0001145549-14-006918.txt : 20140929 0001145549-14-006918.hdr.sgml : 20140929 20140807135635 ACCESSION NUMBER: 0001145549-14-006918 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20140731 FILED AS OF DATE: 20140807 DATE AS OF CHANGE: 20140807 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: 141023041 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 S000004504 Schwab Cash Reserves C000012378 Schwab Cash Reserves SWSXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2014-07-31 0000857156 S000004504 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 51 89 38031360091.59 12434984.17 1730567.14 38042064508.62 0.0022 1.0001 2014-07-31 1.0001 2014-07-31 C000012378 1.00 38042064508.62 1.00 455127661.64 6954442301.01 6499314639.37 0.0006 1.0001 2014-07-31 1.0001 2014-07-31 3925 Seaport Associates Variable Rate Demand Bonds Series 2013 0.160000% 88563FAA8 Variable Rate Demand Note N First Tier Security N/A N/A 2014-08-07 2014-08-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 6500000.00 6500000.00 0.0002 N 6500000.00 6500000.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.305500% 00279HS23 Certificate of Deposit N First Tier Security N/A N/A 2014-08-04 2014-09-04 N Y Santander UK Plc N/A N/A N 198000000.00 198000000.00 0.0052 N 198005940.00 198005940.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.100000% 00279HZ82 Certificate of Deposit N First Tier Security N/A N/A 2014-08-05 2014-08-05 N Y Santander UK Plc N/A N/A N 120000000.00 120000000.00 0.0032 N 119998800.00 119998800.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.100000% 00279HZ90 Certificate of Deposit N First Tier Security N/A N/A 2014-08-06 2014-08-06 N Y Santander UK Plc N/A N/A N 60000000.00 60000000.00 0.0016 N 59999400.00 59999400.00 Alpine Securitization Corp Alpine Securitization Corp 0.260000% 02086MK94 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-10-09 2014-10-09 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 90000000.00 89955150.00 0.0024 N 89971200.00 89971200.00 Atlantic Asset Securitization, LLC Atlantic Asset Securitization, LLC 0.250000% 04821UK76 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-10-07 2014-10-07 N N Y Letter of Credit Credit Agricole Corporate and Investment Bank N/A N/A 50000000.00 49976736.11 0.0013 N 49984500.00 49984500.00 Atlantic Asset Securitization, LLC Atlantic Asset Securitization, LLC 0.250000% 04821UK84 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-10-08 2014-10-08 N N Y Letter of Credit Credit Agricole Corporate and Investment Bank N/A N/A 50000000.00 49976388.89 0.0013 N 49984000.00 49984000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.090000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-08-07 2014-08-07 N N N 140000000.00 140000000.00 0.0037 Security is a time deposit. N 139999797.00 139999797.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.110000% 052992005_M140804 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-08-04 2014-08-04 N N N 320000000.00 320000000.00 0.0084 Security is a time deposit. N 320000384.00 320000384.00 Bank of America, NA Bank of America, NA 0.355500% 06050TLW0 Other Note N First Tier Security N/A N/A 2014-08-05 2015-03-05 N N N 104000000.00 104000000.00 0.0027 N 104003016.00 104003016.00 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 16000000.00 16000000.00 0.0004 N 16000640.00 16000640.00 Bank of America, NA Bank of America, NA 0.260000% 06052W4R1 Other Note N First Tier Security N/A N/A 2014-08-15 2014-08-15 N N N 2000000.00 2000000.00 0.0001 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 43000000.00 43000000.00 0.0011 N 43003010.00 43003010.00 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 109000000.00 109000000.00 0.0029 N 109007630.00 109007630.00 Bank of America, NA Bank of America, NA 0.240000% 06053HCJ2 Other Note N First Tier Security N/A N/A 2014-12-08 2014-12-08 N N N 96000000.00 96000000.00 0.0025 N 96013440.00 96013440.00 Bank of America, NA Bank of America, NA 0.240000% 06053HCM5 Other Note N First Tier Security N/A N/A 2014-12-10 2014-12-10 N N N 45000000.00 45000000.00 0.0012 N 45006750.00 45006750.00 Bank of America, NA Bank of America, NA 0.240000% 06053HCP8 Other Note N First Tier Security N/A N/A 2014-12-15 2014-12-15 N N N 91000000.00 91000000.00 0.0024 N 91013650.00 91013650.00 Bank of America, NA Bank of America, NA 0.200000% 06053HDG7 Other Note N First Tier Security N/A N/A 2014-10-06 2014-10-06 N N N 90000000.00 90000000.00 0.0024 N 90011700.00 90011700.00 Bank of America, NA Bank of America, NA 0.250000% 06053HDL6 Other Note N First Tier Security N/A N/A 2015-01-05 2015-01-05 N N N 145000000.00 145000000.00 0.0038 N 145013050.00 145013050.00 Bank of America, NA Bank of America, NA 0.250000% 06053HDR3 Other Note N First Tier Security N/A N/A 2015-01-09 2015-01-09 N N N 118000000.00 118000000.00 0.0031 N 118010620.00 118010620.00 Bank of America, NA Bank of America, NA 0.250000% 06053HDV4 Other Note N First Tier Security N/A N/A 2015-01-26 2015-01-26 N N N 21000000.00 21000000.00 0.0006 N 21002100.00 21002100.00 Bank of America, NA Bank of America, NA 0.250000% 06053HDZ5 Other Note N First Tier Security N/A N/A 2015-02-02 2015-02-02 N N N 90000000.00 90000000.00 0.0024 N 89991000.00 89991000.00 Bank of Montreal Bank of Montreal 0.090000% 06366BQ78 Certificate of Deposit N First Tier Security N/A N/A 2014-08-04 2014-08-04 N N N 395000000.00 395000000.00 0.0104 N 395000000.00 395000000.00 Bank of Montreal Bank of Montreal 0.080000% 06366BQ86 Certificate of Deposit N First Tier Security N/A N/A 2014-08-04 2014-08-04 N N N 2000000.00 2000000.00 0.0001 N 2000000.00 2000000.00 Bank of Montreal Bank of Montreal 0.080000% 06366BR36 Certificate of Deposit N First Tier Security N/A N/A 2014-08-05 2014-08-05 N N N 490000000.00 490000000.00 0.0129 N 490000000.00 490000000.00 Bank of Montreal Bank of Montreal 0.060000% 06366BR93 Certificate of Deposit N First Tier Security N/A N/A 2014-08-07 2014-08-07 N N N 64000000.00 64000000.00 0.0017 N 64000000.00 64000000.00 Bank of New York Mellon, Corp., The Bank of New York Mellon, Corp., The 0.060000% 06405XH57 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-05 2014-08-05 N N N 268000000.00 267998213.30 0.0070 N 267997320.00 267997320.00 Bank of New York Mellon, Corp., The Bank of New York Mellon, Corp., The 0.060000% 06405XH65 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-06 2014-08-06 N N N 42000000.00 41999650.00 0.0011 N 41999580.00 41999580.00 Bank of Nova Scotia Bank of Nova Scotia 0.223400% 06417F3B4 Certificate of Deposit N First Tier Security N/A N/A 2014-08-11 2014-09-09 N N N 171000000.00 171000000.00 0.0045 N 171010260.00 171010260.00 Bank of Nova Scotia Bank of Nova Scotia 0.222000% 06417F3U2 Certificate of Deposit N First Tier Security N/A N/A 2014-08-18 2014-09-16 N N N 347000000.00 347000000.00 0.0091 N 347027760.00 347027760.00 Bank of Nova Scotia Bank of Nova Scotia 0.225000% 06417HBH8 Certificate of Deposit N First Tier Security N/A N/A 2014-08-25 2014-11-25 N N N 100000000.00 100000000.00 0.0026 N 100015000.00 100015000.00 Bank of the West Bank of the West 0.230000% 06426GEB9 Certificate of Deposit N First Tier Security N/A N/A 2014-08-04 2014-08-04 N N N 11000000.00 11000000.00 0.0003 N 11000220.00 11000220.00 Bank of the West Bank of the West 0.260000% 06426GET0 Certificate of Deposit N First Tier Security N/A N/A 2014-11-10 2014-11-10 N N N 108000000.00 108000000.00 0.0028 N 108030240.00 108030240.00 Bank of the West Bank of the West 0.250000% 06426GEU7 Certificate of Deposit N First Tier Security N/A N/A 2014-11-12 2014-11-12 N N N 70000000.00 70000000.00 0.0018 N 70018200.00 70018200.00 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 8000000.00 8000000.00 0.0002 N 8000240.00 8000240.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.290000% 06538GZR6 Certificate of Deposit N First Tier Security N/A N/A 2014-10-08 2014-10-08 N N N 48000000.00 48000000.00 0.0013 N 48008160.00 48008160.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538HFJ4 Certificate of Deposit N First Tier Security N/A N/A 2014-11-24 2014-11-24 N N N 83000000.00 83000000.00 0.0022 N 83010790.00 83010790.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538HHH6 Certificate of Deposit N First Tier Security N/A N/A 2014-12-05 2014-12-05 N N N 193000000.00 193000000.00 0.0051 N 193021230.00 193021230.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538HHM5 Certificate of Deposit N First Tier Security N/A N/A 2014-12-05 2014-12-05 N N N 2000000.00 2000000.00 0.0001 N 2000220.00 2000220.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000% 06538HJW1 Certificate of Deposit N First Tier Security N/A N/A 2015-03-02 2015-03-02 N N N 104000000.00 104000000.00 0.0027 N 104031200.00 104031200.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000% 06538HKA7 Certificate of Deposit N First Tier Security N/A N/A 2015-03-03 2015-03-03 N N N 149000000.00 149000000.00 0.0039 N 149044700.00 149044700.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000% 06538HMB3 Certificate of Deposit N First Tier Security N/A N/A 2015-03-11 2015-03-11 N N N 57000000.00 57000000.00 0.0015 N 57017670.00 57017670.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000% 06538HNC0 Certificate of Deposit N First Tier Security N/A N/A 2015-03-13 2015-03-13 N N N 31000000.00 31000000.00 0.0008 N 31009610.00 31009610.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538HPX2 Certificate of Deposit N First Tier Security N/A N/A 2014-12-29 2014-12-29 N N N 10000000.00 10000000.00 0.0003 N 10001300.00 10001300.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000% 06538HQS2 Certificate of Deposit N First Tier Security N/A N/A 2015-04-06 2015-04-06 N N N 110000000.00 110000000.00 0.0029 N 110023100.00 110023100.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.100000% 06538HVG2 Certificate of Deposit N First Tier Security N/A N/A 2014-08-06 2014-08-06 N N N 23000000.00 23000000.00 0.0006 N 22999770.00 22999770.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XD96 Certificate of Deposit N First Tier Security N/A N/A 2015-02-03 2015-02-03 N N N 92000000.00 92000000.00 0.0024 N 92009200.00 92009200.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XE20 Certificate of Deposit N First Tier Security N/A N/A 2015-02-04 2015-02-04 N N N 11000000.00 11000000.00 0.0003 N 11001100.00 11001100.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XE38 Certificate of Deposit N First Tier Security N/A N/A 2015-02-05 2015-02-05 N N N 141000000.00 141000000.00 0.0037 N 141014100.00 141014100.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XE46 Certificate of Deposit N First Tier Security N/A N/A 2015-02-06 2015-02-06 N N N 99000000.00 99000000.00 0.0026 N 99010890.00 99010890.00 Barclays Bank Plc Barclays Bank Plc 0.430000% 06741XVK1 Certificate of Deposit N First Tier Security N/A N/A 2014-09-23 2014-09-23 N N N 82000000.00 82000000.00 0.0022 N 82037720.00 82037720.00 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 85000000.00 85000000.00 0.0022 N 85044200.00 85044200.00 Barclays Bank Plc Barclays Bank Plc 0.290000% 06741XZJ0 Certificate of Deposit N First Tier Security N/A N/A 2014-09-29 2014-09-29 N N N 206000000.00 206000000.00 0.0054 N 206057680.00 206057680.00 Barclays Capital, Inc Barclays Capital, Inc 0.060000% 00799J004_0.0600_M140801_2M49 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2015-12-15 0.250000 Treasury Debt 27293900.00 27298218.10 United States Treasury Department 2018-02-28 0.750000 Treasury Debt 26547800.00 26076794.42 United States Treasury Department 2019-03-31 1.500000 Treasury Debt 100000000.00 99625000.00 First Tier Security N/A N/A 2014-08-01 2014-08-01 N N N 150000000.00 150000000.00 0.0039 N 150000000.00 150000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.060000% 992JYM004_0.0600_M140804_2M49 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2019-06-20 1.750000 Government Agency Debt 42130000.00 42018905.53 Farm Federal Credit Bank 2016-09-19 0.280000 Government Agency Debt 35000000.00 35045383.33 Farm Federal Credit Bank 2017-03-13 0.176499 Government Agency Debt 5700000.00 5701073.02 Freddie Mac 2018-06-13 4.875000 Government Agency Debt 55899805.00 63495191.00 First Tier Security N/A N/A 2014-08-04 2014-08-04 N N N 142000000.00 142000000.00 0.0037 N 141998580.00 141998580.00 Barclays Capital, Inc Barclays Capital, Inc 0.060000% 992JYM004_0.0600_M140805_2M49 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2017-09-01 5.000000 Government Agency Debt 12462309.00 363549.49 Fannie Mae 2017-12-01 5.000000 Government Agency Debt 11000303.00 579731.07 Fannie Mae 2017-12-01 5.500000 Government Agency Debt 12000316.00 735859.53 Fannie Mae 2018-01-01 5.000000 Government Agency Debt 6236329.00 571782.46 Fannie Mae 2018-01-01 5.000000 Government Agency Debt 8583554.00 565782.83 Fannie Mae 2018-01-01 5.000000 Government Agency Debt 6971406.00 556369.75 Fannie Mae 2018-01-01 5.000000 Government Agency Debt 9363715.00 508011.86 Fannie Mae 2018-01-01 5.000000 Government Agency Debt 5203923.00 470195.88 Fannie Mae 2018-02-01 5.000000 Government Agency Debt 10536264.00 689915.75 Fannie Mae 2018-02-01 5.000000 Government Agency Debt 13290267.00 624038.90 Fannie Mae 2018-02-01 5.000000 Government Agency Debt 7921089.00 611581.46 Fannie Mae 2018-02-01 5.500000 Government Agency Debt 13927164.00 784994.97 Fannie Mae 2018-02-01 5.500000 Government Agency Debt 8372784.00 609734.26 Fannie Mae 2018-02-01 5.500000 Government Agency Debt 8024897.00 581241.55 Fannie Mae 2018-03-01 5.000000 Government Agency Debt 24555201.00 866838.57 Fannie Mae 2018-03-01 5.500000 Government Agency Debt 9087281.00 753358.28 Fannie Mae 2018-07-01 5.000000 Government Agency Debt 5913599.00 556861.13 Fannie Mae 2018-10-01 5.000000 Government Agency Debt 6701606.00 614291.36 Fannie Mae 2019-02-01 5.000000 Government Agency Debt 5544703.00 525699.89 Fannie Mae 2019-11-01 5.500000 Government Agency Debt 4806051.00 702634.35 Fannie Mae 2020-10-01 3.290000 Government Agency Debt 775000.00 804214.75 Fannie Mae 2020-10-01 3.430000 Government Agency Debt 4393000.00 4392002.57 Fannie Mae 2020-12-01 9.000000 Government Agency Debt 1833745.00 584545.40 Fannie Mae 2022-11-01 6.500000 Government Agency Debt 950316.00 649381.92 Fannie Mae 2023-07-01 5.000000 Government Agency Debt 6610000.00 618938.73 Fannie Mae 2023-09-01 5.000000 Government Agency Debt 2213466.00 513217.81 Fannie Mae 2023-11-01 3.000000 Government Agency Debt 800000.00 740904.71 Fannie Mae 2024-09-01 4.500000 Government Agency Debt 2700000.00 550729.28 Fannie Mae 2025-04-01 4.500000 Government Agency Debt 1885284.00 663202.54 Fannie Mae 2025-09-01 4.000000 Government Agency Debt 3000000.00 718399.71 Fannie Mae 2026-01-01 3.500000 Government Agency Debt 1525000.00 657815.08 Fannie Mae 2026-03-01 4.500000 Government Agency Debt 2142931.00 606185.67 Fannie Mae 2026-09-01 4.000000 Government Agency Debt 1260709.00 782700.94 Fannie Mae 2028-12-01 2.500000 Government Agency Debt 1250000.00 1213548.28 Fannie Mae 2029-07-01 3.000000 Government Agency Debt 1063000.00 1096261.04 Fannie Mae 2030-10-01 4.000000 Government Agency Debt 2119250.00 738319.41 Fannie Mae 2032-03-01 7.000000 Government Agency Debt 6035000.00 547541.62 Fannie Mae 2032-04-01 7.500000 Government Agency Debt 2308089.00 1372635.77 Fannie Mae 2033-06-01 5.000000 Government Agency Debt 4330877.00 556345.24 Fannie Mae 2034-09-01 7.500000 Government Agency Debt 5000000.00 698788.71 Fannie Mae 2037-03-01 6.000000 Government Agency Debt 5000000.00 583050.04 Fannie Mae 2037-04-01 7.000000 Government Agency Debt 7500000.00 669135.80 Fannie Mae 2037-08-01 7.500000 Government Agency Debt 1400000.00 659136.24 Fannie Mae 2037-09-01 5.500000 Government Agency Debt 3454135.00 345896.86 Fannie Mae 2037-12-01 6.000000 Government Agency Debt 3286800.00 603787.36 Fannie Mae 2038-05-01 5.500000 Government Agency Debt 1784010.00 684349.58 Fannie Mae 2040-08-25 2.000000 Government Agency Debt 312706.00 227562.38 Fannie Mae 2041-02-01 5.000000 Government Agency Debt 1949856.00 934431.10 Fannie Mae 2042-01-01 4.000000 Government Agency Debt 1500000.00 1031083.26 Fannie Mae 2043-12-01 4.000000 Government Agency Debt 1241515.00 1298941.03 Fannie Mae 2044-08-01 2.904999 Government Agency Debt 622750.00 642964.98 Farm Federal Credit Bank 2043-04-01 7.000000 Government Agency Debt 1316998.00 1157556.94 Freddie Mac 2020-08-01 5.000000 Government Agency Debt 5000000.00 544559.20 Freddie Mac 2020-10-01 5.500000 Government Agency Debt 5145014.00 558177.99 Freddie Mac 2021-01-01 5.500000 Government Agency Debt 8177862.00 610463.04 Freddie Mac 2021-12-17 7.750000 Government Agency Debt 5713698.00 134365.56 Freddie Mac 2022-05-17 9.500000 Government Agency Debt 1770.00 20.55 Freddie Mac 2023-10-01 5.500000 Government Agency Debt 10702475.00 990103.91 Freddie Mac 2023-12-01 5.500000 Government Agency Debt 4538755.00 974109.55 Freddie Mac 2025-05-01 4.500000 Government Agency Debt 2420000.00 841172.42 Freddie Mac 2026-12-01 4.000000 Government Agency Debt 1500000.00 755966.68 Freddie Mac 2027-07-01 2.500000 Government Agency Debt 1000000.00 616705.03 Freddie Mac 2032-06-01 7.500000 Government Agency Debt 23204943.00 561074.57 Freddie Mac 2033-01-01 3.500000 Government Agency Debt 1351221.00 1161560.15 Freddie Mac 2036-01-01 7.000000 Government Agency Debt 1590025.00 704643.73 Freddie Mac 2036-12-01 7.000000 Government Agency Debt 3504339.00 647513.87 Freddie Mac 2039-01-01 7.000000 Government Agency Debt 2134420.00 576128.90 Freddie Mac 2039-12-15 0.510000 Government Agency Debt 577568.00 617722.84 Freddie Mac 2040-09-01 7.000000 Government Agency Debt 1060000.00 596570.43 Freddie Mac 2040-09-01 9.000000 Government Agency Debt 1500000.00 570076.69 Freddie Mac 2040-12-01 4.000000 Government Agency Debt 850371.00 613806.32 Freddie Mac 2043-06-01 4.000000 Government Agency Debt 885400.00 916936.88 Freddie Mac 2044-04-01 4.500000 Government Agency Debt 1249792.00 1363743.73 Freddie Mac 2044-04-01 4.500000 Government Agency Debt 1096950.00 1191917.59 GNMA 2038-04-20 2.750000 Government Agency Debt 26410539.00 17081335.20 GNMA 2039-06-20 2.600000 Government Agency Debt 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corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 791144.96 ACCENTURE PLC IRELAND SHS CLAS 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 568742.34 ADVANCED MICRO DEVICES INC COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2092164.34 ALLERGAN INC COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1887155.37 AMERICAN ELEC PWR INC COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 114851.00 AMERICAN EXPRESS CO COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 32545.78 BANC CALIF INC COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate 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Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 161600000.00 9085975.34 ADJ RATE MTGE TR 2035-01-25 0.805000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12695000.00 4236519.77 AHM 2007-1 GA1A 2047-05-25 0.312000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6900000.00 3034202.52 AHM200602 2046-07-25 0.344999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 54419.60 ARMT 2004-4 5M1 2035-03-25 1.304999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13750000.00 10240768.49 BSARM 2004-12 1A1 2035-02-25 2.658399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 680000.00 48280.45 CNFH 01-4 M-1 CMO SE 01-4 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A1 2047-01-25 0.395000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 26664144.00 6262543.97 First Tier Security N/A N/A 2014-10-21 2014-10-21 N N N 176000000.00 176000000.00 0.0046 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 176000000.00 176000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.650000% 988WZK004_0.6500_M141027_2M49 0001230485 Other Repurchase Agreement N BSABS 2007-AC4 A1 2037-02-25 0.455000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 149000000.00 42140946.18 BSMF 2006-AC1 A3 2036-08-25 0.704999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 95818000.00 19518357.05 CFLX 2007-3 2A1 2037-07-25 0.455000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or 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2036-09-25 0.284999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 76490000.00 10564128.27 TMST 2038-04-25 5.775999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 130926000.00 35150493.90 TMST 2038-04-25 6.166599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 43825000.00 9148267.38 First Tier Security N/A N/A 2014-10-28 2014-10-28 N N N 117000000.00 117000000.00 0.0031 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 117000000.00 117000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.650000% 988WZK004_0.6500_M141103_2M49 0001230485 Other Repurchase Agreement N ARMT 2005-5 3A3 2035-09-25 5.064800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized 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2016-12-01 5.450000 Government Agency Debt 2810000.00 3075338.93 Fannie Mae 2017-04-01 5.129999 Government Agency Debt 23000000.00 23237413.26 Fannie Mae 2017-05-01 5.440000 Government Agency Debt 4538000.00 4894974.21 Fannie Mae 2019-09-25 4.450000 Government Agency Debt 31561000.00 34942487.62 Fannie Mae 2020-11-01 3.000000 Government Agency Debt 3000000.00 1132365.02 Fannie Mae 2020-12-01 3.379999 Government Agency Debt 7681000.00 7621635.89 Fannie Mae 2020-12-01 4.500000 Government Agency Debt 8199391.00 746151.41 Fannie Mae 2021-08-01 5.000000 Government Agency Debt 6869830.00 732675.29 Fannie Mae 2023-06-01 5.500000 Government Agency Debt 6190222.00 1347436.27 Fannie Mae 2023-07-01 2.500000 Government Agency Debt 1447000.00 1268543.27 Fannie Mae 2024-04-01 4.000000 Government Agency Debt 11000000.00 1197106.74 Fannie Mae 2026-04-01 4.000000 Government Agency Debt 566000.00 214376.50 Fannie Mae 2026-11-01 3.500000 Government Agency Debt 1703160.00 974099.74 Fannie Mae 2027-03-01 2.500000 Government Agency Debt 905000.00 656709.84 Fannie Mae 2027-07-01 2.500000 Government Agency Debt 509000.00 352585.51 Fannie Mae 2027-07-01 3.000000 Government Agency Debt 132000.00 93904.83 Fannie Mae 2028-06-01 5.000000 Government Agency Debt 9825000.00 827653.94 Fannie Mae 2028-09-01 3.500000 Government Agency Debt 2362177.00 2315975.17 Fannie Mae 2029-10-01 6.500000 Government Agency Debt 1641973.00 184605.10 Fannie Mae 2031-07-01 2.277000 Government Agency Debt 11518146.00 26338.52 Fannie Mae 2031-08-01 6.500000 Government Agency Debt 5523464.00 110864.42 Fannie Mae 2032-04-01 2.250000 Government Agency Debt 38567836.00 53423.59 Fannie Mae 2032-05-01 6.500000 Government Agency Debt 1977062.00 175448.74 Fannie Mae 2032-07-01 2.357000 Government Agency Debt 25571987.00 58400.24 Fannie Mae 2032-07-01 2.439999 Government Agency Debt 15009034.00 51207.64 Fannie Mae 2032-10-01 2.500000 Government Agency Debt 11048036.00 69577.44 Fannie Mae 2032-12-01 6.500000 Government Agency 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Freddie Mac 2028-11-01 2.000000 Government Agency Debt 17117747.00 16302537.09 Freddie Mac 2039-01-15 3.625000 Government Agency Debt 49795000.00 8211214.87 Freddie Mac 2040-10-01 4.500000 Government Agency Debt 2892391.00 1340580.20 Freddie Mac 2041-01-01 4.000000 Government Agency Debt 148605.00 79627.85 Freddie Mac 2041-01-01 4.500000 Government Agency Debt 2700000.00 1544849.09 Freddie Mac 2041-01-01 4.500000 Government Agency Debt 1200000.00 735578.02 Freddie Mac 2041-10-01 4.500000 Government Agency Debt 7700000.00 3600226.09 GNMA 2039-09-16 3.000000 Government Agency Debt 22000.00 13335.18 GNMA 2040-05-20 2.500000 Government Agency Debt 90000.00 64501.56 GNMA 2040-12-16 2.000000 Government Agency Debt 189000.00 92057.11 GNMA 2042-10-20 3.500000 Government Agency Debt 27773293.00 23670554.89 United States Treasury Department 2014-11-06 0.00 Treasury Debt 991200.00 991090.97 United States Treasury Department 2014-11-30 2.125000 Treasury Debt 1460000.00 1475098.83 United States Treasury Department 2015-01-22 0.00 Treasury Debt 1270000.00 1269627.89 United States Treasury Department 2015-02-05 0.00 Treasury Debt 1835000.00 1834515.56 United States Treasury Department 2015-03-05 0.00 Treasury Debt 1700000.00 1699354.00 United States Treasury Department 2016-10-31 1.000000 Treasury Debt 2189000.00 2208657.22 United States Treasury Department 2017-07-31 2.375000 Treasury Debt 1835000.00 1906106.25 United States Treasury Department 2017-08-31 0.625000 Treasury Debt 2256000.00 2228721.59 United States Treasury Department 2017-09-30 0.625000 Treasury Debt 1340000.00 1320807.63 United States Treasury Department 2018-02-28 2.750000 Treasury Debt 1369000.00 1451815.50 United States Treasury Department 2021-02-15 3.625000 Treasury Debt 1811400.00 2010197.40 United States Treasury Department 2039-08-15 4.500000 Treasury Debt 1129000.00 1403849.81 United States Treasury Department 2043-02-15 0.625000 Treasury Debt 2717000.00 2581475.34 United States Treasury Department 2043-08-15 3.625000 Treasury Debt 120300.00 129668.11 First Tier Security N/A N/A 2014-08-01 2014-08-01 N N N 259417390.00 259417390.00 0.0068 N 259417390.00 259417390.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.090000% 991JCA005_0.0900_M140806_2M49 0001074042 Government Agency Repurchase Agreement Y Freddie Mac 2038-11-15 3.750000 Government Agency Debt 277851000.00 56291628.92 GNMA 2042-10-20 3.000000 Government Agency Debt 196923929.00 175130949.72 United States Treasury Department 2043-02-15 3.125000 Treasury Debt 11268600.00 11060334.98 First Tier Security N/A N/A 2014-08-06 2014-08-06 N N N 235000000.00 235000000.00 0.0062 N 235000000.00 235000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.100000% 991JCA005_0.1000_M140807_2M49 0001074042 Government Agency Repurchase Agreement Y United States Treasury Department 2016-09-15 0.875000 Treasury Debt 45537200.00 45900097.33 First Tier Security N/A N/A 2014-08-07 2014-08-07 N N N 45000000.00 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Securitization Corp, LLC 0.340000% 3686M1K13 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-10-01 2014-10-01 N N Y Credit / Liquidity Deutsche Bank AG N/A N/A 40000000.00 39976955.56 0.0011 N 39987600.00 39987600.00 Gemini Securitization Corp, LLC Gemini Securitization Corp, LLC 0.330000% 3686M1K62 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-10-06 2014-10-06 N N Y Credit / Liquidity Deutsche Bank AG N/A N/A 2000000.00 1998790.00 0.0001 N 1999320.00 1999320.00 General Electric Capital Corp General Electric Capital Corp 0.060000% 36959JH48 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-04 2014-08-04 N N N 100000000.00 99999500.00 0.0026 N 100000000.00 100000000.00 General Electric Capital Corp General Electric Capital Corp 0.060000% 36959JH55 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-05 2014-08-05 N N N 45000000.00 44999700.00 0.0012 N 44999748.00 44999748.00 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 100000000.00 99996111.12 0.0026 N 99999000.00 99999000.00 General Electric Co General Electric Co 0.060000% 36960MH48 Other Commercial Paper N First Tier Security N/A N/A 2014-08-04 2014-08-04 N N N 150000000.00 149999250.00 0.0039 N 150000000.00 150000000.00 General Electric Co General Electric Co 0.060000% 36960MH55 Other Commercial Paper N First Tier Security N/A N/A 2014-08-05 2014-08-05 N N N 103000000.00 102999313.32 0.0027 N 102998970.00 102998970.00 General Electric Co General Electric Co 0.060000% 36960MH63 Other Commercial Paper N First Tier Security N/A N/A 2014-08-06 2014-08-06 N N N 100000000.00 99999166.66 0.0026 N 99999000.00 99999000.00 GFRE Holdings, LLC Taxable Notes Series 2009A 0.160000% 36169XAA6 Variable Rate Demand Note N First Tier Security N/A N/A 2014-08-07 2014-08-07 Y Federal Home Loan Bank N/A N/A Y Federal Home Loan Bank N/A N/A N 4055000.00 4055000.00 0.0001 N 4055000.00 4055000.00 Goldman Sachs & Co Goldman Sachs & Co 0.070000% 992JYE002_0.0700_M140804_2M49 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2029-05-01 3.500000 Government Agency Debt 8329973.00 8731175.59 Fannie Mae 2040-12-01 4.500000 Government Agency Debt 13002906.00 9569846.92 Fannie Mae 2043-06-01 4.000000 Government Agency Debt 9536325.00 9566027.63 Fannie Mae 2043-12-01 4.500000 Government Agency Debt 8862789.00 9565804.33 Freddie Mac 2040-07-15 4.000000 Government Agency Debt 95521340.00 102036404.83 Freddie Mac 2042-09-01 4.000000 Government Agency Debt 8827511.00 8430741.29 First Tier Security N/A N/A 2014-08-04 2014-08-04 N N N 145000000.00 145000000.00 0.0038 N 144998550.00 144998550.00 Goldman Sachs & Co Goldman Sachs & Co 0.070000% 992JYE002_0.0700_M140806_2M49 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2037-07-01 2.293000 Government Agency Debt 33368031.00 14193023.33 Fannie Mae 2039-12-01 3.355000 Government Agency Debt 40485067.00 14401887.58 Fannie Mae 2043-02-01 2.144000 Government Agency Debt 17000000.00 14414634.71 Fannie Mae 2043-09-01 4.500000 Government Agency Debt 8331966.00 8630618.22 Fannie Mae 2043-11-01 3.172000 Government Agency Debt 15021080.00 14135190.95 Fannie Mae 2044-03-01 4.500000 Government Agency Debt 6809445.00 7377779.15 Freddie Mac 2040-10-01 5.000000 Government Agency Debt 24100790.00 14405561.17 Freddie Mac 2043-11-01 4.000000 Government Agency Debt 14140000.00 14441305.32 First Tier Security N/A N/A 2014-08-06 2014-08-06 N N N 100000000.00 100000000.00 0.0026 N 100000000.00 100000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.070000% 992JYE002_0.0700_M140807_2M49 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2032-02-01 4.000000 Government Agency Debt 11513946.00 10563533.67 Fannie Mae 2036-07-01 5.500000 Government Agency Debt 8025023.00 1527363.41 Fannie Mae 2041-01-01 4.500000 Government Agency Debt 13800278.00 10569340.67 Fannie Mae 2043-10-01 4.500000 Government Agency Debt 10363896.00 10580397.09 Fannie Mae 2043-11-01 4.000000 Government Agency Debt 10159202.00 10520401.54 Fannie Mae 2043-11-01 4.500000 Government Agency Debt 10417840.00 10544722.50 Freddie Mac 2026-01-01 3.000000 Government Agency Debt 41698.00 27693.48 Freddie Mac 2041-05-01 4.500000 Government Agency Debt 14632473.00 10575701.63 Freddie Mac 2044-03-01 4.500000 Government Agency Debt 10246363.00 10570846.57 First Tier Security N/A N/A 2014-08-07 2014-08-07 N N N 74000000.00 74000000.00 0.0019 N 74000000.00 74000000.00 Govco, LLC Govco, LLC 0.190000% 38362WKL4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-10-20 2014-10-20 N N Y Credit / Liquidity Citibank NA N/A N/A 62000000.00 61973822.09 0.0016 N 61973960.00 61973960.00 Govco, LLC Govco, LLC 0.200000% 38362WL33 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-11-03 2014-11-03 N N Y Credit / Liquidity Citibank NA N/A N/A 70000000.00 69963444.44 0.0018 N 69965000.00 69965000.00 HSBC Bank USA HSBC Bank USA 0.215000% 40428AXY8 Certificate of Deposit N First Tier Security N/A N/A 2014-10-21 2014-10-21 N N N 130000000.00 130000000.00 0.0034 N 130013000.00 130013000.00 HSBC Bank USA HSBC Bank USA 0.210000% 40428AYF8 Certificate of Deposit N First Tier Security N/A N/A 2014-11-19 2014-11-19 N N N 57000000.00 57000000.00 0.0015 N 57006840.00 57006840.00 Illinois Regional Transportation Auth General Obligation Working Cash Notes Series 2014A1 0.140000% 46640KMH4 Variable Rate Demand Note N First Tier Security N/A N/A 2014-08-01 2014-08-01 Y JP Morgan Chase & Co N/A N/A N N 15450000.00 15450000.00 0.0004 N 15450000.00 15450000.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.310000% 4497W1M11 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-12-01 2014-12-01 N Y ING Bank NV N/A N/A N 44000000.00 43953775.56 0.0012 N 43964800.00 43964800.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.300000% 4497W1M11 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-12-01 2014-12-01 N Y ING Bank NV N/A N/A N 18000000.00 17981700.00 0.0005 N 17985600.00 17985600.00 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 209000000.00 209000000.00 0.0055 N 209129580.00 209129580.00 ING Bank NV ING Bank NV 0.330000% 923WQZ009 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-10-01 2014-10-01 N N N 123000000.00 123000000.00 0.0032 N 123025830.00 123025830.00 ING Bank NV ING Bank NV 0.310000% 923ZBH008 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-11-03 2014-11-03 N N N 14000000.00 14000000.00 0.0004 N 14002940.00 14002940.00 ING Bank NV ING Bank NV 0.320000% 924AEU000 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-11-17 2014-11-17 N N N 134000000.00 134000000.00 0.0035 N 134036180.00 134036180.00 ING Bank NV ING Bank NV 0.320000% 924BYU006 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-12-23 2014-12-23 N N N 15000000.00 15000000.00 0.0004 N 15004800.00 15004800.00 ING Bank NV ING Bank NV 0.320000% 924LDP008 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2015-02-02 2015-02-02 N N N 204000000.00 204000000.00 0.0054 N 204010200.00 204010200.00 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 209000000.00 208941944.44 0.0055 N 208972830.00 208972830.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.090000% 46899T004_0.0900_M140801_2M49 0001168163 Government Agency Repurchase Agreement Y Freddie Mac 2039-05-15 2.000000 Government Agency Debt 42000000.00 21592066.27 Freddie Mac 2042-06-01 3.500000 Government Agency Debt 14973993.00 12932714.00 Freddie Mac 2042-07-01 3.500000 Government Agency Debt 36023144.00 30690815.25 Freddie Mac 2042-12-01 3.000000 Government Agency Debt 31855171.00 28377323.61 Freddie Mac 2043-05-15 3.000000 Government Agency Debt 9698641.00 9407080.93 First Tier Security N/A N/A 2014-08-01 2014-08-01 N N N 100000000.00 100000000.00 0.0026 N 100000000.00 100000000.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.610000% 921ACP006_0.6100_M141029_2M49 0001168163 Other Repurchase Agreement N 144A JPMCC 2006-FL2A H 2018-11-15 0.651800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4351578.00 1346678.37 144A REG 2048-10-15 5.631999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9083247.00 9403450.63 144A UBSCM 2007-FL1 D 2024-07-15 0.726800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5962866.00 5963003.28 AI COMMERCIAL MORTGAGE PASS THROUGH 2022-02-15 0.651800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6882197.00 6633472.26 BANC OF AMER FDNG 2006 2036-07-20 0.373000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 792099.00 200759.03 BCAP LLC 2012 RR1 TR 2046-12-26 0.339299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 189064.00 178782.72 BEAR STAERNS COMMERCIAL MTGE 2038-09-11 5.936899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 700505.00 672015.66 BEAR STEARNS CMBS 2007-TOP28 2042-09-12 6.147599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 763766.00 657973.97 BEAR STEARNS COMML MTGE SEC TR 2050-06-13 6.354000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8945137.00 8462019.10 BSCMS 2007-PW17 AJ 2050-06-13 6.078800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1254679.00 1285827.80 CGI HOLDING CORP 2.05 EXP 08 19 2006 WARRANTS 2030-05-15 4.501999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17952155.00 18122985.71 CGWF COML MTG 2013 RKWH 2030-11-15 3.952000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17820918.00 17889322.61 CITIGROUP MORTGAGE LOAN TRUST 2010-9 2035-11-26 2.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3839755.00 3355572.13 COBALT CMBS COMMERCIAL MORTGAGE TRUST 2007-C2 2047-04-17 5.567999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4771388.00 4952336.53 COMM 2007-C9 MORTGAGE TRUST 2049-12-10 5.987599 Other Instrument common stocks, ETFs, corporate bonds, 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Commercial Paper N First Tier Security N/A N/A 2014-10-07 2014-10-07 N N N 174000000.00 173938471.68 0.0046 N 173951280.00 173951280.00 Lloyds Bank Plc Lloyds Bank Plc 0.480000% 53944LB34 Certificate of Deposit N First Tier Security N/A N/A 2015-03-12 2015-03-12 N N N 12000000.00 12000000.00 0.0003 N 12011160.00 12011160.00 Lloyds Bank Plc Lloyds Bank Plc 0.480000% 53944LB42 Certificate of Deposit N First Tier Security N/A N/A 2015-03-17 2015-03-17 N N N 4000000.00 4000000.00 0.0001 N 4003800.00 4003800.00 Lloyds Bank Plc Lloyds Bank Plc 0.480000% 53944LB67 Certificate of Deposit N First Tier Security N/A N/A 2015-03-18 2015-03-18 N N N 66000000.00 66000000.00 0.0017 N 66062700.00 66062700.00 Lloyds Bank Plc Lloyds Bank Plc 0.480000% 53944LB75 Certificate of Deposit N First Tier Security N/A N/A 2015-03-18 2015-03-18 N N N 63000000.00 63000000.00 0.0017 N 63059850.00 63059850.00 Lloyds Bank Plc Lloyds Bank Plc 0.370000% 53944LYR6 Certificate of Deposit N First Tier Security N/A N/A 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4.710000 Government Agency Debt 2298156.00 2538942.94 GNMA 2064-05-20 4.775000 Government Agency Debt 2166318.00 2390108.10 GNMA 2064-06-20 2.109000 Government Agency Debt 2094998.00 2188031.62 GNMA 2064-06-20 2.153999 Government Agency Debt 2162931.00 2266115.79 GNMA 2064-06-20 2.185000 Government Agency Debt 2211149.00 2321509.29 GNMA 2064-06-20 5.200000 Government Agency Debt 1980019.00 2242449.40 First Tier Security N/A N/A 2014-08-01 2014-08-01 N N N 25000000.00 25000000.00 0.0007 N 25000000.00 25000000.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.550000% 921ACQ004_0.5500_M140904_2M49 0000728612 Other Repurchase Agreement N 144A CBAC 2006-2A A 2039-01-25 5.540000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5677657.00 1440098.77 144A NGTON MUTUAL MTGE 2037-02-25 0.351999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage 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6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 215000.00 230224.69 AMERIQUEST MORTGAGE SECURITIES INC 2034-07-25 2.027000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4508568.00 525859.07 ARCH COAL, INC. 2019-06-15 9.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 801843.00 627536.81 BAMLL COML MTG SECS TR 2014 IP 2028-06-15 2.807599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4802551.00 4809398.50 BANC AMER FDG 2014-R3 TR 2035-06-26 2.564800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3425000.00 3506343.75 BANC AMER FDG 2014-R3 TR 2035-06-26 2.564800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 653882.00 669411.70 BANC OF AMERICA ALT LOAN TRUST 2046-05-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4817754.00 1126488.80 BANC OF AMERICA COMM 2045-10-10 5.389999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2814000.00 3034491.44 BANK OF AMERICA MORTAGE SEC 2032-12-25 2.621500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 2004.33 BAYVIEW COMMERCIAL ASET TRUST 2006 2036-10-25 0.452000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 1940659.53 BAYVIEW COMMERICAL ASSET TRU 2003-1 2036-04-25 0.515000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3935000.00 1120999.23 BFC BRADDOCK FIN CORP TRUST 2002 2032-09-28 6.407499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16558000.00 17539.87 BFC BRADDOCK FINANCIAL 2032-09-28 6.407499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2804000.00 2957.07 BOA MORT SEC INC 2034-04-25 5.462299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 731000.00 97326.78 BUMBLE BEE ACQUISITION CORP 2017-12-15 9.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2487747.00 2671840.28 CABLEVISION SYSTEMS CORP 2018-04-15 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 912000.00 1044531.33 CALPINE CORP ESCROW 4 SECURITY IN DEFAULT 2020-04-15 11.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 194198.60 CB RICHARD ELLIS SERVICES INC 2020-10-15 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 41000.00 43952.28 CD 2007 CD4 COMML MTGE TR 2049-12-11 5.365999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8870811.00 9423507.87 CDW LLC 2019-04-01 8.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 730000.00 799958.33 CEMEX ESPANA LUXEMBORG 2019-04-30 9.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 578730.90 CHASE MORTGAGE FINANCE TRUST,SERIES 2003-S9 2035-12-25 2.518800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 151303800.00 3430109.90 CHASEFLEX TR 2037-08-25 0.382000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 584983.00 211828.22 CHESAPEAKE ENERGY CORPORATION 2016-03-15 3.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 506138.89 CHRYSLER GROUP LLC 2021-06-15 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4548527.00 5108185.34 CITGROUP COMM MTG TRUST 2043-05-15 5.158000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6000000.00 4304888.67 CITIGROUP INC 2099-12-29 5.900000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4529336.00 4625111.32 CLEAR CHANNEL WORLDWIDE HLDGS INC 2020-03-15 7.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3125000.00 3402517.36 COMMERCIAL MORTGAGE LOAN TRUST 2008 LS1 2049-12-10 6.011899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12000000.00 12695867.23 CONCHO RESOURCES INC 2022-01-15 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 199000.00 214002.39 COUNTRYWIDE COMMERCIAL MORTGAGE TRUST 2 2043-11-12 6.049000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7198000.00 5124627.29 CREDIT SUISSE FIRST BOSTON 2037-07-17 4.952000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3825000.00 3664185.10 CSFB NIMS TRUST ARMT NIM A4 2045-10-17 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1952246.00 1736843.20 CSMC SERIES 2009-4R 2036-04-26 4.293499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19553085.00 17602561.36 CWALT 2005-17 2A2 2035-07-25 0.711999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1.00 0.06 CWALT 2005-59 1A2A 2035-11-20 0.533000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 58175000.00 3528033.22 CWALT INC 2035-09-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2325680.00 2684549.32 CWALT INC. 2004-2CB 2035-02-25 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7500000.00 27314.13 CWMBS INC 2034-11-25 2.498100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20805000.00 2982203.05 CWMBS INC 2035-04-25 0.471999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 800000.00 15087.33 CWMBS INC. 2005-19 2046-05-20 0.463000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 52500000.00 118861.11 DEUTSCHE ALT A SECURITIES MTG LOAN TRUST SERIES 2 2047-08-25 0.385000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2.00 0.27 DEUTSCHE ALT-A SECURITIES MTG LOAN TRUST, SERIES 2 2047-08-25 0.344999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5200000.00 2337018.47 DIRECTVUY HLDGS INC 2017-02-01 12.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 129755.50 DOWNSTREAM DEV AUTH 2019-07-01 10.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 580000.00 624950.00 EAGLE MIDCO INC 2018-06-15 9.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1700000.00 1762050.00 EF HUTTON TRUST 3 2017-10-25 0.982600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11300000.00 205.97 EMPRTESA DE ENERGIA DE BOGOTA SA 2021-11-10 6.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 400000.00 440512.50 ENDEAVOR ENERGY RES L P EER FIN INC 2021-08-15 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1314979.00 1439609.79 FIRST HORIZON ALTERN MTG SEC TRUST 2036-08-25 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7375000.00 4168643.10 FIRST QUANTUM VENTURES 2019-10-15 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 425000.00 453197.57 GCCFC 2037-04-10 5.241500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16701724.00 16973720.72 GENERAL MTRS FINL CO INC 2018-06-01 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 466000.00 531822.50 GOODYEAR TIRE AND RUBBER COMPANY 2021-03-01 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 44000.00 48271.67 GRACE 2014 GRCE MTG TR 2028-06-10 3.590100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5317049.00 5057413.38 GS MORTGAGE SECURIITES CORPORAT 2049-03-18 5.536600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10780771.00 3762368.20 GSAA HOME EQUITY TRUST 2006 2036-06-25 6.447499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 34039002.00 15516657.98 HARBOR VIEW MTG LOAN TRUST 2000 1 2035-09-19 1.617699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8468020.00 801244.34 HARBORVIEW MORTAGE LOAN TRUST 2046-07-19 0.335000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1705764.00 545399.35 HARBORVIEW MORTGAGE LOAN TRUST 2037-03-19 0.286200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25123695.00 7748270.32 HARBORVIEW MORTGAGE LOAN TRUST 2000-1 2036-03-19 1.682700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000000.00 2444440.15 HARBORVIEW MTG LN TR 2004-1 2034-04-19 0.455000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 34481207.00 1221643.33 HARBORVIEW MTG LN TR 2004-11 2035-01-19 0.506199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 261228449.00 27205710.85 HAWKER BEECHCRAFT 2017-04-01 9.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1400000.00 67463.20 HOMER CITY GENERATION L P 2026-10-01 8.734000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1839584.00 2003515.47 HVMLT 2036-03-19 0.395000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 29516382.00 7789407.64 HVMLT 2036-12-19 0.346200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1101677.00 383787.17 IAI ANTERO RESOURCES FINANCE CORP 2020-12-01 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 415000.00 439900.00 INDEPENCIA INTERNATIONAL LTD 2016-12-30 12.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 560280.00 14616.58 INDY MAC BANK 2034-11-25 1.092000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11240000.00 271930.06 INDYMAC INDX MTGE LOAN TRUST 2004-AR14 2034-12-25 2.480200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 50774000.00 6148894.88 INDYMAC INDX MTGE LOAN TRUST 2006 2036-06-25 2.695700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18059000.00 3447880.24 INMAN SQUARE FUNDING II LTD 2040-10-06 4.180399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 445035.10 INTELSAT JACKSON HLDGS S A 2021-04-01 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 372000.00 409665.00 INTERLINE BRANDS INC 2018-11-15 10.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 470000.00 497938.89 J2 GLOBAL INC 2020-08-01 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 460000.00 512900.00 JBS USA LLC/JBS USA FINANCE, INC 2021-06-01 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 294000.00 318867.50 JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1 2049-06-15 5.804999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1791692.00 1907148.63 JPMCC 2006-LDP7 AJ 2045-04-15 6.056700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9983225.00 10206328.79 JPMCC 2006-LDP8 AJ 2045-05-15 5.480000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 87835.00 93511.30 JURASSIC HLDGS III INC 2021-02-15 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 396000.00 411138.75 LB UBS CMCL 2040-09-15 5.245000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6535219.00 6585377.53 LB-UBS COMMERCIAL MTG 2007-C1 2040-02-15 5.533000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10364566.00 10290377.59 LEHMAN XS TRUST SERIES 2005 3 2035-10-25 0.711999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 45716000.00 3397421.40 LMT 2006-1 1A1 2036-02-25 0.902000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15790000.00 3903616.78 LMT 2007-8 3A1 2037-09-25 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 34828891.00 9083155.10 LXS 2007-10H I-A1-1 2037-07-25 0.270000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 69000000.00 8026747.10 LXS 2007-7N 1-A1A 2047-06-25 0.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6500000.00 2853443.41 MANA 2007-OAR3 A1 2047-05-25 0.342000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18370053.00 8496781.97 MANITOWOC INC 2022-10-15 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 5523.99 MASTR ADJ MTG 2004-14 2035-01-25 1.151999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 238102.00 166789.74 MEMORIAL PROD PARTNERS 2021-05-01 7.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3035000.00 3183904.69 MERRILL LYNCH MTG 2007 C1 2050-06-12 0.811500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16471697.00 7764038.02 ML CFC COMMERCIAL MORTGAGE TRUST 2007 9 2049-09-12 6.222000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3700000.00 3598959.78 MLCFC 2007-9 AJ 2049-09-12 6.192999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19779704.00 19286685.53 MMCAPS FUNDING XVIII LTD CORP 2039-12-26 0.733600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1599349.00 1113723.03 MORGAN STANLEY CAPITAL I 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collateralized mortgage obligations 500000.00 509291.67 NEW ENTERPRISE STONE LIME CO INC 2018-03-15 13.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 559840.00 653115.57 NEW PLAN EXCEL REALTY 2015-01-15 5.299999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1870294.00 1898078.26 NEW PLAN EXCEL REALTY 2015-09-15 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3566476.00 3681792.06 NEWFIELD EXPLORATION COMPANY 2022-01-30 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1050000.00 1149917.71 NII CAPITAL CORP 2021-04-01 7.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3337600.00 1027702.67 NXL 7.650 11/02/26 MT 2026-11-02 7.650000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2114567.00 2156842.48 OMEGA HEALTHCARE INV INC 2024-04-01 4.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 647000.00 665116.00 PREFERRED TERM SEC IV,L 2031-12-23 2.480599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 51499999.00 4765227.84 PREFERRED TERM SEC XV111 2035-09-23 0.710600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 607603.00 407568.42 PRESTAGE BRANDS INC 2021-12-15 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 440000.00 450171.94 RALI SERIES 2005 QS9 TRUST 2035-12-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2048041.00 1101607.38 RALI 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collateralized mortgage obligations 435000.00 472965.83 RESIDENTIAL ASSET MORTGAGE PRODUCTS 2031-06-25 2.719500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 24087900.00 1147680.04 RESTRUCTURED ASSET CERTIFICATES WITH ENHANCED 2046-06-05 2.457100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5250000.00 29109.00 RYERSON INC/ JOSEPH T RYERSON & SON INC 2018-10-15 11.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 3421874.99 SABINE PASS LIQUEFACTION LLC 2021-02-01 5.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 521250.00 SACO I INC 2040-09-25 7.406100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 168500.00 43158.21 SEQUOIA MORTGAGE TRUST 2004 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N 149999160.00 149999160.00 NRW.BANK NRW.BANK 0.075000% 62939MH42 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-04 2014-08-04 N N N 183000000.00 182998856.30 0.0048 N 182998170.00 182998170.00 NRW.BANK NRW.BANK 0.080000% 62939MH59 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-05 2014-08-05 N N N 8000000.00 7999928.89 0.0002 N 7999920.00 7999920.00 Old Line Funding, LLC Old Line Funding, LLC 0.220000% 67983UNV1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-01-29 2015-01-29 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 22000000.00 21975665.56 0.0006 N 21979760.00 21979760.00 Old Line Funding, LLC Old Line Funding, LLC 0.215500% 67984RAE9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-05 2014-12-05 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 100000000.00 100000000.00 0.0026 N 100002000.00 100002000.00 Oversea-Chinese Banking Corp Ltd Oversea-Chinese Banking Corp 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N 119999832.00 119999832.00 Smithsonian Institution Taxable Bonds Series 2013B 0.100000% 832432AA6 Variable Rate Demand Note N First Tier Security N/A N/A 2014-08-07 2014-08-07 Y Northern Trust Co N/A N/A N N 27500000.00 27500000.00 0.0007 N 27500000.00 27500000.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.220000% 8574P1CZ7 Certificate of Deposit N First Tier Security N/A N/A 2015-01-21 2015-01-21 N N N 135000000.00 135000000.00 0.0035 N 135006750.00 135006750.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.222000% 8574P1DJ2 Certificate of Deposit N First Tier Security N/A N/A 2014-08-13 2015-04-13 N N N 247000000.00 247000000.00 0.0065 N 247007410.00 247007410.00 State Street Corp State Street Corp 0.210000% 85747KM84 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-12-08 2014-12-08 N N N 187000000.00 186859282.50 0.0049 N 186874710.00 186874710.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562U3N0 Certificate of Deposit N First Tier Security N/A N/A 2014-11-14 2014-11-14 N N N 105000000.00 105000000.00 0.0028 N 105003150.00 105003150.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562U5H1 Certificate of Deposit N First Tier Security N/A N/A 2015-03-02 2015-03-02 N N N 18000000.00 18000000.00 0.0005 N 18000000.00 18000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562U6M9 Certificate of Deposit N First Tier Security N/A N/A 2015-03-02 2015-03-02 N N N 100000000.00 100000000.00 0.0026 N 100000000.00 100000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562U6W7 Certificate of Deposit N First Tier Security N/A N/A 2015-03-03 2015-03-03 N N N 22000000.00 22000000.00 0.0006 N 22000000.00 22000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562U7L0 Certificate of Deposit N First Tier Security N/A N/A 2015-03-03 2015-03-03 N N N 31000000.00 31000000.00 0.0008 N 31000000.00 31000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562UGS5 Certificate of Deposit N First Tier Security N/A N/A 2014-09-19 2014-09-19 N N N 18000000.00 18000000.00 0.0005 N 18003060.00 18003060.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562UMH2 Certificate of Deposit N First Tier Security N/A N/A 2014-10-14 2014-10-14 N N N 21000000.00 21000000.00 0.0006 N 21003570.00 21003570.00 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 15000000.00 15000000.00 0.0004 N 15000150.00 15000150.00 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 65000000.00 65000000.00 0.0017 N 65030550.00 65030550.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.370000% 86562USH6 Certificate of Deposit N First Tier Security N/A N/A 2015-02-10 2015-02-10 N N N 77000000.00 77000000.00 0.0020 N 77036960.00 77036960.00 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 50000000.00 50000000.00 0.0013 N 50008500.00 50008500.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562UTF9 Certificate of Deposit N First Tier Security N/A N/A 2014-11-19 2014-11-19 N N N 58000000.00 58000000.00 0.0015 N 58010440.00 58010440.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562UVV1 Certificate of Deposit N First Tier Security N/A N/A 2014-09-03 2014-09-03 N N N 26000000.00 26000000.00 0.0007 N 26001820.00 26001820.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562UXB3 Certificate of Deposit N First Tier Security N/A N/A 2014-09-10 2014-09-10 N N N 154000000.00 154000000.00 0.0040 N 154012320.00 154012320.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562YAL8 Certificate of Deposit N First Tier Security N/A N/A 2015-03-09 2015-03-09 N N N 43000000.00 43000000.00 0.0011 N 43000000.00 43000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562YAV6 Certificate of Deposit N First Tier Security N/A N/A 2015-03-09 2015-03-09 N N N 63000000.00 63000000.00 0.0017 N 63000000.00 63000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562YBM5 Certificate of Deposit N First Tier Security N/A N/A 2015-03-12 2015-03-12 N N N 51000000.00 51000000.00 0.0013 N 51000000.00 51000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.210000% 86562YDJ0 Certificate of Deposit N First Tier Security N/A N/A 2014-09-25 2014-09-25 N N N 3000000.00 3000000.00 0.0001 N 3000150.00 3000150.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YEA8 Certificate of Deposit N First Tier Security N/A N/A 2015-01-05 2015-01-05 N N N 46000000.00 46000000.00 0.0012 N 45995860.00 45995860.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YHA5 Certificate of Deposit N First Tier Security N/A N/A 2015-01-22 2015-01-22 N N N 4000000.00 4000000.00 0.0001 N 3999600.00 3999600.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YJF2 Certificate of Deposit N First Tier Security N/A N/A 2015-01-27 2015-01-27 N N N 70000000.00 70000000.00 0.0018 N 69993000.00 69993000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YJP0 Certificate of Deposit N First Tier Security N/A N/A 2015-01-28 2015-01-28 N N N 99000000.00 99000000.00 0.0026 N 98990100.00 98990100.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.210000% 86563KMH3 Certificate of Deposit N First Tier Security N/A N/A 2014-08-15 2014-08-15 N N N 35000000.00 35000000.00 0.0009 N 35000700.00 35000700.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.210000% 86563KMR1 Certificate of Deposit N First Tier Security N/A N/A 2014-08-20 2014-08-20 N N N 71000000.00 71000000.00 0.0019 N 71001420.00 71001420.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.210000% 86563KNT6 Certificate of Deposit N First Tier Security N/A N/A 2014-09-23 2014-09-23 N N N 136000000.00 136000000.00 0.0036 N 136005440.00 136005440.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.205000% 86563KPH0 Certificate of Deposit N First Tier Security N/A N/A 2014-10-06 2014-10-06 N N N 130000000.00 130000000.00 0.0034 N 129996100.00 129996100.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.205000% 86563KQC0 Certificate of Deposit N First Tier Security N/A N/A 2014-10-30 2014-10-30 N N N 25000000.00 25000000.00 0.0007 N 24999000.00 24999000.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.205000% 86563KQD8 Certificate of Deposit N First Tier Security N/A N/A 2014-10-31 2014-10-31 N N N 68000000.00 68000000.00 0.0018 N 67997280.00 67997280.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.060000% 869999003 0001448613 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-08-01 2014-08-01 N N N 758000000.00 758000000.00 0.0199 Security is a time deposit. N 758000000.00 758000000.00 Swedbank AB Swedbank AB 0.250000% 87019SKF0 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-10-15 2014-10-15 N N N 65000000.00 64966145.83 0.0017 N 64977900.00 64977900.00 Swedbank AB Swedbank AB 0.250000% 87019SKL7 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-10-20 2014-10-20 N N N 126000000.00 125930000.00 0.0033 N 125953380.00 125953380.00 Swedbank AB Swedbank AB 0.070000% 870999000 0001367624 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-08-07 2014-08-07 N N N 260000000.00 260000000.00 0.0068 Security is a time deposit. N 259999194.00 259999194.00 Tenderfoot Seasonal Housing, LLC Taxable Housing Facilities Revenue Notes Series 2000B 0.210000% 88033VAB3 Variable Rate Demand Note N First Tier Security N/A N/A 2014-08-07 2014-08-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 3000000.00 3000000.00 0.0001 N 3000000.00 3000000.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.220000% 88602UNL0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-01-20 2015-01-20 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 30000000.00 29968466.76 0.0008 N 29969700.00 29969700.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.205000% 89112THB3 Certificate of Deposit N First Tier Security N/A N/A 2014-08-29 2014-09-02 N N N 218000000.00 218000000.00 0.0057 N 218008720.00 218008720.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.222000% 89112UHR5 Certificate of Deposit N First Tier Security N/A N/A 2014-08-18 2015-06-16 N N N 26000000.00 26000000.00 0.0007 N 26001040.00 26001040.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.224200% 89112UJB8 Certificate of Deposit N First Tier Security N/A N/A 2014-08-18 2015-06-17 N N N 230000000.00 230000000.00 0.0060 N 230188600.00 230188600.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.220000% 89112UJT9 Certificate of Deposit N First Tier Security N/A N/A 2015-01-23 2015-01-23 N N N 313000000.00 313000000.00 0.0082 N 313031300.00 313031300.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.226200% 89112UPL9 Certificate of Deposit N First Tier Security N/A N/A 2014-08-21 2015-07-21 N N N 160000000.00 160000000.00 0.0042 N 160008000.00 160008000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.080000% 89112UPZ8 Certificate of Deposit N First Tier Security N/A N/A 2014-08-01 2014-08-01 N N N 8000000.00 8000000.00 0.0002 N 8000000.00 8000000.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.205000% 89233ABT5 Other Commercial Paper N First Tier Security N/A N/A 2014-08-26 2014-11-19 N N Y Support Agreement Toyota Motor Corp N/A N/A 100000000.00 100000000.00 0.0026 N 99998000.00 99998000.00 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 358000000.00 357809066.64 0.0094 N 357917660.00 357917660.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.240000% 89233HKM5 Other Commercial Paper N First Tier Security N/A N/A 2014-10-21 2014-10-21 N N N 2000000.00 1998920.00 0.0001 N 1999520.00 1999520.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.220000% 89233HKV5 Other Commercial Paper N First Tier Security N/A N/A 2014-10-29 2014-10-29 N N N 214000000.00 213883607.76 0.0056 N 213940080.00 213940080.00 UBS AG UBS AG 0.180000% 90267RYE3 Certificate of Deposit N First Tier Security N/A N/A 2014-09-26 2014-09-26 N N N 257000000.00 257000000.00 0.0068 N 257007710.00 257007710.00 United States Treasury Department United States Treasury Department 0.070000% 912828WK2 Treasury Debt N First Tier Security N/A N/A 2014-08-01 2016-01-31 N N N 264000000.00 263953028.04 0.0069 N 263969904.00 263969904.00 United States Treasury Department United States Treasury Department 0.095000% 912828WV8 Treasury Debt N First Tier Security N/A N/A 2014-08-01 2016-07-31 N N N 170000000.00 170000000.00 0.0045 N 169762340.00 169762340.00 Wells Fargo & Co Wells Fargo & Co 0.210000% 9497F1MB3 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-12-11 2014-12-11 N N N 158000000.00 157878340.00 0.0042 N 157906780.00 157906780.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.222500% 9497P62Z0 Certificate of Deposit N First Tier Security N/A N/A 2014-08-11 2015-01-09 N N N 75000000.00 75000000.00 0.0020 N 75005250.00 75005250.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.221500% 9497P63A4 Certificate of Deposit N First Tier Security N/A N/A 2014-08-14 2015-01-14 N N N 196000000.00 196000000.00 0.0052 N 196013720.00 196013720.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.225500% 9497P66T0 Certificate of Deposit N First Tier Security N/A N/A 2014-08-07 2015-04-07 N N N 27000000.00 27000000.00 0.0007 N 27000810.00 27000810.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.205500% 9497P6J41 Certificate of Deposit N First Tier Security N/A N/A 2014-08-05 2014-08-05 N N N 46000000.00 46000000.00 0.0012 N 46000000.00 46000000.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.225500% 9497P6U30 Certificate of Deposit N First Tier Security N/A N/A 2014-08-18 2014-11-18 N N N 267000000.00 267000000.00 0.0070 N 267026700.00 267026700.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.226200% 9497P6U63 Certificate of Deposit N First Tier Security N/A N/A 2014-08-19 2014-11-18 N N N 262000000.00 262000000.00 0.0069 N 262026200.00 262026200.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.320600% 94985H2R4 Other Note N First Tier Security N/A N/A 2014-09-15 2015-08-14 N N N 100000000.00 100000000.00 0.0026 N 100000400.00 100000400.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.369600% 94985HD27 Other Note N First Tier Security N/A N/A 2014-09-22 2015-08-21 N N N 275000000.00 275000000.00 0.0072 N 275005225.00 275005225.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.225200% 94988E2C1 Certificate of Deposit N First Tier Security N/A N/A 2014-08-04 2015-05-01 N N N 22000000.00 22000000.00 0.0006 N 22000880.00 22000880.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.236200% 94988E3E6 Certificate of Deposit N First Tier Security N/A N/A 2014-08-20 2015-05-20 N N N 226000000.00 226000000.00 0.0059 N 226015820.00 226015820.00 Westpac Banking Corp Westpac Banking Corp 0.535100% 91621CAT8 Other Note N First Tier Security N/A N/A 2014-10-28 2015-07-28 N N N 100000000.00 100000000.00 0.0026 N 100025300.00 100025300.00 Westpac Banking Corp Westpac Banking Corp 0.244300% 96121TTR9 Certificate of Deposit N First Tier Security N/A N/A 2014-08-27 2014-08-27 N N N 240000000.00 240000000.00 0.0063 N 240016800.00 240016800.00 Westpac Banking Corp Westpac Banking Corp 0.224300% 96121TVX3 Certificate of Deposit N First Tier Security N/A N/A 2014-08-27 2015-03-27 N N N 77000000.00 77000000.00 0.0020 N 77036960.00 77036960.00 Westpac Banking Corp Westpac Banking Corp 0.232800% 96121TWT1 Certificate of Deposit N First Tier Security N/A N/A 2014-08-11 2015-05-11 N N N 71000000.00 71000000.00 0.0019 N 71002840.00 71002840.00 Westpac Banking Corp Westpac Banking Corp 0.224800% 9612C4JZ5 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-26 2014-09-23 N N N 100000000.00 100000000.00 0.0026 N 100010000.00 100010000.00 Westpac Banking Corp Westpac Banking Corp 0.226200% 9612C4KZ3 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-19 2015-02-19 N N N 30000000.00 30000000.00 0.0008 N 30012300.00 30012300.00 Westpac Banking Corp Westpac Banking Corp 0.232000% 9612C4ME8 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-12 2015-06-12 N N N 84000000.00 84000000.00 0.0022 N 84003360.00 84003360.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WFW8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 196804.51 196804.51 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 186767.48 186767.48 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 159966.09 159966.09 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 151807.82 151807.82 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJU8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 614919.62 614919.62 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 583558.72 583558.72 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 1131426.11 1131426.11 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 1073723.38 1073723.38 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 172216.17 172216.17 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 163433.15 163433.15 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 123027.00 123027.00 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 116752.63 116752.63 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 49200.89 49200.89 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 46691.64 46691.64