0001145549-14-003644.txt : 20140530 0001145549-14-003644.hdr.sgml : 20140530 20140407144211 ACCESSION NUMBER: 0001145549-14-003644 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20140331 FILED AS OF DATE: 20140407 DATE AS OF CHANGE: 20140407 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: 14748392 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 S000004510 Schwab Investor Money Fund C000012387 Schwab Investor Money Fund SWRXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2014-03-31 0000857156 S000004510 1 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 53 91 1003200302.19 363708.22 1127804.24 1002436206.17 0.0023 1.0001 2014-03-31 1.0001 2014-03-31 C000012387 1.00 1002436206.17 1.00 -8130103.34 32143082.33 40273185.67 0.0001 1.0001 2014-03-31 1.0001 2014-03-31 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.230000% 00279HR57 Certificate of Deposit N First Tier Security N/A N/A 2014-04-16 2014-04-16 N Y Santander UK Plc N/A N/A N 2000000.00 2000000.00 0.0020 N 2000100.00 2000100.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.305500% 00279HS23 Certificate of Deposit N First Tier Security N/A N/A 2014-04-04 2014-05-05 N Y Santander UK Plc N/A N/A N 3000000.00 3000000.00 0.0030 N 3000150.00 3000150.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.080000% 00279HT97 Certificate of Deposit N First Tier Security N/A N/A 2014-04-02 2014-04-02 N Y Santander UK Plc N/A N/A N 4000000.00 4000000.00 0.0040 N 4000000.00 4000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.130000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-04-03 2014-04-03 N N N 9000000.00 9000000.00 0.0090 Security is a time deposit. N 9000011.70 9000011.70 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.120000% 052992005_M140404 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-04-04 2014-04-04 N N N 5000000.00 5000000.00 0.0050 Security is a time deposit. N 5000008.50 5000008.50 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.110000% 052992005_M140407 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-04-07 2014-04-07 N N N 8000000.00 8000000.00 0.0080 Security is a time deposit. N 8000000.00 8000000.00 Bank of America, NA Bank of America, NA 0.355300% 06050TLW0 Other Note N First Tier Security N/A N/A 2014-04-07 2015-03-05 N N N 3000000.00 3000000.00 0.0030 N 3000141.00 3000141.00 Bank of America, NA Bank of America, NA 0.260000% 06052W2L6 Other Note N First Tier Security N/A N/A 2014-06-17 2014-06-17 N N N 6000000.00 6000000.00 0.0060 N 6000660.00 6000660.00 Bank of America, NA Bank of America, NA 0.260000% 06052W3N1 Other Note N First Tier Security N/A N/A 2014-07-22 2014-07-22 N N N 2000000.00 2000000.00 0.0020 N 2000180.00 2000180.00 Bank of America, NA Bank of America, NA 0.260000% 06052W3Z4 Other Note N First Tier Security N/A N/A 2014-07-30 2014-07-30 N N N 3000000.00 3000000.00 0.0030 N 3000300.00 3000300.00 Bank of America, NA Bank of America, NA 0.260000% 06052W4M2 Other Note N First Tier Security N/A N/A 2014-08-14 2014-08-14 N N N 2000000.00 2000000.00 0.0020 N 2000080.00 2000080.00 Bank of America, NA Bank of America, NA 0.260000% 06052W6W8 Other Note N First Tier Security N/A N/A 2014-10-02 2014-10-02 N N N 8000000.00 8000000.00 0.0080 N 7998800.00 7998800.00 Bank of America, NA Bank of America, NA 0.260000% 06052W6X6 Other Note N First Tier Security N/A N/A 2014-10-06 2014-10-06 N N N 1000000.00 1000000.00 0.0010 N 999840.00 999840.00 Bank of Montreal Bank of Montreal 0.070000% 06366BLR9 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 14000000.00 14000000.00 0.0140 N 14000000.00 14000000.00 Bank of Montreal Bank of Montreal 0.070000% 06366BLZ1 Certificate of Deposit N First Tier Security N/A N/A 2014-04-02 2014-04-02 N N N 10000000.00 10000000.00 0.0100 N 10000000.00 10000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.225500% 06417F2X7 Certificate of Deposit N First Tier Security N/A N/A 2014-04-04 2014-09-04 N N N 6000000.00 6000000.00 0.0060 N 6001620.00 6001620.00 Bank of Nova Scotia Bank of Nova Scotia 0.224400% 06417F3B4 Certificate of Deposit N First Tier Security N/A N/A 2014-04-09 2014-09-09 N N N 13000000.00 13000000.00 0.0130 N 13003770.00 13003770.00 Bank of Nova Scotia Bank of Nova Scotia 0.225000% 06417F3U2 Certificate of Deposit N First Tier Security N/A N/A 2014-04-16 2014-09-16 N N N 3000000.00 3000000.00 0.0030 N 3000930.00 3000930.00 Bank of Nova Scotia Bank of Nova Scotia 0.180000% 06417HCV6 Certificate of Deposit N First Tier Security N/A N/A 2014-04-14 2014-04-14 N N N 4000000.00 4000000.00 0.0040 N 4000200.00 4000200.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000% 06538GCE0 Certificate of Deposit N First Tier Security N/A N/A 2014-05-14 2014-05-14 N N N 1000000.00 1000000.00 0.0010 N 1000160.00 1000160.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000% 06538GDB5 Certificate of Deposit N First Tier Security N/A N/A 2014-05-21 2014-05-21 N N N 2000000.00 2000000.00 0.0020 N 2000360.00 2000360.00 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 5000000.00 5000000.00 0.0050 N 5001050.00 5001050.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.310000% 06538GGE6 Certificate of Deposit N First Tier Security N/A N/A 2014-06-12 2014-06-12 N N N 2000000.00 2000000.00 0.0020 N 2000400.00 2000400.00 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 8000000.00 8000000.00 0.0080 N 8000480.00 8000480.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538GQ70 Certificate of Deposit N First Tier Security N/A N/A 2014-08-12 2014-08-12 N N N 3500000.00 3500000.00 0.0035 N 3500245.00 3500245.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538GRD6 Certificate of Deposit N First Tier Security N/A N/A 2014-05-16 2014-05-16 N N N 3000000.00 3000000.00 0.0030 N 3000240.00 3000240.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538GS78 Certificate of Deposit N First Tier Security N/A N/A 2014-08-13 2014-08-13 N N N 2000000.00 2000000.00 0.0020 N 2000140.00 2000140.00 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 4000000.00 4000000.00 0.0040 N 4000080.00 4000080.00 Barclays Bank Plc Barclays Bank Plc 0.430000% 06741XVP0 Certificate of Deposit N First Tier Security N/A N/A 2014-10-01 2014-10-01 N N N 4000000.00 4000000.00 0.0040 N 4001840.00 4001840.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XVX3 Certificate of Deposit N First Tier Security N/A N/A 2014-07-21 2014-07-21 N N N 5000000.00 5000000.00 0.0050 N 5000750.00 5000750.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XWE4 Certificate of Deposit N First Tier Security N/A N/A 2014-07-24 2014-07-24 N N N 3000000.00 3000000.00 0.0030 N 3000480.00 3000480.00 Barclays Capital, Inc Barclays Capital, Inc 0.060000% 00799J004_0.0600_M140401_2MN2 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2014-12-15 0.250000 Treasury Debt 36590900.00 36657423.06 United States Treasury Department 2015-01-15 0.250000 Treasury Debt 26551000.00 26589657.08 First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 62006885.00 62006885.00 0.0619 N 62006885.00 62006885.00 Barclays Capital, Inc Barclays Capital, Inc 0.050000% 992JYM004_0.0500_M140404_2MN2 0000851376 Government Agency Repurchase Agreement Y Freddie Mac 2039-11-15 2.750000 Government Agency Debt 7507963.00 3141919.45 GNMA 2039-08-16 3.500000 Government Agency Debt 13928.00 8080.85 First Tier Security N/A N/A 2014-04-04 2014-04-04 N N N 3000000.00 3000000.00 0.0030 N 3000000.00 3000000.00 Bennington Stark Capital Company, LLC Bennington Stark Capital Company, LLC 0.320000% 08224MEP5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-05-23 2014-05-23 N N Y Credit / Liquidity SOCIETE GENERALE N/A N/A 2000000.00 1999075.56 0.0020 N 1999460.00 1999460.00 Blue Mountain Enterprises, LLC Blue Mountain Enterprises, LLC 0.170000% 095770AA1 Variable Rate Demand Note N First Tier Security N/A N/A 2014-04-07 2014-04-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 2000000.00 2000000.00 0.0020 N 2000000.00 2000000.00 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 4000000.00 4000000.00 0.0040 N 4000040.00 4000040.00 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 7000000.00 7000000.00 0.0070 N 7000140.00 7000140.00 BNP Paribas BNP Paribas 0.320000% 05572NRB4 Certificate of Deposit N First Tier Security N/A N/A 2014-05-06 2014-05-06 N N N 2000000.00 2000000.00 0.0020 N 2000280.00 2000280.00 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 5000000.00 5000000.00 0.0050 N 5003850.00 5003850.00 BNP Paribas BNP Paribas 0.300000% 05572NTF3 Certificate of Deposit N First Tier Security N/A N/A 2014-08-27 2014-08-27 N N N 5000000.00 5000000.00 0.0050 N 5000400.00 5000400.00 BNP Paribas BNP Paribas 0.300000% 05572NTH9 Certificate of Deposit N First Tier Security N/A N/A 2014-08-27 2014-08-27 N N N 2000000.00 2000000.00 0.0020 N 2000160.00 2000160.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.080000% 987WVU007_0.0800_M140401_2MN2 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2032-06-01 0.378000 Government Agency Debt 7723616.00 4907781.22 Fannie Mae 2036-01-01 2.124000 Government Agency Debt 22881613.00 2287086.05 Fannie Mae 2036-06-01 1.974000 Government Agency Debt 30815252.00 3292315.96 Fannie Mae 2043-10-01 2.584000 Government Agency Debt 4933846.00 4962816.85 First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 15000000.00 15000000.00 0.0150 N 15000000.00 15000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.270000% 988VYS000_0.2700_M140407_2MN2 0001197610 Other Repurchase Agreement N 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 7431780.00 8399348.22 TEVA PHARMACEUTICAL FIN CO B.V 2022-12-18 2.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 695.00 651.90 First Tier Security N/A N/A 2014-04-07 2014-04-07 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 8000000.00 8000000.00 0.0080 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 8001840.00 8001840.00 BPCE SA BPCE SA 0.260000% 05571CE64 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-05-06 2014-05-06 N N N 2000000.00 1999494.44 0.0020 N 1999680.00 1999680.00 CAFCO, LLC CAFCO, LLC 0.230000% 12476FJ56 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-09-05 2014-09-05 N N Y Letter of Credit Citibank NA N/A N/A 6000000.00 5993981.67 0.0060 N 5993580.00 5993580.00 CAFCO, LLC CAFCO, LLC 0.230000% 12476FJN7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-09-22 2014-09-22 N N Y Letter of Credit Citibank NA N/A N/A 6000000.00 5993330.00 0.0060 N 5992740.00 5992740.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.050000% 136999000 0000800030 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-04-04 2014-04-04 N N N 4000000.00 4000000.00 0.0040 Security is a time deposit. N 3999994.40 3999994.40 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.190000% 13738KEL7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-05-20 2014-05-20 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 7000000.00 6998189.72 0.0070 N 6998250.00 6998250.00 Cedar Springs Capital Co Cedar Springs Capital Co 0.240000% 15060YF62 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-06-06 2014-06-06 N N Y Guaranty UBS AG N/A N/A 5000000.00 4997800.00 0.0050 N 4998200.00 4998200.00 Charta, LLC Charta, LLC 0.240000% 16115XHC2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-12 2014-08-12 N N Y Letter of Credit Citibank NA N/A N/A 2000000.00 1998226.67 0.0020 N 1998260.00 1998260.00 Charta, LLC Charta, LLC 0.230000% 16115XJS5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-09-26 2014-09-26 N N Y Letter of Credit Citibank NA N/A N/A 6000000.00 5993176.66 0.0060 N 5992560.00 5992560.00 Chase Bank USA, NA Chase Bank USA, NA 0.380000% 16144RUG6 Certificate of Deposit N First Tier Security N/A N/A 2014-12-05 2014-12-05 N N N 5000000.00 5000000.00 0.0050 N 5004800.00 5004800.00 Chase Bank USA, NA Chase Bank USA, NA 0.380000% 16144RUK7 Certificate of Deposit N First Tier Security N/A N/A 2015-01-02 2015-01-02 N N N 2000000.00 2000000.00 0.0020 N 2001840.00 2001840.00 Chase Bank USA, NA Chase Bank USA, NA 0.380000% 16144RUL5 Certificate of Deposit N First Tier Security N/A N/A 2015-01-02 2015-01-02 N N N 2000000.00 2000000.00 0.0020 N 2001840.00 2001840.00 Chase Bank USA, NA Chase Bank USA, NA 0.350000% 16144RUM3 Certificate of Deposit N First Tier Security N/A N/A 2015-01-26 2015-01-26 N N N 1000000.00 1000000.00 0.0010 N 1000750.00 1000750.00 Ciesco, LLC Ciesco, LLC 0.230000% 17178CJ53 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-09-05 2014-09-05 N N Y Letter of Credit Citibank NA N/A N/A 7000000.00 6992978.61 0.0070 N 6994750.00 6994750.00 Citibank, NA Citibank, NA 0.215000% 17304UNS5 Certificate of Deposit N First Tier Security N/A N/A 2014-04-17 2014-06-17 N N N 4000000.00 4000000.00 0.0040 N 4000080.00 4000080.00 Citibank, NA Citibank, NA 0.260000% 17304UPK0 Certificate of Deposit N First Tier Security N/A N/A 2014-06-25 2014-06-25 N N N 3000000.00 3000000.00 0.0030 N 3000930.00 3000930.00 Citibank, NA Citibank, NA 0.230000% 17304USF8 Certificate of Deposit N First Tier Security N/A N/A 2014-09-25 2014-09-25 N N N 7000000.00 7000000.00 0.0070 N 7000000.00 7000000.00 Collateralized Commercial Paper Company, LLC Collateralized Commercial Paper Company, LLC 0.300000% 19422GFQ2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-06-24 2014-06-24 N N Y Guaranty JP Morgan Securities LLC N/A N/A 12000000.00 11991600.00 0.0120 N 11994960.00 11994960.00 Collateralized Commercial Paper Company, LLC Collateralized Commercial Paper Company, LLC 0.300000% 19422GHJ6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-18 2014-08-18 N N Y Guaranty JP Morgan Securities LLC N/A N/A 2000000.00 1997683.33 0.0020 N 1998140.00 1998140.00 Collateralized Commercial Paper II Co., LLC Collateralized Commercial Paper II Co., LLC 0.300000% 19422DGQ8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-07-24 2014-07-24 N N N 3000000.00 2997150.00 0.0030 N 2997960.00 2997960.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.224500% 20272AFY7 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-04-03 2014-11-26 N N N 9000000.00 9000000.00 0.0090 N 9002070.00 9002070.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.224500% 923NEC003 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2014-04-23 2015-01-23 N N N 2000000.00 2000000.00 0.0020 N 2000000.00 2000000.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.210000% 22532U3S1 Certificate of Deposit N First Tier Security N/A N/A 2014-04-02 2014-04-02 N N N 4000000.00 4000000.00 0.0040 N 4000040.00 4000040.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.250000% 22533MCQ2 Certificate of Deposit N First Tier Security N/A N/A 2014-07-02 2014-07-02 N N N 4000000.00 4000000.00 0.0040 N 3999880.00 3999880.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.250000% 22533MDB4 Certificate of Deposit N First Tier Security N/A N/A 2014-07-07 2014-07-07 N N N 1000000.00 1000000.00 0.0010 N 999970.00 999970.00 Credit Agricole SA Credit Agricole SA 0.240000% 923VDA000 0001330437 Certificate of Deposit N First Tier Security N/A N/A 2014-07-03 2014-07-03 N N N 1000000.00 1000000.00 0.0010 N 1000000.00 1000000.00 Credit Suisse AG Credit Suisse AG 0.250000% 22549THQ4 Certificate of Deposit N First Tier Security N/A N/A 2014-04-29 2014-04-29 N N N 10000000.00 10000000.00 0.0100 N 10000700.00 10000700.00 Credit Suisse AG Credit Suisse AG 0.250000% 22549TLM8 Certificate of Deposit N First Tier Security N/A N/A 2014-05-08 2014-05-08 N N N 3000000.00 3000000.00 0.0030 N 3000270.00 3000270.00 Credit Suisse AG Credit Suisse AG 0.250000% 22549TNT1 Certificate of Deposit N First Tier Security N/A N/A 2014-05-28 2014-05-28 N N N 1000000.00 1000000.00 0.0010 N 1000140.00 1000140.00 Credit Suisse AG Credit Suisse AG 0.250000% 22549TNV6 Certificate of Deposit N First Tier Security N/A N/A 2014-05-28 2014-05-28 N N N 1000000.00 1000000.00 0.0010 N 1000140.00 1000140.00 Credit Suisse AG Credit Suisse AG 0.280000% 22549TWR5 Certificate of Deposit N First Tier Security N/A N/A 2014-10-06 2014-10-06 N N N 2000000.00 2000000.00 0.0020 N 1999680.00 1999680.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.670000% 988WZK004_0.6700_M140501_2MN2 0001230485 Other Repurchase Agreement N 144A BCAP 2009-RR1 3A3 2037-08-26 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 85000.00 78479.23 144A COMM 2013-LC13 C 2046-08-10 5.049299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000.00 15731.50 144A EMCM 2001-A M2 2040-05-25 1.255500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 350000.00 65415.95 144A FTSHR 2005-1A A1 2041-11-05 0.538200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30173000.00 2497088.89 144A JPMCC 2007-CB20 B 2051-02-12 6.201100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1565000.00 1535018.65 144A MONRO 2005-1A A2 2040-12-05 0.605299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1540000.00 146947.34 144A MSC 2012-C4 F 2045-03-15 3.069999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 370000.00 274533.09 BACM 2006-4 C 2046-07-10 5.753999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000.00 27242.21 BACM 2007-2 A4 2049-04-10 5.600699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 75000.00 83111.97 BAYVIEW COMCL ASSET 2036-01-25 0.454199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 210000.00 55786.81 CD 2007-CD4 AJ 2049-12-11 5.397999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 160000.00 122427.03 CDCMC 2004-HE3 M2 2034-11-25 1.354200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1065000.00 145229.18 CSMC 2006-C4 AJ 2039-09-15 5.538000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 85000.00 80381.78 CSMC 2007-C5 A4 2040-09-15 5.695000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000.00 33163.29 CSMC TR 2013-IVR1 2043-03-25 3.495800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 4849.74 CWALT INC ALTERNATIVE LOAN TRUST MORTGAGE PASS TH 2046-10-10 4.758899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000.00 9097.13 CWL 2005-11 MV3 2036-02-25 0.684200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 290000.00 227301.73 CWL 2006-S1 A3 2021-08-25 5.597000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 3581.72 CWMBS INC. 2005-HYB2 2043-07-25 3.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 4484.16 DSLA 2005-AR4 2A1A 2045-08-19 0.416200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 1041.49 GCCFC 2007-GG9 AJ 2039-03-10 5.504999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000.00 8494.51 IMSA 2007-1 A2 2037-03-25 0.314199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1305000.00 720545.19 INDA 2007-AR1 1A2 2037-03-25 2.823599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 35000.00 10533.19 JPMMT 2007-A2 4A1 2037-04-25 5.112499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 436000.00 36210.42 LXS 2007-16N 2A2 2047-09-25 1.004200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 80000.00 36063.87 PPSI 2004-WHQ1 M6 2034-09-25 2.254200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5565000.00 825754.33 United States Treasury Department 2015-09-15 0.250000 Treasury Debt 30000.00 30008.06 United States Treasury Department 2015-09-30 1.250000 Treasury Debt 255000.00 258804.60 United States Treasury Department 2016-01-31 2.000000 Treasury Debt 570000.00 588712.90 WMALT 2005-4 5A7 2035-06-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 65000.00 16461.74 First Tier Security N/A N/A 2014-05-01 2014-05-01 N N N 7000000.00 7000000.00 0.0070 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 7000000.00 7000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.670000% 988WZK004_0.6700_M140507_2MN2 0001230485 Other Repurchase Agreement N 144A HENDR 2006-2A A1 2041-06-15 0.355000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 1980.75 AFT 99-1A A1 ASST BK LN 2024-05-15 0.635000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 1238.86 CWALT INC 2035-07-25 0.794200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 350000.00 295849.17 DSLA 2005-AR4 2A1A 2045-08-19 0.416200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 1041.49 LXS 2007-16N 2A2 2047-09-25 1.004200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 2253.99 RFMSI 2005-SA2 3A2 2035-06-25 2.946699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 990000.00 352452.37 SEMT 2005-1 B1 2035-02-20 0.576699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1946000.00 495681.59 First Tier Security N/A N/A 2014-05-07 2014-05-07 N N N 1000000.00 1000000.00 0.0010 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 1000000.00 1000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.680000% 988WZK004_0.6800_M140402_2MN2 0001230485 Other Repurchase Agreement N 144A HENDR 2006-2A A1 2041-06-15 0.355000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000.00 7922.99 ABS CONSECO FIN 00-1 2031-05-01 8.060000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25000.00 10331.56 BAFC 2036-05-20 5.315500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3460000.00 625821.17 CSMC TR 2013-IVR1 2043-03-25 3.495800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25000.00 24248.72 CWALT INC ALTERNATIVE LOAN TR 2043-11-25 3.759900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000.00 9353.85 INDX 2006-AR7 3A1 2036-05-25 2.702900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 1132.46 RBSGC 2005-A 2A3 2035-04-25 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1980000.00 1927879.71 United States Treasury Department 2015-09-15 0.250000 Treasury Debt 2790000.00 2790749.67 WAMU 2007-OA5 1A 2047-06-25 0.882499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 2434.26 First Tier Security N/A N/A 2014-04-02 2014-04-02 N N N 5000000.00 5000000.00 0.0050 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 5000100.00 5000100.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.680000% 988WZK004_0.6800_M140404_2MN2 0001230485 Other Repurchase Agreement N AFT 99-1A A1 ASST BK LN 2024-05-15 0.635000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000.00 7433.15 CWALT INC 2035-07-25 0.794200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1348000.00 1139441.93 United States Treasury Department 2015-09-15 0.250000 Treasury Debt 5000.00 5001.34 WAMU 2007-OA5 1A 2047-06-25 0.882499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 2434.26 First Tier Security N/A N/A 2014-04-04 2014-04-04 N N N 1000000.00 1000000.00 0.0010 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 1000000.00 1000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.680000% 988WZK004_0.6800_M140411_2MN2 0001230485 Other Repurchase Agreement N 144A BACM 2005-4 E 2045-07-10 5.190599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 2710.93 144A CCMFC 2006-2A A1 2047-04-25 0.284200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 144000.00 28062.71 144A HENDR 2006-2A A1 2041-06-15 0.355000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 35000.00 13865.22 144A MSC 2012-C4 F 2045-03-15 3.069999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 3709.91 ABS CONSECO FIN 00-1 2031-05-01 8.060000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 2066.31 BACM 2007-2 A4 2049-04-10 5.600699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 80000.00 88652.76 BSSP 2007-R6 1A2 2036-01-26 1.884900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8207000.00 50647.68 CD 2007-CD4 AJ 2049-12-11 5.397999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 70000.00 53561.83 CSMC 2010- RR1 2017-04-18 5.692000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000.00 10716.10 CWALT 2005-10CB 1A1 2035-05-25 0.654200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 367000.00 51034.22 DSLA 2005-AR4 2A1A 2045-08-19 0.416200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3245000.00 675924.15 GCCFC 2007-GG9 AJ 2039-03-10 5.504999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 4247.26 JPMCC 2006-LDP7 B 2045-04-15 5.844900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 4487.18 MARM 2005-1 7A3 2035-02-25 2.568299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8182000.00 1532562.21 SARM 2004-20 1A3 2035-01-25 2.488000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5615000.00 333818.07 TMST 2038-04-25 6.126500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 315000.00 69273.03 United States Treasury Department 2017-01-15 2.375000 Treasury Debt 5000.00 6375.20 United States Treasury Department 2019-01-31 1.250000 Treasury Debt 5000.00 4907.09 WAMMS 2002-AR3 B2 2032-12-25 2.193099 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8172400.00 448425.11 WAMU 2006-AR11 1A 2046-09-25 1.092500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 125000.00 41610.40 WAMU 2007-OA5 1A 2047-06-25 0.882499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 45000.00 21908.34 First Tier Security N/A N/A 2014-04-11 2014-04-11 N N N 3000000.00 3000000.00 0.0030 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 3000000.00 3000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.050000% 992JYD004_0.0500_M140403_2MN2 0001230485 Government Agency Repurchase Agreement Y United States Treasury Department 2018-01-15 1.625000 Treasury Debt 7560000.00 9184693.69 First Tier Security N/A N/A 2014-04-03 2014-04-03 N N N 9000000.00 9000000.00 0.0090 N 9000000.00 9000000.00 Crown Point Capital Company, LLC Crown Point Capital Company, LLC 0.240000% 2284K1D91 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-04-09 2014-04-09 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A Credit / Liquidity Barclays Bank Plc N/A N/A Credit / Liquidity BNP Paribas N/A N/A Credit / Liquidity Credit Suisse AG N/A N/A 1000000.00 999946.67 0.0010 N 999970.00 999970.00 Crown Point Capital Company, LLC Crown Point Capital Company, LLC 0.220000% 2284K1G72 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-07-07 2014-07-07 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A Credit / Liquidity Barclays Bank Plc N/A N/A Credit / Liquidity BNP Paribas N/A N/A Credit / Liquidity Credit Suisse AG N/A N/A 1000000.00 999407.22 0.0010 N 999441.90 999441.90 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 7000000.00 7000000.00 0.0070 N 7002240.00 7002240.00 Deutsche Bank AG Deutsche Bank AG 0.280000% 25155JHG6 Certificate of Deposit N First Tier Security N/A N/A 2014-08-12 2014-08-12 N N N 3000000.00 3000000.00 0.0030 N 2999790.00 2999790.00 Deutsche Bank AG Deutsche Bank AG 0.300000% 25155JJP4 Certificate of Deposit N First Tier Security N/A N/A 2014-08-28 2014-08-28 N N N 5000000.00 5000000.00 0.0050 N 5000000.00 5000000.00 Deutsche Bank AG Deutsche Bank AG 0.310000% 25155JLQ9 Certificate of Deposit N First Tier Security N/A N/A 2014-09-24 2014-09-24 N N N 3000000.00 3000000.00 0.0030 N 2999700.00 2999700.00 Deutsche Bank AG Deutsche Bank AG 0.310000% 25155JLW6 Certificate of Deposit N First Tier Security N/A N/A 2014-09-24 2014-09-24 N N N 2000000.00 2000000.00 0.0020 N 1999800.00 1999800.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.050000% 21599B009_0.0500_M140401_2MN2 0001074042 Treasury Repurchase Agreement Y United States Treasury Department 2017-03-31 1.000000 Treasury Debt 41115200.00 41179339.71 United States Treasury Department 2017-09-30 0.625000 Treasury Debt 10014700.00 9820665.19 First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 50000000.00 50000000.00 0.0499 N 50000000.00 50000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.120000% 21599B009_0.1200_M140401_2MN2 0001074042 Government Agency Repurchase Agreement Y Freddie Mac 2018-11-21 1.700000 Government Agency Debt 12505000.00 12476474.71 First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 12113081.00 12113081.00 0.0121 N 12113081.00 12113081.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.060000% 991JCA005_0.0600_M140403_2MN2 0001074042 Government Agency Repurchase Agreement Y Freddie Mac 2042-06-15 0.654499 Government Agency Debt 9715.00 7894.91 Freddie Mac 2043-04-15 3.500000 Government Agency Debt 4094370.00 4152105.29 First Tier Security N/A N/A 2014-04-03 2014-04-03 N N N 4000000.00 4000000.00 0.0040 N 4000000.00 4000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.070000% 991JCA005_0.0700_M140407_2MN2 0001074042 Government Agency Repurchase Agreement Y United States Treasury Department 2023-05-15 1.750000 Treasury Debt 5461800.00 5100024.49 First Tier Security N/A N/A 2014-04-07 2014-04-07 N N N 5000000.00 5000000.00 0.0050 N 5000000.00 5000000.00 Eagle Cnty, CO Housing Facilities RB (BC Housing) Series 1997B 0.210000% 269476AB3 Variable Rate Demand Note N First Tier Security N/A N/A 2014-04-07 2014-04-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 1500000.00 1500000.00 0.0015 N 1500000.00 1500000.00 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313385VA1 Government Agency Debt N First Tier Security N/A N/A 2014-04-02 2014-04-02 N N N 2000000.00 1999997.22 0.0020 N 1999998.00 1999998.00 Freddie Mac Freddie Mac 0.240400% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2014-04-10 2015-02-10 N N N 25000000.00 25000000.00 0.0249 N 25001125.00 25001125.00 Gemini Securitization Corp, LLC Gemini Securitization Corp, LLC 0.350000% 3686M1JW7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-09-30 2014-09-30 N N Y Credit / Liquidity Deutsche Bank AG N/A N/A 2000000.00 1996461.11 0.0020 N 1997240.00 1997240.00 General Electric Capital Corp General Electric Capital Corp 0.200000% 36959JH89 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-08 2014-08-08 N N N 26000000.00 25981366.67 0.0259 N 25988040.00 25988040.00 General Electric Co General Electric Co 0.050000% 36960MD34 Other Commercial Paper N First Tier Security N/A N/A 2014-04-03 2014-04-03 N N N 3000000.00 2999991.67 0.0030 N 2999990.10 2999990.10 Goldman Sachs & Co Goldman Sachs & Co 0.090000% 38399H002_0.0900_M140401_2MN2 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2041-07-01 5.500000 Government Agency Debt 6795843.00 4080000.08 First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 4000000.00 4000000.00 0.0040 N 4000000.00 4000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.060000% 992JYE002_0.0600_M140402_2MN2 0000769993 Government Agency Repurchase Agreement Y GNMA 2028-08-20 4.000000 Government Agency Debt 1456030.00 1413615.26 GNMA 2043-05-15 3.500000 Government Agency Debt 1626244.00 1646385.32 First Tier Security N/A N/A 2014-04-02 2014-04-02 N N N 3000000.00 3000000.00 0.0030 N 3000000.00 3000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.060000% 992JYE002_0.0600_M140404_2MN2 0000769993 Government Agency Repurchase Agreement Y GNMA 2028-12-20 4.000000 Government Agency Debt 1393366.00 1469141.22 GNMA 2039-09-20 5.000000 Government Agency Debt 6395180.00 2610858.79 First Tier Security N/A N/A 2014-04-04 2014-04-04 N N N 4000000.00 4000000.00 0.0040 N 4000000.00 4000000.00 Govco, LLC Govco, LLC 0.190000% 38362WE98 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-05-09 2014-05-09 N N Y Credit / Liquidity Citibank NA N/A N/A 12000000.00 11997593.33 0.0120 N 11997720.00 11997720.00 ING Bank NV ING Bank NV 0.390000% 922UST006 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 1000000.00 1000000.00 0.0010 N 1000010.00 1000010.00 ING Bank NV ING Bank NV 0.360000% 923DCC007 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-05-01 2014-05-01 N N N 3000000.00 3000000.00 0.0030 N 3000480.00 3000480.00 ING Bank NV ING Bank NV 0.460000% 923NEM001 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-10-28 2014-10-28 N N N 6000000.00 6000000.00 0.0060 N 6005280.00 6005280.00 ING Bank NV ING Bank NV 0.300000% 923UQF007 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-09-18 2014-09-18 N N N 1000000.00 1000000.00 0.0010 N 1000140.00 1000140.00 ING Bank NV ING Bank NV 0.340000% 923VTK001 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-05-01 2014-05-01 N N N 1000000.00 1000000.00 0.0010 N 1000150.00 1000150.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.350000% 4662J3EK8 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-05-19 2014-05-19 N N N 4000000.00 3998133.33 0.0040 N 3998720.00 3998720.00 JP Morgan Securities LLC JP Morgan Securities LLC 0.400000% 46590EHS0 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-26 2014-08-26 N N N 6000000.00 5990200.00 0.0060 N 5993400.00 5993400.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.620000% 921ACP006_0.6200_M140629_2MN2 0001168163 Other Repurchase Agreement N GCMO 144A COMMERCIAL 2028-11-15 7.690699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2166797.00 2285882.23 GECMC 2005-C4 AJ 2045-11-10 5.311399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1132.00 1127.33 J P MPRGAN CHASE COML MTG SECS TR 2012 LC9 2047-12-17 4.426499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1614.00 1617.73 JP MORGAN CHASE COML 2030-10-15 6.131999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 169.00 172.12 JP MORGAN CHASE COMMERCIAL MORTGAGE SECUR 2019-07-15 0.854500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13062.00 10055.97 SASC 2001-9 B2 2031-07-25 7.320000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9725.00 1620.50 First Tier Security N/A N/A 2014-06-29 2014-06-29 N N N 2000000.00 2000000.00 0.0020 Repurchase agreement collateralized by common stocks, 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Certificate of Deposit N First Tier Security N/A N/A 2014-05-21 2014-05-21 N N N 3000000.00 3000000.00 0.0030 N 3000720.00 3000720.00 Lloyds Bank Plc Lloyds Bank Plc 0.280000% 53944LWJ6 Certificate of Deposit N First Tier Security N/A N/A 2014-05-27 2014-05-27 N N N 5000000.00 5000000.00 0.0050 N 5001350.00 5001350.00 Lloyds Bank Plc Lloyds Bank Plc 0.270000% 53944LXF3 Certificate of Deposit N First Tier Security N/A N/A 2014-06-23 2014-06-23 N N N 2000000.00 2000000.00 0.0020 N 2000560.00 2000560.00 Lloyds Bank Plc Lloyds Bank Plc 0.370000% 53944LYR6 Certificate of Deposit N First Tier Security N/A N/A 2014-10-28 2014-10-28 N N N 1000000.00 1000000.00 0.0010 N 1000410.00 1000410.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.180000% 56274MDV1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-04-29 2014-04-29 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 1000000.00 999860.00 0.0010 N 999870.00 999870.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.180000% 56274ME16 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-05-01 2014-05-01 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 4000000.00 3999400.00 0.0040 N 3999440.00 3999440.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.570000% 921ACQ004_0.5700_M140505_2MN2 0000728612 Other Repurchase Agreement N AGATE BAY MTG TR 2013 1 2043-07-25 3.637999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 273.00 209.01 BNK OF AMER STRU NOTES 2036-01-25 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3687.00 1008.73 CWALT, INC. 2004-2CB 2034-10-25 0.915499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 708672.00 42429.66 EVERBANK MTG LN TR 2043-06-25 3.382800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 92769.00 54221.21 GSAA HEQ TR 2006-7 2046-03-25 6.219999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 745218.00 480299.65 GSAA HOME EQUITY 2036-11-25 5.772300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 484981.00 231904.43 GSMS 2045-08-10 5.806000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3240739.00 3355684.20 GSR MTG TR 2005-9F 2036-01-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 254678.85 JPMCC 2006-LDP8 AJ 2045-05-15 5.480000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1242347.00 1314574.02 MADISON SQUARE 2004-1 LTD RESTR 2043-09-25 6.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15297.00 7094.97 MASTR ALTERNATIVE LOAN TRUST 2002 1 2036-02-25 0.855500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5380334.00 1094005.42 RES ASSET SEC TRUST 2006 2036-07-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 22065.00 12099.31 RESIDENTAL ASSET SECURITIZATION TRUST 2005 A8 2037-08-25 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 699382.00 344149.35 RFMSI 2036-04-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 324642.40 WACHOVIA COMM MTG 2020-06-15 0.354499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2322538.00 2272100.73 WMALT 2006 2046-10-25 0.989199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 64425.00 13159.74 WMALT SERIES 2046-06-25 1.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 29429251.00 6297738.32 First Tier Security N/A N/A 2014-05-05 2014-05-05 N N N 14000000.00 14000000.00 0.0140 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 14000000.00 14000000.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.060000% 992JYF009_0.0600_M140402_2MN2 0000728612 Government Agency Repurchase Agreement Y Fannie Mae 2039-12-25 1.750000 Government Agency Debt 7167485.00 6180000.29 First Tier Security N/A N/A 2014-04-02 2014-04-02 N N N 6000000.00 6000000.00 0.0060 N 6000000.00 6000000.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.250000% 60682AHD1 Certificate of Deposit N First Tier Security N/A N/A 2014-04-08 2014-04-08 N N N 3000000.00 3000000.00 0.0030 N 3000060.00 3000060.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.250000% 60682AHU3 Certificate of Deposit N First Tier Security N/A N/A 2014-05-16 2014-05-16 N N N 2000000.00 2000000.00 0.0020 N 2000160.00 2000160.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.250000% 60682AJV9 Certificate of Deposit N First Tier Security N/A N/A 2014-07-01 2014-07-01 N N N 6000000.00 6000000.00 0.0060 N 6000180.00 6000180.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.250000% 60688LJL1 Certificate of Deposit N First Tier Security N/A N/A 2014-05-08 2014-05-08 N N N 4000000.00 4000000.00 0.0040 N 4000280.00 4000280.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.260000% 60688LKT2 Certificate of Deposit N First Tier Security N/A N/A 2014-06-10 2014-06-10 N N N 1500000.00 1500000.00 0.0015 N 1500150.00 1500150.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.220000% 60688LNB8 Certificate of Deposit N First Tier Security N/A N/A 2014-04-25 2014-04-25 N N N 2000000.00 2000000.00 0.0020 N 2000060.00 2000060.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.250000% 60688LNS1 Certificate of Deposit N First Tier Security N/A N/A 2014-08-08 2014-08-08 N N N 4000000.00 4000000.00 0.0040 N 4000160.00 4000160.00 Nationwide Building Society Nationwide Building Society 0.200000% 6385E1ED9 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-05-13 2014-05-13 N N N 6000000.00 5998600.01 0.0060 N 5998920.00 5998920.00 Nationwide Building Society Nationwide Building Society 0.200000% 6385E1F55 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-05 2014-06-05 N N N 3000000.00 2998916.66 0.0030 N 2999040.00 2999040.00 Natixis SA Natixis SA 0.230000% 63873EN31 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 8000000.00 8000000.00 0.0080 N 8000000.00 8000000.00 Natixis SA Natixis SA 0.265000% 63873ES28 Certificate of Deposit N First Tier Security N/A N/A 2014-05-05 2014-05-05 N N N 1000000.00 1000000.00 0.0010 N 1000090.00 1000090.00 Old Line Funding, LLC Old Line Funding, LLC 0.214400% 67984RAE9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-04-07 2014-12-05 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 6000000.00 6000000.00 0.0060 N 6000240.00 6000240.00 Oversea-Chinese Banking Corp Ltd Oversea-Chinese Banking Corp Ltd 0.080000% 69033PYH7 Certificate of Deposit N First Tier Security N/A N/A 2014-04-04 2014-04-04 N N N 5000000.00 5000000.00 0.0050 N 4999950.00 4999950.00 Oversea-Chinese Banking Corp Ltd Oversea-Chinese Banking Corp Ltd 0.080000% 69033PYJ3 Certificate of Deposit N First Tier Security N/A N/A 2014-04-07 2014-04-07 N N N 5000000.00 5000000.00 0.0050 N 5000000.00 5000000.00 PNC Bank NA PNC Bank NA 0.300000% 69354BBD3 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-11-06 2014-11-06 N N N 8000000.00 8000000.00 0.0080 N 8001440.00 8001440.00 Rabobank Nederland Rabobank Nederland 0.280000% 21685VAT6 Certificate of Deposit N First Tier Security N/A N/A 2014-05-27 2014-05-27 N N N 4000000.00 4000000.00 0.0040 N 4001080.00 4001080.00 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 15000000.00 15000000.00 0.0150 N 15004650.00 15004650.00 Rabobank Nederland Rabobank Nederland 0.310000% 21685VAV1 Certificate of Deposit N First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 5000000.00 5000000.00 0.0050 N 5001550.00 5001550.00 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 2000000.00 2000000.00 0.0020 N 2000620.00 2000620.00 Royal Bank of Canada Royal Bank of Canada 0.274500% 78009NNL6 Certificate of Deposit N First Tier Security N/A N/A 2014-04-24 2014-06-24 N N N 19000000.00 19000000.00 0.0190 N 19006840.00 19006840.00 Royal Bank of Canada Royal Bank of Canada 0.235500% 78009NQU3 Certificate of Deposit N First Tier Security N/A N/A 2014-04-04 2015-03-04 N N N 8000000.00 8000000.00 0.0080 N 8000400.00 8000400.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.275000% 83050UF29 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 3000000.00 2998579.17 0.0030 N 2999280.00 2999280.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.260000% 83050UK31 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-10-03 2014-10-03 N N N 1000000.00 998663.89 0.0010 N 998584.30 998584.30 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 2000000.00 2000000.00 0.0020 N 2000020.00 2000020.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.250000% 83051HWX0 Certificate of Deposit N First Tier Security N/A N/A 2014-09-03 2014-09-03 N N N 4000000.00 4000000.00 0.0040 N 3999640.00 3999640.00 Societe Generale Societe Generale 0.225000% 83368NWW7 Certificate of Deposit N First Tier Security N/A N/A 2014-05-05 2014-05-05 N N N 2000000.00 2000000.00 0.0020 N 2000100.00 2000100.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CG30 Certificate of Deposit N First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 5000000.00 5000000.00 0.0050 N 5000700.00 5000700.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CH88 Certificate of Deposit N First Tier Security N/A N/A 2014-06-03 2014-06-03 N N N 1000000.00 1000000.00 0.0010 N 1000140.00 1000140.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CN24 Certificate of Deposit N First Tier Security N/A N/A 2014-06-12 2014-06-12 N N N 2000000.00 2000000.00 0.0020 N 2000320.00 2000320.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562UAK8 Certificate of Deposit N First Tier Security N/A N/A 2014-05-13 2014-05-13 N N N 2000000.00 2000000.00 0.0020 N 2000140.00 2000140.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562UQG0 Certificate of Deposit N First Tier Security N/A N/A 2014-08-04 2014-08-04 N N N 1000000.00 1000000.00 0.0010 N 1000000.00 1000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.370000% 86562URN4 Certificate of Deposit N First Tier Security N/A N/A 2015-02-06 2015-02-06 N N N 6000000.00 6000000.00 0.0060 N 6000480.00 6000480.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562USP8 Certificate of Deposit N First Tier Security N/A N/A 2014-11-13 2014-11-13 N N N 1000000.00 1000000.00 0.0010 N 1000000.00 1000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.210000% 86562USR4 Certificate of Deposit N First Tier Security N/A N/A 2014-05-14 2014-05-14 N N N 5000000.00 5000000.00 0.0050 N 5000100.00 5000100.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.210000% 86562UXK3 Certificate of Deposit N First Tier Security N/A N/A 2014-06-12 2014-06-12 N N N 4000000.00 4000000.00 0.0040 N 3999840.00 3999840.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.210000% 86563KHU0 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 9000000.00 9000000.00 0.0090 N 9000000.00 9000000.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.210000% 86563KJH7 Certificate of Deposit N First Tier Security N/A N/A 2014-05-08 2014-05-08 N N N 1000000.00 1000000.00 0.0010 N 1000020.00 1000020.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.210000% 86563KJW4 Certificate of Deposit N First Tier Security N/A N/A 2014-05-28 2014-05-28 N N N 5000000.00 5000000.00 0.0050 N 5000150.00 5000150.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.210000% 86563KJZ7 Certificate of Deposit N First Tier Security N/A N/A 2014-05-29 2014-05-29 N N N 1000000.00 1000000.00 0.0010 N 1000030.00 1000030.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.210000% 86563KKN2 Certificate of Deposit N First Tier Security N/A N/A 2014-06-18 2014-06-18 N N N 1000000.00 1000000.00 0.0010 N 999960.00 999960.00 Swedbank AB Swedbank AB 0.070000% 870999000 0001367624 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-04-02 2014-04-02 N N N 10000000.00 10000000.00 0.0100 Security is a time deposit. N 10000000.00 10000000.00 Texas Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.140000% 8827162D4 Variable Rate Demand Note N First Tier Security N/A N/A 2014-04-07 2014-04-07 Y Texas N/A N/A N N 1000000.00 1000000.00 0.0010 N 1000000.00 1000000.00 Texas Veterans Land Taxable Refunding Bonds Series 2006A 0.140000% 882721JT1 Variable Rate Demand Note N First Tier Security N/A N/A 2014-04-07 2014-04-07 Y Texas N/A N/A N N 1770000.00 1770000.00 0.0018 N 1770000.00 1770000.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.230000% 88602UGQ7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-07-24 2014-07-24 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 1000000.00 999271.67 0.0010 N 999330.00 999330.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.060000% 89112T4L5 Certificate of Deposit N First Tier Security N/A N/A 2014-04-02 2014-04-02 N N N 5000000.00 5000000.00 0.0050 N 5000000.00 5000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.110000% 89112T4S0 Certificate of Deposit N First Tier Security N/A N/A 2014-04-29 2014-04-29 N N N 17000000.00 17000000.00 0.0170 N 17000510.00 17000510.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.060000% 89112T4U5 Certificate of Deposit N First Tier Security N/A N/A 2014-04-03 2014-04-03 N N N 7000000.00 7000000.00 0.0070 N 7000000.00 7000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.050000% 89112T4W1 Certificate of Deposit N First Tier Security N/A N/A 2014-04-04 2014-04-04 N N N 1000000.00 1000000.00 0.0010 N 1000000.00 1000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.210000% 89112TUR3 Certificate of Deposit N First Tier Security N/A N/A 2014-06-06 2014-06-06 N N N 4000000.00 4000000.00 0.0040 N 4000440.00 4000440.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.120000% 89112TY40 Certificate of Deposit N First Tier Security N/A N/A 2014-05-06 2014-05-06 N N N 5000000.00 5000000.00 0.0050 N 4999950.00 4999950.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.210000% 89233HEK6 Other Commercial Paper N First Tier Security N/A N/A 2014-05-19 2014-05-19 N N N 12000000.00 11996640.00 0.0120 N 11999160.00 11999160.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.240000% 89233HKL7 Other Commercial Paper N First Tier Security N/A N/A 2014-10-20 2014-10-20 N N N 9000000.00 8987880.00 0.0090 N 8991000.00 8991000.00 Union Bank, NA Union Bank, NA 0.210000% 905269HT6 Certificate of Deposit N First Tier Security N/A N/A 2014-04-17 2014-04-17 N N N 3000000.00 3000000.00 0.0030 N 3000210.00 3000210.00 United States Treasury Department United States Treasury Department 0.095006% 912828WK2 Treasury Debt N First Tier Security N/A N/A 2014-04-01 2016-01-31 N N N 7000000.00 6998669.73 0.0070 N 6996227.00 6996227.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.220000% 9497P62S6 Certificate of Deposit N First Tier Security N/A N/A 2014-06-16 2014-06-16 N N N 11000000.00 11000000.00 0.0110 N 11002090.00 11002090.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.224400% 9497P62Z0 Certificate of Deposit N First Tier Security N/A N/A 2014-04-10 2015-01-09 N N N 7000000.00 7000000.00 0.0070 N 7000840.00 7000840.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.207600% 9497P6F45 Certificate of Deposit N First Tier Security N/A N/A 2014-04-22 2014-05-20 N N N 10000000.00 10000000.00 0.0100 N 10001200.00 10001200.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.226200% 9497P6U63 Certificate of Deposit N First Tier Security N/A N/A 2014-04-22 2014-11-18 N N N 5000000.00 5000000.00 0.0050 N 5001100.00 5001100.00 Westpac Banking Corp Westpac Banking Corp 0.280000% 96121TSN9 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-25 N N N 3000000.00 3000000.00 0.0030 N 3000420.00 3000420.00 Westpac Banking Corp Westpac Banking Corp 0.243800% 96121TTR9 Certificate of Deposit N First Tier Security N/A N/A 2014-04-28 2014-08-27 N N N 10000000.00 10000000.00 0.0100 N 10004000.00 10004000.00 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 49258.47 49258.47 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 46165.04 46165.04 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 24610.09 24610.09 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 23064.58 23064.58 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 24602.17 24602.17 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 23057.15 23057.15 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 24600.45 24600.45 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 23055.54 23055.54