  2.000000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  341,200.00
Cash Collateral for Borrowed Securities:  342,939.51
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTE
Investment Maturity Date:
Date:  8/15/15
CR:  4.250000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  771,000.00
Cash Collateral for Borrowed Securities:  803,001.44
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTE
Investment Maturity Date:
Date:  2/29/16
CR:  2.625000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  321,600.00
Cash Collateral for Borrowed Securities:  333,323.52
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTE
Investment Maturity Date:
Date:  7/31/16
CR:  3.250000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  527,200.00
Cash Collateral for Borrowed Securities:  557,992.58
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTE
Investment Maturity Date:
Date:  8/15/16
CR:  4.875000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  293,500.00
Cash Collateral for Borrowed Securities:  319,914.90
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTE
Investment Maturity Date:
Date:  12/31/16
CR:  3.250000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  502,300.00
Cash Collateral for Borrowed Securities:  536,901.22
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTE
Investment Maturity Date:
Date:  5/15/17
CR:  4.500000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  817,600.00
Cash Collateral for Borrowed Securities:  894,165.01
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTE
Investment Maturity Date:
Date:  5/15/17
CR:  4.500000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  56,200.00
Cash Collateral for Borrowed Securities:  61,462.91
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTE
Investment Maturity Date:
Date:  7/31/17
CR:  2.375000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  93,600.00
Cash Collateral for Borrowed Securities:  98,178.40
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTE
Investment Maturity Date:
Date:  11/15/18
CR:  3.750000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  153,000.00
Cash Collateral for Borrowed Securities:  167,800.71
Rating:  First Tier Security
Designated NRSRO List:
Designated NRSRO:
RAN:  N/A
R:  N/A
Investment Maturity Date:  12/1/14
Final Legal Investment Maturity Date:  12/1/14
Does Security Have Demand Feature?  No
Does Security Have Guarantee?  No
Does Security Have Enhancements on Which Fund Relying?  No
Investment Owned Balance Principal Amount:  55,000,000.00
Available For Sale Securities Amortized Cost:  55,000,000.00
Investment Owned Percent of Net Assets:  0.1035
Is This Illiquid Security?  No
Investment Owned at Fair Value:  55,000,000.00
Value of Security Excluding Value of Capital Support Agreement:  55,000,000.00
Schedule of Portfolio Securities:
Investment Issuer:  MERRILL LYNCH
Investment Title:  NBK REPO 12/1/14 0.07%
Investment Identifier:  80MRLLY$1
Entity Central Index Key:  914246
Investment Type Domain:  Treasury Repurchase Agreement
Is Fund Treating as Acquisition Underlying Securities?  Yes
Repurchase Agreement List:
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY BILL
Investment Maturity Date:
Date:  8/20/15
CR:  0.000000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  42,692,900.00
Cash Collateral for Borrowed Securities:  42,661,221.87
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTES
Investment Maturity Date:
Date:  10/15/16
CR:  0.625000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  279,800.00
Cash Collateral for Borrowed Securities:  280,820.01
Rating:  First Tier Security
Designated NRSRO List:
Designated NRSRO:
RAN:  N/A
R:  N/A
Investment Maturity Date:  12/1/14
Final Legal Investment Maturity Date:  12/1/14
Does Security Have Demand Feature?  No
Does Security Have Guarantee?  No
Does Security Have Enhancements on Which Fund Relying?  No
Investment Owned Balance Principal Amount:  42,100,000.00
Available For Sale Securities Amortized Cost:  42,100,000.00
Investment Owned Percent of Net Assets:  0.0792
Is This Illiquid Security?  No
Investment Owned at Fair Value:  42,100,000.00
Value of Security Excluding Value of Capital Support Agreement:  42,100,000.00
Schedule of Portfolio Securities:
Investment Issuer:  SOCIETE GENERALE
Investment Title:  SOC REPO 12/1/14 0.08%
Investment Identifier:  SOCREPO$1
Entity Central Index Key:  865845
Investment Type Domain:  Treasury Repurchase Agreement
Is Fund Treating as Acquisition Underlying Securities?  Yes
Repurchase Agreement List:
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY INFLATIONARY NOTE
Investment Maturity Date:
Date:  7/15/21
CR:  0.625000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  19,340,700.00
Cash Collateral for Borrowed Securities:  21,073,668.76
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY NOTE
Investment Maturity Date:
Date:  6/30/21
CR:  2.125000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  17,500,000.00
Cash Collateral for Borrowed Securities:  17,893,215.01
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY INFLATIONARY NOTE
Investment Maturity Date:
Date:  1/15/21
CR:  1.125000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  7,556,100.00
Cash Collateral for Borrowed Securities:  8,725,297.55
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY INFLATIONARY NOTE
Investment Maturity Date:
Date:  1/15/21
CR:  1.125000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  11,355,300.00
Cash Collateral for Borrowed Securities:  13,112,368.99
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY INFLATIONARY BOND
Investment Maturity Date:
Date:  2/15/42
CR:  0.750000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  57,832,500.00
Cash Collateral for Borrowed Securities:  58,151,313.71
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY BOND
Investment Maturity Date:
Date:  2/15/36
CR:  4.500000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  155,500.00
Cash Collateral for Borrowed Securities:  202,907.39
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY STRIPS
Investment Maturity Date:
Date:  5/15/44
CR:  0.000000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  31,011,000.00
Cash Collateral for Borrowed Securities:  12,482,547.72
Repurchase Agreement:
Investment Issuer:  U.S. TREASURY STRIPS
Investment Maturity Date:
Date:  8/15/38
CR:  0.000000
Investment Type Domain:  Treasury Debt
Category of Investment Desc
Assets Sold Under Agreements to Repurchase Carrying Amounts:  6,145,090.00
Cash Collateral for Borrowed Securities:  2,998,681.02
Rating:  First Tier Security
Designated NRSRO List:
Designated NRSRO:
RAN:  N/A
R:  N/A
Investment Maturity Date:  12/1/14
Final Legal Investment Maturity Date:  12/1/14
Does Security Have Demand Feature?  No
Does Security Have Guarantee?  No
Does Security Have Enhancements on Which Fund Relying?  No
Investment Owned Balance Principal Amount:  132,000,000.00
Available For Sale Securities Amortized Cost:  132,000,000.00
Investment Owned Percent of Net Assets:  0.2484
Is This Illiquid Security?  No
Investment Owned at Fair Value:  132,000,000.00
Value of Security Excluding Value of Capital Support Agreement:  132,000,000.00
Schedule of Portfolio Securities:
Investment Issuer:  US TREASURY
Investment Title:  US TREASURY NOTES 2/5/15 0.000000%
CUSIP Member:  912796-DG-1
Investment Type Domain:  Treasury Debt
Is Fund Treating as Acquisition Underlying Securities?  No
Rating:  First Tier Security
Designated NRSRO List:
Designated NRSRO:
RAN:  N/A
R:  N/A
Investment Maturity Date:  2/5/15
Final Legal Investment Maturity Date:  2/5/15
Does Security Have Demand Feature?  No
Does Security Have Guarantee?  No
Does Security Have Enhancements on Which Fund Relying?  No
Investment Owned Balance Principal Amount:  10,000,000.00
Available For Sale Securities Amortized Cost:  9,999,816.67
Investment Owned Percent of Net Assets:  0.0188
Is This Illiquid Security?  No
Investment Owned at Fair Value:  10,000,000.00
Value of Security Excluding Value of Capital Support Agreement:  9,999,816.67
Schedule of Portfolio Securities:
Investment Issuer:  US TREASURY
Investment Title:  US TREASURY NOTES 4/30/15 0.000000%
CUSIP Member:  912796-DY-2
Investment Type Domain:  Treasury Debt
Is Fund Treating as Acquisition Underlying Securities?  No
Rating:  First Tier Security
Designated NRSRO List:
Designated NRSRO:
RAN:  N/A
R:  N/A
Investment Maturity Date:  4/30/15
Final Legal Investment Maturity Date:  4/30/15
Does Security Have Demand Feature?  No
Does Security Have Guarantee?  No
Does Security Have Enhancements on Which Fund Relying?  No
Investment Owned Balance Principal Amount:  15,000,000.00
Available For Sale Securities Amortized Cost:  14,996,875.00
Investment Owned Percent of Net Assets:  0.0282
Is This Illiquid Security?  No
Investment Owned at Fair Value:  15,000,000.00
Value of Security Excluding Value of Capital Support Agreement:  14,996,875.00
Schedule of Portfolio Securities:
Investment Issuer:  US TREASURY
Investment Title:  US TREASURY NOTES 12/4/14 0.000000%
CUSIP Member:  912796-EG-0
Investment Type Domain:  Treasury Debt
Is Fund Treating as Acquisition Underlying Securities?  No
Rating:  First Tier Security
Designated NRSRO List:
Designated NRSRO:
RAN:  N/A
R:  N/A
Investment Maturity Date:  12/4/14
Final Legal Investment Maturity Date:  12/4/14
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:  25,000,000.00
Available For Sale Securities Amortized Cost:  24,999,958.33
Investment Owned Percent of Net Assets:  0.0470
Is This Illiquid Security?  No
Investment Owned at Fair Value:  25,000,000.00
Value of Security Excluding Value of Capital Support Agreement:  24,999,958.33
Schedule of Portfolio Securities:
Investment Issuer:  US TREASURY
Investment Title:  US TREASURY NOTES 12/26/14 0.000000%
CUSIP Member:  912796-EL-9
Investment Type Domain:  Treasury Debt
Is Fund Treating as Acquisition Underlying Securities?  No
Rating:  First Tier Security
Designated NRSRO List:
Designated NRSRO:
RAN:  N/A
R:  N/A
Investment Maturity Date:  12/26/14
Final Legal Investment Maturity Date:  12/26/14
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:  15,000,000.00
Available For Sale Securities Amortized Cost:  14,999,583.33
Investment Owned Percent of Net Assets:  0.0282
Is This Illiquid Security?  No
Investment Owned at Fair Value:  15,000,000.00
Value of Security Excluding Value of Capital Support Agreement:  14,999,583.33
Schedule of Portfolio Securities:
Investment Issuer:  US TREASURY
Investment Title:  US TREASURY NOTES 12/20/15 0.000000%
CUSIP Member:  912796-EM-7
Investment Type Domain:  Treasury Debt
Is Fund Treating as Acquisition Underlying Securities?  No
Rating:  First Tier Security
Designated NRSRO List:
Designated NRSRO:
RAN:  N/A
R:  N/A
Investment Maturity Date:  1/2/15
Final Legal Investment Maturity Date:  1/2/15
Does Security Have Demand Feature?  No
Does Security Have Guarantee?  No
Does Security Have Enhancements on Which Fund Relying?  No
Investment Owned Balance Principal Amount:  15,000,000.00
Available For Sale Securities Amortized Cost:  14,999,933.33
Investment Owned Percent of Net Assets:  0.0282
Is This Illiquid Security?  No
Investment Owned at Fair Value:  15,000,000.00
Value of Security Excluding Value of Capital Support Agreement:  14,999,933.33
Schedule of Portfolio Securities:
Investment Issuer:  US TREASURY
Investment Title:  US TREASURY NOTES 1/29/15 0.000000%
CUSIP Member:  912796-ER-6
Investment Type Domain:  Treasury Debt
Is Fund Treating as Acquisition Underlying Securities?  No
Rating:  First Tier Security
Designated NRSRO List:
Designated NRSRO:
RAN:  N/A
R:  N/A
Investment Maturity Date:  1/29/15
Final Legal Investment Maturity Date:  1/29/15
Does Security Have Demand Feature?  No
Does Security Have Guarantee?  No
Does Security Have Enhancements on Which Fund Relying?  No
Investment Owned Balance Principal Amount:  15,000,000.00
Available For Sale Securities Amortized Cost:  14,999,877.08
Investment Owned Percent of Net Assets:  0.0282
Is This Illiquid Security?  No
Investment Owned at Fair Value:  15,000,000.00
Value of Security Excluding Value of Capital Support Agreement:  14,999,877.08
Schedule of Portfolio Securities:
Investment Issuer:  US TREASURY
Investment Title:  US TREASURY NOTES 4/23/15 0.000000%
CUSIP Member:  912796-FE-4
Investment Type Domain:  Treasury Debt
Is Fund Treating as Acquisition Underlying Securities?  No
Rating:  First Tier Security
Designated NRSRO List:
Designated NRSRO:
RAN:  N/A
R:  N/A
Investment Maturity Date:  4/23/15
Final Legal Investment Maturity Date:  4/23/15
Does Security Have Demand Feature?  No
Does Security Have Guarantee?  No
Does Security Have Enhancements on Which Fund Relying?  No
Investment Owned Balance Principal Amount:  35,000,000.00
Available For Sale Securities Amortized Cost:  34,992,353.47
Investment Owned Percent of Net Assets:  0.0658
Is This Illiquid Security?  No
Investment Owned at Fair Value:  35,000,000.00
Value of Security Excluding Value of Capital Support Agreement:  34,992,353.47
Schedule of Portfolio Securities:
Investment Issuer:  US TREASURY
Investment Title:  US TREASURY NOTES 5/7/15 0.000000%
CUSIP Member:  912796-FF-1
Investment Type Domain:  Treasury Debt
Is Fund Treating as Acquisition Underlying Securities?  No
Rating:  First Tier Security
Designated NRSRO List:
Designated NRSRO:
RAN:  N/A
R:  N/A
Investment Maturity Date:  5/7/15
Final Legal Investment Maturity Date:  5/7/15
Does Security Have Demand Feature?  No
Does Security Have Guarantee?  No
Does Security Have Enhancements on Which Fund Relying?  No
Investment Owned Balance Principal Amount:  30,000,000.00
Available For Sale Securities Amortized Cost:  29,992,150.00
Investment Owned Percent of Net Assets:  0.0564
Is This Illiquid Security?  No
Investment Owned at Fair Value:  30,000,000.00
Value of Security Excluding Value of Capital Support Agreement:  29,992,150.00
Schedule of Portfolio Securities:
Investment Issuer:  US TREASURY
Investment Title:  US TREASURY NOTES 5/21/15 0.000000%
CUSIP Member:  912796-FJ-3
Investment Type Domain:  Treasury Debt
Is Fund Treating as Acquisition Underlying Securities?  No
Rating:  First Tier Security
Designated NRSRO List:
Designated NRSRO:
RAN:  N/A
R:  N/A
Investment Maturity Date:  5/21/15
Final Legal Investment Maturity Date:  5/21/15
Does Security Have Demand Feature?  No
Does Security Have Guarantee?  No
Does Security Have Enhancements on Which Fund Relying?  No
Investment Owned Balance Principal Amount:  15,000,000.00
Available For Sale Securities Amortized Cost:  14,995,368.75
Investment Owned Percent of Net Assets:  0.0282
Is This Illiquid Security?  No
Investment Owned at Fair Value:  15,000,000.00
Value of Security Excluding Value of Capital Support Agreement:  14,995,368.75
Schedule of Portfolio Securities:
Investment Issuer:  US TREASURY
Investment Title:  US TREASURY NOTES 1/15/15 0.250000%
CUSIP Member:  912828-RZ-5
Investment Type Domain:  Treasury Debt
Is Fund Treating as Acquisition Underlying Securities?  No
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:  32,500,000.00
Available For Sale Securities Amortized Cost:  32,506,347.66
Investment Owned Percent of Net Assets:  0.0612
Is This Illiquid Security?  No
Investment Owned at Fair Value:  32,500,000.00
Value of Security Excluding Value of Capital Support Agreement:  32,506,347.66
Schedule of Portfolio Securities:
Investment Issuer:  US TREASURY
Investment Title:  US TREASURY NOTES 3/31/15 0.250000%
CUSIP Member:  912828-UT-5
Investment Type Domain:  Treasury Debt
Is Fund Treating as Acquisition Underlying Securities?  No
Rating:  First Tier Security
Designated NRSRO List:
Designated NRSRO:
RAN:  N/A
R:  N/A
Investment Maturity Date:  3/15/15
Final Legal Investment Maturity Date:  3/15/15
Does Security Have Demand Feature?  No
Does Security Have Guarantee?  No
Does Security Have Enhancements on Which Fund Relying?  No
Investment Owned Balance Principal Amount:  20,000,000.00
Available For Sale Securities Amortized Cost:  20,012,500.00
Investment Owned Percent of Net Assets:  0.0377
Is This Illiquid Security?  No
Investment Owned at Fair Value:  20,000,000.00
Value of Security Excluding Value of Capital Support Agreement:  20,012,500.00


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