0001145549-13-010389.txt : 20140129 0001145549-13-010389.hdr.sgml : 20140129 20131206143835 ACCESSION NUMBER: 0001145549-13-010389 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20131130 FILED AS OF DATE: 20131206 DATE AS OF CHANGE: 20131206 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS CENTRAL INDEX KEY: 0000857156 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-MFP SEC ACT: 1933 Act SEC FILE NUMBER: 811-05954 FILM NUMBER: 131262693 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-800-648-5300 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004508 Schwab Value Advantage Money Fund C000012383 Investor Shares SWVXX C000012384 Select Shares SWBXX C000012385 Institutional Shares SWAXX C000038267 Institutional Prime Shares SNAXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2013-11-30 0000857156 S000004508 4 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 52 79 13173652591.93 5027549.12 14709375.84 13163970765.21 0.0024 1.0001 2013-11-30 1.0001 2013-11-30 C000012383 25000.00 8573566136.52 1.00 -104556617.29 90604326.64 195160943.93 0.0001 1.0001 2013-11-30 1.0001 2013-11-30 C000012384 1000000.00 1265762652.18 1.00 -18316246.30 25231826.38 43548072.68 0.0001 1.0001 2013-11-30 1.0001 2013-11-30 C000012385 3000000.00 1014658101.21 1.00 -34646515.21 17722763.08 52369278.29 0.0001 1.0001 2013-11-30 1.0001 2013-11-30 C000038267 10000000.00 2309983875.30 1.00 107697411.01 155773576.18 48076165.17 0.0003 1.0001 2013-11-30 1.0001 2013-11-30 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.250000% 00279HK88 Certificate of Deposit N First Tier Security N/A N/A 2013-12-11 2013-12-11 N Y Santander UK Plc N/A N/A N 54000000.00 54000000.00 0.0041 N 54002160.00 54002160.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.240000% 00279HP26 Certificate of Deposit N First Tier Security N/A N/A 2014-02-20 2014-02-20 N Y Santander UK Plc N/A N/A N 64000000.00 64000000.00 0.0049 N 64001280.00 64001280.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.100000% 00279HP67 Certificate of Deposit N First Tier Security N/A N/A 2013-12-06 2013-12-06 N Y Santander UK Plc N/A N/A N 12000000.00 12000000.00 0.0009 N 12000000.00 12000000.00 Alpine Securitization Corp Alpine Securitization Corp 0.080000% 02086LZ33 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-12-03 2013-12-03 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 50000000.00 49999888.89 0.0038 N 49999500.00 49999500.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.188500% 05253MCF9 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-12-09 2014-03-07 N N N 82000000.00 82000000.00 0.0062 N 82007380.00 82007380.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.110000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-12-06 2013-12-06 N N N 77000000.00 77000000.00 0.0058 Security is a time deposit. N 77000070.46 77000070.46 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.110000% 052992005_M131204 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-12-04 2013-12-04 N N N 10000000.00 10000000.00 0.0008 Security is a time deposit. N 10000011.34 10000011.34 Bank of America, NA Bank of America, NA 0.270000% 06052WK36 Other Note N First Tier Security N/A N/A 2013-12-06 2013-12-06 N N N 21000000.00 21000000.00 0.0016 N 21000420.00 21000420.00 Bank of America, NA Bank of America, NA 0.260000% 06052WQ22 Other Note N First Tier Security N/A N/A 2014-01-14 2014-01-14 N N N 113000000.00 113000000.00 0.0086 N 113009040.00 113009040.00 Bank of America, NA Bank of America, NA 0.260000% 06052WQ30 Other Note N First Tier Security N/A N/A 2014-01-16 2014-01-16 N N N 1000000.00 1000000.00 0.0001 N 1000080.00 1000080.00 Bank of America, NA Bank of America, NA 0.250000% 06052WR62 Other Note N First Tier Security N/A N/A 2014-02-03 2014-02-03 N N N 68000000.00 68000000.00 0.0052 N 68002720.00 68002720.00 Bank of America, NA Bank of America, NA 0.250000% 06052WR88 Other Note N First Tier Security N/A N/A 2014-02-04 2014-02-04 N N N 64000000.00 64000000.00 0.0049 N 64002560.00 64002560.00 Bank of America, NA Bank of America, NA 0.210000% 06052WW41 Other Note N First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 10000000.00 10000000.00 0.0008 N 9999000.00 9999000.00 Bank of Montreal Bank of Montreal 0.180000% 06366AZD7 Certificate of Deposit N First Tier Security N/A N/A 2014-01-06 2014-01-06 N N N 36000000.00 36000000.00 0.0027 N 36002160.00 36002160.00 Bank of Montreal Bank of Montreal 0.190000% 06366AZS4 Certificate of Deposit N First Tier Security N/A N/A 2014-01-08 2014-01-08 N N N 13000000.00 13000000.00 0.0010 N 13001040.00 13001040.00 Bank of Nova Scotia Bank of Nova Scotia 0.238500% 06417F3B4 Certificate of Deposit N First Tier Security N/A N/A 2013-12-09 2014-09-09 N N N 59000000.00 59000000.00 0.0045 N 59002360.00 59002360.00 Bank of Nova Scotia Bank of Nova Scotia 0.220000% 06417HAX4 Certificate of Deposit N First Tier Security N/A N/A 2014-05-20 2014-05-20 N N N 64000000.00 64000000.00 0.0049 N 63963520.00 63963520.00 Bank of the West Bank of the West 0.265000% 06426GBZ9 Certificate of Deposit N First Tier Security N/A N/A 2013-12-20 2013-12-20 N N N 23000000.00 23000000.00 0.0017 N 23002760.00 23002760.00 Bank of the West Bank of the West 0.250000% 06426GCC9 Certificate of Deposit N First Tier Security N/A N/A 2013-12-20 2013-12-20 N N N 43000000.00 43000000.00 0.0033 N 43004730.00 43004730.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FWT7 Certificate of Deposit N First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 18000000.00 18000000.00 0.0014 N 18002340.00 18002340.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FXB5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 10000000.00 10000000.00 0.0008 N 10001300.00 10001300.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FYH1 Certificate of Deposit N First Tier Security N/A N/A 2014-01-15 2014-01-15 N N N 57000000.00 57000000.00 0.0043 N 57010260.00 57010260.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000% 06538GDK5 Certificate of Deposit N First Tier Security N/A N/A 2014-05-23 2014-05-23 N N N 3000000.00 3000000.00 0.0002 N 3001020.00 3001020.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000% 06538GEE8 Certificate of Deposit N First Tier Security N/A N/A 2014-05-28 2014-05-28 N N N 56000000.00 56000000.00 0.0043 N 56019600.00 56019600.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538GPQ9 Certificate of Deposit N First Tier Security N/A N/A 2014-05-07 2014-05-07 N N N 20000000.00 20000000.00 0.0015 N 20000000.00 20000000.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538GPX4 Certificate of Deposit N First Tier Security N/A N/A 2014-05-07 2014-05-07 N N N 31000000.00 31000000.00 0.0024 N 31000000.00 31000000.00 Barclays Bank Plc Barclays Bank Plc 0.310000% 06741XRW0 Certificate of Deposit N First Tier Security N/A N/A 2013-12-23 2013-12-23 N N N 3000000.00 3000000.00 0.0002 N 3000330.00 3000330.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XSQ2 Certificate of Deposit N First Tier Security N/A N/A 2014-01-27 2014-01-27 N N N 23000000.00 23000000.00 0.0017 N 23005750.00 23005750.00 Barclays Bank Plc Barclays Bank Plc 0.250000% 06741XTV0 Certificate of Deposit N First Tier Security N/A N/A 2014-04-07 2014-04-07 N N N 58000000.00 58000000.00 0.0044 N 58008120.00 58008120.00 Barclays Capital, Inc Barclays Capital, Inc 0.060000% 992JYM004_0.0600_M131202_2MN4 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2025-05-25 2.000000 Government Agency Debt 155632031.00 26998653.58 Fannie Mae 2026-12-01 3.000000 Government Agency Debt 11633527.00 9085792.47 Fannie Mae 2028-11-01 3.500000 Government Agency Debt 110350.00 116129.09 Fannie Mae 2040-01-25 0.969999 Government Agency Debt 5300462.00 1789092.88 Fannie Mae 2040-01-25 4.000000 Government Agency Debt 1013199.00 213243.55 Fannie Mae 2043-11-01 2.611000 Government Agency Debt 3492.00 3471.95 Fannie Mae 2043-11-01 4.000000 Government Agency Debt 6035428.00 6256814.20 Freddie Mac 2031-08-15 3.500000 Government Agency Debt 11084014.00 11210513.99 Freddie Mac 2038-11-15 4.000000 Government Agency Debt 24136398.00 25172455.57 Freddie Mac 2043-11-15 0.00 Government Agency Debt 127136.00 129354.78 GNMA 2038-04-20 2.600000 Government Agency Debt 71022252.00 52019043.42 GNMA 2039-06-20 2.600000 Government Agency Debt 81167587.00 57956760.11 First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 182000000.00 182000000.00 0.0138 N 182000000.00 182000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.070000% 992JYM004_0.0700_M131204_2MN4 0000851376 Government Agency Repurchase Agreement Y 0.125 FHLB 14 SP 2014-04-17 0.125000 Government Agency Debt 250000.00 250078.55 4.125 FHLB 19 VB 2019-12-13 4.125000 Government Agency Debt 725000.00 824550.35 Fannie Mae 2016-03-28 0.500000 Government Agency Debt 11168000.00 11187066.26 Fannie Mae 2016-09-15 5.250000 Government Agency Debt 453599.00 517036.94 Fannie Mae 2019-02-01 0.00 Government Agency Debt 3640000.00 3255725.20 Fannie Mae 2019-10-09 0.00 Government Agency Debt 125524993.00 107544793.00 Freddie Mac 2014-06-19 0.00 Government Agency Debt 28658000.00 28643384.42 Freddie Mac 2022-01-13 2.375000 Government Agency Debt 54716000.00 53778289.35 First Tier Security N/A N/A 2013-12-04 2013-12-04 N N N 200000000.00 200000000.00 0.0152 N 200000000.00 200000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.070000% 992JYM004_0.0700_M131206_2MN4 0000851376 Government Agency Repurchase Agreement Y Freddie Mac 2014-06-19 0.00 Government Agency Debt 2062000.00 2060948.38 Freddie Mac 2036-05-01 0.524000 Government Agency Debt 86426.00 8552.91 Freddie Mac 2043-01-01 4.000000 Government Agency Debt 2033182.00 2058631.24 Freddie Mac 2043-11-15 0.00 Government Agency Debt 44165.00 44935.77 GNMA 2043-01-15 2.500000 Government Agency Debt 2295980.00 2099042.46 GNMA 2043-01-15 2.500000 Government Agency Debt 2243592.00 2051867.21 GNMA 2043-06-15 2.500000 Government Agency Debt 2187231.00 2016863.66 GNMA 2043-07-15 2.500000 Government Agency Debt 2159053.00 1993671.57 GNMA 2043-08-15 2.500000 Government Agency Debt 137109.00 126945.58 First Tier Security N/A N/A 2013-12-06 2013-12-06 N N N 12000000.00 12000000.00 0.0009 N 12000000.00 12000000.00 Bennington Stark Capital Company, LLC Bennington Stark Capital Company, LLC 0.320000% 08224MBE3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-14 2014-02-14 N N Y Credit / Liquidity SOCIETE GENERALE N/A N/A 19000000.00 18987502.22 0.0014 N 18992210.00 18992210.00 BNP Paribas BNP Paribas 0.390000% 05572NNX0 Certificate of Deposit N First Tier Security N/A N/A 2013-12-12 2013-12-12 N N N 104000000.00 104000000.00 0.0079 N 104009360.00 104009360.00 BNP Paribas BNP Paribas 0.340000% 05572NQB5 Certificate of Deposit N First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 19000000.00 19000000.00 0.0014 N 19003990.00 19003990.00 BNP Paribas BNP Paribas 0.300000% 05572NQJ8 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 8000000.00 8000000.00 0.0006 N 8000560.00 8000560.00 BNP Paribas BNP Paribas 0.300000% 05572NQL3 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 116000000.00 116000000.00 0.0088 N 116008120.00 116008120.00 BNP Paribas BNP Paribas 0.300000% 05572NQP4 Certificate of Deposit N First Tier Security N/A N/A 2014-04-04 2014-04-04 N N N 18000000.00 18000000.00 0.0014 N 18001260.00 18001260.00 BNP Paribas BNP Paribas 0.470000% 05572NRH1 Certificate of Deposit N First Tier Security N/A N/A 2014-08-25 2014-08-25 N N N 57000000.00 57000000.00 0.0043 N 57012540.00 57012540.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.270000% 921AES008_0.2700_M131202_2MN4 0001197610 Other Repurchase Agreement N ANHEUSER BUSCH INBEV WORLDWIDE INC 2039-01-15 8.199999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 67568.00 100796.07 APACHE CORP 2018-09-15 6.900000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18554.00 23057.67 ARES CAPITAL CORPORATION 2018-11-30 4.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 39560.00 40303.10 BANCO LATINO AMERICANO 2017-04-04 3.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 159086.00 163179.15 BANGKOK BANK PLUBLIC COMPANY LIMITED 2015-10-18 3.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1154646.00 1191746.38 BANK OF AMERICA FUNDING CORPORATION 2002-1 2020-07-01 5.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1603663.00 1874491.61 BBVA US SENIOR S A UNIPERSONAL 2014-05-16 3.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1300966.00 1314136.47 CORPORACION ANDINA DE FOMENTO 2022-06-15 4.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 465633.00 476864.33 INTERNATINOAL PAPER CAPITAL TRUST 2021-08-15 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 78761.00 99013.34 LOWE'S CO INC 2036-10-15 5.799999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2079061.00 2320084.23 MACQUARIE BANK LIMITED 2013-12-17 4.099999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1155510.00 1178631.75 ORIELLY AUTOMOTIVE NEW 2021-01-14 4.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3019745.00 3249732.55 PENSKE TRUCK LEASING CO L P 2023-01-17 4.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 155772.00 153992.05 Swedbank AB 2017-09-29 2.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1121427.00 1139865.13 THE GAP, INC. 2021-04-12 5.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4713825.00 5262835.03 THE GOLDMAN SACHS GROUP INC 2016-02-07 3.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 932358.00 993900.88 VODAFONE GROUP PLC 2017-02-27 5.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 75097.00 85838.50 WEYEHAEUSER CO 2023-09-15 4.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2298862.00 2381532.59 First Tier Security N/A N/A 2013-12-02 2013-12-02 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 21000000.00 21000000.00 0.0016 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 21000000.00 21000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.270000% 921AES008_0.2700_M131206_2MN4 0001197610 Other Repurchase Agreement N AON CORP 2020-09-30 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 339361.00 377442.21 ARES CAPITAL CORPORATION 2018-11-30 4.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2917.00 2971.79 AT & T INC 2016-08-15 2.399999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5258297.00 5434607.70 BACO DO BRASIL S.A. ACTING THROUGH ITS 2017-01-23 3.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1067429.00 1096783.30 BANCO INTERNACIONAL DEL PERU S A A 2020-10-07 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 65696.00 67009.92 BANCO LATINO AMERICANO 2017-04-04 3.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 180518.00 185162.58 BANGKOK BANK PLUBLIC COMPANY LIMITED 2015-10-18 3.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 794703.00 820237.91 BANK OF AMERICA FUNDING CORP 2002 1 2016-08-01 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 56991.00 65922.38 BANK OF AMERICA FUNDING CORPORATION 2002-1 2020-07-01 5.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 803142.00 938777.63 Bank of Montreal 2017-01-30 1.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 365000.00 376961.05 COMCAST CORP SPL A 2040-03-01 6.400000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 313049.00 365658.28 CORPORACION ANDINA DE FOMENTO 2022-06-15 4.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 137.00 140.30 DNB NOR BOLIGKREDIT 2015-10-14 2.100000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 477551.00 492032.73 DUKE ENERGY HOLDING CORP COM 2018-06-15 2.100000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 151036.00 153302.80 GCB REGS KOREA HIGHWAY 2015-05-20 5.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3226436.00 3411218.02 INTERNATINOAL PAPER CAPITAL TRUST 2021-08-15 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 31380.00 39448.95 LOWE'S CO INC 2036-10-15 5.799999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100473.00 112120.72 MORGAN STANLEY GROUP INC 2017-08-28 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 990694.00 1162280.83 PENSKE TRUCK LEASING CO L P 2023-01-17 4.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4432.00 4381.36 PETROBRAS INTERNTL FINANCE CO 2014-09-15 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1852770.00 1974924.16 PRUDENTIAL FINCL INC,NJ 2037-12-01 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 616604.00 769458.25 QWEST CORP 2017-06-01 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 794692.00 923391.49 TARGET CORP 2037-10-15 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11851.00 14470.36 VODAFONE GROUP PLC 2016-02-19 0.900000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 959486.00 963842.07 VODAFONE GROUP PLC 2017-02-27 5.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1091352.00 1247453.53 First Tier Security N/A N/A 2013-12-06 2013-12-06 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 20000000.00 20000000.00 0.0015 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 20000400.00 20000400.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.090000% 987WVU007_0.0900_M131202_2MN4 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2026-02-01 3.500000 Government Agency Debt 100178902.00 57695433.55 Fannie Mae 2042-01-01 4.000000 Government Agency Debt 68192996.00 58058270.30 Fannie Mae 2042-02-01 4.000000 Government Agency Debt 69182175.00 58036959.02 Fannie Mae 2042-04-01 4.000000 Government Agency Debt 61518216.00 58165006.82 Fannie Mae 2042-08-01 3.500000 Government Agency Debt 33239149.00 28842019.81 Fannie Mae 2043-01-01 3.000000 Government Agency Debt 63124027.00 58054983.73 Freddie Mac 2043-09-01 4.000000 Government Agency Debt 19263874.00 20017327.22 First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 329000000.00 329000000.00 0.0250 N 329000000.00 329000000.00 BPCE SA BPCE SA 0.260000% 05571CB34 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-02-03 2014-02-03 N N N 28000000.00 27987260.00 0.0021 N 27991040.00 27991040.00 BPCE SA BPCE SA 0.245000% 05571CB59 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-02-05 2014-02-05 N N N 84000000.00 83962841.67 0.0064 N 83971440.00 83971440.00 CAFCO, LLC CAFCO, LLC 0.410000% 12476FBJ4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-18 2014-02-18 N N Y Letter of Credit Citibank NA N/A N/A 68000000.00 67939593.33 0.0052 N 67971440.00 67971440.00 CAFCO, LLC CAFCO, LLC 0.385000% 12476FC53 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-05 2014-03-05 N N Y Letter of Credit Citibank NA N/A N/A 60000000.00 59940325.00 0.0046 N 59968800.00 59968800.00 CAFCO, LLC CAFCO, LLC 0.350000% 12476FCS3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-26 2014-03-26 N N Y Letter of Credit Citibank NA N/A N/A 29000000.00 28967858.33 0.0022 N 28980280.00 28980280.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.060000% 13606YR73 Certificate of Deposit N First Tier Security N/A N/A 2013-12-04 2013-12-04 N N N 125000000.00 125000000.00 0.0095 N 125000000.00 125000000.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.210000% 13738KA64 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-06 2014-01-06 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 16000000.00 15996733.33 0.0012 N 15997280.00 15997280.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.210000% 13738KAE7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-14 2014-01-14 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 19000000.00 18995234.17 0.0014 N 18995820.00 18995820.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.210000% 13738KAH0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-17 2014-01-17 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 67000000.00 66982021.66 0.0051 N 66983920.00 66983920.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.210000% 13738KB30 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-03 2014-02-03 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 28000000.00 27989710.00 0.0021 N 27990480.00 27990480.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.210000% 13738KBC0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-12 2014-02-12 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 15000000.00 14993700.00 0.0011 N 14994000.00 14994000.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.210000% 13738KBM8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-21 2014-02-21 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 9000000.00 8995747.50 0.0007 N 8995860.00 8995860.00 Charta, LLC Charta, LLC 0.430000% 16115UZK0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-12-19 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0.206000% 20272AEL6 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-12-24 2014-02-24 N N N 58000000.00 58000000.00 0.0044 N 58009280.00 58009280.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.210000% 20272EC55 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-05 2014-03-05 N N N 45200000.00 45175479.00 0.0034 N 45179208.00 45179208.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.200000% 923DBX002 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2014-03-12 2014-03-12 N N N 13000000.00 13000000.00 0.0010 N 13000390.00 13000390.00 CRC Funding, LLC CRC Funding, LLC 0.420000% 12622VB45 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-04 2014-02-04 N N Y Letter of Credit Citibank NA N/A N/A 90000000.00 89932800.00 0.0068 N 89957700.00 89957700.00 CRC Funding, LLC CRC Funding, LLC 0.380000% 12622VCH5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-17 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23578950.00 21641037.39 United States Treasury Department 2030-05-15 6.250000 Treasury Debt 25245000.00 34559829.14 First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 55093038.00 55093038.00 0.0042 N 55093038.00 55093038.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.680000% 988WZK004_0.6800_M131204_2MN4 0001230485 Other Repurchase Agreement N CBASS 2037-07-25 0.447199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2780000.00 1622392.05 CWL 2005-12 M3 2036-02-25 0.676000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18000000.00 4203487.96 IMSA 2007-1 A2 2037-03-25 0.326000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15855000.00 8814001.11 MARM 2007-3 12A1 2047-05-25 0.365999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 113220000.00 36342413.14 MSHEL 2006-2 M1 2036-02-25 0.506000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2035000.00 955888.82 NHELI 2005-HE1 M5 2035-09-25 0.815999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6000000.00 2536726.00 United States Treasury Department 2014-08-31 2.375000 Treasury Debt 4470000.00 4570775.00 United States Treasury Department 2014-08-31 2.375000 Treasury Debt 1495000.00 1528704.39 WMALT 2005-3 1CB3 2035-05-25 0.615999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000000.00 38700428.61 First Tier Security N/A N/A 2013-12-04 2013-12-04 N N N 87000000.00 87000000.00 0.0066 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 87000000.00 87000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.680000% 988WZK004_0.6800_M131209_2MN4 0001230485 Other Repurchase Agreement N BACM 2007-4 AJ 2051-02-10 6.004200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 175000.00 169867.05 CD 2006-CD2 AJ 2046-01-15 5.570599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5170575.00 4766989.65 CGCMT 2007-C6 AJ 2049-12-10 5.893699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 32000000.00 29680898.67 COBALT COMMERCIAL MTGE TRUST 2007-C3 2046-05-15 5.963400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 2803014.99 INDX 2006-FLX1 A1 2036-11-25 0.376000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1875000.00 633887.69 JPMCC 2006-LDP9 AJ 2047-05-15 5.410999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6762881.00 5908922.37 TMST 2007-3 4A1 2047-06-25 0.386000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 69800000.00 19463621.07 WAMU 2045-01-25 0.526000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 22500000.00 2453534.60 WFMBS 2006-AR1 2A5 2036-03-25 5.333100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7000000.00 5443924.67 First Tier Security N/A N/A 2013-12-09 2013-12-09 N N N 62000000.00 62000000.00 0.0047 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 62006820.00 62006820.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.680000% 988WZL002_0.6800_M140129_2MN4 0001230485 Other Repurchase Agreement N 144A JPMRR 2009-12 6A2 2035-10-26 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1173212.00 906824.77 AHM 2004-1 1M2 2044-04-25 1.415999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11842000.00 234528.11 BOAA 2003-2 B1 2033-04-25 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 2113911.66 BSARM 2004-2 2B1 2034-05-25 3.332700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2740000.00 672857.24 BVMBS 2004-1 2M 2034-11-20 2.829299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5605000.00 1045815.07 CSFB 2004-C3 D 2036-07-15 5.312000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7000000.00 5575021.21 CSMC 2007-C3 AJ 2039-06-15 5.870800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3345848.00 2616607.71 CWALT 2006-J4 2A1 2036-07-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 83980000.00 19471622.56 CWALT INC 2035-07-25 0.806000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2068000.00 1490344.67 INDX 2004-AR6 6A2 2034-10-25 2.739399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 471900.00 48235.40 INDX 2006-FLX1 A1 2036-11-25 0.376000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10225000.00 3456800.85 JPMMT 2005-A3 7CA1 2035-06-25 2.737899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25940000.00 5862085.83 MARM 2005-1 7A3 2035-02-25 2.653200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8400000.00 1674179.13 MLMI 2005-A5 A8 2035-06-25 2.505300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1250000.00 336467.77 MSHEL 2006-2 M1 2036-02-25 0.506000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 55000.00 25834.83 MSM 2036-06-25 2.214300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 833000.00 233081.27 RFMSI 2003-S6 M1 2018-04-25 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1014700.00 111272.05 RFMSI 2005-SA2 3A2 2035-06-25 2.956900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 105000.00 39275.33 SARM 2004-20 1A3 2035-01-25 4.294200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8275000.00 476370.63 SASC 2001-15A B2 2031-10-25 2.205499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5128000.00 110766.76 TMST 2002-3 B1 2042-09-25 2.325000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6232000.00 799194.77 WAMMS 2002-AR3 B2 2032-12-25 2.215300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8457400.00 498821.83 WFMBS 2004-1 B1 2034-02-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6453000.00 2133187.33 WMALT 2005-4 5A7 2035-06-25 5.500000 Other Instrument common stocks, 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Certificate of Deposit N First Tier Security N/A N/A 2014-01-17 2014-01-17 N N N 87000000.00 87000000.00 0.0066 N 87066990.00 87066990.00 Deutsche Bank AG Deutsche Bank AG 0.310000% 25155BX42 Certificate of Deposit N First Tier Security N/A N/A 2014-02-26 2014-02-26 N N N 56000000.00 56000000.00 0.0043 N 56014000.00 56014000.00 Deutsche Bank AG Deutsche Bank AG 0.450000% 25155JAM0 Certificate of Deposit N First Tier Security N/A N/A 2014-11-21 2014-11-21 N N N 85000000.00 85000000.00 0.0065 N 85000000.00 85000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.260000% 988RGN000_0.2600_M131202_2MN4 0001074042 Other Repurchase Agreement N ABBVIE INC COM 2013-11-29 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 749998.00 AMDOCS LTD ORD 2013-11-29 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 486.12 ARCHER DANIELS MIDLAND CO COM 2013-11-29 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 749973.24 AXIALL CORP COM 2013-11-29 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 749988.69 BANK OF AMERICA CORPORATION COM 2013-11-29 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 749993.74 BEAM INC COM 2013-11-29 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 749974.29 CARDINAL HEALTH INC COM 2013-11-29 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 749979.51 CBRE GROUP INC CL A 2013-11-29 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 749990.28 CONSOLIDATED EDISON INC COM 2013-11-29 N/A Other 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corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 749995.54 MUELLER WTR PRODS INC COM SER 2013-11-29 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 749998.78 NU SKIN ENTERPRISES INC CL A 2013-11-29 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 749895.68 OCCIDENTAL PETE CORP DEL COM 2013-11-29 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 749985.60 PFIZER INC COM 2013-11-29 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 749977.00 PIONEER NAT RES CO COM 2013-11-29 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 749990.72 REGIONS FINANCIAL CORP NEW COM 2013-11-29 N/A Other Instrument common stocks, ETFs, 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DAVE AND BUSTERS 2018-06-01 11.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 266000.00 308397.44 EASTON BELL SPORTS 2016-12-01 9.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 365992.00 400142.10 ENERGY FUTURE INTERMEDIATE HLDG COMP 2020-12-01 10.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 265312.50 EPE HLDGS LLC EP ENERGY BONDCO INC 2017-12-15 8.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1420729.00 1542102.67 Fannie Mae 2023-10-25 5.419999 Government Agency Debt 1317308.00 1396423.03 GOLDMAN SACHS GRP INC 2023-11-29 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1517275.00 1517275.00 GREENPOINT MORTGAGE 2036-03-25 2.148000 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WACHOVIA BANK COMM MTG TRUST 2020-06-15 0.654000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2026473.00 1842247.02 WACHOVIA CMBS 2005-C22 2044-12-15 5.379400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1088039.00 788957.73 WAMU 2007-OA6 1A 2047-07-25 0.957999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1968685.00 1064688.78 WASHINGTON MUTUAL MSC MTGE P/T CERT 2035-05-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 3405392.61 WELLS FARGO MTG LN 2011 RR2 TR 2035-10-27 5.524899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1803911.00 1205887.30 WINDSTREAM CORP 2023-04-01 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1027000.00 1065084.58 ZIONS BANCORPORATION 2023-09-15 7.200000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1008000.00 1008000.00 First Tier Security N/A N/A 2014-01-03 2014-01-03 N N N 157000000.00 157000000.00 0.0119 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 157146010.00 157146010.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.212500% 60682AFP6 Certificate of Deposit N First Tier Security N/A N/A 2013-12-19 2013-12-19 N N N 11000000.00 11000000.00 0.0008 N 11000440.00 11000440.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.233000% 60682AFQ4 Certificate of Deposit N First Tier Security N/A N/A 2013-12-02 2014-01-02 N N N 62000000.00 62000000.00 0.0047 N 62004960.00 62004960.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.216000% 60682AGD2 Certificate of Deposit N First Tier Security N/A N/A 2013-12-23 2014-01-23 N N N 114000000.00 114000000.00 0.0087 N 114011400.00 114011400.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.260000% 60682AHG4 Certificate of Deposit N First Tier Security N/A N/A 2014-04-23 2014-04-23 N N N 78000000.00 78000000.00 0.0059 N 78006240.00 78006240.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.260000% 60682AHH2 Certificate of Deposit N First Tier Security N/A N/A 2014-04-24 2014-04-24 N N N 66000000.00 66000000.00 0.0050 N 66005280.00 66005280.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.250000% 60688LDU7 Certificate of Deposit N First Tier Security N/A N/A 2014-03-10 2014-03-10 N N N 62000000.00 62000000.00 0.0047 N 62000000.00 62000000.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.220000% 60688LGM2 Certificate of Deposit N First Tier Security N/A N/A 2014-01-15 2014-01-15 N N N 17000000.00 17000000.00 0.0013 N 17000680.00 17000680.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.220000% 60688LGT7 Certificate of Deposit N First Tier Security N/A N/A 2014-01-16 2014-01-16 N N N 35000000.00 35000000.00 0.0027 N 35001400.00 35001400.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.260000% 60688LGZ3 Certificate of Deposit N First Tier Security N/A N/A 2014-04-24 2014-04-24 N N N 70000000.00 70000000.00 0.0053 N 70000000.00 70000000.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.220000% 60688LHA7 Certificate of Deposit N First Tier Security N/A N/A 2014-01-22 2014-01-22 N N N 32000000.00 32000000.00 0.0024 N 32001280.00 32001280.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.220000% 60688LKD7 Certificate of Deposit N First Tier Security N/A N/A 2014-03-04 2014-03-04 N N N 23000000.00 23000000.00 0.0017 N 22998160.00 22998160.00 Mizuho Securities USA Inc Mizuho Securities USA Inc 0.100000% 60686N005_0.1000_M131202_2MN4 0000812291 Government Agency Repurchase Agreement Y Fannie Mae 2040-04-01 3.532000 Government Agency Debt 1794801.00 377287.30 Fannie Mae 2040-04-01 3.653999 Government Agency Debt 12141477.00 5526603.92 Fannie Mae 2040-04-01 3.906000 Government Agency Debt 2985209.00 1233953.92 Fannie Mae 2040-05-01 3.450000 Government Agency Debt 25217511.00 8488385.44 Fannie Mae 2040-05-01 3.549999 Government Agency Debt 5205135.00 1660580.81 Fannie Mae 2040-05-01 3.673999 Government Agency Debt 25031939.00 7996718.24 Fannie Mae 2043-05-01 3.000000 Government Agency Debt 1287883.00 1215124.39 United States Treasury Department 2019-08-15 3.625000 Treasury Debt 52157076.00 58418615.18 First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 83000000.00 83000000.00 0.0063 N 83000000.00 83000000.00 National Australia Bank Ltd National Australia Bank Ltd 0.250000% 63253TUJ5 Certificate of Deposit N First Tier Security N/A N/A 2014-02-28 2014-02-28 N N N 79000000.00 79000000.00 0.0060 N 79026070.00 79026070.00 National Australia Bank Ltd National Australia Bank Ltd 0.250000% 63253TUK2 Certificate of Deposit N First Tier Security N/A N/A 2014-02-28 2014-02-28 N N N 24000000.00 24000000.00 0.0018 N 24007920.00 24007920.00 National Australia Bank Ltd National Australia Bank Ltd 0.060000% 63252Q006 0000833029 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 120000000.00 120000000.00 0.0091 Security is a time deposit. N 119999950.80 119999950.80 National Australia Bank Ltd National Australia Bank Ltd 0.187500% 922JZG001 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2013-12-18 2014-02-18 N N N 30000000.00 30000000.00 0.0023 N 30000000.00 30000000.00 Nationwide Building Society Nationwide Building Society 0.250000% 6385E0ZB2 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-12-11 2013-12-11 N N N 22000000.00 21998625.00 0.0017 N 21998900.00 21998900.00 Nationwide Building Society Nationwide Building Society 0.230000% 6385E1CA7 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-10 2014-03-10 N N N 15000000.00 14990608.33 0.0011 N 14991000.00 14991000.00 Natixis SA Natixis SA 0.250000% 63873EG21 Certificate of Deposit N First Tier Security N/A N/A 2014-02-14 2014-02-14 N N N 25000000.00 25000000.00 0.0019 N 25000000.00 25000000.00 Natixis SA Natixis SA 0.250000% 63873EH79 Certificate of Deposit N First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 3000000.00 3000000.00 0.0002 N 2999850.00 2999850.00 Natixis US Finance Co, LLC Natixis US Finance Co, LLC 0.130000% 6323A0Z35 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-12-03 2013-12-03 N Y Natixis SA N/A N/A N 51000000.00 50999815.83 0.0039 N 50999490.00 50999490.00 NRW.BANK NRW.BANK 0.090000% 62939LZ44 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-12-04 2013-12-04 N N N 197000000.00 196999015.00 0.0150 N 196998030.00 196998030.00 Old Line Funding, LLC Old Line Funding, LLC 0.207500% 67984RAC3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-12-10 2014-03-10 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 90000000.00 90000000.00 0.0068 N 90001800.00 90001800.00 PNC Bank NA PNC Bank NA 0.280000% 69354BAB8 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-01-30 2014-01-30 N N N 60000000.00 60000000.00 0.0046 N 60009000.00 60009000.00 PNC Bank NA PNC Bank NA 0.250000% 69354BAU6 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-04-23 2014-04-23 N N N 39000000.00 39000000.00 0.0030 N 39001950.00 39001950.00 Rabobank Nederland Rabobank Nederland 0.248000% 21684BFY5 Certificate of Deposit N First Tier Security N/A N/A 2013-12-04 2014-03-04 N N N 113000000.00 113000000.00 0.0086 N 113021470.00 113021470.00 Rabobank Nederland Rabobank Nederland 0.230000% 21685VAC3 Certificate of Deposit N First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 100000000.00 100000000.00 0.0076 N 100001000.00 100001000.00 Rabobank Nederland Rabobank Nederland 0.310000% 21685VAU3 Certificate of Deposit N First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 123000000.00 123000000.00 0.0093 N 123038130.00 123038130.00 Rabobank Nederland Rabobank Nederland 0.300000% 21685VAX7 Certificate of Deposit N First Tier Security N/A N/A 2014-06-03 2014-06-03 N N N 10000000.00 10000000.00 0.0008 N 10002600.00 10002600.00 Rabobank Nederland Rabobank Nederland 0.270000% 21685VBK4 Certificate of Deposit N First Tier Security N/A N/A 2014-06-20 2014-06-20 N N N 52000000.00 52000000.00 0.0040 N 52005720.00 52005720.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.320000% 7562E1AH7 Other Commercial Paper N First Tier Security N/A N/A 2014-01-17 2014-01-17 N Y Reckitt Benckiser Group Plc N/A N/A N 10500000.00 10495706.67 0.0008 N 10497690.00 10497690.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.290000% 7562E1G32 Other Commercial Paper N First Tier Security N/A N/A 2014-07-03 2014-07-03 N Y Reckitt Benckiser Group Plc N/A N/A N 50000000.00 49914208.34 0.0038 N 49937000.00 49937000.00 Ridgefield Funding Company, LLC Ridgefield Funding Company, LLC 0.340000% 76582KBD2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-13 2014-02-13 N N Y Guaranty BNP Paribas N/A N/A 4000000.00 3997242.22 0.0003 N 3998400.00 3998400.00 Ridgefield Funding Company, LLC Ridgefield Funding Company, LLC 0.330000% 76582KBJ9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-18 2014-02-18 N N Y Guaranty BNP Paribas N/A N/A 35000000.00 34974975.00 0.0027 N 34984600.00 34984600.00 Royal Bank of Canada Royal Bank of Canada 0.286000% 78009NNL6 Certificate of Deposit N First Tier Security N/A N/A 2013-12-24 2014-06-24 N N N 76000000.00 76000000.00 0.0058 N 76028880.00 76028880.00 Royal Bank of Canada Royal Bank of Canada 0.060000% 985YRK002 0000352613 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 80000000.00 80000000.00 0.0061 Security is a time deposit. N 79999903.68 79999903.68 Sheffield Receivables Corp Sheffield Receivables Corp 0.230000% 82124MCB4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-11 2014-03-11 N N Y Letter of Credit Barclays Bank Plc N/A N/A 47000000.00 46970272.50 0.0036 N 46975090.00 46975090.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.300000% 83050UAM0 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-01-21 2014-01-21 N N N 13000000.00 12994583.33 0.0010 N 12997790.00 12997790.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.280000% 83050UD13 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 1000000.00 999066.67 0.0001 N 999270.00 999270.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.285000% 83050UDM7 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-04-21 2014-04-21 N N N 12000000.00 11986700.00 0.0009 N 11988480.00 11988480.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.290000% 83051HKY1 Certificate of Deposit N First Tier Security N/A N/A 2013-12-13 2013-12-13 N N N 53000000.00 53000000.00 0.0040 N 53004240.00 53004240.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.290000% 83051HMP8 Certificate of Deposit N First Tier Security N/A N/A 2014-01-27 2014-01-27 N N N 1000000.00 1000000.00 0.0001 N 1000260.00 1000260.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.280000% 83051HPF7 Certificate of Deposit N First Tier Security N/A N/A 2014-03-14 2014-03-14 N N N 21000000.00 21000000.00 0.0016 N 21004200.00 21004200.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.280000% 83051HPV2 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 30000000.00 30000000.00 0.0023 N 30003000.00 30003000.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.280000% 83051HQR0 Certificate of Deposit N First Tier Security N/A N/A 2014-05-02 2014-05-02 N N N 2000000.00 2000000.00 0.0002 N 2000000.00 2000000.00 Societe Generale Societe Generale 0.250000% 83368NSA0 Certificate of Deposit N First Tier Security N/A N/A 2014-03-04 2014-03-04 N N N 19000000.00 19000000.00 0.0014 N 18999430.00 18999430.00 Societe Generale North America, Inc Societe Generale North America, Inc 0.110000% 83365RZ32 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-12-03 2013-12-03 N Y Societe Generale N/A N/A N 7000000.00 6999978.61 0.0005 N 6999930.00 6999930.00 Societe Generale North America, Inc Societe Generale North America, Inc 0.105000% 83365RZ65 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-12-06 2013-12-06 N Y Societe Generale N/A N/A N 7000000.00 6999918.33 0.0005 N 6999918.10 6999918.10 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.260000% 86562C3V2 Certificate of Deposit N First Tier Security N/A N/A 2014-04-25 2014-04-25 N N N 33000000.00 33000000.00 0.0025 N 33001320.00 33001320.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562C7C0 Certificate of Deposit N First Tier Security N/A N/A 2014-05-08 2014-05-08 N N N 46000000.00 46000000.00 0.0035 N 45995860.00 45995860.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562CC91 Certificate of Deposit N First Tier Security N/A N/A 2013-12-06 2013-12-06 N N N 37000000.00 37000000.00 0.0028 N 37000370.00 37000370.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.330000% 86562CEF5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-17 2014-01-17 N N N 31000000.00 31000000.00 0.0024 N 31005890.00 31005890.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CF49 Certificate of Deposit N First Tier Security N/A N/A 2014-05-27 2014-05-27 N N N 5000000.00 5000000.00 0.0004 N 5001000.00 5001000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562CFB3 Certificate of Deposit N First Tier Security N/A N/A 2013-12-16 2013-12-16 N N N 8000000.00 8000000.00 0.0006 N 8000480.00 8000480.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CJ60 Certificate of Deposit N First Tier Security N/A N/A 2014-06-05 2014-06-05 N N N 22000000.00 22000000.00 0.0017 N 22003520.00 22003520.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.320000% 86562CKU5 Certificate of Deposit N First Tier Security N/A N/A 2014-02-13 2014-02-13 N N N 34000000.00 34000000.00 0.0026 N 34006460.00 34006460.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CL83 Certificate of Deposit N First Tier Security N/A N/A 2014-06-05 2014-06-05 N N N 32000000.00 32000000.00 0.0024 N 32005120.00 32005120.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CMX7 Certificate of Deposit N First Tier Security N/A N/A 2014-02-19 2014-02-19 N N N 15000000.00 15000000.00 0.0011 N 15002700.00 15002700.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CN32 Certificate of Deposit N First Tier Security N/A N/A 2014-06-10 2014-06-10 N N N 40000000.00 40000000.00 0.0030 N 40006400.00 40006400.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.260000% 86562CS52 Certificate of Deposit N First Tier Security N/A N/A 2014-03-21 2014-03-21 N N N 18000000.00 18000000.00 0.0014 N 18001080.00 18001080.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562UBB7 Certificate of Deposit N First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 70000000.00 70000000.00 0.0053 N 69996500.00 69996500.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562UBM3 Certificate of Deposit N First Tier Security N/A N/A 2014-03-04 2014-03-04 N N N 13000000.00 13000000.00 0.0010 N 12999350.00 12999350.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.220000% 86563KEA7 Certificate of Deposit N First Tier Security N/A N/A 2013-12-20 2013-12-20 N N N 11000000.00 11000000.00 0.0008 N 11000220.00 11000220.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.220000% 86563KFT5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-24 2014-01-24 N N N 31000000.00 31000000.00 0.0024 N 31001550.00 31001550.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.220000% 86563KFV0 Certificate of Deposit N First Tier Security N/A N/A 2014-02-13 2014-02-13 N N N 39000000.00 39000000.00 0.0030 N 38999220.00 38999220.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.210000% 86563KGG2 Certificate of Deposit N First Tier Security N/A N/A 2014-02-10 2014-02-10 N N N 13000000.00 13000000.00 0.0010 N 12999480.00 12999480.00 Sunshine State Government Financing Commission CP Revenue Taxable Notes Series H 0.210000% 86803JAD8 Other Commercial Paper N First Tier Security N/A N/A 2014-01-07 2014-01-07 N N Y Liquidity Facility JPMorgan Chase Bank NA N/A N/A Obligor Orlando N/A N/A 7230000.00 7230000.00 0.0005 N 7230216.90 7230216.90 Toronto-Dominion Bank Toronto-Dominion Bank 0.230000% 89112TCX0 Certificate of Deposit N First Tier Security N/A N/A 2014-01-23 2014-01-23 N N N 22000000.00 22000000.00 0.0017 N 22003740.00 22003740.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.170000% 89112TLH5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-07 2014-01-07 N N N 121000000.00 121000000.00 0.0092 N 121006050.00 121006050.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.217500% 89112W5U7 Certificate of Deposit N First Tier Security N/A N/A 2013-12-17 2014-06-17 N N N 127000000.00 127000000.00 0.0096 N 127025400.00 127025400.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.217500% 89112W6D4 Certificate of Deposit N First Tier Security N/A N/A 2013-12-19 2014-06-19 N N N 140000000.00 140000000.00 0.0106 N 140028000.00 140028000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.217500% 89112W6E2 Certificate of Deposit N First Tier Security N/A N/A 2013-12-18 2014-06-18 N N N 50000000.00 50000000.00 0.0038 N 50010000.00 50010000.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.250000% 89233GZK5 Other Commercial Paper N First Tier Security N/A N/A 2013-12-19 2013-12-19 N N Y Support Agreement Toyota Motor Corp N/A N/A 130000000.00 129984652.77 0.0099 N 129993500.00 129993500.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.230000% 89233HAU8 Other Commercial Paper N First Tier Security N/A N/A 2014-01-28 2014-01-28 N N Y Support Agreement Toyota Motor Corp N/A N/A 53000000.00 52980699.17 0.0040 N 52989400.00 52989400.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.250000% 89233HBL7 Other Commercial Paper N First Tier Security N/A N/A 2014-02-20 2014-02-20 N N Y Support Agreement Toyota Motor Corp N/A N/A 65000000.00 64963888.88 0.0049 N 64977250.00 64977250.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.220000% 89233HC51 Other Commercial Paper N First Tier Security N/A N/A 2014-03-05 2014-03-05 N N Y Support Agreement Toyota Motor Corp N/A N/A 6000000.00 5996590.00 0.0005 N 5997360.00 5997360.00 UBS AG UBS AG 0.240000% 90267RTT6 Certificate of Deposit N First Tier Security N/A N/A 2014-03-10 2014-03-10 N N N 59000000.00 59000000.00 0.0045 N 59006490.00 59006490.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.180000% 9497P6B64 Certificate of Deposit N First Tier Security N/A N/A 2013-12-02 2014-01-02 N N N 144000000.00 144000000.00 0.0109 N 144015840.00 144015840.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.217000% 9497P6F45 Certificate of Deposit N First Tier Security N/A N/A 2013-12-23 2014-05-20 N N N 42000000.00 42000000.00 0.0032 N 42009240.00 42009240.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.304400% 94985H2R4 Other Note N First Tier Security N/A N/A 2013-12-16 2014-12-15 N N N 50000000.00 50000000.00 0.0038 N 50001900.00 50001900.00 Westpac Banking Corp Westpac Banking Corp 0.290000% 96121TSN9 Certificate of Deposit N First Tier Security N/A N/A 2013-12-02 2014-04-25 N N N 145000000.00 145000000.00 0.0110 N 145121800.00 145121800.00 Westpac Banking Corp Westpac Banking Corp 0.240000% 96121TUG1 Certificate of Deposit N First Tier Security N/A N/A 2013-12-02 2014-10-29 N N N 137000000.00 137000000.00 0.0104 N 137128780.00 137128780.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WFX6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 517215.89 517215.89 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 475166.24 475166.24 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WGE7 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 418372.51 418372.51 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 384358.82 384358.82 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJR5 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 614859.85 614859.85 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 564871.74 564871.74 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJV6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 737886.98 737886.98 0.0001 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 677896.77 677896.77 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJW4 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1843915.32 1843915.32 0.0001 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 1694005.00 1694005.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKB8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 664260.48 664260.48 0.0001 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 610256.10 610256.10 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKC6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 233751.80 233751.80 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 214747.78 214747.78 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKH5 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 369082.00 369082.00 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 339075.64 339075.64 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKM4 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 110703.48 110703.48 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 101703.29 101703.29