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Quarterly Investment Report

June 30, 2015

Quarterly Investment ReportTable of Contents

Summary of Cost Values versus Market Values and YieldsPortfolio Strategy, Compliance, Review and MonitoringCommingled Pool: Allocation by Security TypesCommingled Pool: Allocation by RatingsCommingled Pool: Holdings by IssuerCommingled Pool: Historical Month End Book ValuesCommingled Pool: Distribution by MaturityCommingled Pool: Yield to Maturity and Weighted Average MaturityApproved Issuers and Broker/DealersCommingled Pool: Compliance with Investment PolicyHoldings Report: Commingled PoolHoldings Report: Worker's CompensationHoldings Report: Mountain View-Los AltosHoldings Report: Palo Alto UnifiedHoldings Report: Park Charter FundHoldings Report: San Jose-EvergreenHoldings Report: West Valley Mission-CCD Building FundTransaction Activity Report

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Quarterly Investment Review Table of Contents

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12

2423

1011

Board of Supervisors: Mike Wasserman, Cindy Chavez, Dave Cortese, Ken Yeager, S. Joseph Simitian

County Executive: Jeffrey V. Smith

2526272930

Commingled Investment Pool ***Worker's CompensationMountain View-Los AltosPalo Alto UnifiedPark Charter FundSan Jose-EvergreenWest Valley Mission CCD - Building FundMedical Malpractice Insurance Fund (1)

Total

Commingled Investment PoolWorker's CompensationWeighted Yield

FundSummary of Yields* for Select Santa Clara County Investment Funds

0.02%0.13%0.12%0.05%0.21%

$5,773,802,823 0.06%$3,274,358

$598,391$11,343,679$19,750,618

$4,927,151

Apr 30 May 31 Jun 302015

0.59%

0.59%

0.61%

0.61%1.22% 1.21%

0.46%

2014

0.63%

Jun 300.46%0.62%

1.21% 1.22%

$272,195 1.00%

$14,298,353$10,110

$806$13,603$10,237

0.54%

$401

$5,693,275,417VarianceFund

$2,889,256 0.05%% Variance

Santa Clara County Commingled Pool and Segregated Investments

$77,750$5,770,528,465

$2,019,255$599,197

$11,357,282$19,760,854

$4,937,261$14,376,103

$2,018,854$27,205,259 $27,477,454

June 30, 2015

$5,690,386,161Cost Value** Market Value

*Yield to maturity (YTM) is the rate of return paid on a bond, note, or other fixed income security if the investor buys and holds it to its maturity date and if the coupon interest paid over the life of the bond is reinvested at the same rate as the coupon rate. The calculation for YTM is based on the coupon rate, length of time to maturity, and market price at time of purchase. Yield is a snapshot measure of the yield of the portfolio on the day it was measured based on the current portfolio holdings on that day. This is not a measure of total return, and is not intended to be, since it does not factor in unrealized capital gains and losses and reinvestment rates are dependent upon interest rate changes **Cost Value is the amortized book value of the securities as of the date of this report. ***This amount does not include the $100.0 million placed in Treasury's checking account on June 30, 2015. This deposit which is far in excess of nightly check presentation needs does not earn cash interest but rather receives an earned credit that is used to offset the cost of general banking services. This practice is authorized by the County's Investment Policy.

(1) Managed by Chandler Asset Management, Inc.

1


Portfolio StrategyJune 30, 2015

Labor markets generally improved. The U.S. added 223,000 jobs in June and so far in the past 12 months, the labor market has generated more than 2.9 million jobs. The unemployment rate fell in June to 5.3 percent, its lowest level in more than seven years. It is important to note that the Bureau of Labor Statistics will not finalize June’s release until September and, in the interim, will release updated revisions.

Even with recent global financial events, including Puerto Rico with outstanding debt of $72.0 billion dollars, Greece teetering on insolvency and a Chinese stock market crash, the strength and direction of the U.S. domestic economy appears to be unaffected. Janet Yellen, Chairman of the Federal Reserve Bank, stated in recent congressional testimony she expects economic “growth to strengthen over the remainder of this year” and reiterated that the Reserve Bank is still on course to raise its policy interest rate in 2015.

The economy grew slowly, based on estimates, in the second quarter ending June 30, 2015. Economists expect second quarter results regardless of size to reflect clear signs of improvement over the prior quarter. Labor markets strengthened and consumer optimism prompted steady spending. According to the latest results of a Bloomberg News survey of 78 economists conducted in early July, the U.S. economy is projected to expand by 2.8 percent in the second quarter.

Growth in retail sales has been modest. Analysts theorize that consumers continue to divert excess dollars from lower fuel costs to savings rather than to additional spending. If the more volatile components of spending such as autos and gasoline had been excluded, the average monthly growth in retail sales for May and June would have been an increase of 0.15 percent. That matched the average monthly gain over the first four months of 2015, suggesting a steady pace, but no evidence of real upward momentum. Consumer spending accounts for nearly 70 percent of domestic economic activity.

The yield on the two-year U.S. Treasury (UST) note and the ten-year U.S. Treasury (UST) bonds drifted higher in the second quarter. This was prompted by indications of a stronger economy and expectations of the Federal Reserve hiking interest rates. The 2-year UST yield rose 8 basis points and closed June 30 at 0.64 percent. The 10-year UST yield rose 43 basis points and closed June 30th at 2.33 percent. Recent global financial events have not significantly impacted domestic bond markets. USTs have generally erased all gains in price that may have stemmed from investors temporarily seeking safe investments as shelter from potential contagion caused by Greece’s insolvency problems, Puerto Rico seeking bankruptcy protection and by a significant equity market crash in China, a country whose economy accounted for 38 percent of global growth last year.

Our portfolio strategy continues to focus on the: (1) acquisition of high quality issuers; (2) identifying and selecting bonds with attractive valuations; (3) appropriately sizing the liquidity portion of the portfolio to ensure adequate cash for near term obligations; and (4) ensuring that monies targeted for longer term investments are deployed in vehicles with favorable risk adjusted yields. Broker-dealers have generally down-sized the amount of securities carried in inventories in response to risk-curbing rules crafted after the 2008 financial crisis, including Basel III and the 2010 Dodd-Frank Act. With more efficient software, we have been addressing this issue by scanning a larger scope of inventory listings to find attractive bonds. Also, our portfolio structuring does not engage in interest rate anticipation strategies.

2

Yield and Weighted Average Maturity

Compliance

Review and Monitoring

Additional Information


Portfolio Compliance, Review, and MonitoringJune 30, 2015

The yield of the Commingled Pool is 0.62% and the weighted average life is 469 days.

The County Treasuer believes the Commingled Pool contains sufficent cash flow from liquid and maturing securities, bank deposits and incoming cash to meet the next six months of expected expenditures.

FTN Financial Main Street Advisors, the County’s investment advisor, currently monitors the Treasury Department’s investment activities.

Securities are purchased with the expectation that they will be held to maturity, so unrealized gains or losses are not reflected in the yield calculations.

The market values of securities were taken from pricing services provided by the Bank of New York Mellon, Bloomberg Analytics, dealer quotes, and an independent pricing service.

3

Sector % ChngFederal AgenciesCorporate BondsRepurchase AgreementsCommercial PaperAsset-Backed SecuritiesMunicipal SecuritiesU.S. TreasuriesNegotiable CDsLAIFMoney Market FundsNCUA Corporate Bonds**SupranationalsTotal

SectorFederal AgenciesCorporate BondsRepurchase AgreementsCommercial PaperAsset-Backed SecuritiesMunicipal SecuritiesU.S. TreasuriesNegotiable CDsLAIF Amounts are based on book value

Money Market Funds **The National Credit Union Administration fully and unconditionally guarantees the timely

NCUA Corporate Bonds** payment of all amounts of principal and interest and the guarantee is further strengthened

Supranational and backed by the full faith and credit of the United States.

Total 5,690,386,161 5,420,449,510

691,742,044 355,939,792 - 4,999,656

37,489,824 -

200,595,580 185,067,688 30,000,000 160,000,178 40,000,000 40,000,000

100,000,000 199,975,685 207,919,080 227,209,440

84,732,991 84,912,507

4,025,489,706 3,842,922,200 272,416,936 269,422,363

- 50,000,000

0.1%

0.66% 0.00% 0.7%100.00% 100.00%

6/30/2015 3/31/2015

0.09% -0.1%

3.65% 4.19% -0.5%

4.79% 4.97%

12.16% 6.57% 5.6%0.00%

-0.2%0.00% 0.92% -0.9%

0.53% 2.95% -2.4%0.70% 0.74% 0.0%

1.49% 1.57% -0.1%3.53% 3.41%

Santa Clara County Commingled Pool

Allocation by Security Types

6/30/2015 3/31/201570.74% 70.90% -0.2%

1.76% 3.69% -1.9%

June 30, 2015

Agy 70.7%

Corp 4.8% Repo 0.0%

CP 1.8%

ABS 3.7% Muni 1.5%

Tsy 3.5% CDs 0.5%

LAIF 0.7% MMF 12.2%

NCUA 0.0%

Supra 0.7%

4

*Not Rated by Moody's but A-1+ by S&P

**Repurchase Agreements are not rated, but are collateralized by U.S. Treasury securities or securities issued by the Federal Agencies of the U.S.

***LAIF is not rated, but is comprised of State Code allowable securities

Amounts are based on book values

- 40,000,000

57,970,728 44,776,930

119,435,286 15,003,007

-


Allocation by RatingsJune 30, 2015

346,016,040 Portfolio %Portfolio $Moody's Rating

P-1

- 69,266,854

5,690,386,161

6.1%87.8%1.0%0.8%2.1%0.3%0.0%0.0%0.7%0.0%1.2%

100.0%

4,997,917,315 Aaa Aa1 Aa2 Aa3 A1

Total

A2 A3

LAIF*** Repo**

Not Rated*

P-1 6.1%

Aaa 87.8%

Aa1 1.0% Aa2 0.8%

Aa3 2.1% A1 0.3% A2 0.0%

LAIF*** 0.7% Repo** 0.0% Not Rated* 1.2%

5

Amounts are based on book values

June 30, 2015

Holdings by Issuer - Percent of Commingled Pool


0.0% 0.0% 0.1% 0.1% 0.1% 0.1% 0.1% 0.1% 0.2% 0.3% 0.3% 0.3% 0.4% 0.4% 0.5% 0.6% 0.6% 0.7% 0.7% 0.7% 1.0% 1.0% 1.1% 1.1%

1.5% 1.8% 1.8% 1.9%

3.5% 4.2% 4.4%

10.4% 15.1%

15.5% 29.8%

0% 5% 10% 15% 20% 25% 30% 35%

UNIVERSITY CALIFORNIA REVSMERCEDES-BENZ AUTO LEASE TRUST

APPLE INCNISSAN AUTO LEASE TRUST

GENERAL ELECTRICGE EQUIP TRANSPORTATION LLC

AMERICAN EXPRESSBMW VEHICLE OWNER TRUST

BERKSHIRE HATHWYCOLGATE-PALMOLIVE CO

BANK OF NOVA SCOTIA HOUSTONROYAL BANK OF CANADA

IBMHONDA AUTO RECEIVABLES OWNER T

JOHN DEERE OWNER TRUSTWALMART

VOLKSWAGEN AUTO LOAN ENHANCEDINTL BANK RECON & DEVELOP

TOYOTA AUTO REC OWNER TRUSTLOCAL AGENCY INVEST FUND

CHEVRON CORP.CHASE ISSUANCE TRUST (ABS)

JOHNSON & JOHNSONEXXON MOBIL CORP

CALIFORNIA STMORGAN STANLEY TRSY INSTL 8304

MORGAN STANLEY GOVT INSTL 8302U S BANK

U.S. TREASURYDREYFUS CASH MANAGEMENT

BLACKROCKFFCB

FHLMCFNMA

FHLB

6

Amounts in billions

$4.179 $3.935$3.736

Jul Aug Sep Oct Nov Mar Apr May Jun$4.384 $3.536

$3.833$3.637$4.952$3.517 $3.515 $3.469 $3.645 $4.600

$3.695

$4.521$4.032

$3.408 $3.687 $4.463

$4.040 $4.926 $4.525$3.551 $3.712 $4.339

$3.918 $3.982 $4.606 $5.286FY 2013

$3.541$3.230$3.801$3.508

FY 2010FY 2011

$3.307

FY 2012

$3.373 $3.307 $3.307 $3.408 $4.175$3.032

$3.555 $3.805 $4.567 $4.097$3.143 $2.898 $3.227 $3.943


Historical Month End Book ValuesJune 30, 2015

Fiscal Year Dec Jan Feb

FY 2014 $4.133 $4.052 $3.975 $3.758 $5.386 $5.487 $5.108$4.271 $5.419 $5.019 $4.520 $4.461FY 2015 $4.267 $4.194 $4.096 $4.051 $6.284 $6.065 $5.690$4.247 $5.639 $5.045 $5.085 $5.420

$2.50

$3.00

$3.50

$4.00

$4.50

$5.00

$5.50

$6.00

$6.50

Billi

ons

7

*Amounts are based on book value

Overnight 831,742,044

Overnight 14.62%

3Yr-4Yr 297,433,739 112,282,495

Maturity Amount*

5,690,386,161

1-30 Days 393,527,247

100.00%


Distribution by MaturityJune 30, 2015

Maturity Amount*

3Yr-4Yr 5.23%4Yr-5Yr 1.97%

1-30 Days 6.92%31-90 Days 4.90%

91-365 Days 21.15%1Yr-2Yr 25.90%2Yr-3Yr

31-90 Days 278,606,196 91-365 Days 1,203,298,409

19.33%

1Yr-2Yr 1,473,662,950 2Yr-3Yr 1,099,833,080

4Yr-5Yr

$0

$200,000,000

$400,000,000

$600,000,000

$800,000,000

$1,000,000,000

$1,200,000,000

$1,400,000,000

$1,600,000,000

Overnight 1-30 Days 31-90 Days 91-365 Days 1Yr-2Yr 2Yr-3Yr 3Yr-4Yr 4Yr-5Yr

Distribution By Maturity Dollars

0%

5%

10%

15%

20%

25%

30%

Overnight 1-30 Days 31-90 Days 91-365 Days 1Yr-2Yr 2Yr-3Yr 3Yr-4Yr 4Yr-5Yr

Distribution By Maturity Percentages

8


Yield to Maturity and Weighted Average MaturityJune 30, 2015

Item Jul-14 Aug-14 Sep-14 Oct-14 Nov-14 Jun-15Mar-15 Apr-15 May-15SCC YTM 0.49% 0.48% 0.48% 0.46% 0.51% 0.51%

Dec-14 Jan-15 Feb-150.54% 0.59% 0.61% 0.62%

LAIF YTM 0.24% 0.26% 0.25% 0.26% 0.26% 0.30%0.27% 0.28% 0.29%0.49% 0.47%

0.62%SCC WAM 437 421 406 397

0.26% 0.26% 0.26%0.07% 0.12% 0.05% 0.07%

191 239205 198 208 196 220 222LAIF WAM 247 233 232 213

6 Mon T-Bill 0.05% 0.05% 0.03% 0.05% 0.14% 0.04% 0.06% 0.11%0.65%0.56% 0.57% 0.61%

419 466 471 4692Yr T-Note 0.53% 0.49% 0.57% 0.49%

418 395 419 4050.47% 0.67% 0.45%

0.00%

0.10%

0.20%

0.30%

0.40%

0.50%

0.60%

0.70%Yield to Maturity

Santa ClaraLAIF6 Mon2Yr

150

200

250

300

350

400

450

500

550

Days

Weighted Average Maturity

Santa ClaraLAIF

9

Direct Commercial Paper Issuers Broker/DealersToyota Motor Credit Corp Barclays Capital, IncUS Bancorp Blaylock Robert Van, LLCWells Fargo & Co BMO Capital Markets

BNP Paribas Securities CorpBrean Capital LLCCantor Fitzgerald & CoCastleoak Securities :PCitigroup Global Markets IncCredit Suisse Securities, USADaiwa Capital Markets America IncDeutsche Bank Securities IncFTN Financial, IncIncapital LLCJefferies & CoJP Morgan Securities, IncKeybanc Capital Markets, IncLoop Capital Markets LLCMerrill Lynch & Co IncMizuho Securities USA, IncMorgan Stanley & Co IncPiper Jaffray & CoRaymond James, Inc.RBC Capital Markets, IncStifel Nicolaus & CoSuntrust Robinson Humphrey IncUBSVining Sparks LPWedbush Securities IncWells Fargo Institutional SecuritiesWilliams Capital

Santa Clara County

Approved Issuers and Broker/DealersJune 30, 2015

10

Santa Clara County Commingled PoolCompliance with Investment Policy

June 30, 2015

MaturityIn Compliance

YesParametersItem/Sector

Weighted Average Maturity (WAM) must be less than 24 monthsInterest Periods Securities must pay interest within one year of the initial investment and at least semiannually in subsequent years

Yes

Investment Swaps Similar maturity swaps, so as not to affect cash flow needs, should have minimum 5 basis point gain

No sector limit, no issuer limit, max maturity 5 years

Issuer LimitsNo more than 5% of the portfolio shall be invested in aggregate of any single institution of the following types: Bankers

Acceptances, CP, Negotiable CDs, and Corporate Notes Yes

YesYes

LAIF

U.S. Treasuries

YesU.S. Federal Agencies

No sector limit, no issuer limit, CA State's deposit limit $50 millionYesNo sector limit, no issuer limit, max maturity 5 years

Supranational Debt Obligations

Sector limit 10%, max maturity 5 years, issued or unconditionally gauranteed by the IBRD, rated by at least two: AAA (S&P/Fitch), Aaa (Moody's)

Yes

Sector limit 40%, issuer limit 5%, max maturity 180 days, rated by at least two: A-1 (S&P), P-1 (Moody's), F-1 (Fitch), issued by commercial banks

Yes, None in Portfolio

Yes

Sector limit 40%, issuer limit 5%, max maturity 270 days, rated by at least two: A-1 (S&P), P-1 (Moody's), F-1 (Fitch), issued by domestic corporation w/ at least $500 mil of assets, and long term debt rated by at least two: AA- (S&P/Fitch)/Aa3 (Moody's)

Commercial Paper Yes

Money Market FundsSector limit 20%, issuer limit 10%, rated by at least two: AAA-m (S&P/Fitch)/Aaa-mf (Moody's), MMF has at least $500 mil

managed Yes

Corporate BondsYes

No sector limit, no Issuer limit, max maturity 92 days, treasury and agency collateral at 102% of investment, if maturity exceeds 15 days, must be collateralized by securities with 5 years or less maturities

Sector limit 30%, issuer limit 5%, max maturity 5 years, rated by at least two: AA- (S&P/Fitch)/Aa3 (Moody's), issued by domestic corps/depositories

Repurchase Agreements

Sector limit 30%, issuer limit 5%, max maturity 5 years, if under 1 year rated by at least two: A-1 (S&P), P-1 (Moody's), F-1 (Fitch), if greater than 1 year rated by at least two: AA- (S&P/Fitch)/Aa3 (Moody's)

Negotiable Certificates of Deposit

Sector limit 10%, no issuer limit, State of CA, local CA agencies, and other municipal securities of the other 49 states, if long-term rated, then by at least two: A- (S&P/Fitch)/A3 (Moody's), if short-term rated, then by at least two: SP-1 (S&P), MIG-1

(Moody's), F-1 (Fitch), revenue based bonds payable solely out of the States' or local agencies' revenuesMunicipal Securities

Securities LendingSector limit 20%, max maturity 92 days for loans and reinvestment, loan counterparty must be a primary dealer, loaned

securities must be owned for at least 30 days

Bankers' Acceptances

Sector limit 20% in aggregate with ABS, no issuer limit, max maturity 5 years, collateralized by pools of conforming residential mortgage loans insured by FHLMC/FNMA and residential mortgages guaranteed by FHA (GNMA)

Mortgage-Backed Securities

Sector limit 20% in aggregate with ABS, no issuer limit, max maturity 5 years, collateralized by pools of loans such as installment/receivables, security must be rated by at least two: AA- (S&P/Fitch), Aa3 (Moody's), issuer rated by at least two: A-

(S&P/Fitch), A3 (Moody's)Asset-Backed Securities

Yes

Yes

Yes

Yes

Yes, None in Portfolio

11

SANTA CLARA COUNTY INVESTMENTS

June 30, 2015

Fund COMM - COMMINGLED POOLInvestments by Fund

Par ValueDays ToMaturity

MaturityDate

CurrentRateMarket ValueCUSIP Investment # Issuer

PurchaseDate Book Value

YTM360

YTM365

Negotiable CDs

BANK OF NOVA SCOTIA HOUSTON34596 15,000,000.0006417F6H8 10/22/2015 1130.65010/22/2013 15,022,155.00 0.641 0.65015,000,000.00ROYAL BANK OF CANADA35643 15,000,000.0078009NTJ5 02/12/2016 2260.29202/12/2015 14,997,585.00 0.291 0.29515,000,000.00

Subtotal and Average 30,000,000.00 30,000,000.00 30,019,740.00 0.466 0.473 169

Federal Agency Bonds

FFCB NOTES33610 15,000,000.003133EAZ68 09/25/2015 860.40009/25/2012 15,009,780.00 0.409 0.41514,999,475.00FFCB NOTES33735 10,000,000.003133EA7L6 11/09/2015 1310.40011/09/2012 10,008,140.00 0.407 0.4139,999,537.78FFCB NOTES33822 20,000,000.003133EC7H1 08/17/2015 470.34012/17/2012 20,002,700.00 0.359 0.36419,999,386.67FFCB NOTES34628 50,000,000.003133ECX74 07/13/2015 120.30011/06/2013 50,003,650.00 0.271 0.27550,000,415.16FFCB NOTES34719 30,000,000.003133EDBE1 07/09/2015 80.22012/09/2013 30,000,390.00 0.261 0.26429,999,701.05FFCB NOTES34722 50,000,000.003133EDBE1 07/09/2015 80.22012/10/2013 50,000,650.00 0.278 0.28249,999,311.07FFCB NOTES34758 50,000,000.003133EDC59 08/19/2015 490.25012/19/2013 50,008,400.00 0.294 0.29849,996,800.00FFCB NOTES34759 20,000,000.003133EDC59 08/19/2015 490.25012/19/2013 20,003,360.00 0.321 0.32519,997,984.00FFCB NOTES35006 20,000,000.003133EDET5 11/05/2015 1270.31004/11/2014 20,000,100.00 0.228 0.23120,005,408.51FFCB NOTES35021 25,000,000.003133EDET5 11/05/2015 1270.31004/17/2014 25,000,125.00 0.251 0.25525,004,722.22FFCB NOTES35048 20,108,000.003133EDGC0 11/04/2015 1260.25004/25/2014 20,113,670.46 0.246 0.25020,108,000.00FFCB NOTES35208 20,000,000.003133EDMC3 02/26/2016 2400.25007/09/2014 19,999,620.00 0.395 0.40019,980,383.30FFCB NOTES35448 10,000,000.003133EECW8 05/25/2016 3290.37511/25/2014 10,025,590.00 0.369 0.37510,000,000.00FFCB NOTES35449 10,000,000.003133EECW8 05/25/2016 3290.37511/25/2014 10,025,590.00 0.369 0.37510,000,000.00FFCB NOTES35475 10,000,000.003133EEEC0 01/04/2016 1870.22012/04/2014 10,000,320.00 0.226 0.2299,999,530.77FFCB NOTES35481 10,500,000.003133EEEC0 01/04/2016 1870.22012/05/2014 10,500,336.00 0.239 0.24310,498,765.10FFCB NOTES35497 15,000,000.003133EDQM7 07/17/2017 7471.00012/10/2014 15,076,425.00 0.942 0.95515,013,549.63FFCB NOTES35527 10,000,000.003133EEFE5 12/18/2017 9011.12512/18/2014 10,039,770.00 1.077 1.09210,007,884.44FFCB NOTES35529 10,000,000.003133EEFE5 12/18/2017 9011.12512/18/2014 10,039,770.00 1.109 1.12510,000,000.00FFCB NOTES35536 20,000,000.003133EEFZ8 02/23/2017 6030.70012/23/2014 20,008,740.00 0.690 0.70020,000,000.00FFCB NOTES35537 30,000,000.003133EEFZ8 02/23/2017 6030.70012/23/2014 30,013,110.00 0.739 0.74929,975,636.92FFCB NOTES35678 10,000,000.003133EEQX1 09/25/2017 8171.00002/26/2015 10,035,050.00 0.909 0.92210,017,055.44FFCB NOTES35683 15,000,000.003133EEQX1 09/25/2017 8171.00002/27/2015 15,052,575.00 0.958 0.97115,009,486.85FFCB NOTES35757 20,000,000.003133EEQX1 09/25/2017 8171.00003/24/2015 20,070,100.00 0.880 0.89320,047,085.31FFCB NOTES35799 9,950,000.003133EEWG1 04/01/2019 1,3701.30004/01/2015 9,897,454.05 1.353 1.3719,923,946.55FFCB NOTES35872 10,000,000.003133EEQX1 09/25/2017 8171.00004/16/2015 10,035,050.00 0.752 0.76210,052,410.92

Portfolio SCL2AP

Run Date: 07/08/2015 - 16:10 FI (PRF_FI) 7.1.1Report Ver. 7.3.5

12

June 30, 2015


MaturityDate

CurrentRateMarket Value

Fund COMM - COMMINGLED POOLInvestments by Fund Page 2

CUSIP Investment # IssuerPurchase

Date Book ValueYTM360

YTM365


FFCB NOTES35877 12,195,000.003133EEUT5 01/23/2017 5720.70004/17/2015 12,210,390.09 0.527 0.53412,226,250.65FFCB NOTES35892 5,000,000.003133ECBX1 09/28/2017 8200.82004/21/2015 4,993,455.00 0.787 0.7985,002,392.47FFCB NOTES35940 5,000,000.003133EEE71 05/01/2018 1,0350.92005/01/2015 4,985,420.00 0.907 0.9205,000,000.00FFCB NOTES35941 5,000,000.003133EEE71 05/01/2018 1,0350.92005/01/2015 4,985,420.00 0.907 0.9205,000,000.00FFCB NOTES35965 5,000,000.003133EEJ50 05/11/2018 1,0451.03005/11/2015 4,999,035.00 1.082 1.0974,990,572.64FHLB NOTES33890 25,000,000.00313379DD8 06/21/2017 7211.00012/31/2012 25,130,650.00 0.678 0.68825,151,150.62FHLB NOTES34257 15,000,000.003133834R9 06/24/2016 3590.37505/10/2013 14,998,980.00 0.426 0.43214,991,661.79FHLB NOTES34261 35,000,000.003133834R9 06/24/2016 3590.37505/13/2013 34,997,620.00 0.452 0.45834,971,454.55FHLB NOTES34533 25,000,000.003133834R9 06/24/2016 3590.37509/17/2013 24,998,300.00 0.698 0.70824,919,185.31FHLB NOTES34652 22,355,000.00313373SZ6 06/10/2016 3452.12511/14/2013 22,717,911.07 0.542 0.55022,683,749.59FHLB NOTES34663 25,000,000.00313373SZ6 06/10/2016 3452.12511/19/2013 25,405,850.00 0.479 0.48625,382,893.32FHLB NOTES34668 30,000,000.00313383V81 08/28/2015 580.37511/21/2013 30,012,870.00 0.281 0.28530,004,241.44FHLB NOTES34671 18,605,000.00313383V81 08/28/2015 580.37511/22/2013 18,612,981.55 0.272 0.27618,607,884.65FHLB NOTES34682 50,000,000.00313373SZ6 06/10/2016 3452.12511/26/2013 50,811,700.00 0.476 0.48350,767,386.21FHLB NOTES34749 15,000,000.00313373SZ6 06/10/2016 3452.12512/17/2013 15,243,510.00 0.500 0.50715,226,803.53FHLB NOTES34848 10,000,000.003130A0SD3 02/19/2016 2330.38001/24/2014 10,005,720.00 0.447 0.4539,995,348.19FHLB NOTES34998 20,000,000.003130A0QG8 07/29/2015 280.28004/10/2014 20,002,600.00 0.189 0.19220,001,361.19FHLB NOTES35004 15,000,000.003130A1NN4 05/24/2017 6930.87504/11/2014 15,047,940.00 0.925 0.93714,982,392.83FHLB NOTES35020 15,000,000.00313375RN9 03/11/2016 2541.00004/17/2014 15,064,740.00 0.381 0.38615,063,596.49FHLB NOTES35031 30,000,000.003130A1NW4 10/15/2015 1060.25004/21/2014 29,989,380.00 0.256 0.26029,999,135.28FHLB NOTES35063 20,000,000.003130A1P69 10/30/2015 1210.23004/30/2014 19,974,980.00 0.229 0.23319,999,798.10FHLB NOTES35097 10,000,000.003130A22N5 06/06/2016 3410.42005/19/2014 9,999,560.00 0.427 0.4339,998,727.27FHLB NOTES35136 5,000,000.003130A2C61 06/10/2016 3450.37506/06/2014 5,000,425.00 0.439 0.4464,996,675.55FHLB NOTES35193 25,000,000.003130A22N5 06/06/2016 3410.42006/30/2014 24,998,900.00 0.460 0.46624,989,170.26FHLB NOTES35195 5,000,000.003130A2C61 06/10/2016 3450.37506/30/2014 5,000,425.00 0.461 0.4684,995,641.43FHLB NOTES35206 20,000,000.003130A22N5 06/06/2016 3410.42007/09/2014 19,999,120.00 0.503 0.51019,983,323.14FHLB NOTES35397 30,000,000.003130A22N5 06/06/2016 3410.42010/30/2014 29,998,680.00 0.416 0.42129,999,476.56FHLB NOTES35398 20,000,000.003130A3CE2 10/14/2016 4710.62510/30/2014 20,026,780.00 0.526 0.53320,023,281.53FHLB NOTES35402 10,000,000.003130A3CE2 10/14/2016 4710.62510/31/2014 10,013,390.00 0.563 0.57110,006,875.85FHLB NOTES35404 10,000,000.003130A3FM1 03/01/2016 2440.30011/04/2014 9,999,390.00 0.295 0.30010,000,000.00FHLB NOTES35405 10,000,000.003130A3FM1 03/01/2016 2440.30011/04/2014 9,999,390.00 0.295 0.30010,000,000.00FHLB NOTES35407 10,000,000.003130A3CE2 10/14/2016 4710.62511/06/2014 10,013,390.00 0.584 0.59210,004,178.94

Portfolio SCL2AP


13

June 30, 2015


MaturityDate





YTM365


FHLB NOTES35408 15,000,000.003130A3CE2 10/14/2016 4710.62511/06/2014 15,020,085.00 0.584 0.59215,006,268.41FHLB NOTES35416 10,000,000.003130A3GV0 02/25/2016 2390.29011/10/2014 10,000,170.00 0.286 0.29010,000,000.00FHLB NOTES35466 10,000,000.003130A3M35 10/14/2016 4710.52012/02/2014 10,003,250.00 0.500 0.50710,001,653.57FHLB NOTES35482 15,000,000.003130A3P32 07/01/2016 3660.43012/05/2014 15,015,480.00 0.422 0.42815,000,286.22FHLB NOTES35483 10,000,000.003130A3P32 07/01/2016 3660.43012/05/2014 10,010,320.00 0.424 0.43010,000,000.00FHLB NOTES35488 25,000,000.003130A3P32 07/01/2016 3660.43012/09/2014 25,025,800.00 0.479 0.48624,986,067.62FHLB NOTES35496 50,000,000.003130A3PB4 01/04/2016 1870.23012/10/2014 50,002,700.00 0.260 0.26349,991,421.88FHLB NOTES35505 25,000,000.003130A3P40 07/03/2017 7330.87512/11/2014 25,032,900.00 0.912 0.92524,975,293.82FHLB NOTES35506 10,000,000.003130A3PB4 01/04/2016 1870.23012/11/2014 10,000,540.00 0.260 0.2639,998,279.90FHLB NOTES35512 13,975,000.003130A2C61 06/10/2016 3450.37512/12/2014 13,976,187.88 0.470 0.47713,961,615.17FHLB NOTES35516 25,000,000.003133782N0 03/10/2017 6180.87512/15/2014 25,084,800.00 0.806 0.81825,023,792.61FHLB NOTES35517 35,000,000.003133782N0 03/10/2017 6180.87512/15/2014 35,118,720.00 0.740 0.75135,072,550.43FHLB NOTES35520 25,000,000.003130A2C61 06/10/2016 3450.37512/16/2014 25,002,125.00 0.421 0.42724,987,779.49FHLB NOTES35528 25,000,000.003130A3RW6 08/15/2017 7761.00012/18/2014 25,100,225.00 0.938 0.95125,025,546.50FHLB NOTES35530 25,000,000.003130A3PB4 01/04/2016 1870.23012/18/2014 25,001,350.00 0.259 0.26324,995,741.36FHLB NOTES35531 17,000,000.003130A3SZ8 08/15/2017 7760.95012/18/2014 17,071,230.00 0.966 0.98016,989,373.45FHLB NOTES35541 15,000,000.003130A3P81 01/29/2016 2120.25012/29/2014 15,002,505.00 0.246 0.25015,000,000.00FHLB NOTES35542 10,000,000.003130A3P81 01/29/2016 2120.25012/29/2014 10,001,670.00 0.246 0.25010,000,000.00FHLB NOTES35543 25,000,000.003130A3P81 01/29/2016 2120.25012/29/2014 25,004,175.00 0.246 0.25025,000,000.00FHLB NOTES35544 25,000,000.003130A3P81 01/29/2016 2120.25012/29/2014 25,004,175.00 0.246 0.25025,000,000.00FHLB NOTES35548 30,000,000.003130A2Y75 03/10/2016 2530.40012/30/2014 30,011,670.00 0.374 0.38030,004,117.19FHLB NOTES35549 10,000,000.003130A3SL9 06/15/2017 7150.95012/30/2014 10,062,130.00 0.907 0.92010,005,727.46FHLB NOTES35684 20,000,000.003130A4GJ5 04/25/2018 1,0291.12502/27/2015 20,045,780.00 1.124 1.13919,991,802.46FHLB NOTES35685 12,000,000.003130A4GJ5 04/25/2018 1,0291.12502/27/2015 12,027,468.00 1.124 1.13911,995,081.48FHLB NOTES35803 25,000,000.003130A4WA6 07/06/2018 1,1011.00004/06/2015 24,934,000.00 0.986 1.00025,000,000.00FHLB NOTES35815 20,000,000.003130A4WB4 01/08/2018 9220.87504/08/2015 19,960,800.00 0.863 0.87520,000,000.00FHLB NOTES35816 25,000,000.003130A4UP5 06/29/2018 1,0941.05004/08/2015 24,916,750.00 0.976 0.99025,044,104.22FHLB NOTES35826 9,460,000.00313383VN8 09/13/2019 1,5352.00004/09/2015 9,635,719.50 1.321 1.3409,713,676.61FHLB NOTES35827 25,155,000.00313383VN8 09/13/2019 1,5352.00004/09/2015 25,622,254.13 1.332 1.35125,818,095.90FHLB NOTES35855 12,000,000.003130A4WA6 07/06/2018 1,1011.00004/14/2015 11,968,320.00 0.996 1.01011,996,414.46FHLB NOTES35864 26,500,000.003130A4Y71 06/15/2018 1,0801.00004/15/2015 26,443,740.50 0.981 0.99426,503,957.33FHLB NOTES35865 16,915,000.003130A4YA4 08/15/2018 1,1411.05004/15/2015 16,855,746.76 1.025 1.03916,920,228.43

Portfolio SCL2AP


14

June 30, 2015


MaturityDate





YTM365


FHLB NOTES35867 10,000,000.00313378QK0 03/08/2019 1,3461.87504/15/2015 10,188,050.00 1.196 1.21310,237,498.00FHLB NOTES35879 10,000,000.003130A4KD3 03/09/2017 6170.75004/17/2015 10,014,260.00 0.561 0.56810,030,371.56FHLB NOTES35906 20,000,000.00313379DT3 06/08/2018 1,0731.25004/23/2015 20,077,740.00 0.992 1.00620,140,557.51FHLB NOTES35922 10,000,000.00313378A43 03/09/2018 9821.37504/28/2015 10,087,040.00 0.921 0.93410,116,610.67FHLB NOTES35952 10,000,000.003130A57J2 07/06/2018 1,1011.00005/06/2015 9,978,800.00 0.997 1.0119,996,621.27FHLB NOTES35956 5,000,000.003133XRFZ8 06/08/2018 1,0734.75005/07/2015 5,521,860.00 1.138 1.1545,517,083.26FHLB NOTES35957 5,000,000.00313379DT3 06/08/2018 1,0731.25005/07/2015 5,019,435.00 1.096 1.1125,019,836.59FHLB NOTES35958 15,000,000.003130A57G8 08/07/2018 1,1331.05005/07/2015 14,946,060.00 1.066 1.08114,985,921.23FHLB NOTES36053 5,000,000.00313378A43 03/09/2018 9821.37506/18/2015 5,043,520.00 1.122 1.1385,031,230.58FHLB NOTES36059 5,000,000.00313378A43 03/09/2018 9821.37506/19/2015 5,043,520.00 1.031 1.0455,043,560.00FHLMC NOTES33454 10,000,000.003134G3J76 09/04/2015 650.45008/30/2012 10,007,130.00 0.439 0.44510,000,075.55FHLMC NOTES33552 10,000,000.003134G3J76 09/04/2015 650.45009/17/2012 10,007,130.00 0.535 0.54310,000,177.13FHLMC NOTES33721 20,000,000.003137EACW7 08/25/2016 4212.00011/01/2012 20,354,460.00 0.602 0.61020,315,290.83FHLMC NOTES34532 25,000,000.003137EADQ9 05/13/2016 3170.50009/17/2013 25,034,025.00 0.718 0.72824,951,046.03FHLMC NOTES34543 10,000,000.003137EADS5 10/14/2016 4710.87509/23/2013 10,056,040.00 0.819 0.83010,005,593.01FHLMC NOTES34723 50,000,000.003137EADQ9 05/13/2016 3170.50012/10/2013 50,068,050.00 0.455 0.46150,016,475.60FHLMC NOTES34751 44,400,000.003137EADQ9 05/13/2016 3170.50012/17/2013 44,460,428.40 0.470 0.47744,408,638.00FHLMC NOTES34754 25,000,000.003137EADQ9 05/13/2016 3170.50012/18/2013 25,034,025.00 0.457 0.46325,007,881.16FHLMC NOTES34971 20,000,000.003137EADQ9 05/13/2016 3170.50004/01/2014 20,027,220.00 0.502 0.50919,998,280.31FHLMC NOTES35207 10,000,000.003137EADN6 01/12/2018 9260.75007/09/2014 9,950,200.00 1.255 1.2739,870,959.70FHLMC NOTES35498 25,000,000.003137EADH9 06/29/2017 7291.00012/10/2014 25,137,175.00 0.891 0.90325,047,267.68FHLMC NOTES35507 15,000,000.003137EADT3 02/22/2017 6020.87512/11/2014 15,068,265.00 0.701 0.71015,040,010.18FHLMC NOTES35508 16,917,000.003137EADC0 03/08/2017 6161.00012/11/2014 17,023,560.18 0.760 0.77016,981,627.40FHLMC NOTES35546 16,850,000.003137EADC0 03/08/2017 6161.00012/29/2014 16,956,138.15 0.873 0.88516,882,148.69FHLMC NOTES35556 25,000,000.003137EADJ5 07/28/2017 7581.00012/30/2014 25,116,425.00 0.987 1.00124,999,396.28FHLMC NOTES35755 20,000,000.003134G3M31 09/27/2017 8191.00003/23/2015 20,062,960.00 0.885 0.89720,045,114.60FHLMC NOTES35756 15,000,000.003134G3B90 08/15/2017 7760.87503/24/2015 15,003,555.00 0.836 0.84815,008,385.37FHLMC NOTES35760 10,000,000.003137EADN6 01/12/2018 9260.75003/25/2015 9,950,200.00 0.898 0.9119,959,832.77FHLMC NOTES35761 10,000,000.003137EADN6 01/12/2018 9260.75003/25/2015 9,950,200.00 0.921 0.9339,954,133.37FHLMC NOTES35785 5,000,000.003137EADN6 01/12/2018 9260.75003/30/2015 4,975,100.00 0.914 0.9264,977,952.35FHLMC NOTES35873 30,000,000.003137EADM8 10/02/2019 1,5541.25004/16/2015 29,599,470.00 1.296 1.31429,920,208.78FHLMC NOTES35893 25,000,000.003134G6TF0 06/29/2018 1,0940.93004/21/2015 24,880,025.00 0.922 0.93424,996,478.66

Portfolio SCL2AP


15

June 30, 2015


MaturityDate





YTM365


FHLMC NOTES35942 10,000,000.003134G3ZH6 07/25/2017 7551.00005/01/2015 10,037,730.00 0.742 0.75310,050,497.61FNMA NOTES30108 25,000,000.0031398A4M1 10/26/2015 1171.62511/03/2010 25,118,225.00 1.359 1.37825,018,997.77FNMA NOTES32277 20,000,000.003135G0ES8 11/15/2016 5031.37502/06/2012 20,235,200.00 0.941 0.95420,112,594.07FNMA NOTES32308 15,000,000.0031359M4D2 02/13/2017 5935.00002/22/2012 16,067,175.00 1.132 1.14715,905,414.57FNMA NOTES33443 10,000,000.003135G0NV1 09/28/2015 890.50008/30/2012 9,998,140.00 0.460 0.46610,000,800.90FNMA NOTES33714 20,000,000.003135G0ES8 11/15/2016 5031.37510/29/2012 20,235,200.00 0.654 0.66320,192,307.14FNMA NOTES33722 20,000,000.003135G0NV1 09/28/2015 890.50011/01/2012 19,996,280.00 0.429 0.43520,003,074.50FNMA NOTES34271 20,000,000.003135G0XP3 07/05/2016 3700.37505/17/2013 19,995,060.00 0.481 0.48819,977,153.19FNMA NOTES34524 25,000,000.003135G0LN1 07/02/2015 10.50009/13/2013 25,000,275.00 0.404 0.41025,000,062.02FNMA NOTES34555 25,000,000.003135G0YE7 08/26/2016 4220.62509/27/2013 25,060,275.00 0.722 0.73224,969,339.85FNMA NOTES34564 10,000,000.003135G0LN1 07/02/2015 10.50009/30/2013 10,000,110.00 0.304 0.30910,000,052.85FNMA NOTES34633 10,000,000.003135G0LN1 07/02/2015 10.50011/07/2013 10,000,110.00 0.266 0.27010,000,063.70FNMA NOTES34634 30,000,000.003135G0LN1 07/02/2015 10.50011/07/2013 30,000,330.00 0.266 0.27030,000,191.09FNMA NOTES34635 10,000,000.003135G0LN1 07/02/2015 10.50011/07/2013 10,000,110.00 0.265 0.26910,000,063.87FNMA NOTES34651 10,000,000.003135G0LN1 07/02/2015 10.50011/14/2013 10,000,110.00 0.285 0.28910,000,058.16FNMA NOTES34664 15,000,000.003135G0XP3 07/05/2016 3700.37511/20/2013 14,996,295.00 0.508 0.51514,978,911.11FNMA NOTES34667 30,000,000.003135G0LN1 07/02/2015 10.50011/21/2013 30,000,330.00 0.261 0.26530,000,195.18FNMA NOTES34692 25,000,000.003135G0XP3 07/05/2016 3700.37511/27/2013 24,993,825.00 0.574 0.58224,968,392.54FNMA NOTES34720 30,000,000.003135G0XP3 07/05/2016 3700.37512/10/2013 29,992,590.00 0.526 0.53329,952,188.11FNMA NOTES34721 25,000,000.003135G0YE7 08/26/2016 4220.62512/10/2013 25,060,275.00 0.574 0.58225,012,224.64FNMA NOTES34738 30,000,000.003135G0GY3 01/30/2017 5791.25012/13/2013 30,311,040.00 0.786 0.79730,211,292.37FNMA NOTES34739 25,000,000.003135G0XP3 07/05/2016 3700.37512/13/2013 24,993,825.00 0.655 0.66524,951,104.77FNMA NOTES34750 35,000,000.003135G0XP3 07/05/2016 3700.37512/17/2013 34,991,355.00 0.606 0.61534,946,639.11FNMA NOTES34913 10,000,000.003135G0ZB2 04/20/2017 6590.75003/10/2014 10,012,010.00 0.852 0.8639,979,776.70FNMA NOTES35447 10,000,000.003135G0VC4 02/28/2018 9731.13011/25/2014 10,035,170.00 1.170 1.1869,985,151.41FNMA NOTES35454 6,000,000.003135G0VC4 02/28/2018 9731.13011/26/2014 6,021,102.00 1.148 1.1645,994,659.74FNMA NOTES35750 16,365,000.003135G0PP2 09/20/2017 8121.00003/20/2015 16,409,120.04 0.909 0.92216,392,894.69FNMA NOTES35762 15,000,000.003135G0WJ8 05/21/2018 1,0550.87503/25/2015 14,910,225.00 1.022 1.03614,931,200.02FNMA NOTES35814 25,000,000.003135G0YM9 09/18/2018 1,1751.87504/07/2015 25,539,675.00 1.009 1.02325,670,565.87FNMA NOTES35847 7,000,000.003135G0UU5 03/06/2020 1,7101.75004/13/2015 7,041,048.00 1.474 1.4947,080,350.51FNMA NOTES35856 14,584,000.003135G0UU5 03/06/2020 1,7101.75004/14/2015 14,669,520.58 1.469 1.48914,754,567.83FNMA NOTES35943 10,000,000.003135G0MZ3 08/28/2017 7890.87505/01/2015 10,023,710.00 0.755 0.76510,023,275.00

Portfolio SCL2AP


16

June 30, 2015


MaturityDate





YTM365


FNMA NOTES36088 7,370,000.003136FTZZ5 01/30/2019 1,3091.75006/26/2015 7,474,934.06 1.397 1.4177,455,308.49

Subtotal and Average 2,857,635,595.54 2,851,204,000.00 2,859,034,601.40 0.621 0.630 485

Federal Agency Bonds - CALLABLE

FFCB NOTES35455 10,000,000.003133EDXG2 10/14/2016 4710.67011/26/2014 10,001,270.00 0.611 0.61910,006,402.10FFCB NOTES35467 8,000,000.003133EDXG2 10/14/2016 4710.67012/02/2014 8,001,016.00 0.577 0.5858,008,612.35FHLB NOTES34968 25,000,000.003130A1CD8 09/28/2016 4551.12503/28/2014 25,065,200.00 0.780 0.79125,102,437.50FHLB NOTES35403 40,000,000.003130A3BP8 10/28/2016 4850.75011/03/2014 40,065,320.00 0.612 0.62040,068,047.55FHLB NOTES35545 19,445,000.003130A3BP8 10/28/2016 4850.75012/29/2014 19,476,753.69 0.739 0.74919,445,000.00FHLB NOTES35595 35,000,000.003130A3UU6 01/27/2017 5760.87501/27/2015 35,093,800.00 0.863 0.87535,000,000.00FHLB NOTES35712 15,000,000.003130A3UU6 01/27/2017 5760.87503/09/2015 15,040,200.00 0.832 0.84415,007,137.61FHLB NOTES35781 6,000,000.003130A4MW9 03/30/2017 6380.90003/30/2015 6,009,666.00 1.187 1.2036,000,000.00FHLB NOTES35782 6,875,000.003130A4MS8 06/30/2017 7301.00003/30/2015 6,890,743.75 0.986 1.0006,875,000.00FHLB NOTES35783 7,500,000.003130A4NZ1 03/29/2019 1,3671.60003/30/2015 7,506,705.00 1.580 1.6027,499,297.43FHLB NOTES35784 17,550,000.003130A4MW9 03/30/2017 6380.90003/30/2015 17,578,273.05 1.187 1.20317,550,000.00FHLB NOTES35825 7,500,000.003130A4NY4 07/09/2018 1,1041.40004/09/2015 7,516,267.50 1.381 1.4007,500,000.00FHLB NOTES35844 5,000,000.003130A4QS4 04/13/2018 1,0171.25004/13/2015 4,997,555.00 1.232 1.2505,000,000.00FHLB NOTES35846 10,600,000.003130A4RJ3 07/13/2018 1,1081.20004/13/2015 10,557,706.00 1.183 1.20010,600,000.00FHLB NOTES35866 5,000,000.003130A4PZ9 10/15/2018 1,2021.45004/15/2015 4,993,295.00 1.430 1.4505,000,000.00FHLB NOTES35905 10,000,000.003130A4YH9 04/20/2018 1,0241.10004/23/2015 9,996,770.00 1.084 1.09910,000,000.00FHLB NOTES35914 10,000,000.003130A4Y55 04/27/2018 1,0311.12504/27/2015 9,993,780.00 1.109 1.12510,000,000.00FHLB NOTES35915 10,000,000.003130A4Y55 04/27/2018 1,0311.12504/27/2015 9,993,780.00 1.109 1.12510,000,000.00FHLB NOTES35916 20,000,000.003130A4Y55 04/27/2018 1,0311.12504/27/2015 19,987,560.00 1.109 1.12520,000,000.00FHLB NOTES35929 5,000,000.003130A4Z88 10/29/2018 1,2161.22004/29/2015 4,975,495.00 1.203 1.2205,000,000.00FHLB NOTES35935 5,000,000.003130A4Z88 10/29/2018 1,2161.22004/29/2015 4,975,495.00 1.203 1.2205,000,000.00FHLB NOTES36041 10,000,000.003130A4HT2 09/18/2017 8101.75006/15/2015 10,096,360.00 1.287 1.30510,096,561.50FHLMC NOTES34950 30,000,000.003134G4UC0 07/29/2016 3940.65003/25/2014 30,008,850.00 0.655 0.66529,995,172.99FHLMC NOTES34957 30,000,000.003134G4UC0 07/29/2016 3940.65003/26/2014 30,008,850.00 0.646 0.65529,998,343.06FHLMC NOTES35019 12,500,000.003134G4UC0 07/29/2016 3940.65004/17/2014 12,503,687.50 0.577 0.58512,508,555.35FHLMC NOTES35458 14,150,000.003134G5RD9 11/25/2016 5130.65011/28/2014 14,174,918.15 0.641 0.65014,150,000.00FHLMC NOTES35460 10,000,000.003134G5P74 11/28/2016 5160.67011/28/2014 10,003,400.00 0.663 0.6729,999,647.92FHLMC NOTES35731 5,000,000.003134G6HR7 03/16/2018 9891.25003/16/2015 5,001,600.00 1.244 1.2614,998,420.14

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Federal Agency Bonds - CALLABLE

FHLMC NOTES35789 25,000,000.003134G6PR8 06/28/2018 1,0931.20003/30/2015 24,978,500.00 1.183 1.20025,000,000.00FHLMC NOTES35878 10,000,000.003134G6MX8 04/17/2019 1,3861.75004/17/2015 9,964,910.00 1.726 1.75010,000,000.00FHLMC NOTES35884 25,000,000.003134G6NT6 04/20/2018 1,0241.20004/20/2015 24,990,525.00 1.183 1.20025,000,000.00FHLMC NOTES35885 35,000,000.003134G6TQ6 04/20/2018 1,0241.25004/20/2015 34,930,105.00 1.232 1.25035,000,000.00FHLMC NOTES35911 10,000,000.003134G6TW3 07/27/2018 1,1221.15004/27/2015 9,973,180.00 1.134 1.15010,000,000.00FHLMC NOTES35912 12,500,000.003134G6TW3 07/27/2018 1,1221.15004/27/2015 12,466,475.00 1.140 1.15612,497,636.75FHLMC NOTES35913 15,000,000.003134G6TW3 07/27/2018 1,1221.15004/27/2015 14,959,770.00 1.134 1.15015,000,000.00FHLMC NOTES35923 10,250,000.003134G6SN4 07/28/2017 7580.85004/28/2015 10,243,593.75 0.838 0.85010,250,000.00FHLMC NOTES35924 20,000,000.003134G6UZ4 04/28/2017 6670.75004/28/2015 19,994,900.00 0.690 0.69920,004,562.50FHLMC NOTES35925 25,000,000.003134G6VU4 04/28/2017 6670.75004/28/2015 24,949,150.00 0.739 0.75025,000,000.00FHLMC NOTES35930 10,000,000.003134G6UE1 10/29/2018 1,2161.25004/29/2015 9,985,450.00 1.232 1.25010,000,000.00FHLMC NOTES35931 6,135,000.003134G6UW1 04/29/2019 1,3981.40004/29/2015 6,086,140.86 1.380 1.4006,135,000.00FHLMC NOTES36008 5,000,000.003134G6L76 05/25/2018 1,0591.25005/29/2015 5,006,085.00 1.232 1.2505,000,000.00FHLMC NOTES36065 2,225,000.003134G7CQ2 03/22/2018 9951.25006/22/2015 2,229,692.53 1.245 1.2632,224,228.33FHLMC NOTES36066 10,000,000.003134G67C1 06/22/2018 1,0871.20006/22/2015 10,023,870.00 1.225 1.2429,987,604.17FHLMC NOTES36075 15,000,000.003134G66C2 06/23/2017 7230.82006/23/2015 15,007,575.00 0.883 0.89514,977,750.00FHLMC NOTES36076 10,000,000.003134G64W0 06/23/2017 7230.90006/23/2015 10,003,670.00 0.892 0.9059,999,011.11FHLMC NOTES36087 10,000,000.003134G64W0 06/23/2017 7230.90006/26/2015 10,003,670.00 0.866 0.87810,004,170.71FHLMC NOTES36094 6,425,000.003134G6V26 06/29/2018 1,0941.25006/29/2015 6,428,456.65 1.232 1.2506,425,000.00FHLMC CALLABLE35554 10,000,000.003134G5VV4 06/30/2017 7301.05012/30/2014 10,024,940.00 1.035 1.05010,000,000.00FNMA NOTES34258 40,000,000.003135G0WY5 11/14/2016 5020.55005/14/2013 39,991,400.00 0.553 0.56139,993,725.00FNMA NOTES34358 50,000,000.003135G0XC2 08/22/2016 4180.50006/20/2013 49,926,300.00 0.713 0.72349,874,036.78FNMA NOTES34398 50,000,000.003135G0VX8 09/26/2016 4530.62507/10/2013 50,051,850.00 0.946 0.96049,796,554.93FNMA NOTES34414 50,000,000.003135G0VX8 09/26/2016 4530.62507/17/2013 50,051,850.00 0.887 0.90049,832,791.02FNMA NOTES34464 10,500,000.003135G0XA6 05/21/2018 1,0551.03008/12/2013 10,428,180.00 1.578 1.60010,334,135.43FNMA NOTES35605 15,000,000.003135G0B77 01/30/2018 9442.00001/30/2015 15,306,090.00 1.175 1.19115,306,570.00FNMA NOTES35645 10,000,000.003135G0C27 08/13/2018 1,1391.35002/13/2015 9,991,920.00 1.334 1.3529,999,109.52FNMA NOTES35845 30,000,000.003136G2GD3 04/13/2018 1,0171.05004/13/2015 29,896,320.00 1.069 1.08329,972,166.67FNMA NOTES36003 7,500,000.003136G2JB4 08/27/2018 1,1531.20005/27/2015 7,498,147.50 1.183 1.2007,500,000.00FNMA NOTES36077 9,670,000.003136G2K71 05/25/2018 1,0591.25006/24/2015 9,685,723.42 1.213 1.2309,675,283.08FNMA NOTES36089 13,915,000.003136G2KD8 05/18/2018 1,0521.15006/26/2015 13,916,502.82 1.181 1.19713,896,304.89FNMA NOTES36093 5,300,000.003136G2KZ9 06/29/2018 1,0941.20006/29/2015 5,300,551.20 1.191 1.2085,298,677.45

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US Treasury Notes

U.S. TREASURY NOTES34755 50,000,000.00912828VG2 06/15/2016 3500.50012/18/2013 50,093,750.00 0.460 0.46650,015,775.24U.S. TREASURY NOTES34997 50,000,000.00912828VG2 06/15/2016 3500.50004/09/2014 50,093,750.00 0.493 0.49950,000,000.00U.S. TREASURY NOTES35023 25,000,000.00912828TT7 10/15/2015 1060.25004/17/2014 25,011,725.00 0.205 0.20825,003,033.42U.S. TREASURY NOTES35045 35,000,000.00912828VL1 07/15/2016 3800.62504/24/2014 35,095,690.00 0.532 0.54035,030,673.43U.S. TREASURY NOTES35886 25,000,000.00912828VK3 06/30/2018 1,0951.37504/20/2015 25,271,475.00 0.895 0.90725,344,533.26U.S. TREASURY NOTES35887 15,000,000.00912828VQ0 07/31/2018 1,1261.37504/20/2015 15,150,000.00 0.918 0.93115,201,564.46


Corporate Bonds

APPLE INC35970 3,000,000.00037833BB5 05/12/2017 6810.90005/13/2015 3,000,834.00 0.922 0.9342,998,068.19BERKSHIRE HATHWY34456 10,000,000.00084664BX8 08/15/2016 4110.95008/15/2013 10,020,990.00 0.954 0.9679,998,017.41COLGATE-PALMOLIVE CO30101 15,000,000.0019416QDQ0 11/01/2015 1231.37511/03/2010 15,045,450.00 1.510 1.53114,992,471.64CHEVRON CORP.34349 5,000,000.00166764AC4 06/24/2016 3590.88906/24/2013 5,014,195.00 0.876 0.8895,000,000.00CHEVRON CORP.35280 10,000,000.00166764AA8 12/05/2017 8881.10408/19/2014 9,957,160.00 1.202 1.2199,972,659.87CHEVRON CORP.35427 30,000,000.00166764AL4 11/15/2017 8681.34511/18/2014 30,121,980.00 1.326 1.34530,000,000.00CHEVRON CORP.35694 10,000,000.00166764AV2 03/02/2018 9751.36503/03/2015 9,995,810.00 1.346 1.36510,000,000.00GENERAL ELECTRIC30190 5,000,000.0036962G4T8 11/09/2015 1312.25011/09/2010 5,030,170.00 2.234 2.2654,999,733.33IBM35633 10,000,000.00459200HZ7 02/06/2018 9511.12502/06/2015 9,936,500.00 1.212 1.2289,973,594.91IBM35644 10,000,000.00459200HK0 02/08/2018 9531.25002/13/2015 9,984,510.00 1.286 1.3049,986,228.28JOHNSON & JOHNSON34700 30,000,000.00478160BF0 11/28/2016 5160.70012/05/2013 30,066,690.00 0.730 0.74129,982,848.00JOHNSON & JOHNSON35435 30,000,000.00478160BL7 11/21/2017 8741.12511/21/2014 30,000,120.00 1.136 1.15129,981,127.78U S BANK35627 10,000,000.0090331HMF7 04/22/2016 2960.37702/04/2015 10,006,470.00 0.336 0.34110,003,274.04WALMART35034 10,000,000.00931142DN0 04/21/2017 6601.00004/22/2014 10,043,550.00 0.991 1.0059,999,096.39WALMART35269 9,000,000.00931142DN0 04/21/2017 6601.00008/13/2014 9,039,195.00 0.917 0.9309,011,180.27WALMART35422 5,490,000.00931142CX9 10/25/2015 1161.50011/14/2014 5,507,408.79 0.284 0.2885,511,014.95WALMART34176 2,000,000.00931142DE0 04/11/2016 2850.60004/11/2013 2,000,740.00 0.615 0.6231,999,631.85WALMART34931 8,000,000.00931142DE0 04/11/2016 2850.60003/18/2014 8,002,960.00 0.464 0.4708,007,989.23EXXON MOBIL CORP34942 10,000,000.0030231GAA0 03/15/2017 6230.92103/20/2014 10,004,380.00 0.908 0.92110,000,000.00EXXON MOBIL CORP35710 50,000,000.0030231GAL6 03/06/2018 9791.30503/06/2015 49,959,400.00 1.287 1.30550,000,000.00


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Asset Backed Securities (ABS)

AMERICAN EXPRESS35423 6,820,000.0002587UAB6 05/15/2018 1,0490.59011/14/2014 6,821,445.84 0.511 0.5186,824,528.91BMW VEHICLE LEASE TRUST35060 0.0009657YAD4 06/20/2016 3550.66004/29/2014 0.00 0.465 0.4710.00BMW VEHICLE OWNER TRUST35376 8,211,829.0009658UAB5 04/25/2017 6640.53010/15/2014 8,214,079.04 0.526 0.5348,211,551.44CHASE ISSUANCE TRUST (ABS)34436 0.00161571FJ8 06/15/2017 7150.79007/29/2013 0.00 0.622 0.6310.00CHASE ISSUANCE TRUST (ABS)35420 0.00161571FJ8 06/15/2017 7150.79011/13/2014 0.00 0.419 0.4250.00CHASE ISSUANCE TRUST (ABS)35953 25,000,000.00161571GY4 04/15/2020 1,7501.36005/06/2015 24,951,900.00 1.352 1.37124,995,595.00GE EQUIP TRANSPORTATION LLC35700 5,500,000.0036164EAB1 11/24/2017 8770.89003/04/2015 5,503,569.50 0.887 0.8995,499,408.75HONDA AUTO RECEIVABLES OWNER T34430 0.0043812XAB1 01/15/2016 1980.54007/24/2013 0.00 0.518 0.5250.00HONDA AUTO RECEIVABLES OWNER T35087 5,050,000.0043813XAD6 10/15/2018 1,2020.74005/13/2014 5,052,550.25 0.473 0.4805,068,148.44HONDA AUTO RECEIVABLES OWNER T35456 2,554,883.3543814JAA2 12/15/2015 1670.22011/26/2014 2,554,883.35 0.217 0.2202,554,883.35HONDA AUTO RECEIVABLES OWNER T35457 10,000,000.0043814JAB0 01/17/2017 5660.58011/26/2014 9,992,320.00 0.572 0.5809,999,971.00HONDA AUTO RECEIVABLES OWNER T35986 7,000,000.0043813NAC0 02/21/2019 1,3311.04005/20/2015 6,997,060.00 1.036 1.0506,998,925.50JOHN DEERE OWNER TRUST35311 7,477,604.46477877AB0 07/17/2017 7470.54009/03/2014 7,478,120.41 0.538 0.5467,476,975.59JOHN DEERE OWNER TRUST35725 13,000,000.0047787UAB9 02/15/2018 9600.87003/11/2015 13,021,840.00 0.863 0.87512,999,162.80JOHN DEERE OWNER TRUST35726 6,000,000.0047787UAD5 06/17/2019 1,4471.32003/11/2015 6,018,408.00 1.309 1.3275,999,523.00MERCEDES-BENZ AUTO LEASE TRUST34992 2,371,105.8758768EAC3 06/15/2016 3500.48004/09/2014 2,371,141.44 0.476 0.4822,371,043.27NISSAN AUTO LEASE TRUST36078 3,000,000.0065473DAB8 11/15/2017 8680.99006/24/2015 2,999,700.00 0.985 0.9992,999,724.60TOYOTA AUTO REC OWNER TRUST34933 8,000,000.0089231MAC9 12/15/2017 8980.67003/19/2014 7,983,840.00 0.671 0.6807,998,521.60TOYOTA AUTO REC OWNER TRUST34934 2,172,696.3389231MAB1 08/15/2016 4110.41003/19/2014 2,172,353.04 0.405 0.4102,172,682.42TOYOTA AUTO REC OWNER TRUST35040 931,155.5789231MAB1 08/15/2016 4110.41004/23/2014 931,008.45 0.358 0.363931,592.05TOYOTA AUTO REC OWNER TRUST35143 4,596,804.6789231MAB1 08/15/2016 4110.41006/09/2014 4,596,078.37 0.344 0.3494,598,779.86TOYOTA AUTO REC OWNER TRUST35375 4,611,851.9589190AAB6 02/15/2017 5950.51010/15/2014 4,609,776.62 0.508 0.5154,611,570.17TOYOTA AUTO REC OWNER TRUST35701 9,500,000.0089236WAB4 07/17/2017 7470.71003/04/2015 9,495,383.00 0.702 0.7119,499,909.75TOYOTA AUTO REC OWNER TRUST36060 10,000,000.0089237CAB7 11/15/2017 8680.77006/17/2015 9,994,230.00 0.766 0.7769,999,326.00VOLKSWAGEN AUTO LOAN ENHANCED35064 10,000,000.0092867RAC3 10/22/2018 1,2090.91004/30/2014 9,972,200.00 0.908 0.9209,998,030.00VOLKSWAGEN AUTO LOAN ENHANCED35065 13,661,724.0692867RAB5 03/20/2017 6280.42004/30/2014 13,659,333.26 0.415 0.42113,661,480.88VOLKSWAGEN AUTO LOAN ENHANCED35706 12,000,000.0092867VAB6 06/20/2017 7200.98003/05/2015 12,003,264.00 0.885 0.89811,999,941.20


Asset Backed Securities

CHASE ISSUANCE TRUST (ABS)33757 15,000,000.00161571FR0 10/15/2015 1060.54011/21/2012 15,001,860.00 0.548 0.55514,999,638.12CHASE ISSUANCE TRUST (ABS)35418 15,000,000.00161571FR0 10/15/2015 1060.54011/12/2014 15,001,860.00 0.535 0.54315,000,184.30

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Asset Backed Securities

VOLKSWAGEN AUTO LOAN ENHANCED32251 447,983.4892867GAC7 08/22/2016 4180.85001/26/2012 448,098.16 0.840 0.852447,982.18


Municipal Bonds

CALIFORNIA ST32542 19,250,000.0013063BFQ0 03/01/2017 6095.75004/23/2012 20,740,912.50 2.190 2.22120,317,449.94CALIFORNIA ST34625 12,500,000.0013063CFD7 11/01/2016 4891.25011/05/2013 12,586,500.00 1.075 1.09012,526,152.42CALIFORNIA ST34645 5,000,000.0013063CFD7 11/01/2016 4891.25011/12/2013 5,034,600.00 0.899 0.9125,022,159.03CALIFORNIA ST34650 10,000,000.0013063CFC9 11/01/2017 8541.75011/13/2013 10,105,200.00 1.488 1.50810,054,352.94CALIFORNIA ST34729 9,085,000.0013063CFC9 11/01/2017 8541.75012/11/2013 9,180,574.20 1.678 1.7019,094,757.29CALIFORNIA ST35444 15,000,000.0013063CPM6 11/01/2016 4890.75011/25/2014 15,005,550.00 0.645 0.65415,019,034.48CALIFORNIA ST35534 12,450,000.0013063CPN4 11/01/2017 8541.25012/22/2014 12,477,763.50 1.236 1.25312,449,085.31UNIVERSITY CALIFORNIA REVS35763 250,000.0091412GWV3 05/15/2019 1,4142.00303/25/2015 250,700.00 1.975 2.002250,000.00


Commercial Paper, Discount Notes

U S BANK36098 100,000,000.009033E1U10 07/01/2015 00.10006/29/2015 99,999,694.00 0.100 0.101100,000,000.00


Federal Agency, Discount Notes

FFCB DISCOUNT NOTE36103 20,000,000.00313312XF2 05/24/2016 3280.33506/30/2015 19,957,900.00 0.340 0.34519,939,088.07FHLB DISCOUNT NOTE36082 25,000,000.00313384KC2 08/07/2015 370.05006/24/2015 24,998,975.00 0.050 0.05124,998,704.75FHLB DISCOUNT NOTE36086 50,000,000.00313384KJ7 08/13/2015 430.04006/25/2015 49,997,600.00 0.040 0.04149,997,591.51FHLB DISCOUNT NOTE36100 9,455,000.00313384JT7 07/29/2015 280.04006/29/2015 9,454,848.72 0.040 0.0419,454,703.43FHLB DISCOUNT NOTE36101 45,000,000.00313384JS9 07/28/2015 270.04506/30/2015 44,999,325.00 0.045 0.04644,998,468.81FHLB DISCOUNT NOTE36102 15,000,000.00313384JS9 07/28/2015 270.04506/30/2015 14,999,775.00 0.045 0.04614,999,489.60FHLB NOTES36099 11,190,000.00313384JV2 07/31/2015 300.04006/29/2015 11,189,809.77 0.040 0.04111,189,623.94FHLMC DISCOUNT NOTE35300 10,000,000.00313396JD6 07/15/2015 140.14008/27/2014 9,999,920.00 0.142 0.1449,999,450.74FHLMC DISCOUNT NOTE35891 27,885,000.00313396JJ3 07/20/2015 190.06504/21/2015 27,884,693.27 0.065 0.06627,884,035.48


Local Agency Investment Fund

LOCAL AGENCY INVEST FUND8506 40,000,000.00SYS8506 10.26007/01/2013 40,000,000.00 0.256 0.26040,000,000.00

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Money Market

BLACKROCK36105 250,000,000.00SYS36105 10.13006/30/2015 250,000,000.00 0.128 0.130250,000,000.00DREYFUS CASH MANAGEMENT23519 241,739,413.44SYS23519 10.04002/01/2008 241,739,413.44 0.039 0.040241,739,413.44MORGAN STANLEY GOVT INSTL 830234291 100,002,630.40SYS34291 10.04005/21/2013 100,002,630.40 0.039 0.040100,002,630.40MORGAN STANLEY TRSY INSTL 830434292 100,000,000.00SYS34292 10.03005/21/2013 100,000,000.00 0.029 0.030100,000,000.00


Supranationals

INTL BANK RECON & DEVELOP35802 12,500,000.0045905URF3 07/17/2017 7470.90004/06/2015 12,536,975.00 0.769 0.78012,530,255.79INTL BANK RECON & DEVELOP35936 15,000,000.00459058EJ8 06/15/2018 1,0801.00004/30/2015 14,980,020.00 1.034 1.04814,975,740.80INTL BANK RECON & DEVELOP35937 10,000,000.00459058EJ8 06/15/2018 1,0801.00004/30/2015 9,986,680.00 1.041 1.0559,983,827.20


Total Investments and Average 5,690,386,160.88 5,682,448,682.58 5,693,275,417.09 0.615 0.624 468

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Fund WK - WORKERS COMPInvestments by Fund Page 12



YTM365


FHLMC NOTES34808 4,500,000.003137EADS5 10/14/2016 4710.87501/08/2014 4,525,218.00 0.739 0.7504,507,133.27FNMA NOTES34806 4,500,000.003135G0MZ3 08/28/2017 7890.87501/08/2014 4,510,669.50 1.170 1.1864,470,426.55FNMA NOTES34807 4,600,000.003135G0WJ8 05/21/2018 1,0550.87501/08/2014 4,572,469.00 1.527 1.5484,513,717.69


US Treasury Notes

U.S. TREASURY NOTES34790 4,500,000.00912828A59 12/15/2016 5330.62512/27/2013 4,509,139.50 0.784 0.7954,488,936.81U.S. TREASURY NOTES34791 4,500,000.00912828UE8 12/31/2017 9140.75012/27/2013 4,490,509.50 1.309 1.3274,436,831.06U.S. TREASURY NOTES34792 4,500,000.00912828A75 12/31/2018 1,2791.50012/31/2013 4,544,298.00 1.721 1.7454,463,062.84


Money Market

DREYFUS CASH MANAGEMENT34789 325,150.36SYS34789 10.04012/26/2013 325,150.36 0.039 0.040325,150.36

Subtotal and Average 325,150.36 325,150.36 325,150.36 0.039 0.040 1

Total Investments and Average 27,205,258.58 27,425,150.36 27,477,453.86 1.194 1.211 829

Portfolio SCL2AP


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June 30, 2015


MaturityDate


Fund MVLA - MOUNTAIN VIEW-LOS ALTOSInvestments by Fund Page 13



YTM365

Municipal Bonds

ALASKA ST32335 60,000.00011770V43 08/01/2015 313.00003/05/2012 60,141.00 0.420 0.42660,127.63SAN FRANCISCO CITY & CNTY CA32345 70,000.00797646QR0 06/15/2016 3505.00003/08/2012 73,077.90 1.084 1.09972,886.62WASHINGTON ST32356 75,000.0093974CR36 02/01/2016 2155.00003/09/2012 77,039.25 0.710 0.72076,843.04


Money Market - Tax Exempt

BLACKROCK TAX FREE INST33614 1,808,996.97SYS33614 10.02009/25/2012 1,808,996.97 0.019 0.0201,808,996.97



Portfolio SCL2AP


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June 30, 2015


MaturityDate


Fund PA - PALO ALTO UNIFIEDInvestments by Fund Page 14



YTM365

Municipal Bonds

ALASKA ST32336 200,000.00011770V43 08/01/2015 313.00003/05/2012 200,470.00 0.420 0.426200,425.43SAN FRANCISCO CITY & CNTY CA32346 135,000.00797646QR0 06/15/2016 3505.00003/08/2012 140,935.95 1.084 1.099140,567.06WASHINGTON ST32357 150,000.0093974CR36 02/01/2016 2155.00003/09/2012 154,078.50 0.710 0.720153,686.08



BLACKROCK TAX FREE INST33612 103,712.45SYS33612 10.02009/25/2012 103,712.45 0.019 0.020103,712.45


Total Investments and Average 598,391.02 588,712.45 599,196.90 0.581 0.590 147

Portfolio SCL2AP


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June 30, 2015


MaturityDate


Fund PCF - PARK CHARTER FUNDInvestments by Fund Page 15



YTM365

US Treasury Notes

U.S. TREASURY NOTES33529 4,000,000.00912828SM3 03/31/2017 6391.00009/13/2012 4,030,624.00 0.603 0.6114,026,705.20U.S. TREASURY NOTES33531 7,000,000.00912828KT6 03/31/2016 2742.37509/13/2012 7,111,566.00 0.413 0.4187,101,882.18


Money Market

DREYFUS CASH MANAGEMENT FUND33657 215,091.85SYS33657 10.04009/30/2012 215,091.85 0.039 0.040215,091.85



Portfolio SCL2AP


26

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Fund SJE - SAN JOSE- EVERGREENInvestments by Fund Page 16



YTM365

Municipal Bonds

ALASKA ST32337 740,000.00011770V43 08/01/2015 313.00003/05/2012 741,739.00 0.420 0.426741,574.10ALASKA ST35082 200,000.00011770Z56 08/01/2019 1,4925.00005/08/2014 229,838.00 1.252 1.270229,378.14ALASKA ST35083 250,000.00011770Z56 08/01/2019 1,4925.00005/08/2014 287,297.50 1.252 1.270286,722.68ARKANSAS ST34919 500,000.00041042UD2 10/01/2017 8235.00003/10/2014 546,325.00 0.562 0.570549,263.93DELAWARE ST34859 750,000.00246381AZ0 07/01/2017 7315.00001/30/2014 813,967.50 0.552 0.560815,870.35DELAWARE ST34872 100,000.00246380B65 03/01/2018 9745.00002/07/2014 110,834.00 0.818 0.830110,911.48FLORIDA STATE BOARD EDUCATION34972 350,000.0034153P3H9 06/01/2019 1,4315.00004/01/2014 400,270.50 1.351 1.370397,877.46FLORIDA STATE BOARD EDUCATION35185 1,065,000.00341150M31 07/01/2020 1,8275.00006/27/2014 1,244,548.35 1.588 1.6101,236,396.10GEORGIA ST34845 500,000.00373384N28 12/01/2018 1,2495.00001/22/2014 566,025.00 1.055 1.070565,244.85GEORGIA ST34915 350,000.00373384YJ9 07/01/2019 1,4615.00003/10/2014 402,206.00 1.035 1.050403,643.96GEORGIA ST35212 485,000.00373384Q82 02/01/2017 5815.00007/10/2014 518,838.45 0.483 0.490519,371.65LOS ANGELES CALIF DEPT WTR & P34702 500,000.00544525RT7 07/01/2018 1,0965.00012/05/2013 558,380.00 0.946 0.960559,147.39LOS ANGELES CALIF DEPT WTR & P34703 500,000.00544525RS9 07/01/2017 7315.00012/05/2013 542,435.00 0.602 0.610543,356.77MASSACHUSETTS ST35081 530,000.0057582PK74 04/01/2019 1,3705.00005/08/2014 603,982.70 1.242 1.260601,858.44MARYLAND ST34837 500,000.00574193HF8 08/01/2017 7624.50001/22/2014 538,750.00 0.582 0.590540,248.23MARYLAND ST34869 205,000.005741925H9 03/01/2019 1,3395.00002/05/2014 233,544.20 1.114 1.130233,192.19MARYLAND ST34870 100,000.005741927Y0 03/15/2019 1,3535.00002/05/2014 114,070.00 1.114 1.130113,894.62MARYLAND ST35122 440,000.00574193JK5 03/01/2019 1,3395.00006/02/2014 501,265.60 1.095 1.110500,961.91MARYLAND ST35289 700,000.00574193KQ0 08/01/2018 1,1275.00008/21/2014 784,651.00 0.798 0.810788,824.23METROPOLITAN WATER DISTRICT33072 500,000.0059266THW4 07/01/2016 3665.00006/28/2012 523,070.00 0.724 0.734521,478.75MINNESOTA ST34860 1,000,000.00604129P91 10/01/2018 1,1885.00001/30/2014 1,125,000.00 1.035 1.0501,124,948.48MINNESOTA ST35288 200,000.006041294D5 08/01/2020 1,8585.00008/21/2014 234,472.00 1.410 1.430234,674.22NORTH CAROLINA ST34874 785,000.00658256T77 05/01/2018 1,0355.00002/07/2014 873,924.80 0.877 0.890874,506.07NORTH CAROLINA ST34900 115,000.00658256B43 03/01/2019 1,3395.00003/03/2014 131,057.45 1.035 1.050131,184.68NORTH CAROLINA ST35131 365,000.00658256T93 05/01/2020 1,7665.00006/05/2014 426,768.95 1.400 1.420425,370.35NEW HAMPSHIRE ST34961 840,000.00644682F27 07/01/2018 1,0965.00003/27/2014 939,926.40 1.045 1.060936,817.28NEW YORK ST POWER AUTH35132 150,000.00649791BE9 03/01/2017 6093.00006/05/2014 155,937.00 0.523 0.530156,121.10OHIO ST34836 750,000.006775213U8 03/01/2018 9743.00001/22/2014 789,772.50 0.936 0.949790,113.59OHIO ST34841 250,000.006775213T1 03/01/2017 6092.00001/22/2014 255,662.50 0.592 0.600255,769.44OREGON ST32420 500,000.0068608UMS2 11/01/2016 4895.00004/04/2012 529,755.00 1.045 1.060525,572.31SAN FRANCISCO CITY & CNTY CA34839 100,000.0079771TJS7 06/15/2018 1,0805.00001/23/2014 111,566.00 0.976 0.990111,568.81SAN FRANCISCO CITY & CNTY CA34852 450,000.00797646XK7 06/15/2017 7155.00001/28/2014 487,800.00 0.564 0.572488,742.27

Portfolio SCL2AP


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Fund SJE - SAN JOSE- EVERGREENInvestments by Fund Page 17



YTM365

Municipal Bonds

SAN FRANCISCO CITY & CNTY CA34853 450,000.00797646XL5 06/15/2018 1,0805.00001/28/2014 502,744.50 0.925 0.938503,202.36TEXAS STATE REFUNDING35100 170,000.00882722D99 10/01/2017 8235.00005/20/2014 185,670.60 0.631 0.640186,471.69VERMONT ST34946 100,000.00924258ZN9 08/15/2019 1,5065.00003/21/2014 115,100.00 1.262 1.280114,769.77WASHINGTON ST32358 775,000.0093974CR36 02/01/2016 2155.00003/09/2012 796,072.25 0.710 0.720794,044.77WASHINGTON ST34840 250,000.0093974CJH4 01/01/2018 9155.00001/23/2014 275,207.50 0.858 0.870275,319.64WISCONSIN STATE34867 500,000.0097705L3U9 05/01/2017 6705.00002/04/2014 539,175.00 0.612 0.620539,684.83WISCONSIN STATE34880 250,000.0097705L4E4 05/01/2019 1,4005.00002/13/2014 285,055.00 1.198 1.214284,477.96WISCONSIN STATE34881 100,000.0097705L4E4 05/01/2019 1,4005.00002/13/2014 114,022.00 1.169 1.185113,913.90

Subtotal and Average 19,126,490.75 17,365,000.00 19,136,727.25 0.923 0.936 1,015


BLACKROCK TAX FREE INST33615 624,127.02SYS33615 10.02009/25/2012 624,127.02 0.019 0.020624,127.02



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Fund WVM - WEST VALLEY MISSION-CCDInvestments by Fund Page 18



YTM365

Municipal Bonds

SAN FRANCISCO CITY & CNTY CA32347 3,700,000.00797646QR0 06/15/2016 3505.00003/08/2012 3,862,689.00 1.084 1.0993,852,578.66



BLACKROCK TAX FREE INST33613 1,074,571.96SYS33613 10.02009/25/2012 1,074,571.96 0.019 0.0201,074,571.96



Portfolio SCL2AP


29

SANTA CLARA COUNTY INVESTMENTSTransaction Activity ReportApril 1, 2015 - June 30, 2015

Sorted by Transaction Date - Transaction DateCOMMINGLED POOL Fund

TotalCashInterest

PrincipalPaydowns

NewPrincipalFundInvestment # IssuerDealerTransactionTypeInv DescripCUSIP

35799 COMM 9,922,209.65 -9,922,209.65FFCB NOTESINCAPITAL LLCPurchaseFEDERAL FARM CR3133EEWG135797 COMM 49,999,888.89 -49,999,888.89U S BANKU S BANKPurchaseUSB DISC NOTE9033E1R2235798 COMM 49,999,888.89 -49,999,888.89U S BANKU S BANKPurchaseUSB DISC NOTE9033E1R2235796 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.09% MATSYS3579635792 COMM 50,000,000.00 50,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.09% MATSYS3579235793 COMM 50,000,000.00 50,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1R1435794 COMM 50,000,000.00 50,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1R1435792 COMM 250.00 250.00U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.09% MATSYS35792

Totals for 04/01/2015 209,921,987.43 150,000,000.00 250.00 -59,921,737.43

35800 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.08% MATSYS3580035801 COMM 275,000,000.00 -275,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.1% MATSYS3580135796 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.09% MATSYS3579635797 COMM 50,000,000.00 50,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1R2235798 COMM 50,000,000.00 50,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1R2235796 COMM 250.00 250.00U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.09% MATSYS35796

Totals for 04/02/2015 375,000,000.00 200,000,000.00 250.00 -174,999,750.00

35803 COMM 25,000,000.00 -25,000,000.00FHLB NOTESWELLS FARGOPurchaseFHLB 1.% MAT3130A4WA635808 COMM 29,999,650.00 -29,999,650.00GENERAL ELECTRICGENERAL ELECTRICPurchaseGE DISC NOTE MAT36960MRD735802 COMM 12,558,750.00 -12,558,750.00INTL BANK RECON &WELLS FARGOPurchaseIBRD 0.9% MAT45905URF335806 COMM 49,999,888.89 -49,999,888.89U S BANKU S BANKPurchaseUSB DISC NOTE9033E1R7135807 COMM 49,999,888.89 -49,999,888.89U S BANKU S BANKPurchaseUSB DISC NOTE9033E1R7135804 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.08% MATSYS3580435805 COMM 250,000,000.00 -250,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.1% MATSYS3580535800 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.08% MATSYS3580035801 COMM 275,000,000.00 275,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.1% MATSYS3580135800 COMM 888.89 888.89U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.08% MATSYS3580035801 COMM 3,055.56 3,055.56U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.1% MATSYS35801

Totals for 04/06/2015 517,558,177.78 375,000,000.00 3,944.45 -142,554,233.33

35814 COMM 25,743,989.58 -25,743,989.58FNMA NOTESBMO CAPITALPurchaseFEDERAL NATL MTG3135G0YM935813 COMM 24,999,611.11 -24,999,611.11TOYOTA MOTORTOYOTA MOTORPurchaseTOYO DISC NOTE89233HRE635811 COMM 49,999,888.89 -49,999,888.89U S BANKU S BANKPurchaseUSB DISC NOTE9033E1R8935812 COMM 49,999,888.89 -49,999,888.89U S BANKU S BANKPurchaseUSB DISC NOTE9033E1R8935809 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.08% MATSYS35809

Portfolio SCL2AP

Run Date: 07/08/2015 - 16:11 TA (PRF_TA) 7.1.1Report Ver. 7.3.5

30

Sorted by Transaction Date - Transaction DatePage 2Transaction Activity Report


TotalCashInterest

PrincipalPaydowns


35810 COMM 250,000,000.00 -250,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.1% MATSYS3581035804 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.08% MATSYS3580435805 COMM 250,000,000.00 250,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.1% MATSYS3580535806 COMM 50,000,000.00 50,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1R7135807 COMM 50,000,000.00 50,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1R7135804 COMM 222.22 222.22U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.08% MATSYS3580435805 COMM 694.44 694.44U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.1% MATSYS35805

Totals for 04/07/2015 500,743,378.47 450,000,000.00 916.66 -50,742,461.81

35823 COMM 10,000,000.00 -10,000,000.00BANK OFBMO CAPITALPurchaseBMOCHI 0.12% MAT06366CC9735824 COMM 50,000,000.00 -50,000,000.00BANK OFBMO CAPITALPurchaseBMOCHI 0.12% MAT06366CC9735815 COMM 20,000,000.00 -20,000,000.00FHLB NOTESWELLS FARGOPurchaseFEDERAL HOME3130A4WB435816 COMM 25,047,500.00 -25,047,500.00FHLB NOTESWELLS FARGOPurchaseFEDERAL HOME3130A4UP535821 COMM 49,999,861.11 -49,999,861.11RABOBANKMERRILL LYNCHPurchaseRABO DISC NOTE21687BR9435822 COMM 49,999,861.11 -49,999,861.11RABOBANKMERRILL LYNCHPurchaseRABO DISC NOTE21687BR9435819 COMM 49,999,888.89 -49,999,888.89U S BANKU S BANKPurchaseUSB DISC NOTE9033E1R9735820 COMM 49,999,888.89 -49,999,888.89U S BANKU S BANKPurchaseUSB DISC NOTE9033E1R9735817 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.08% MATSYS3581735818 COMM 300,000,000.00 -300,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.1% MATSYS3581835809 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.08% MATSYS3580935810 COMM 250,000,000.00 250,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.1% MATSYS3581035811 COMM 50,000,000.00 50,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1R8935812 COMM 50,000,000.00 50,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1R8935809 COMM 222.22 222.22U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.08% MATSYS3580935810 COMM 694.44 694.44U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.1% MATSYS35810

Totals for 04/08/2015 705,047,000.00 450,000,000.00 916.66 -255,046,083.34

35825 COMM 7,500,000.00 -7,500,000.00FHLB NOTESINCAPITAL LLCPurchaseFEDERAL HOME3130A4NY435826 COMM 9,741,098.64 -9,741,098.64FHLB NOTESWELLS FARGOPurchaseFEDERAL HOME313383VN835827 COMM 25,890,392.45 -25,890,392.45FHLB NOTESKEYBANC CAPITALPurchaseFEDERAL HOME313383VN835832 COMM 49,999,861.11 -49,999,861.11RABOBANKMERRILL LYNCHPurchaseRABO DISC NOTE21687BRA135833 COMM 49,999,861.11 -49,999,861.11RABOBANKMERRILL LYNCHPurchaseRABO DISC NOTE21687BRA135834 COMM 30,000,000.00 -30,000,000.00TORONTOMERRILL LYNCHPurchaseTDNY 0.115% MAT89113ELA235835 COMM 50,000,000.00 -50,000,000.00TORONTOMERRILL LYNCHPurchaseTDNY 0.115% MAT89113ELA235830 COMM 49,999,888.89 -49,999,888.89U S BANKU S BANKPurchaseUSB DISC NOTE9033E1RA435831 COMM 49,999,888.89 -49,999,888.89U S BANKU S BANKPurchaseUSB DISC NOTE9033E1RA435828 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.08% MATSYS3582835829 COMM 300,000,000.00 -300,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.1% MATSYS3582935817 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.08% MATSYS3581735818 COMM 300,000,000.00 300,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.1% MATSYS3581835819 COMM 50,000,000.00 50,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1R97

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31



TotalCashInterest

PrincipalPaydowns


35820 COMM 50,000,000.00 50,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1R9735821 COMM 50,000,000.00 50,000,000.00RABOBANKMERRILL LYNCHRedemptionRABO DISC NOTE21687BR9435822 COMM 50,000,000.00 50,000,000.00RABOBANKMERRILL LYNCHRedemptionRABO DISC NOTE21687BR9435817 COMM 222.22 222.22U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.08% MATSYS3581735818 COMM 833.33 833.33U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.1% MATSYS35818

Totals for 04/09/2015 723,130,991.09 600,000,000.00 1,055.55 -123,129,935.54

35842 COMM 49,999,166.67 -49,999,166.67GENERAL ELECTRICGENERAL ELECTRICPurchaseGE DISC NOTE MAT36960MRL935843 COMM 49,999,166.67 -49,999,166.67GENERAL ELECTRICGENERAL ELECTRICPurchaseGE DISC NOTE MAT36960MRL935840 COMM 14,999,875.00 -14,999,875.00RABOBANKMERRILL LYNCHPurchaseRABO DISC NOTE21687BRD535841 COMM 49,999,583.33 -49,999,583.33RABOBANKMERRILL LYNCHPurchaseRABO DISC NOTE21687BRD535838 COMM 49,999,666.67 -49,999,666.67U S BANKU S BANKPurchaseUSB DISC NOTE9033E1RD835839 COMM 49,999,666.67 -49,999,666.67U S BANKU S BANKPurchaseUSB DISC NOTE9033E1RD835836 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.09% MATSYS3583635837 COMM 300,000,000.00 -300,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.1% MATSYS3583735828 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.08% MATSYS3582835829 COMM 300,000,000.00 300,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.1% MATSYS3582935830 COMM 50,000,000.00 50,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1RA435831 COMM 50,000,000.00 50,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1RA435832 COMM 50,000,000.00 50,000,000.00RABOBANKMERRILL LYNCHRedemptionRABO DISC NOTE21687BRA135833 COMM 50,000,000.00 50,000,000.00RABOBANKMERRILL LYNCHRedemptionRABO DISC NOTE21687BRA135828 COMM 222.22 222.22U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.08% MATSYS3582835829 COMM 833.33 833.33U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.1% MATSYS35829

Totals for 04/10/2015 664,997,125.01 600,000,000.00 1,055.55 -64,996,069.46

35854 COMM 34,996,325.00 -34,996,325.00BANK OF NOVAMORGAN STANLEYPurchaseBNSHOU DISC NOTE06417KTF635844 COMM 5,000,000.00 -5,000,000.00FHLB NOTESINCAPITAL LLCPurchaseFEDERAL HOME3130A4QS435846 COMM 10,600,000.00 -10,600,000.00FHLB NOTESINCAPITAL LLCPurchaseFEDERAL HOME3130A4RJ335845 COMM 29,970,000.00 -29,970,000.00FNMA NOTESBARCLAYS CAPITALPurchaseFEDERAL NATL MTG3136G2GD335847 COMM 7,096,660.28 -7,096,660.28FNMA NOTESBREAN CAPITAL LLCPurchaseFEDERAL NATL MTG3135G0UU535852 COMM 49,999,861.11 -49,999,861.11RABOBANKMERRILL LYNCHPurchaseRABO DISC NOTE21687BRE335853 COMM 49,999,861.11 -49,999,861.11RABOBANKMERRILL LYNCHPurchaseRABO DISC NOTE21687BRE335850 COMM 49,999,888.89 -49,999,888.89U S BANKU S BANKPurchaseUSB DISC NOTE9033E1RE635851 COMM 49,999,888.89 -49,999,888.89U S BANKU S BANKPurchaseUSB DISC NOTE9033E1RE635848 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.09% MATSYS3584835849 COMM 300,000,000.00 -300,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.1% MATSYS3584935808 COMM 30,000,000.00 30,000,000.00GENERAL ELECTRICGENERAL ELECTRICRedemptionGE DISC NOTE MAT36960MRD735836 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.09% MATSYS3583635837 COMM 300,000,000.00 300,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.1% MATSYS3583735838 COMM 50,000,000.00 50,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1RD835839 COMM 50,000,000.00 50,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1RD8

Portfolio SCL2AP


32



TotalCashInterest

PrincipalPaydowns


35840 COMM 15,000,000.00 15,000,000.00RABOBANKMERRILL LYNCHRedemptionRABO DISC NOTE21687BRD535841 COMM 50,000,000.00 50,000,000.00RABOBANKMERRILL LYNCHRedemptionRABO DISC NOTE21687BRD534176 COMM 6,000.00 6,000.00WALMARTMORGAN STANLEYInterestWAL-MART STORES931142DE034931 COMM 24,000.00 24,000.00WALMARTJEFFERIES & CO,InterestWAL-MART STORES931142DE035643 COMM 3,972.00 3,972.00ROYAL BANK OF RBC CAPITALInterestRBC 0.2917% MAT78009NTJ535836 COMM 750.00 750.00U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.09% MATSYS3583635837 COMM 2,500.00 2,500.00U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.1% MATSYS35837

Totals for 04/13/2015 687,662,485.28 595,000,000.00 37,222.00 -92,625,263.28

35855 COMM 11,998,826.67 -11,998,826.67FHLB NOTESWELLS FARGOPurchaseFHLB 1.% MAT3130A4WA635856 COMM 14,789,302.21 -14,789,302.21FNMA NOTESBREAN CAPITAL LLCPurchaseFEDERAL NATL MTG3135G0UU535861 COMM 99,996,694.44 -99,996,694.44TOYOTA MOTORTOYOTA MOTORPurchaseTOYO DISC NOTE89233HS1335860 COMM 99,999,777.78 -99,999,777.78U S BANKU S BANKPurchaseUSB DISC NOTE9033E1RF335857 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.09% MATSYS3585735858 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.09% MATSYS3585835859 COMM 300,000,000.00 -300,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.1% MATSYS3585935813 COMM 25,000,000.00 25,000,000.00TOYOTA MOTORTOYOTA MOTORRedemptionTOYO DISC NOTE89233HRE635848 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.09% MATSYS3584835849 COMM 300,000,000.00 300,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.1% MATSYS3584935850 COMM 50,000,000.00 50,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1RE635851 COMM 50,000,000.00 50,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1RE635852 COMM 50,000,000.00 50,000,000.00RABOBANKMERRILL LYNCHRedemptionRABO DISC NOTE21687BRE335853 COMM 50,000,000.00 50,000,000.00RABOBANKMERRILL LYNCHRedemptionRABO DISC NOTE21687BRE334543 COMM 43,750.00 43,750.00FHLMC NOTESBARCLAYS CAPITALInterestFEDERAL HOME LN3137EADS535398 COMM 62,500.00 62,500.00FHLB NOTESMERRILL LYNCHInterestFEDERAL HOME3130A3CE235398 COMM 5,555.56 -5,555.56 0.00FHLB NOTESMERRILL LYNCHAccr IntFEDERAL HOME3130A3CE235402 COMM 31,250.00 31,250.00FHLB NOTESDaiwa Capital MarketInterestFEDERAL HOME3130A3CE235402 COMM 2,951.39 -2,951.39 0.00FHLB NOTESDaiwa Capital MarketAccr IntFEDERAL HOME3130A3CE235407 COMM 31,250.00 31,250.00FHLB NOTESWELLS FARGOInterestFEDERAL HOME3130A3CE235407 COMM 3,819.44 -3,819.44 0.00FHLB NOTESWELLS FARGOAccr IntFEDERAL HOME3130A3CE235408 COMM 46,875.00 46,875.00FHLB NOTESWELLS FARGOInterestFEDERAL HOME3130A3CE235408 COMM 5,729.17 -5,729.17 0.00FHLB NOTESWELLS FARGOAccr IntFEDERAL HOME3130A3CE235455 COMM 33,500.00 33,500.00FFCB NOTESCITIGROUP GLOBALInterestFEDERAL FARM CR3133EDXG235455 COMM 7,816.67 -7,816.67 0.00FFCB NOTESCITIGROUP GLOBALAccr IntFEDERAL FARM CR3133EDXG235466 COMM 19,644.44 19,644.44FHLB NOTESWELLS FARGOInterestFEDERAL HOME3130A3M3535466 COMM 577.78 -577.78 0.00FHLB NOTESWELLS FARGOAccr IntFEDERAL HOME3130A3M3535467 COMM 26,800.00 26,800.00FFCB NOTESCITIGROUP GLOBALInterestFEDERAL FARM CR3133EDXG235467 COMM 7,146.67 -7,146.67 0.00FFCB NOTESCITIGROUP GLOBALAccr IntFEDERAL FARM CR3133EDXG235848 COMM 250.00 250.00U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.09% MATSYS3584835849 COMM 833.33 833.33U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.1% MATSYS35849

Portfolio SCL2AP


33



TotalCashInterest

PrincipalPaydowns


Totals for 04/14/2015 726,784,601.10 625,033,596.68 263,056.09 -101,487,948.33

35864 COMM 26,504,240.00 -26,504,240.00FHLB NOTESWELLS FARGOPurchaseFHLB 1.% MAT3130A4Y7135865 COMM 16,920,581.95 -16,920,581.95FHLB NOTESWELLS FARGOPurchaseFEDERAL HOME3130A4YA435866 COMM 5,000,000.00 -5,000,000.00FHLB NOTESINCAPITAL LLCPurchaseFEDERAL HOME3130A4PZ935867 COMM 10,270,370.83 -10,270,370.83FHLB NOTESUBS FINANCEPurchaseFEDERAL HOME313378QK035871 COMM 99,999,777.78 -99,999,777.78U S BANKU S BANKPurchaseUSB DISC NOTE9033E1RG135868 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.1% MATSYS3586835869 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.1% MATSYS3586935870 COMM 350,000,000.00 -350,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.12% MATSYS3587032317 COMM 66,211.27 66,211.27HONDA AUTOMERRILL LYNCHRedemptionHAROT 0.77% MAT43813UAC432317 COMM 3.97 3.97HONDA AUTOMERRILL LYNCHCap G/LHAROT 0.77% MAT43813UAC434190 COMM 2,395,931.64 2,395,931.64MERCEDES-BENZMERRILL LYNCHRedemptionMBALT 0.59% MAT58768VAC534190 COMM 209.18 209.18MERCEDES-BENZMERRILL LYNCHCap G/LMBALT 0.59% MAT58768VAC535857 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.09% MATSYS3585735858 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.09% MATSYS3585835859 COMM 300,000,000.00 300,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.1% MATSYS3585935860 COMM 100,000,000.00 100,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1RF332317 COMM 42.49 42.49HONDA AUTOMERRILL LYNCHInterestHAROT 0.77% MAT43813UAC433757 COMM 6,750.00 6,750.00CHASE ISSUANCEJPMorganChaseInterestCHAIT 0.54% MAT161571FR034190 COMM 1,178.10 1,178.10MERCEDES-BENZMERRILL LYNCHInterestMBALT 0.59% MAT58768VAC535023 COMM 31,250.00 31,250.00U.S. TREASURYBARCLAYS CAPITALInterestUNITED STATES912828TT735031 COMM 37,500.00 37,500.00FHLB NOTESBNP PARIBASInterestFEDERAL HOME3130A1NW435418 COMM 6,750.00 6,750.00CHASE ISSUANCEMORGAN STANLEYInterestCHAIT 0.54% MAT161571FR035857 COMM 250.00 250.00U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.09% MATSYS3585735858 COMM 250.00 250.00U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.09% MATSYS3585835859 COMM 833.33 833.33U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.1% MATSYS3585934436 COMM 9,875.00 9,875.00CHASE ISSUANCECITIGROUP GLOBALInterestCHAIT 0.79% MAT161571FJ834436 COMM 626,812.79 626,812.79CHASE ISSUANCECITIGROUP GLOBALRedemptionCHAIT 0.79% MAT161571FJ834933 COMM 4,466.66 4,466.66TOYOTA AUTO RECCITIGROUP GLOBALInterestTAOT 0.67% MAT89231MAC934933 COMM 257,234.39 257,234.39TOYOTA AUTO RECCITIGROUP GLOBALRedemptionTAOT 0.67% MAT89231MAC934934 COMM 1,361.83 1,361.83TOYOTA AUTO RECCITIGROUP GLOBALInterestTAOT 0.41% MAT89231MAB134934 COMM 643,885.91 643,885.91TOYOTA AUTO RECCITIGROUP GLOBALRedemptionTAOT 0.41% MAT89231MAB134992 COMM 1,843.35 1,843.35MERCEDES-BENZCITIGROUP GLOBALInterestMBALT 0.48% MAT58768EAC334992 COMM 778,763.81 778,763.81MERCEDES-BENZCITIGROUP GLOBALRedemptionMBALT 0.48% MAT58768EAC335040 COMM 452.53 452.53TOYOTA AUTO RECMORGAN STANLEYInterestTAOT 0.41% MAT89231MAB135040 COMM 276,082.22 276,082.22TOYOTA AUTO RECMORGAN STANLEYRedemptionTAOT 0.41% MAT89231MAB135087 COMM 3,114.17 3,114.17HONDA AUTOCITIGROUP GLOBALInterestHAROT 0.74% MAT43813XAD635087 COMM 141,811.67 141,811.67HONDA AUTOCITIGROUP GLOBALRedemptionHAROT 0.74% MAT43813XAD635143 COMM 2,287.17 2,287.17TOYOTA AUTO RECCITIGROUP GLOBALInterestTAOT 0.41% MAT89231MAB135143 COMM 1,362,872.69 1,362,872.69TOYOTA AUTO RECCITIGROUP GLOBALRedemptionTAOT 0.41% MAT89231MAB1

Portfolio SCL2AP


34



TotalCashInterest

PrincipalPaydowns


35311 COMM 4,050.00 4,050.00JOHN DEERE RBC CAPITALInterestJDOT 0.54% MAT477877AB035311 COMM 318,573.12 318,573.12JOHN DEERE RBC CAPITALRedemptionJDOT 0.54% MAT477877AB035375 COMM 2,125.00 2,125.00TOYOTA AUTO RECMERRILL LYNCHInterestTAOT 0.51% MAT89190AAB635375 COMM 221,173.35 221,173.35TOYOTA AUTO RECMERRILL LYNCHRedemptionTAOT 0.51% MAT89190AAB635420 COMM 6,583.33 6,583.33CHASE ISSUANCEMORGAN STANLEYInterestCHAIT 0.79% MAT161571FJ835420 COMM 417,647.28 417,647.28CHASE ISSUANCEMORGAN STANLEYRedemptionCHAIT 0.79% MAT161571FJ835423 COMM 3,353.17 3,353.17AMERICANMORGAN STANLEYInterestAME 0.59% MAT02587UAB635423 COMM 210,976.64 210,976.64AMERICANMORGAN STANLEYRedemptionAME 0.59% MAT02587UAB635456 COMM 1,339.81 1,339.81HONDA AUTOBNP PARIBASInterestHAROT 0.22% MAT43814JAA235456 COMM 1,636,483.23 1,636,483.23HONDA AUTOBNP PARIBASRedemptionHAROT 0.22% MAT43814JAA235457 COMM 4,833.33 4,833.33HONDA AUTOBNP PARIBASInterestHAROT 0.58% MAT43814JAB035457 COMM 440,483.92 440,483.92HONDA AUTOBNP PARIBASRedemptionHAROT 0.58% MAT43814JAB035701 COMM 7,681.80 7,681.80TOYOTA AUTO RECJPMorganChaseInterestTAOT 0.71% MAT89236WAB435701 COMM 326,408.22 326,408.22TOYOTA AUTO RECJPMorganChaseRedemptionTAOT 0.71% MAT89236WAB435725 COMM 10,681.67 10,681.67JOHN DEERECITIGROUP GLOBALInterestJDOT 0.87% MAT47787UAB935725 COMM 368,954.31 368,954.31JOHN DEERECITIGROUP GLOBALRedemptionJDOT 0.87% MAT47787UAB935726 COMM 7,480.00 7,480.00JOHN DEERECITIGROUP GLOBALInterestJDOT 1.32% MAT47787UAD535726 COMM 113,152.71 113,152.71JOHN DEERECITIGROUP GLOBALRedemptionJDOT 1.32% MAT47787UAD5

Totals for 04/15/2015 708,694,970.56 610,603,672.32 156,332.74 -97,934,965.50

35872 COMM 10,063,133.33 -10,063,133.33FFCB NOTESDaiwa Capital MarketPurchaseFEDERAL FARM CR3133EEQX135873 COMM 29,930,883.33 -29,930,883.33FHLMC NOTESDaiwa Capital MarketPurchaseFEDERAL HOME LN3137EADM835874 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.09% MATSYS3587435875 COMM 200,000,000.00 -200,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.08% MATSYS3587535876 COMM 350,000,000.00 -350,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.11% MATSYS3587635868 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.1% MATSYS3586835869 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.1% MATSYS3586935870 COMM 350,000,000.00 350,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.12% MATSYS3587035871 COMM 100,000,000.00 100,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1RG135868 COMM 277.78 277.78U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.1% MATSYS3586835869 COMM 277.78 277.78U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.1% MATSYS3586935870 COMM 1,166.67 1,166.67U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.12% MATSYS35870

Totals for 04/16/2015 689,994,016.66 650,000,000.00 1,722.23 -39,992,294.43

35877 COMM 12,236,056.50 -12,236,056.50FFCB NOTESKEYBANC CAPITALPurchaseFEDERAL FARM CR3133EEUT535879 COMM 10,041,984.77 -10,041,984.77FHLB NOTESMIZUHOPurchaseFEDERAL HOME3130A4KD335878 COMM 10,000,000.00 -10,000,000.00FHLMC NOTESINCAPITAL LLCPurchaseFEDERAL HOME LN3134G6MX835883 COMM 99,999,333.34 -99,999,333.34U S BANKU S BANKPurchaseUSB DISC NOTE9033E1RL035880 COMM 50,000,000.00 -50,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.06% MATSYS3588035881 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.09% MATSYS3588135882 COMM 350,000,000.00 -350,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.09% MATSYS35882

Portfolio SCL2AP


35



TotalCashInterest

PrincipalPaydowns


35874 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.09% MATSYS3587435875 COMM 200,000,000.00 200,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.08% MATSYS3587535876 COMM 350,000,000.00 350,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.11% MATSYS3587635874 COMM 250.00 250.00U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.09% MATSYS3587435875 COMM 444.44 444.44U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.08% MATSYS3587535876 COMM 1,069.44 1,069.44U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.11% MATSYS35876

Totals for 04/17/2015 632,277,374.61 650,000,000.00 1,763.88 17,724,389.27

35884 COMM 25,000,000.00 -25,000,000.00FHLMC NOTESINCAPITAL LLCPurchaseFEDERAL HOME LN3134G6NT635885 COMM 35,000,000.00 -35,000,000.00FHLMC NOTESBARCLAYS CAPITALPurchaseFEDERAL HOME LN3134G6TQ635890 COMM 99,999,777.78 -99,999,777.78U S BANKU S BANKPurchaseUSB DISC NOTE9033E1RM835886 COMM 25,471,641.92 -25,471,641.92U.S. TREASURYMERRILL LYNCHPurchaseUNITED STATES912828VK335887 COMM 15,259,463.49 -15,259,463.49U.S. TREASURYCANTORPurchaseUNITED STATES912828VQ035888 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.06% MATSYS3588835889 COMM 300,000,000.00 -300,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.09% MATSYS3588932251 COMM 440,974.72 440,974.72VOLKSWAGENCITIGROUP GLOBALRedemptionVALET 0.85% MAT92867GAC732251 COMM 5.12 5.12VOLKSWAGENCITIGROUP GLOBALCap G/LVALET 0.85% MAT92867GAC735842 COMM 50,000,000.00 50,000,000.00GENERAL ELECTRICGENERAL ELECTRICRedemptionGE DISC NOTE MAT36960MRL935843 COMM 50,000,000.00 50,000,000.00GENERAL ELECTRICGENERAL ELECTRICRedemptionGE DISC NOTE MAT36960MRL935880 COMM 50,000,000.00 50,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.06% MATSYS3588035881 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.09% MATSYS3588135882 COMM 350,000,000.00 350,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.09% MATSYS3588235883 COMM 100,000,000.00 100,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1RL032251 COMM 1,282.61 1,282.61VOLKSWAGENCITIGROUP GLOBALInterestVALET 0.85% MAT92867GAC734913 COMM 37,500.00 37,500.00FNMA NOTESCITIGROUP GLOBALInterestFEDERAL NATL MTG3135G0ZB235880 COMM 250.00 250.00U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.06% MATSYS3588035881 COMM 750.00 750.00U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.09% MATSYS3588135882 COMM 2,625.00 2,625.00U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.09% MATSYS3588235060 COMM -2,767.82 -2,767.82BMW VEHICLEBNP PARIBASInterestBMWLT 0.66% MAT09657YAD435060 COMM 4,078,578.12 4,078,578.12BMW VEHICLEBNP PARIBASRedemptionBMWLT 0.66% MAT09657YAD435064 COMM 7,583.33 7,583.33VOLKSWAGENJPMorganChaseInterestVALET 0.91% MAT92867RAC335064 COMM 243,311.62 243,311.62VOLKSWAGENJPMorganChaseRedemptionVALET 0.91% MAT92867RAC335065 COMM 6,980.80 6,980.80VOLKSWAGENJPMorganChaseInterestVALET 0.42% MAT92867RAB535065 COMM 1,932,406.09 1,932,406.09VOLKSWAGENJPMorganChaseRedemptionVALET 0.42% MAT92867RAB535382 COMM 373.51 373.51VOLKSWAGENCITIGROUP GLOBALInterestVALET 0.2% MAT92867TAA335382 COMM 936,489.47 936,489.47VOLKSWAGENCITIGROUP GLOBALRedemptionVALET 0.2% MAT92867TAA335706 COMM 8,700.00 8,700.00VOLKSWAGENBARCLAYS CAPITALInterestVALET 0.98% MAT92867VAB635706 COMM 443,602.23 443,602.23VOLKSWAGENBARCLAYS CAPITALRedemptionVALET 0.98% MAT92867VAB6

Totals for 04/20/2015 600,730,883.19 708,075,367.37 63,277.43 107,407,761.61

35892 COMM 5,005,219.44 -5,005,219.44FFCB NOTESPIPER JAFFRAY &PurchaseFEDERAL FARM CR3133ECBX1

Portfolio SCL2AP


36



TotalCashInterest

PrincipalPaydowns


35893 COMM 24,996,250.00 -24,996,250.00FHLMC NOTESDaiwa Capital MarketPurchaseFEDERAL HOME LN3134G6TF035891 COMM 27,880,468.69 -27,880,468.69FHLMC DISCOUNTBREAN CAPITAL LLCPurchaseFMCDN DISC NOTE313396JJ335894 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.05% MATSYS3589435895 COMM 400,000,000.00 -400,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.06% MATSYS3589535230 COMM 14,990,250.00 14,990,250.00FHLMC NOTESCITIGROUP GLOBALRedemptionFEDERAL HOME LN3134G5C9435230 COMM 9,750.00 9,750.00FHLMC NOTESCITIGROUP GLOBALCap G/LFEDERAL HOME LN3134G5C9435888 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.06% MATSYS3588835889 COMM 300,000,000.00 300,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.09% MATSYS3588935890 COMM 100,000,000.00 100,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1RM835034 COMM 50,000.00 50,000.00WALMARTCITIGROUP GLOBALInterestWAL-MART STORES931142DN035230 COMM 41,250.00 41,250.00FHLMC NOTESCITIGROUP GLOBALInterestFEDERAL HOME LN3134G5C9435269 COMM 45,000.00 45,000.00WALMARTJEFFERIES & CO,InterestWAL-MART STORES931142DN035888 COMM 166.67 166.67U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.06% MATSYS3588835889 COMM 750.00 750.00U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.09% MATSYS35889

Totals for 04/21/2015 557,881,938.13 515,000,000.00 137,166.67 -42,744,771.46

35899 COMM 80,000,000.00 -80,000,000.00BMO CAPITALBMO CAPITALPurchaseBMO 0.1% MAT06366CK7235898 COMM 99,999,777.78 -99,999,777.78U S BANKU S BANKPurchaseUSB DISC NOTE9033E1RP135896 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.05% MATSYS3589635897 COMM 350,000,000.00 -350,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.06% MATSYS3589735823 COMM 10,000,000.00 10,000,000.00BANK OFBMO CAPITALRedemptionBMOCHI 0.12% MAT06366CC9735824 COMM 50,000,000.00 50,000,000.00BANK OFBMO CAPITALRedemptionBMOCHI 0.12% MAT06366CC9735894 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.05% MATSYS3589435895 COMM 400,000,000.00 400,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.06% MATSYS3589534596 COMM 49,291.67 49,291.67BANK OF NOVAUBS FINANCEInterestBNS 0.65% MAT06417F6H835627 COMM 9,417.50 9,417.50U S BANKBARCLAYS CAPITALInterestUSB 0.3767% MAT90331HMF735627 COMM 1,360.31 -1,360.31 0.00U S BANKBARCLAYS CAPITALAccr IntUSB 0.3767% MAT90331HMF735823 COMM 466.67 466.67BANK OFBMO CAPITALInterestBMOCHI 0.12% MAT06366CC9735824 COMM 2,333.33 2,333.33BANK OFBMO CAPITALInterestBMOCHI 0.12% MAT06366CC9735894 COMM 138.89 138.89U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.05% MATSYS3589435895 COMM 666.67 666.67U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.06% MATSYS35895

Totals for 04/22/2015 629,999,777.78 560,001,360.31 60,954.42 -69,937,463.05

35905 COMM 10,000,916.67 -10,000,916.67FHLB NOTESDEUTSCHE BANKPurchaseFEDERAL HOME3130A4YH935906 COMM 20,243,350.00 -20,243,350.00FHLB NOTESWELLS FARGOPurchaseFEDERAL HOME313379DT335904 COMM 99,999,777.78 -99,999,777.78U S BANKU S BANKPurchaseUSB DISC NOTE9033E1RQ935902 COMM 350,000,000.00 -350,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.04% MATSYS3590235903 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.04% MATSYS3590334813 COMM 9,931,000.00 9,931,000.00FHLB NOTESUBS FINANCERedemptionFEDERAL HOME3130A0HH634813 COMM 69,000.00 69,000.00FHLB NOTESUBS FINANCECap G/LFEDERAL HOME3130A0HH635896 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.05% MATSYS35896

Portfolio SCL2AP


37



TotalCashInterest

PrincipalPaydowns


35897 COMM 350,000,000.00 350,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.06% MATSYS3589735898 COMM 100,000,000.00 100,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1RP134813 COMM 32,222.22 32,222.22FHLB NOTESUBS FINANCEInterestFEDERAL HOME3130A0HH635896 COMM 138.89 138.89U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.05% MATSYS3589635897 COMM 583.33 583.33U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.06% MATSYS3589735700 COMM 6,662.64 6,662.64GE EQUIPMERRILL LYNCHInterestGEET 0.89% MAT36164EAB135700 COMM 165,569.43 165,569.43GE EQUIPMERRILL LYNCHRedemptionGEET 0.89% MAT36164EAB1

Totals for 04/23/2015 580,244,044.45 560,165,569.43 39,607.08 -20,038,867.94

35910 COMM 99,999,333.34 -99,999,333.34U S BANKU S BANKPurchaseUSB DISC NOTE9033E1RT335908 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.05% MATSYS3590835909 COMM 350,000,000.00 -350,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.06% MATSYS3590935902 COMM 350,000,000.00 350,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.04% MATSYS3590235903 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.04% MATSYS3590335904 COMM 100,000,000.00 100,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1RQ935902 COMM 388.89 388.89U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.04% MATSYS3590235903 COMM 111.11 111.11U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.04% MATSYS35903

Totals for 04/24/2015 549,999,333.34 550,000,000.00 500.00 1,166.66

35914 COMM 10,000,000.00 -10,000,000.00FHLB NOTESJPMorganChasePurchaseFEDERAL HOME3130A4Y5535915 COMM 10,000,000.00 -10,000,000.00FHLB NOTESBREAN CAPITAL LLCPurchaseFEDERAL HOME3130A4Y5535916 COMM 20,000,000.00 -20,000,000.00FHLB NOTESJPMorganChasePurchaseFEDERAL HOME3130A4Y5535911 COMM 10,000,000.00 -10,000,000.00FHLMC NOTESINCAPITAL LLCPurchaseFEDERAL HOME LN3134G6TW335912 COMM 12,497,500.00 -12,497,500.00FHLMC NOTESINCAPITAL LLCPurchaseFEDERAL HOME LN3134G6TW335913 COMM 15,000,000.00 -15,000,000.00FHLMC NOTESINCAPITAL LLCPurchaseFEDERAL HOME LN3134G6TW335920 COMM 99,999,694.44 -99,999,694.44RABOBANKMERRILL LYNCHPurchaseRABO DISC NOTE21687BRU735921 COMM 30,000,000.00 -30,000,000.00TORONTOMERRILL LYNCHPurchaseTDNY 0.125% MAT89113EMR435919 COMM 99,999,777.78 -99,999,777.78U S BANKU S BANKPurchaseUSB DISC NOTE9033E1RU035917 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.06% MATSYS3591735918 COMM 350,000,000.00 -350,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.06% MATSYS3591835711 COMM 15,004,350.00 15,004,350.00FHLMC NOTESUBS FINANCERedemptionFHLMC 0.875% MAT3134G5YG435711 COMM -4,350.00 -4,350.00FHLMC NOTESUBS FINANCECap G/LFHLMC 0.875% MAT3134G5YG435776 COMM 30,000,000.00 30,000,000.00TORONTOMERRILL LYNCHRedemptionTDNY 0.085% MAT89113EJJ635908 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.05% MATSYS3590835909 COMM 350,000,000.00 350,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.06% MATSYS3590935910 COMM 100,000,000.00 100,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1RT330108 COMM 203,125.00 203,125.00FNMA NOTESRESIDENTIALInterestFNMA 1.625% MAT31398A4M135422 COMM 41,175.00 41,175.00WALMARTMERRILL LYNCHInterestWAL MART STORES931142CX935422 COMM 4,346.25 -4,346.25 0.00WALMARTMERRILL LYNCHAccr IntWAL MART STORES931142CX935684 COMM 36,250.00 36,250.00FHLB NOTESDEUTSCHE BANKInterestFEDERAL HOME3130A4GJ535685 COMM 21,750.00 21,750.00FHLB NOTESMERRILL LYNCHInterestFEDERAL HOME3130A4GJ5

Portfolio SCL2AP


38



TotalCashInterest

PrincipalPaydowns


35711 COMM 15,312.50 -15,312.50 0.00FHLMC NOTESUBS FINANCEAccr IntFHLMC 0.875% MAT3134G5YG435776 COMM 2,266.67 2,266.67TORONTOMERRILL LYNCHInterestTDNY 0.085% MAT89113EJJ635908 COMM 416.67 416.67U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.05% MATSYS3590835909 COMM 1,750.00 1,750.00U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.06% MATSYS3590935376 COMM 4,416.67 4,416.67BMW VEHICLE RBC CAPITALInterestBMWOT 0.53% MAT09658UAB535376 COMM 392,153.76 392,153.76BMW VEHICLE RBC CAPITALRedemptionBMWOT 0.53% MAT09658UAB5

Totals for 04/27/2015 757,496,972.22 595,411,812.51 291,491.26 -161,793,668.45

35922 COMM 10,142,915.28 -10,142,915.28FHLB NOTESBREAN CAPITAL LLCPurchaseFEDERAL HOME313378A4335923 COMM 10,250,000.00 -10,250,000.00FHLMC NOTESINCAPITAL LLCPurchaseFEDERAL HOME LN3134G6SN435924 COMM 20,005,000.00 -20,005,000.00FHLMC NOTESBARCLAYS CAPITALPurchaseFEDERAL HOME LN3134G6UZ435925 COMM 25,000,000.00 -25,000,000.00FHLMC NOTESUBS FINANCEPurchaseFEDERAL HOME LN3134G6VU435928 COMM 99,999,777.78 -99,999,777.78U S BANKU S BANKPurchaseUSB DISC NOTE9033E1RV835926 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.05% MATSYS3592635927 COMM 350,000,000.00 -350,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.07% MATSYS3592735440 COMM 12,527,343.75 12,527,343.75FHLB NOTESCITIGROUP GLOBALRedemptionFEDERAL HOME3130A3BX135440 COMM -27,343.75 -27,343.75FHLB NOTESCITIGROUP GLOBALCap G/LFEDERAL HOME3130A3BX135917 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.06% MATSYS3591735918 COMM 350,000,000.00 350,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.06% MATSYS3591835919 COMM 100,000,000.00 100,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1RU035920 COMM 100,000,000.00 100,000,000.00RABOBANKMERRILL LYNCHRedemptionRABO DISC NOTE21687BRU735403 COMM 150,000.00 150,000.00FHLB NOTESDEUTSCHE BANKInterestFEDERAL HOME3130A3BP835403 COMM 4,166.67 -4,166.67 0.00FHLB NOTESDEUTSCHE BANKAccr IntFEDERAL HOME3130A3BP835440 COMM 62,500.00 62,500.00FHLB NOTESCITIGROUP GLOBALInterestFEDERAL HOME3130A3BX135440 COMM 9,027.78 -9,027.78 0.00FHLB NOTESCITIGROUP GLOBALAccr IntFEDERAL HOME3130A3BX135545 COMM 72,918.75 72,918.75FHLB NOTESDEUTSCHE BANKInterestFEDERAL HOME3130A3BP835545 COMM 24,711.35 -24,711.35 0.00FHLB NOTESDEUTSCHE BANKAccr IntFEDERAL HOME3130A3BP835711 COMM 32,812.50 32,812.50FHLMC NOTESUBS FINANCEInterestFHLMC 0.875% MAT3134G5YG435917 COMM 166.67 166.67U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.06% MATSYS3591735918 COMM 583.33 583.33U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.06% MATSYS35918

Totals for 04/28/2015 615,397,693.06 662,537,905.80 281,075.45 47,421,288.19

35929 COMM 5,000,000.00 -5,000,000.00FHLB NOTESINCAPITAL LLCPurchaseFEDERAL HOME3130A4Z8835935 COMM 5,000,000.00 -5,000,000.00FHLB NOTESVINING SPARKS IBGPurchaseFEDERAL HOME3130A4Z8835930 COMM 10,000,000.00 -10,000,000.00FHLMC NOTESUBS FINANCEPurchaseFEDERAL HOME LN3134G6UE135931 COMM 6,135,000.00 -6,135,000.00FHLMC NOTESINCAPITAL LLCPurchaseFEDERAL HOME LN3134G6UW135934 COMM 99,999,777.78 -99,999,777.78U S BANKU S BANKPurchaseUSB DISC NOTE9033E1RW635932 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.05% MATSYS3593235933 COMM 350,000,000.00 -350,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.05% MATSYS3593335926 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.05% MATSYS3592635927 COMM 350,000,000.00 350,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.07% MATSYS35927

Portfolio SCL2AP


39



TotalCashInterest

PrincipalPaydowns


35928 COMM 100,000,000.00 100,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1RV835926 COMM 138.89 138.89U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.05% MATSYS3592635927 COMM 680.56 680.56U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.07% MATSYS35927

Totals for 04/29/2015 576,134,777.78 550,000,000.00 819.45 -26,133,958.33

35936 COMM 14,974,350.00 -14,974,350.00INTL BANK RECON &BARCLAYS CAPITALPurchaseIBRD 1.% MAT459058EJ835937 COMM 9,982,900.00 -9,982,900.00INTL BANK RECON &BMO CAPITALPurchaseIBRD 1.% MAT459058EJ835939 COMM 99,999,861.12 -99,999,861.12U S BANKU S BANKPurchaseUSB DISC NOTE9033E1S1335938 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.09% MATSYS3593835932 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.05% MATSYS3593235933 COMM 350,000,000.00 350,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.05% MATSYS3593335934 COMM 100,000,000.00 100,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1RW635063 COMM 23,000.00 23,000.00FHLB NOTESBNP PARIBASInterestFEDERAL HOME3130A1P6935932 COMM 138.89 138.89U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.05% MATSYS3593235933 COMM 486.11 486.11U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.05% MATSYS35933

Totals for 04/30/2015 224,957,111.12 550,000,000.00 23,625.00 325,066,513.88

35940 COMM 5,000,000.00 -5,000,000.00FFCB NOTESRAYMOND JAMES &PurchaseFEDERAL FARM CR3133EEE7135941 COMM 5,000,000.00 -5,000,000.00FFCB NOTESINCAPITAL LLCPurchaseFEDERAL FARM CR3133EEE7135942 COMM 10,081,236.67 -10,081,236.67FHLMC NOTESWELLS FARGOPurchaseFEDERAL HOME LN3134G3ZH635943 COMM 10,040,384.80 -10,040,384.80FNMA NOTESBNP PARIBASPurchaseFEDERAL NATL MTG3135G0MZ335944 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.09% MATSYS3594435945 COMM 150,000,000.00 -150,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.09% MATSYS3594535492 COMM 20,000,000.00 20,000,000.00FHLMC DISCOUNTDaiwa Capital MarketRedemptionFMCDN DISC NOTE313396FA635861 COMM 100,000,000.00 100,000,000.00TOYOTA MOTORTOYOTA MOTORRedemptionTOYO DISC NOTE89233HS1335938 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.09% MATSYS3593835939 COMM 100,000,000.00 100,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1S1330101 COMM 103,125.00 103,125.00COLGATE-PALMOLICITICORPInterestCP 1.375% MAT19416QDQ034625 COMM 78,125.00 78,125.00CALIFORNIA STCITIGROUP GLOBALInterestCAS 1.25% MAT13063CFD734645 COMM 31,250.00 31,250.00CALIFORNIA STCITIGROUP GLOBALInterestCAS 1.25% MAT13063CFD734650 COMM 87,500.00 87,500.00CALIFORNIA STCITIGROUP GLOBALInterestCITIF 1.75% MAT13063CFC934729 COMM 79,493.75 79,493.75CALIFORNIA STCITIGROUP GLOBALInterestCITIF 1.75% MAT13063CFC935444 COMM 48,750.00 48,750.00CALIFORNIA STCITIGROUP GLOBALInterestCALIFORNIA ST FOR13063CPM635534 COMM 67,437.49 67,437.49CALIFORNIA STCITIGROUP GLOBALInterestCALIFORNIA ST FOR13063CPN435534 COMM 11,671.88 -11,671.88 0.00CALIFORNIA STCITIGROUP GLOBALAccr IntCALIFORNIA ST FOR13063CPN435938 COMM 250.00 250.00U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.09% MATSYS35938

Totals for 05/01/2015 280,121,621.47 320,011,671.88 484,259.36 40,374,309.77

35948 COMM 29,999,916.67 -29,999,916.67U S BANKU S BANKPurchaseUSB DISC NOTE9033E1S5435946 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.05% MATSYS3594635947 COMM 250,000,000.00 -250,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.06% MATSYS3594735450 COMM 10,000,000.00 10,000,000.00FHLB DISCOUNTUBS FINANCERedemptionFHDN DISC NOTE313384FD6

Portfolio SCL2AP


40



TotalCashInterest

PrincipalPaydowns


35944 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.09% MATSYS3594435945 COMM 150,000,000.00 150,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.09% MATSYS3594535048 COMM 25,135.00 25,135.00FFCB NOTESUBS FINANCEInterestFEDERAL FARM CR3133EDGC035944 COMM 750.00 750.00U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.09% MATSYS3594435945 COMM 1,125.00 1,125.00U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.09% MATSYS35945

Totals for 05/04/2015 379,999,916.67 260,000,000.00 27,010.00 -119,972,906.67

35951 COMM 69,999,805.55 -69,999,805.55U S BANKU S BANKPurchaseUSB DISC NOTE9033E1S6235949 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.06% MATSYS3594935950 COMM 200,000,000.00 -200,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.06% MATSYS3595035946 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.05% MATSYS3594635947 COMM 250,000,000.00 250,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.06% MATSYS3594735948 COMM 30,000,000.00 30,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1S5435006 COMM 31,000.00 31,000.00FFCB NOTESJPMorganChaseInterestFEDERAL FARM CR3133EDET535021 COMM 38,750.00 38,750.00FFCB NOTESJPMorganChaseInterestFEDERAL FARM CR3133EDET535946 COMM 138.89 138.89U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.05% MATSYS3594635947 COMM 416.67 416.67U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.06% MATSYS35947

Totals for 05/05/2015 369,999,805.55 380,000,000.00 70,305.56 10,070,500.01

35953 COMM 24,995,595.00 -24,995,595.00CHASE ISSUANCEJPMorganChasePurchaseCHAIT 1.36% MAT161571GY435952 COMM 9,996,450.00 -9,996,450.00FHLB NOTESWELLS FARGOPurchaseFEDERAL HOME3130A57J235954 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.05% MATSYS3595435955 COMM 200,000,000.00 -200,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.06% MATSYS3595535409 COMM 10,000,000.00 10,000,000.00FHLMC NOTESCITIGROUP GLOBALRedemptionFEDERAL HOME LN3134G5ME235949 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.06% MATSYS3594935950 COMM 200,000,000.00 200,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.06% MATSYS3595035951 COMM 70,000,000.00 70,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1S6235409 COMM 57,500.00 57,500.00FHLMC NOTESCITIGROUP GLOBALInterestFEDERAL HOME LN3134G5ME235949 COMM 166.67 166.67U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.06% MATSYS3594935950 COMM 333.33 333.33U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.06% MATSYS35950

Totals for 05/06/2015 334,992,045.00 380,000,000.00 58,000.00 45,065,955.00

35956 COMM 5,641,798.61 -5,641,798.61FHLB NOTESKEYBANC CAPITALPurchaseFEDERAL HOME3133XRFZ835957 COMM 5,046,718.06 -5,046,718.06FHLB NOTESBREAN CAPITAL LLCPurchaseFEDERAL HOME313379DT335958 COMM 14,985,240.00 -14,985,240.00FHLB NOTESWELLS FARGOPurchaseFEDERAL HOME3130A57G835961 COMM 39,999,888.89 -39,999,888.89U S BANKU S BANKPurchaseUSB DISC NOTE9033E1S8835959 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.05% MATSYS3595935960 COMM 150,000,000.00 -150,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.06% MATSYS3596035954 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.05% MATSYS3595435955 COMM 200,000,000.00 200,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.06% MATSYS3595535954 COMM 138.89 138.89U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.05% MATSYS3595435955 COMM 333.33 333.33U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.06% MATSYS35955

Portfolio SCL2AP


41



TotalCashInterest

PrincipalPaydowns


Totals for 05/07/2015 315,673,645.56 300,000,000.00 472.22 -15,673,173.34

35964 COMM 39,999,666.67 -39,999,666.67U S BANKU S BANKPurchaseUSB DISC NOTE9033E1SB135962 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.05% MATSYS3596235963 COMM 150,000,000.00 -150,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.06% MATSYS3596335451 COMM 15,000,000.00 15,000,000.00BANK OF NOVASCOTIA CAPITALRedemptionBNSHOU 0.17% MAT06417HWX035959 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.05% MATSYS3595935960 COMM 150,000,000.00 150,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.06% MATSYS3596035961 COMM 40,000,000.00 40,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1S8835451 COMM 11,616.67 11,616.67BANK OF NOVASCOTIA CAPITALInterestBNSHOU 0.17% MAT06417HWX035959 COMM 138.89 138.89U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.05% MATSYS3595935960 COMM 250.00 250.00U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.06% MATSYS35960

Totals for 05/08/2015 289,999,666.67 305,000,000.00 12,005.56 15,012,338.89

35965 COMM 4,990,115.00 -4,990,115.00FFCB NOTESJPMorganChasePurchaseFEDERAL FARM CR3133EEJ5035966 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.05% MATSYS3596635967 COMM 200,000,000.00 -200,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.06% MATSYS3596735401 COMM 25,000,000.00 25,000,000.00RABOBANKUBS FINANCERedemptionRABO ZERO CPN74977LSB435834 COMM 30,000,000.00 30,000,000.00TORONTOMERRILL LYNCHRedemptionTDNY 0.115% MAT89113ELA235835 COMM 50,000,000.00 50,000,000.00TORONTOMERRILL LYNCHRedemptionTDNY 0.115% MAT89113ELA235962 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.05% MATSYS3596235963 COMM 150,000,000.00 150,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.06% MATSYS3596335964 COMM 40,000,000.00 40,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1SB130190 COMM 56,250.00 56,250.00GENERAL ELECTRICMORGAN STANLEYInterestGE 2.25% MAT36962G4T833735 COMM 20,000.00 20,000.00FFCB NOTESJEFFERIES & CO,InterestFFCB 0.4% MAT3133EA7L635834 COMM 3,066.67 3,066.67TORONTOMERRILL LYNCHInterestTDNY 0.115% MAT89113ELA235835 COMM 5,111.11 5,111.11TORONTOMERRILL LYNCHInterestTDNY 0.115% MAT89113ELA235962 COMM 416.67 416.67U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.05% MATSYS3596235963 COMM 750.00 750.00U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.06% MATSYS359638506 COMM 25,657.15 25,657.15LOCAL AGENCYInterestLAIF 1.65%SYS8506

Totals for 05/11/2015 304,990,115.00 395,000,000.00 111,251.60 90,121,136.60

35968 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.05% MATSYS3596835969 COMM 200,000,000.00 -200,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.06% MATSYS3596935518 COMM 11,000,000.00 11,000,000.00FHLMC DISCOUNTPIPER JAFFRAY &RedemptionFHLMC DISC NOTE313396FM035966 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.05% MATSYS3596635967 COMM 200,000,000.00 200,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.06% MATSYS3596735643 COMM 3,625.01 3,625.01ROYAL BANK OF RBC CAPITALInterestRBC 0.2917% MAT78009NTJ535966 COMM 138.89 138.89U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.05% MATSYS3596635967 COMM 333.33 333.33U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.06% MATSYS3596734291 COMM 164.40 164.40MORGAN STANLEYInterestMSGI 0.%SYS3429134291 COMM 164.40 -164.40MORGAN STANLEYPurchaseMSGI 0.%SYS34291

Portfolio SCL2AP


42



TotalCashInterest

PrincipalPaydowns


Totals for 05/12/2015 300,000,164.40 311,000,000.00 4,261.63 11,004,097.23

35970 COMM 2,997,930.00 -2,997,930.00APPLE INCMERRILL LYNCHPurchaseAAPL 0.9% MAT037833BB535973 COMM 99,999,722.22 -99,999,722.22U S BANKU S BANKPurchaseUSB DISC NOTE9033E1SE535971 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.07% MATSYS3597135972 COMM 200,000,000.00 -200,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.07% MATSYS3597235899 COMM 80,000,000.00 80,000,000.00BMO CAPITALBMO CAPITALRedemptionBMO 0.1% MAT06366CK7235968 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.05% MATSYS3596835969 COMM 200,000,000.00 200,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.06% MATSYS3596934532 COMM 62,500.00 62,500.00FHLMC NOTESDEUTSCHE BANKInterestFEDERAL HOME LN3137EADQ934723 COMM 125,000.00 125,000.00FHLMC NOTESDEUTSCHE BANKInterestFEDERAL HOME LN3137EADQ934751 COMM 111,000.00 111,000.00FHLMC NOTESDaiwa Capital MarketInterestFEDERAL HOME LN3137EADQ934754 COMM 62,500.00 62,500.00FHLMC NOTESBNP PARIBASInterestFEDERAL HOME LN3137EADQ934971 COMM 50,000.00 50,000.00FHLMC NOTESRAYMOND JAMES &InterestFEDERAL HOME LN3137EADQ935899 COMM 4,666.67 4,666.67BMO CAPITALBMO CAPITALInterestBMO 0.1% MAT06366CK7235968 COMM 138.89 138.89U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.05% MATSYS3596835969 COMM 333.33 333.33U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.06% MATSYS35969

Totals for 05/13/2015 402,997,652.22 380,000,000.00 416,138.89 -22,581,513.33

35976 COMM 94,999,736.11 -94,999,736.11U S BANKU S BANKPurchaseUSB DISC NOTE9033E1SF235974 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.07% MATSYS3597435975 COMM 200,000,000.00 -200,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.07% MATSYS3597535971 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.07% MATSYS3597135972 COMM 200,000,000.00 200,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.07% MATSYS3597235973 COMM 100,000,000.00 100,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1SE534258 COMM 110,000.00 110,000.00FNMA NOTESBNP PARIBASInterestFEDERAL NATL MTG3135G0WY535026 COMM 26,415.75 -26,415.75 0.00U.S. TREASURYBARCLAYS CAPITALAccr IntUNITED STATES912828SU535971 COMM 194.44 194.44U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.07% MATSYS3597135972 COMM 388.89 388.89U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.07% MATSYS35972

Totals for 05/14/2015 394,999,736.11 400,026,415.75 84,167.58 5,110,847.22

35979 COMM 91,999,233.33 -91,999,233.33U S BANKU S BANKPurchaseUSB DISC NOTE9033E1SJ435977 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.07% MATSYS3597735978 COMM 200,000,000.00 -200,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.07% MATSYS3597835026 COMM 25,000,000.00 25,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUNITED STATES912828SU535523 COMM 10,000,000.00 10,000,000.00FHLMC DISCOUNTFTN FINANCIALRedemptionFMCDN DISC NOTE313396FQ135974 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.07% MATSYS3597435975 COMM 200,000,000.00 200,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.07% MATSYS3597535976 COMM 95,000,000.00 95,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1SF232277 COMM 137,500.00 137,500.00FNMA NOTESGLEACHER & InterestFNMA 1.375% MAT3135G0ES833714 COMM 137,500.00 137,500.00FNMA NOTESDEUTSCHE BANKInterestFNMA 1.375% MAT3135G0ES833757 COMM 6,750.00 6,750.00CHASE ISSUANCEJPMorganChaseInterestCHAIT 0.54% MAT161571FR0

Portfolio SCL2AP


43



TotalCashInterest

PrincipalPaydowns


35026 COMM 31,250.00 31,250.00U.S. TREASURYBARCLAYS CAPITALInterestUNITED STATES912828SU535418 COMM 6,750.00 6,750.00CHASE ISSUANCEMORGAN STANLEYInterestCHAIT 0.54% MAT161571FR035427 COMM 198,387.51 198,387.51CHEVRON CORP.MERRILL LYNCHInterestCHEVRON CORP166764AL435974 COMM 194.44 194.44U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.07% MATSYS3597435975 COMM 388.89 388.89U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.07% MATSYS3597534436 COMM 9,875.00 9,875.00CHASE ISSUANCECITIGROUP GLOBALInterestCHAIT 0.79% MAT161571FJ834436 COMM 648,134.19 648,134.19CHASE ISSUANCECITIGROUP GLOBALRedemptionCHAIT 0.79% MAT161571FJ834933 COMM 4,466.66 4,466.66TOYOTA AUTO RECCITIGROUP GLOBALInterestTAOT 0.67% MAT89231MAC934933 COMM 266,118.65 266,118.65TOYOTA AUTO RECCITIGROUP GLOBALRedemptionTAOT 0.67% MAT89231MAC934934 COMM 1,141.56 1,141.56TOYOTA AUTO RECCITIGROUP GLOBALInterestTAOT 0.41% MAT89231MAB134934 COMM 600,183.37 600,183.37TOYOTA AUTO RECCITIGROUP GLOBALRedemptionTAOT 0.41% MAT89231MAB134992 COMM 1,530.52 1,530.52MERCEDES-BENZCITIGROUP GLOBALInterestMBALT 0.48% MAT58768EAC334992 COMM 729,029.77 729,029.77MERCEDES-BENZCITIGROUP GLOBALRedemptionMBALT 0.48% MAT58768EAC335040 COMM 367.02 367.02TOYOTA AUTO RECMORGAN STANLEYInterestTAOT 0.41% MAT89231MAB135040 COMM 257,343.66 257,343.66TOYOTA AUTO RECMORGAN STANLEYRedemptionTAOT 0.41% MAT89231MAB135087 COMM 3,114.17 3,114.17HONDA AUTOCITIGROUP GLOBALInterestHAROT 0.74% MAT43813XAD635087 COMM 144,604.22 144,604.22HONDA AUTOCITIGROUP GLOBALRedemptionHAROT 0.74% MAT43813XAD635143 COMM 1,861.45 1,861.45TOYOTA AUTO RECCITIGROUP GLOBALInterestTAOT 0.41% MAT89231MAB135143 COMM 1,270,370.28 1,270,370.28TOYOTA AUTO RECCITIGROUP GLOBALRedemptionTAOT 0.41% MAT89231MAB135311 COMM 4,124.70 4,124.70JOHN DEERE RBC CAPITALInterestJDOT 0.54% MAT477877AB035311 COMM 888,150.60 888,150.60JOHN DEERE RBC CAPITALRedemptionJDOT 0.54% MAT477877AB035375 COMM 2,125.00 2,125.00TOYOTA AUTO RECMERRILL LYNCHInterestTAOT 0.51% MAT89190AAB635375 COMM 231,851.43 231,851.43TOYOTA AUTO RECMERRILL LYNCHRedemptionTAOT 0.51% MAT89190AAB635420 COMM 6,583.33 6,583.33CHASE ISSUANCEMORGAN STANLEYInterestCHAIT 0.79% MAT161571FJ835420 COMM 431,853.79 431,853.79CHASE ISSUANCEMORGAN STANLEYRedemptionCHAIT 0.79% MAT161571FJ835423 COMM 3,353.17 3,353.17AMERICANMORGAN STANLEYInterestAME 0.59% MAT02587UAB635423 COMM 216,977.85 216,977.85AMERICANMORGAN STANLEYRedemptionAME 0.59% MAT02587UAB635456 COMM 1,039.78 1,039.78HONDA AUTOBNP PARIBASInterestHAROT 0.22% MAT43814JAA235456 COMM 1,562,016.29 1,562,016.29HONDA AUTOBNP PARIBASRedemptionHAROT 0.22% MAT43814JAA235457 COMM 4,833.33 4,833.33HONDA AUTOBNP PARIBASInterestHAROT 0.58% MAT43814JAB035457 COMM 461,842.25 461,842.25HONDA AUTOBNP PARIBASRedemptionHAROT 0.58% MAT43814JAB035725 COMM 9,425.00 9,425.00JOHN DEERECITIGROUP GLOBALInterestJDOT 0.87% MAT47787UAB935725 COMM 381,988.91 381,988.91JOHN DEERECITIGROUP GLOBALRedemptionJDOT 0.87% MAT47787UAB935726 COMM 6,600.00 6,600.00JOHN DEERECITIGROUP GLOBALInterestJDOT 1.32% MAT47787UAD535726 COMM 116,398.80 116,398.80JOHN DEERECITIGROUP GLOBALRedemptionJDOT 1.32% MAT47787UAD5

Totals for 05/15/2015 391,999,233.33 438,206,864.06 579,161.53 46,786,792.26

35982 COMM 99,999,722.22 -99,999,722.22U S BANKU S BANKPurchaseUSB DISC NOTE9033E1SK135980 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.05% MATSYS3598035981 COMM 250,000,000.00 -250,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.05% MATSYS3598135503 COMM 15,000,000.00 15,000,000.00FNMA DISCOUNTUBS FINANCERedemptionFNMAD DISC NOTE313588FT7

Portfolio SCL2AP


44



TotalCashInterest

PrincipalPaydowns


35977 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.07% MATSYS3597735978 COMM 200,000,000.00 200,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.07% MATSYS3597835979 COMM 92,000,000.00 92,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1SJ435977 COMM 583.33 583.33U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.07% MATSYS3597735978 COMM 1,166.67 1,166.67U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.07% MATSYS35978

Totals for 05/18/2015 449,999,722.22 407,000,000.00 1,750.00 -42,997,972.22

35985 COMM 94,999,736.11 -94,999,736.11U S BANKU S BANKPurchaseUSB DISC NOTE9033E1SL935983 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.04% MATSYS3598335984 COMM 300,000,000.00 -300,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.05% MATSYS3598435493 COMM 25,000,000.00 25,000,000.00FNMA DISCOUNTCANTORRedemptionFNMAD DISC NOTE313588FU435500 COMM 20,000,000.00 20,000,000.00FHLMC DISCOUNT RBC CAPITALRedemptionFMCDN DISC NOTE313396FU235980 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.05% MATSYS3598035981 COMM 250,000,000.00 250,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.05% MATSYS3598135982 COMM 100,000,000.00 100,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1SK135980 COMM 138.89 138.89U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.05% MATSYS3598035981 COMM 347.22 347.22U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.05% MATSYS3598135701 COMM 5,620.84 5,620.84TOYOTA AUTO RECJPMorganChaseInterestTAOT 0.71% MAT89236WAB435701 COMM 339,640.27 339,640.27TOYOTA AUTO RECJPMorganChaseRedemptionTAOT 0.71% MAT89236WAB4

Totals for 05/19/2015 494,999,736.11 495,339,640.27 6,106.95 346,011.11

35986 COMM 6,998,925.50 -6,998,925.50HONDA AUTOJPMorganChasePurchaseHAROT 1.04% MAT43813NAC035989 COMM 99,999,722.22 -99,999,722.22U S BANKU S BANKPurchaseUSB DISC NOTE9033E1SM735987 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.04% MATSYS3598735988 COMM 300,000,000.00 -300,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.05% MATSYS3598832251 COMM 420,747.76 420,747.76VOLKSWAGENCITIGROUP GLOBALRedemptionVALET 0.85% MAT92867GAC732251 COMM 4.88 4.88VOLKSWAGENCITIGROUP GLOBALCap G/LVALET 0.85% MAT92867GAC735983 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.04% MATSYS3598335984 COMM 300,000,000.00 300,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.05% MATSYS3598435985 COMM 95,000,000.00 95,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1SL932251 COMM 970.24 970.24VOLKSWAGENCITIGROUP GLOBALInterestVALET 0.85% MAT92867GAC735983 COMM 111.11 111.11U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.04% MATSYS3598335984 COMM 416.67 416.67U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.05% MATSYS3598435060 COMM -8,783.35 -8,783.35BMW VEHICLEBNP PARIBASInterestBMWLT 0.66% MAT09657YAD435060 COMM 5,941,734.38 5,941,734.38BMW VEHICLEBNP PARIBASRedemptionBMWLT 0.66% MAT09657YAD435064 COMM 7,583.33 7,583.33VOLKSWAGENJPMorganChaseInterestVALET 0.91% MAT92867RAC335064 COMM 250,253.26 250,253.26VOLKSWAGENJPMorganChaseRedemptionVALET 0.91% MAT92867RAC335065 COMM 6,303.44 6,303.44VOLKSWAGENJPMorganChaseInterestVALET 0.42% MAT92867RAB535065 COMM 1,877,298.72 1,877,298.72VOLKSWAGENJPMorganChaseRedemptionVALET 0.42% MAT92867RAB535382 COMM 205.39 205.39VOLKSWAGENCITIGROUP GLOBALInterestVALET 0.2% MAT92867TAA335382 COMM 894,130.79 894,130.79VOLKSWAGENCITIGROUP GLOBALRedemptionVALET 0.2% MAT92867TAA3

Portfolio SCL2AP


45



TotalCashInterest

PrincipalPaydowns


35706 COMM 8,700.00 8,700.00VOLKSWAGENBARCLAYS CAPITALInterestVALET 0.98% MAT92867VAB635706 COMM 462,629.47 462,629.47VOLKSWAGENBARCLAYS CAPITALRedemptionVALET 0.98% MAT92867VAB6

Totals for 05/20/2015 506,998,647.72 504,846,799.26 15,506.83 -2,136,341.63

35992 COMM 89,999,750.00 -89,999,750.00U S BANKU S BANKPurchaseUSB DISC NOTE9033E1SN535990 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.05% MATSYS3599035991 COMM 300,000,000.00 -300,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.05% MATSYS3599135987 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.04% MATSYS3598735988 COMM 300,000,000.00 300,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.05% MATSYS3598835989 COMM 100,000,000.00 100,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1SM734464 COMM 54,075.00 54,075.00FNMA NOTESUBS FINANCEInterestFEDERAL NATL MTG3135G0XA635435 COMM 168,750.00 168,750.00JOHNSON &JPMorganChaseInterestJOHNSON &478160BL735762 COMM 65,625.00 65,625.00FNMA NOTESMIZUHOInterestFEDERAL NATL MTG3135G0WJ835762 COMM 45,208.33 -45,208.33 0.00FNMA NOTESMIZUHOAccr IntFEDERAL NATL MTG3135G0WJ835987 COMM 111.11 111.11U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.04% MATSYS3598735988 COMM 416.67 416.67U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.05% MATSYS35988

Totals for 05/21/2015 489,999,750.00 500,045,208.33 243,769.45 10,289,227.78

35995 COMM 84,999,055.55 -84,999,055.55U S BANKU S BANKPurchaseUSB DISC NOTE9033E1SS435993 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.06% MATSYS3599335994 COMM 300,000,000.00 -300,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.06% MATSYS3599435990 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.05% MATSYS3599035991 COMM 300,000,000.00 300,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.05% MATSYS3599135992 COMM 90,000,000.00 90,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1SN534358 COMM 125,000.00 125,000.00FNMA NOTESCITIGROUP GLOBALInterestFEDERAL NATL MTG3135G0XC235990 COMM 138.89 138.89U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.05% MATSYS3599035991 COMM 416.67 416.67U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.05% MATSYS35991

Totals for 05/22/2015 484,999,055.55 490,000,000.00 125,555.56 5,126,500.01

35441 COMM 15,000,000.00 15,000,000.00FHLMC NOTESCITIGROUP GLOBALRedemptionFEDERAL HOME LN3134G5NN135004 COMM 65,625.00 65,625.00FHLB NOTESDEUTSCHE BANKInterestFEDERAL HOME3130A1NN435441 COMM 93,750.00 93,750.00FHLMC NOTESCITIGROUP GLOBALInterestFEDERAL HOME LN3134G5NN1

Totals for 05/24/2015 15,000,000.00 159,375.00 15,159,375.00

35445 COMM 10,000,000.00 10,000,000.00FHLMC NOTESBNP PARIBASRedemptionFEDERAL HOME LN3134G5PS835459 COMM 10,000,000.00 10,000,000.00FHLB NOTESCITIGROUP GLOBALRedemptionFEDERAL HOME3130A3FY535445 COMM 14,500.00 14,500.00FHLMC NOTESBNP PARIBASInterestFEDERAL HOME LN3134G5PS835448 COMM 18,750.00 18,750.00FFCB NOTESWELLS FARGOInterestFEDERAL FARM CR3133EECW835449 COMM 18,750.00 18,750.00FFCB NOTES RBC CAPITALInterestFEDERAL FARM CR3133EECW835458 COMM 45,221.04 45,221.04FHLMC NOTESDEUTSCHE BANKInterestFEDERAL HOME LN3134G5RD935459 COMM 34,416.67 34,416.67FHLB NOTESCITIGROUP GLOBALInterestFEDERAL HOME3130A3FY5

Totals for 05/25/2015 20,000,000.00 131,637.71 20,131,637.71

Portfolio SCL2AP


46



TotalCashInterest

PrincipalPaydowns


35998 COMM 99,999,722.22 -99,999,722.22U S BANKU S BANKPurchaseUSB DISC NOTE9033E1ST235996 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.05% MATSYS3599635997 COMM 300,000,000.00 -300,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.06% MATSYS3599735993 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.06% MATSYS3599335994 COMM 300,000,000.00 300,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.06% MATSYS3599435995 COMM 85,000,000.00 85,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1SS435993 COMM 666.67 666.67U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.06% MATSYS3599335994 COMM 2,000.00 2,000.00U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.06% MATSYS3599435376 COMM 4,444.68 4,444.68BMW VEHICLE RBC CAPITALInterestBMWOT 0.53% MAT09658UAB535376 COMM 828,719.49 828,719.49BMW VEHICLE RBC CAPITALRedemptionBMWOT 0.53% MAT09658UAB535700 COMM 4,079.17 4,079.17GE EQUIPMERRILL LYNCHInterestGEET 0.89% MAT36164EAB135700 COMM 171,668.71 171,668.71GE EQUIPMERRILL LYNCHRedemptionGEET 0.89% MAT36164EAB1

Totals for 05/26/2015 499,999,722.22 486,000,388.20 11,190.52 -13,988,143.50

36003 COMM 7,500,000.00 -7,500,000.00FNMA NOTESINCAPITAL LLCPurchaseFEDERAL NATL MTG3136G2JB436002 COMM 99,999,722.22 -99,999,722.22U S BANKU S BANKPurchaseUSB DISC NOTE9033E1SU935999 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.04% MATSYS3599936001 COMM 300,000,000.00 -300,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.05% MATSYS3600133777 COMM 20,000,000.00 20,000,000.00FNMA NOTESCITICORPRedemptionFNMA 0.5% MAT3135G0KM434269 COMM 25,000,000.00 25,000,000.00FNMA NOTESCITIGROUP GLOBALRedemptionFNMA 0.5% MAT3135G0KM435996 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.05% MATSYS3599635997 COMM 300,000,000.00 300,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.06% MATSYS3599735998 COMM 100,000,000.00 100,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1ST233777 COMM 50,000.00 50,000.00FNMA NOTESCITICORPInterestFNMA 0.5% MAT3135G0KM434269 COMM 62,500.00 62,500.00FNMA NOTESCITIGROUP GLOBALInterestFNMA 0.5% MAT3135G0KM435996 COMM 138.89 138.89U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.05% MATSYS3599635997 COMM 500.00 500.00U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.06% MATSYS35997

Totals for 05/27/2015 507,499,722.22 545,000,000.00 113,138.89 37,613,416.67

36007 COMM 99,999,722.22 -99,999,722.22U S BANKU S BANKPurchaseUSB DISC NOTE9033E1SV736004 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.04% MATSYS3600436005 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.04% MATSYS3600536006 COMM 200,000,000.00 -200,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.05% MATSYS3600635999 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.04% MATSYS3599936001 COMM 300,000,000.00 300,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.05% MATSYS3600136002 COMM 100,000,000.00 100,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1SU934700 COMM 105,000.00 105,000.00JOHNSON &JPMorganChaseInterestJOHNSON &478160BF035460 COMM 33,500.00 33,500.00FHLMC NOTES RBC CAPITALInterestFEDERAL HOME LN3134G5P7435999 COMM 111.11 111.11U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.04% MATSYS3599936001 COMM 416.67 416.67U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.05% MATSYS36001

Totals for 05/28/2015 499,999,722.22 500,000,000.00 139,027.78 139,305.56

Portfolio SCL2AP


47



TotalCashInterest

PrincipalPaydowns


36008 COMM 5,000,000.00 -5,000,000.00FHLMC NOTESINCAPITAL LLCPurchaseFEDERAL HOME LN3134G6L7636010 COMM 99,999,583.34 -99,999,583.34U S BANKU S BANKPurchaseUSB DISC NOTE9033E1T1236009 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.07% MATSYS3600934292 COMM 100,000,000.00 -100,000,000.00MORGAN STANLEYPurchaseMSTI 0.%SYS3429235491 COMM 25,000,000.00 25,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1SV736004 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.04% MATSYS3600436005 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.04% MATSYS3600536006 COMM 200,000,000.00 200,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.05% MATSYS3600636007 COMM 100,000,000.00 100,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1SV736004 COMM 111.11 111.11U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.04% MATSYS3600436005 COMM 111.11 111.11U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.04% MATSYS3600536006 COMM 277.78 277.78U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.05% MATSYS36006

Totals for 05/29/2015 304,999,583.34 525,000,000.00 500.00 220,000,916.66

36013 COMM 49,999,861.11 -49,999,861.11U S BANKU S BANKPurchaseUSB DISC NOTE9033E1T2036011 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.07% MATSYS3601136012 COMM 150,000,000.00 -150,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.09% MATSYS3601235468 COMM 25,000,000.00 25,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1T1236009 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.07% MATSYS3600936010 COMM 100,000,000.00 100,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1T1236009 COMM 583.33 583.33U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.07% MATSYS36009

Totals for 06/01/2015 299,999,861.11 225,000,000.00 583.33 -74,999,277.78

36016 COMM 89,999,750.00 -89,999,750.00U S BANKU S BANKPurchaseUSB DISC NOTE9033E1T3836014 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.06% MATSYS3601436015 COMM 300,000,000.00 -300,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.08% MATSYS3601535211 COMM 10,000,000.00 10,000,000.00FHLMC DISCOUNTWELLS FARGORedemptionFMCDN ZERO CPN313396GJ635213 COMM 10,000,000.00 10,000,000.00FNMA DISCOUNTUBS FINANCERedemptionFNDN ZERO CPN313588GJ835312 COMM 10,000,000.00 10,000,000.00FHLMC DISCOUNTUBS FINANCERedemptionFMCDN ZERO CPN313396GJ636011 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.07% MATSYS3601136012 COMM 150,000,000.00 150,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.09% MATSYS3601236013 COMM 50,000,000.00 50,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1T2036011 COMM 194.44 194.44U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.07% MATSYS3601136012 COMM 375.00 375.00U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.09% MATSYS36012

Totals for 06/02/2015 489,999,750.00 330,000,000.00 569.44 -159,999,180.56

36019 COMM 99,999,722.22 -99,999,722.22U S BANKU S BANKPurchaseUSB DISC NOTE9033E1T4636017 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.08% MATSYS3601736018 COMM 300,000,000.00 -300,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.09% MATSYS3601835192 COMM 25,000,000.00 25,000,000.00FHLB NOTESWELLS FARGORedemptionFEDERAL HOME3130A2AM835194 COMM 15,000,000.00 15,000,000.00FHLB NOTESWELLS FARGORedemptionFEDERAL HOME3130A2AM836014 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.06% MATSYS36014

Portfolio SCL2AP


48



TotalCashInterest

PrincipalPaydowns


36015 COMM 300,000,000.00 300,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.08% MATSYS3601536016 COMM 90,000,000.00 90,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1T3835192 COMM 15,625.00 15,625.00FHLB NOTESWELLS FARGOInterestFEDERAL HOME3130A2AM835194 COMM 9,375.00 9,375.00FHLB NOTESWELLS FARGOInterestFEDERAL HOME3130A2AM836014 COMM 166.67 166.67U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.06% MATSYS3601436015 COMM 666.67 666.67U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.08% MATSYS3601534291 COMM 2,466.00 2,466.00MORGAN STANLEYInterestMSGI 0.%SYS3429134291 COMM 2,466.00 -2,466.00MORGAN STANLEYPurchaseMSGI 0.%SYS34291

Totals for 06/03/2015 500,002,188.22 530,000,000.00 28,299.34 30,026,111.12

36022 COMM 99,999,722.22 -99,999,722.22U S BANKU S BANKPurchaseUSB DISC NOTE9033E1T5336020 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.08% MATSYS3602036021 COMM 300,000,000.00 -300,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.09% MATSYS3602135474 COMM 20,000,000.00 20,000,000.00TORONTOUBS FINANCERedemptionTDNY 0.2% MAT89112UX3035476 COMM 25,000,000.00 25,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1T4636017 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.08% MATSYS3601736018 COMM 300,000,000.00 300,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.09% MATSYS3601836019 COMM 100,000,000.00 100,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1T4635474 COMM 20,222.22 20,222.22TORONTOUBS FINANCEInterestTDNY 0.2% MAT89112UX3036017 COMM 222.22 222.22U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.08% MATSYS3601736018 COMM 750.00 750.00U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.09% MATSYS36018

Totals for 06/04/2015 499,999,722.22 545,000,000.00 21,194.44 45,021,472.22

36025 COMM 99,999,166.66 -99,999,166.66U S BANKU S BANKPurchaseUSB DISC NOTE9033E1T8736023 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.07% MATSYS3602336024 COMM 300,000,000.00 -300,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.08% MATSYS3602435452 COMM 15,000,000.00 15,000,000.00BANK OF NOVASCOTIA CAPITALRedemptionBNSHOU 0.21% MAT06417HWY835480 COMM 10,000,000.00 10,000,000.00FHLB DISCOUNTMORGAN STANLEYRedemptionFHDN ZERO CPN313384GM536020 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.08% MATSYS3602036021 COMM 300,000,000.00 300,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.09% MATSYS3602136022 COMM 100,000,000.00 100,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1T5335280 COMM 55,200.00 55,200.00CHEVRON CORP.JEFFERIES & CO,InterestCHEVRON CORP166764AA835452 COMM 16,800.00 16,800.00BANK OF NOVASCOTIA CAPITALInterestBNSHOU 0.21% MAT06417HWY836020 COMM 222.22 222.22U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.08% MATSYS3602036021 COMM 750.00 750.00U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.09% MATSYS36021

Totals for 06/05/2015 499,999,166.66 525,000,000.00 72,972.22 25,073,805.56

36028 COMM 99,999,722.22 -99,999,722.22U S BANKU S BANKPurchaseUSB DISC NOTE9033E1T9536026 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.07% MATSYS3602636027 COMM 300,000,000.00 -300,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.08% MATSYS3602734643 COMM 19,936,000.00 19,936,000.00FNMA NOTESMIZUHORedemptionFEDERAL NATL MTG3135G0XR934643 COMM 64,000.00 64,000.00FNMA NOTESMIZUHOCap G/LFEDERAL NATL MTG3135G0XR9

Portfolio SCL2AP


49



TotalCashInterest

PrincipalPaydowns


35487 COMM 20,000,000.00 20,000,000.00FNMA DISCOUNTMORGAN STANLEYRedemptionFNMA DISC NOTE313396GQ036023 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.07% MATSYS3602336024 COMM 300,000,000.00 300,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.08% MATSYS3602436025 COMM 100,000,000.00 100,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1T8734643 COMM 27,500.00 27,500.00FNMA NOTESMIZUHOInterestFEDERAL NATL MTG3135G0XR935097 COMM 21,000.00 21,000.00FHLB NOTESJPMorganChaseInterestFEDERAL HOME3130A22N535193 COMM 52,500.00 52,500.00FHLB NOTESJPMorganChaseInterestFEDERAL HOME3130A22N535206 COMM 42,000.00 42,000.00FHLB NOTESJPMorganChaseInterestFEDERAL HOME3130A22N535397 COMM 63,000.00 63,000.00FHLB NOTESJPMorganChaseInterestFEDERAL HOME3130A22N535906 COMM 125,000.00 125,000.00FHLB NOTESWELLS FARGOInterestFEDERAL HOME313379DT335906 COMM 93,750.00 -93,750.00 0.00FHLB NOTESWELLS FARGOAccr IntFEDERAL HOME313379DT335956 COMM 118,750.00 118,750.00FHLB NOTESKEYBANC CAPITALInterestFEDERAL HOME3133XRFZ835956 COMM 98,298.61 -98,298.61 0.00FHLB NOTESKEYBANC CAPITALAccr IntFEDERAL HOME3133XRFZ835957 COMM 31,250.00 31,250.00FHLB NOTESBREAN CAPITAL LLCInterestFEDERAL HOME313379DT335957 COMM 25,868.06 -25,868.06 0.00FHLB NOTESBREAN CAPITAL LLCAccr IntFEDERAL HOME313379DT336023 COMM 583.33 583.33U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.07% MATSYS3602336024 COMM 2,000.00 2,000.00U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.08% MATSYS36024

Totals for 06/08/2015 499,999,722.22 540,217,916.67 265,666.66 40,483,861.11

36031 COMM 99,999,722.22 -99,999,722.22U S BANKU S BANKPurchaseUSB DISC NOTE9033E1TA236029 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.05% MATSYS3602936030 COMM 300,000,000.00 -300,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.07% MATSYS3603035478 COMM 10,000,000.00 10,000,000.00FHLB DISCOUNT RBC CAPITALRedemptionFHDN ZERO CPN313384GR436026 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.07% MATSYS3602636027 COMM 300,000,000.00 300,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.08% MATSYS3602736028 COMM 100,000,000.00 100,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1T9536026 COMM 194.44 194.44U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.07% MATSYS3602636027 COMM 666.67 666.67U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.08% MATSYS36027

Totals for 06/09/2015 499,999,722.22 510,000,000.00 861.11 10,001,138.89

36034 COMM 99,999,722.22 -99,999,722.22U S BANKU S BANKPurchaseUSB DISC NOTE9033E1TB036032 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.07% MATSYS3603236033 COMM 300,000,000.00 -300,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.07% MATSYS3603334995 COMM 20,450,000.00 20,450,000.00FFCB NOTESDaiwa Capital MarketRedemptionFEDERAL FARM CR3133EDES735264 COMM 10,000,000.00 10,000,000.00FHLMC DISCOUNTMORGAN STANLEYRedemptionFMCDN ZERO CPN313396GS635513 COMM 10,000,000.00 10,000,000.00FFCB DISCOUNTFTN FINANCIALRedemptionFCDN DISC NOTE313312GS336029 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.05% MATSYS3602936030 COMM 300,000,000.00 300,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.07% MATSYS3603036031 COMM 100,000,000.00 100,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1TA234652 COMM 237,521.88 237,521.88FHLB NOTESJPMorganChaseInterestFEDERAL HOME313373SZ634663 COMM 265,625.00 265,625.00FHLB NOTESWELLS FARGOInterestFEDERAL HOME313373SZ6

Portfolio SCL2AP


50



TotalCashInterest

PrincipalPaydowns


34682 COMM 531,250.00 531,250.00FHLB NOTESMORGAN STANLEYInterestFEDERAL HOME313373SZ634749 COMM 159,375.00 159,375.00FHLB NOTESWELLS FARGOInterestFEDERAL HOME313373SZ634995 COMM 23,517.50 23,517.50FFCB NOTESDaiwa Capital MarketInterestFEDERAL FARM CR3133EDES735136 COMM 9,375.00 9,375.00FHLB NOTESRAYMOND JAMES &InterestFEDERAL HOME3130A2C6135195 COMM 9,375.00 9,375.00FHLB NOTESWELLS FARGOInterestFEDERAL HOME3130A2C6135512 COMM 26,203.13 26,203.13FHLB NOTESMORGAN STANLEYInterestFEDERAL HOME3130A2C6135512 COMM 291.15 -291.15 0.00FHLB NOTESMORGAN STANLEYAccr IntFEDERAL HOME3130A2C6135520 COMM 46,875.00 46,875.00FHLB NOTESRAYMOND JAMES &InterestFEDERAL HOME3130A2C6135520 COMM 1,562.50 -1,562.50 0.00FHLB NOTESRAYMOND JAMES &Accr IntFEDERAL HOME3130A2C6136029 COMM 138.89 138.89U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.05% MATSYS3602936030 COMM 583.33 583.33U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.07% MATSYS36030

Totals for 06/10/2015 499,999,722.22 540,451,853.65 1,307,986.08 41,760,117.51

36037 COMM 99,999,722.22 -99,999,722.22U S BANKU S BANKPurchaseUSB DISC NOTE9033E1TC836035 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.09% MATSYS3603536036 COMM 300,000,000.00 -300,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.09% MATSYS3603635396 COMM 30,000,000.00 30,000,000.00TORONTOUBS FINANCERedemptionTDNY 0.215% MAT89112UG7036032 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.07% MATSYS3603236033 COMM 300,000,000.00 300,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.07% MATSYS3603336034 COMM 100,000,000.00 100,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1TB035396 COMM 40,133.33 40,133.33TORONTOUBS FINANCEInterestTDNY 0.215% MAT89112UG7036032 COMM 194.44 194.44U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.07% MATSYS3603236033 COMM 583.33 583.33U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.07% MATSYS36033

Totals for 06/11/2015 499,999,722.22 530,000,000.00 40,911.10 30,041,188.88

36040 COMM 99,999,166.66 -99,999,166.66U S BANKU S BANKPurchaseUSB DISC NOTE9033E1TF136038 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.09% MATSYS3603836039 COMM 300,000,000.00 -300,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.09% MATSYS3603931686 COMM 5,000,000.00 5,000,000.00NCUABARCLAYS CAPITALRedemptionNCUA 1.4% MAT62889KAB734999 COMM 15,615,000.00 15,615,000.00FHLB NOTESWELLS FARGORedemptionFEDERAL HOME313379ER635000 COMM 10,060,000.00 10,060,000.00FHLB NOTESUBS FINANCERedemptionFEDERAL HOME313379ER635334 COMM 10,000,000.00 10,000,000.00FNMA DISCOUNT RBC CAPITALRedemptionFNMAD ZERO CPN313588GU335490 COMM 20,000,000.00 20,000,000.00BANK OF NOVASCOTIA CAPITALRedemptionBNSHOU 0.23% MAT06417HXN136035 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.09% MATSYS3603536036 COMM 300,000,000.00 300,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.09% MATSYS3603636037 COMM 100,000,000.00 100,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1TC831686 COMM 35,000.00 35,000.00NCUABARCLAYS CAPITALInterestNCUA 1.4% MAT62889KAB734999 COMM 39,037.50 39,037.50FHLB NOTESWELLS FARGOInterestFEDERAL HOME313379ER635000 COMM 25,150.00 25,150.00FHLB NOTESUBS FINANCEInterestFEDERAL HOME313379ER635490 COMM 23,638.89 23,638.89BANK OF NOVASCOTIA CAPITALInterestBNSHOU 0.23% MAT06417HXN135643 COMM 3,936.36 3,936.36ROYAL BANK OF RBC CAPITALInterestRBC 0.2917% MAT78009NTJ5

Portfolio SCL2AP


51



TotalCashInterest

PrincipalPaydowns


36035 COMM 250.00 250.00U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.09% MATSYS3603536036 COMM 750.00 750.00U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.09% MATSYS36036

Totals for 06/12/2015 499,999,166.66 560,675,000.00 127,762.75 60,803,596.09

36041 COMM 10,140,791.67 -10,140,791.67FHLB NOTESDEUTSCHE BANKPurchaseFEDERAL HOME3130A4HT236044 COMM 99,999,722.22 -99,999,722.22U S BANKU S BANKPurchaseUSB DISC NOTE9033E1TG936042 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.1% MATSYS3604236043 COMM 300,000,000.00 -300,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.1% MATSYS3604335218 COMM 33,000,000.00 33,000,000.00FHLB NOTESWELLS FARGORedemptionFEDERAL HOME3130A2LA235854 COMM 35,000,000.00 35,000,000.00BANK OF NOVAMORGAN STANLEYRedemptionBNSHOU DISC NOTE06417KTF635921 COMM 30,000,000.00 30,000,000.00TORONTOMERRILL LYNCHRedemptionTDNY 0.125% MAT89113EMR436038 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.09% MATSYS3603836039 COMM 300,000,000.00 300,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.09% MATSYS3603936040 COMM 100,000,000.00 100,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1TF133757 COMM 6,750.00 6,750.00CHASE ISSUANCEJPMorganChaseInterestCHAIT 0.54% MAT161571FR034755 COMM 125,000.00 125,000.00U.S. TREASURYCITIGROUP GLOBALInterestUNITED STATES912828VG234997 COMM 125,000.00 125,000.00U.S. TREASURYMORGAN STANLEYInterestUNITED STATES912828VG235218 COMM 42,991.67 42,991.67FHLB NOTESWELLS FARGOInterestFEDERAL HOME3130A2LA235218 COMM 513.33 -513.33 0.00FHLB NOTESWELLS FARGOAccr IntFEDERAL HOME3130A2LA235418 COMM 6,750.00 6,750.00CHASE ISSUANCEMORGAN STANLEYInterestCHAIT 0.54% MAT161571FR035549 COMM 43,541.67 43,541.67FHLB NOTESWELLS FARGOInterestFEDERAL HOME3130A3SL935864 COMM 44,166.67 44,166.67FHLB NOTESWELLS FARGOInterestFHLB 1.% MAT3130A4Y7135921 COMM 5,104.17 5,104.17TORONTOMERRILL LYNCHInterestTDNY 0.125% MAT89113EMR435936 COMM 18,750.00 18,750.00INTL BANK RECON &BARCLAYS CAPITALInterestIBRD 1.% MAT459058EJ835937 COMM 12,500.00 12,500.00INTL BANK RECON &BMO CAPITALInterestIBRD 1.% MAT459058EJ836038 COMM 750.00 750.00U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.09% MATSYS3603836039 COMM 2,250.00 2,250.00U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.09% MATSYS3603934436 COMM -30,554.69 -30,554.69CHASE ISSUANCECITIGROUP GLOBALInterestCHAIT 0.79% MAT161571FJ834436 COMM 15,040,429.69 15,040,429.69CHASE ISSUANCECITIGROUP GLOBALRedemptionCHAIT 0.79% MAT161571FJ834933 COMM 4,466.66 4,466.66TOYOTA AUTO RECCITIGROUP GLOBALInterestTAOT 0.67% MAT89231MAC934933 COMM 275,490.39 275,490.39TOYOTA AUTO RECCITIGROUP GLOBALRedemptionTAOT 0.67% MAT89231MAC934934 COMM 936.21 936.21TOYOTA AUTO RECCITIGROUP GLOBALInterestTAOT 0.41% MAT89231MAB134934 COMM 557,018.22 557,018.22TOYOTA AUTO RECCITIGROUP GLOBALRedemptionTAOT 0.41% MAT89231MAB134992 COMM 1,237.55 1,237.55MERCEDES-BENZCITIGROUP GLOBALInterestMBALT 0.48% MAT58768EAC334992 COMM 678,013.16 678,013.16MERCEDES-BENZCITIGROUP GLOBALRedemptionMBALT 0.48% MAT58768EAC335040 COMM 287.81 287.81TOYOTA AUTO RECMORGAN STANLEYInterestTAOT 0.41% MAT89231MAB135040 COMM 238,835.52 238,835.52TOYOTA AUTO RECMORGAN STANLEYRedemptionTAOT 0.41% MAT89231MAB135087 COMM 3,114.17 3,114.17HONDA AUTOCITIGROUP GLOBALInterestHAROT 0.74% MAT43813XAD635087 COMM 147,533.01 147,533.01HONDA AUTOCITIGROUP GLOBALRedemptionHAROT 0.74% MAT43813XAD635143 COMM 1,466.84 1,466.84TOYOTA AUTO RECCITIGROUP GLOBALInterestTAOT 0.41% MAT89231MAB135143 COMM 1,179,005.33 1,179,005.33TOYOTA AUTO RECCITIGROUP GLOBALRedemptionTAOT 0.41% MAT89231MAB1

Portfolio SCL2AP


52



TotalCashInterest

PrincipalPaydowns


35311 COMM 3,703.63 3,703.63JOHN DEERE RBC CAPITALInterestJDOT 0.54% MAT477877AB035311 COMM 634,116.91 634,116.91JOHN DEERE RBC CAPITALRedemptionJDOT 0.54% MAT477877AB035375 COMM 2,148.72 2,148.72TOYOTA AUTO RECMERRILL LYNCHInterestTAOT 0.51% MAT89190AAB635375 COMM 388,124.33 388,124.33TOYOTA AUTO RECMERRILL LYNCHRedemptionTAOT 0.51% MAT89190AAB635420 COMM -14,901.05 -14,901.05CHASE ISSUANCEMORGAN STANLEYInterestCHAIT 0.79% MAT161571FJ835420 COMM 10,021,484.38 10,021,484.38CHASE ISSUANCEMORGAN STANLEYRedemptionCHAIT 0.79% MAT161571FJ835423 COMM 3,353.17 3,353.17AMERICANMORGAN STANLEYInterestAME 0.59% MAT02587UAB635423 COMM 222,076.13 222,076.13AMERICANMORGAN STANLEYRedemptionAME 0.59% MAT02587UAB635456 COMM 778.52 778.52HONDA AUTOBNP PARIBASInterestHAROT 0.22% MAT43814JAA235456 COMM 1,554,623.96 1,554,623.96HONDA AUTOBNP PARIBASRedemptionHAROT 0.22% MAT43814JAA235457 COMM 4,833.33 4,833.33HONDA AUTOBNP PARIBASInterestHAROT 0.58% MAT43814JAB035457 COMM 485,077.31 485,077.31HONDA AUTOBNP PARIBASRedemptionHAROT 0.58% MAT43814JAB035701 COMM 5,620.84 5,620.84TOYOTA AUTO RECJPMorganChaseInterestTAOT 0.71% MAT89236WAB435701 COMM 353,737.69 353,737.69TOYOTA AUTO RECJPMorganChaseRedemptionTAOT 0.71% MAT89236WAB435725 COMM 9,425.00 9,425.00JOHN DEERECITIGROUP GLOBALInterestJDOT 0.87% MAT47787UAB935725 COMM 395,685.70 395,685.70JOHN DEERECITIGROUP GLOBALRedemptionJDOT 0.87% MAT47787UAB935726 COMM 6,600.00 6,600.00JOHN DEERECITIGROUP GLOBALInterestJDOT 1.32% MAT47787UAD535726 COMM 119,736.42 119,736.42JOHN DEERECITIGROUP GLOBALRedemptionJDOT 1.32% MAT47787UAD535953 COMM 36,833.33 36,833.33CHASE ISSUANCEJPMorganChaseInterestCHAIT 1.36% MAT161571GY435953 COMM 413,989.13 413,989.13CHASE ISSUANCEJPMorganChaseRedemptionCHAIT 1.36% MAT161571GY4

Totals for 06/15/2015 510,140,513.89 630,705,490.61 472,390.89 121,037,367.61

36048 COMM 99,999,722.22 -99,999,722.22U S BANKU S BANKPurchaseUSB DISC NOTE9033E1TH736045 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.09% MATSYS3604536046 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.09% MATSYS3604636047 COMM 300,000,000.00 -300,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.09% MATSYS3604735274 COMM 10,000,000.00 10,000,000.00FHLMC DISCOUNTWELLS FARGORedemptionFMCDN ZERO CPN313396GY336042 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.1% MATSYS3604236043 COMM 300,000,000.00 300,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.1% MATSYS3604336044 COMM 100,000,000.00 100,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1TG936042 COMM 277.78 277.78U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.1% MATSYS3604236043 COMM 833.33 833.33U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.1% MATSYS36043

Totals for 06/16/2015 599,999,722.22 510,000,000.00 1,111.11 -89,998,611.11

36060 COMM 9,999,326.00 -9,999,326.00TOYOTA AUTO RECCITIGROUP GLOBALPurchaseTAOT 0.77% MAT89237CAB736052 COMM 99,999,722.22 -99,999,722.22U S BANKU S BANKPurchaseUSB DISC NOTE9033E1TJ336049 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.07% MATSYS3604936050 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.07% MATSYS3605036051 COMM 300,000,000.00 -300,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.08% MATSYS3605135501 COMM 10,000,000.00 10,000,000.00FHLMC DISCOUNT RBC CAPITALRedemptionFMCDN ZERO CPN313396GZ036045 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.09% MATSYS36045

Portfolio SCL2AP


53



TotalCashInterest

PrincipalPaydowns


36046 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.09% MATSYS3604636047 COMM 300,000,000.00 300,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.09% MATSYS3604736048 COMM 100,000,000.00 100,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1TH736045 COMM 250.00 250.00U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.09% MATSYS3604536046 COMM 250.00 250.00U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.09% MATSYS3604636047 COMM 750.00 750.00U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.09% MATSYS36047

Totals for 06/17/2015 609,999,048.22 610,000,000.00 1,250.00 2,201.78

36053 COMM 5,050,556.25 -5,050,556.25FHLB NOTESKEYBANC CAPITALPurchaseFEDERAL HOME313378A4336055 COMM 99,999,722.22 -99,999,722.22U S BANKU S BANKPurchaseUSB DISC NOTE9033E1TK036056 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.06% MATSYS3605636057 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.04% MATSYS3605736058 COMM 300,000,000.00 -300,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.07% MATSYS3605836049 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.07% MATSYS3604936050 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.07% MATSYS3605036051 COMM 300,000,000.00 300,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.08% MATSYS3605136052 COMM 100,000,000.00 100,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1TJ335527 COMM 56,250.00 56,250.00FFCB NOTESMERRILL LYNCHInterestFEDERAL FARM CR3133EEFE535529 COMM 56,250.00 56,250.00FFCB NOTESMERRILL LYNCHInterestFEDERAL FARM CR3133EEFE536049 COMM 194.44 194.44U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.07% MATSYS3604936050 COMM 194.44 194.44U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.07% MATSYS3605036051 COMM 666.67 666.67U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.08% MATSYS36051

Totals for 06/18/2015 605,050,278.47 600,000,000.00 113,555.55 -4,936,722.92

36059 COMM 5,063,197.22 -5,063,197.22FHLB NOTESKEYBANC CAPITALPurchaseFEDERAL HOME313378A4336064 COMM 99,999,166.66 -99,999,166.66U S BANKU S BANKPurchaseUSB DISC NOTE9033E1TN436061 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.05% MATSYS3606136062 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.05% MATSYS3606236063 COMM 300,000,000.00 -300,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.06% MATSYS3606335163 COMM 10,000,000.00 10,000,000.00FHLB NOTESFTN FINANCIALRedemptionFEDERAL HOME3130A2FT835331 COMM 10,000,000.00 10,000,000.00FHLMC DISCOUNTFTN FINANCIALRedemptionFHLMCD ZERO CPN313396HB236055 COMM 100,000,000.00 100,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1TK036056 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.06% MATSYS3605636057 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.04% MATSYS3605736058 COMM 300,000,000.00 300,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.07% MATSYS3605835163 COMM 6,250.00 6,250.00FHLB NOTESFTN FINANCIALInterestFEDERAL HOME3130A2FT836056 COMM 166.67 166.67U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.06% MATSYS3605636057 COMM 111.11 111.11U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.04% MATSYS3605736058 COMM 583.33 583.33U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.07% MATSYS36058

Totals for 06/19/2015 605,062,363.88 620,000,000.00 7,111.11 14,944,747.23

Portfolio SCL2AP


54



TotalCashInterest

PrincipalPaydowns


35382 COMM 35.70 35.70VOLKSWAGENCITIGROUP GLOBALInterestVALET 0.2% MAT92867TAA335382 COMM 0.00VOLKSWAGENCITIGROUP GLOBALRedemptionVALET 0.2% MAT92867TAA3

Totals for 06/20/2015 35.70 35.70

33890 COMM 125,000.00 125,000.00FHLB NOTESMERRILL LYNCHInterestFHLB 1.% MAT313379DD8

Totals for 06/21/2015 125,000.00 125,000.00

36065 COMM 2,224,221.25 -2,224,221.25FHLMC NOTESBMO CAPITALPurchaseFEDERAL HOME LN3134G7CQ236066 COMM 9,987,500.00 -9,987,500.00FHLMC NOTESMORGAN STANLEYPurchaseFEDERAL HOME LN3134G67C136070 COMM 99,999,722.22 -99,999,722.22U S BANKU S BANKPurchaseUSB DISC NOTE9033E1TP936067 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.03% MATSYS3606736068 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.04% MATSYS3606836069 COMM 300,000,000.00 -300,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.05% MATSYS3606932251 COMM 501,017.65 501,017.65VOLKSWAGENCITIGROUP GLOBALRedemptionVALET 0.85% MAT92867GAC732251 COMM 5.81 5.81VOLKSWAGENCITIGROUP GLOBALCap G/LVALET 0.85% MAT92867GAC735382 COMM 338,174.34 338,174.34VOLKSWAGENCITIGROUP GLOBALRedemptionVALET 0.2% MAT92867TAA336061 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.05% MATSYS3606136062 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.05% MATSYS3606236063 COMM 300,000,000.00 300,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.06% MATSYS3606336064 COMM 100,000,000.00 100,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1TN432251 COMM 672.21 672.21VOLKSWAGENCITIGROUP GLOBALInterestVALET 0.85% MAT92867GAC736061 COMM 416.67 416.67U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.05% MATSYS3606136062 COMM 416.67 416.67U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.05% MATSYS3606236063 COMM 1,500.00 1,500.00U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.06% MATSYS3606335064 COMM 7,583.33 7,583.33VOLKSWAGENJPMorganChaseInterestVALET 0.91% MAT92867RAC335064 COMM 257,447.36 257,447.36VOLKSWAGENJPMorganChaseRedemptionVALET 0.91% MAT92867RAC335065 COMM 5,655.26 5,655.26VOLKSWAGENJPMorganChaseInterestVALET 0.42% MAT92867RAB535065 COMM 2,375,281.64 2,375,281.64VOLKSWAGENJPMorganChaseRedemptionVALET 0.42% MAT92867RAB535382 COMM 62.00 62.00VOLKSWAGENCITIGROUP GLOBALInterestVALET 0.2% MAT92867TAA335382 COMM 67,975.81 67,975.81VOLKSWAGENCITIGROUP GLOBALRedemptionVALET 0.2% MAT92867TAA335706 COMM 8,700.00 8,700.00VOLKSWAGENBARCLAYS CAPITALInterestVALET 0.98% MAT92867VAB635706 COMM 483,021.71 483,021.71VOLKSWAGENBARCLAYS CAPITALRedemptionVALET 0.98% MAT92867VAB635986 COMM 6,268.89 6,268.89HONDA AUTOJPMorganChaseInterestHAROT 1.04% MAT43813NAC035986 COMM 153,728.01 153,728.01HONDA AUTOJPMorganChaseRedemptionHAROT 1.04% MAT43813NAC0

Totals for 06/22/2015 612,211,443.47 604,176,652.33 31,275.03 -8,003,516.11

36075 COMM 14,977,500.00 -14,977,500.00FHLMC NOTESJEFFERIES & CO,PurchaseFEDERAL HOME LN3134G66C236076 COMM 9,999,000.00 -9,999,000.00FHLMC NOTESJPMorganChasePurchaseFEDERAL HOME LN3134G64W036074 COMM 99,999,722.22 -99,999,722.22U S BANKU S BANKPurchaseUSB DISC NOTE9033E1TQ736071 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.04% MATSYS3607136072 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.01% MATSYS3607236073 COMM 300,000,000.00 -300,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.05% MATSYS36073

Portfolio SCL2AP


55



TotalCashInterest

PrincipalPaydowns


32782 COMM 10,000,000.00 10,000,000.00FFCB NOTESBARCLAYS CAPITALRedemptionFFCB 0.5% MAT3133EARQ334561 COMM 40,000,000.00 40,000,000.00FFCB NOTESBARCLAYS CAPITALRedemptionFFCB 0.5% MAT3133EARQ334636 COMM 15,000,000.00 15,000,000.00FFCB NOTESBARCLAYS CAPITALRedemptionFFCB 0.5% MAT3133EARQ336067 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.03% MATSYS3606736068 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.04% MATSYS3606836069 COMM 300,000,000.00 300,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.05% MATSYS3606936070 COMM 100,000,000.00 100,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1TP932782 COMM 25,000.00 25,000.00FFCB NOTESBARCLAYS CAPITALInterestFFCB 0.5% MAT3133EARQ334561 COMM 100,000.00 100,000.00FFCB NOTESBARCLAYS CAPITALInterestFFCB 0.5% MAT3133EARQ334636 COMM 37,500.00 37,500.00FFCB NOTESBARCLAYS CAPITALInterestFFCB 0.5% MAT3133EARQ336067 COMM 83.33 83.33U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.03% MATSYS3606736068 COMM 111.11 111.11U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.04% MATSYS3606836069 COMM 416.67 416.67U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.05% MATSYS3606935700 COMM 4,079.17 4,079.17GE EQUIPMERRILL LYNCHInterestGEET 0.89% MAT36164EAB135700 COMM 178,103.84 178,103.84GE EQUIPMERRILL LYNCHRedemptionGEET 0.89% MAT36164EAB1

Totals for 06/23/2015 624,976,222.22 665,178,103.84 167,190.28 40,369,071.90

36082 COMM 24,998,472.22 -24,998,472.22FHLB DISCOUNTMIZUHOPurchaseFHDN DISC NOTE313384KC236077 COMM 9,684,384.13 -9,684,384.13FNMA NOTESJPMorganChasePurchaseFEDERAL NATL MTG3136G2K7136078 COMM 2,999,724.60 -2,999,724.60NISSAN AUTOBARCLAYS CAPITALPurchaseNALT 0.99% MAT65473DAB836081 COMM 99,999,722.22 -99,999,722.22U S BANKU S BANKPurchaseUSB DISC NOTE9033E1TR536079 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.06% MATSYS3607936080 COMM 300,000,000.00 -300,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.08% MATSYS3608034343 COMM 15,000,000.00 15,000,000.00FFCB NOTESMIZUHORedemptionFEDERAL FARM CR3133ECSP035494 COMM 30,000,000.00 30,000,000.00FNMA DISCOUNTCANTORRedemptionFNMAD ZERO CPN313588HG336071 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.04% MATSYS3607136072 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.01% MATSYS3607236073 COMM 300,000,000.00 300,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.05% MATSYS3607336074 COMM 100,000,000.00 100,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1TQ734257 COMM 28,125.00 28,125.00FHLB NOTESCITIGROUP GLOBALInterestFHLB 0.375% MAT3133834R934261 COMM 65,625.00 65,625.00FHLB NOTESCITIGROUP GLOBALInterestFHLB 0.375% MAT3133834R934343 COMM 24,750.00 24,750.00FFCB NOTESMIZUHOInterestFEDERAL FARM CR3133ECSP034349 COMM 22,225.00 22,225.00CHEVRON CORP.BARCLAYS CAPITALInterestCVX 0.889% MAT166764AC434533 COMM 46,875.00 46,875.00FHLB NOTESDEUTSCHE BANKInterestFHLB 0.375% MAT3133834R936071 COMM 111.11 111.11U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.04% MATSYS3607136072 COMM 27.78 27.78U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.01% MATSYS3607236073 COMM 416.67 416.67U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.05% MATSYS36073

Totals for 06/24/2015 537,682,303.17 645,000,000.00 188,155.56 107,505,852.39

36086 COMM 49,997,277.78 -49,997,277.78FHLB DISCOUNTMIZUHOPurchaseFHDN DISC NOTE313384KJ736085 COMM 99,999,722.22 -99,999,722.22U S BANKU S BANKPurchaseUSB DISC NOTE9033E1TS3

Portfolio SCL2AP


56



TotalCashInterest

PrincipalPaydowns


36083 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.07% MATSYS3608336084 COMM 300,000,000.00 -300,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.08% MATSYS3608436079 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.06% MATSYS3607936080 COMM 300,000,000.00 300,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.08% MATSYS3608036081 COMM 100,000,000.00 100,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1TR536079 COMM 166.67 166.67U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.06% MATSYS3607936080 COMM 666.67 666.67U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.08% MATSYS3608035376 COMM 4,083.07 4,083.07BMW VEHICLE RBC CAPITALInterestBMWOT 0.53% MAT09658UAB535376 COMM 959,391.07 959,391.07BMW VEHICLE RBC CAPITALRedemptionBMWOT 0.53% MAT09658UAB5

Totals for 06/25/2015 549,997,000.00 500,959,391.07 4,916.41 -49,032,692.52

36087 COMM 10,004,950.00 -10,004,950.00FHLMC NOTESJPMorganChasePurchaseFEDERAL HOME LN3134G64W036088 COMM 7,507,945.93 -7,507,945.93FNMA NOTESKEYBANC CAPITALPurchaseFEDERAL NATL MTG3136FTZZ536089 COMM 13,913,106.01 -13,913,106.01FNMA NOTESDEUTSCHE BANKPurchaseFNMA 1.15% MAT3136G2KD836092 COMM 99,999,166.66 -99,999,166.66U S BANKU S BANKPurchaseUSB DISC NOTE9033E1TV636090 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.09% MATSYS3609036091 COMM 300,000,000.00 -300,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.1% MATSYS3609135561 COMM 10,000,000.00 10,000,000.00FFCB DISCOUNTUBS FINANCERedemptionFCDN DISC NOTE313312HJ235775 COMM 15,000,000.00 15,000,000.00FHLB NOTESDEUTSCHE BANKRedemptionFEDERAL HOME3130A4JX136083 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.07% MATSYS3608336084 COMM 300,000,000.00 300,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.08% MATSYS3608436085 COMM 100,000,000.00 100,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1TS335775 COMM 52,500.00 52,500.00FHLB NOTESDEUTSCHE BANKInterestFEDERAL HOME3130A4JX136083 COMM 194.44 194.44U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.07% MATSYS3608336084 COMM 666.67 666.67U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.08% MATSYS36084

Totals for 06/26/2015 531,425,168.60 525,000,000.00 53,361.11 -6,371,807.49

36100 COMM 9,454,684.83 -9,454,684.83FHLB DISCOUNTMIZUHOPurchaseFHDN DISC NOTE313384JT736099 COMM 11,189,602.13 -11,189,602.13FHLB NOTESMIZUHOPurchase313384JV236094 COMM 6,425,000.00 -6,425,000.00FHLMC NOTESINCAPITAL LLCPurchaseFEDERAL HOME LN3134G6V2636093 COMM 5,298,675.00 -5,298,675.00FNMA NOTESUBS FINANCEPurchaseFEDERAL NATL MTG3136G2KZ936098 COMM 99,999,444.44 -99,999,444.44U S BANKU S BANKPurchaseUSB DISC NOTE9033E1U1036095 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.05% MATSYS3609536096 COMM 100,000,000.00 -100,000,000.00U.S. TREASURYBARCLAYS CAPITALPurchaseUSTN 0.07% MATSYS3609636097 COMM 300,000,000.00 -300,000,000.00U.S. TREASURYDEUTSCHE BANKPurchaseUSTN 0.08% MATSYS3609734781 COMM 50,000,000.00 50,000,000.00FHLMC NOTESPIPER JAFFRAY &RedemptionFEDERAL HOME LN3134G4PX035540 COMM 10,000,000.00 10,000,000.00FHLMC CALLABLEJEFFERIES & CO,RedemptionFEDERAL HOME LN3134G5SL036090 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.09% MATSYS3609036091 COMM 300,000,000.00 300,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.1% MATSYS3609136092 COMM 100,000,000.00 100,000,000.00U S BANKU S BANKRedemptionUSB DISC NOTE9033E1TV634781 COMM 125,000.00 125,000.00FHLMC NOTESPIPER JAFFRAY &InterestFEDERAL HOME LN3134G4PX0

Portfolio SCL2AP


57



TotalCashInterest

PrincipalPaydowns


35498 COMM 125,000.00 125,000.00FHLMC NOTESBNP PARIBASInterestFEDERAL HOME LN3137EADH935540 COMM 45,000.00 45,000.00FHLMC CALLABLEJEFFERIES & CO,InterestFEDERAL HOME LN3134G5SL035816 COMM 59,062.50 59,062.50FHLB NOTESWELLS FARGOInterestFEDERAL HOME3130A4UP535893 COMM 43,916.67 43,916.67FHLMC NOTESDaiwa Capital MarketInterestFEDERAL HOME LN3134G6TF036090 COMM 750.00 750.00U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.09% MATSYS3609036091 COMM 2,500.00 2,500.00U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.1% MATSYS36091

Totals for 06/29/2015 632,367,406.40 560,000,000.00 401,229.17 -71,966,177.23

36105 COMM 0.01 -0.01BLACKROCKPurchaseBLACKR 0.04%SYS3610536103 COMM 19,938,769.44 -19,938,769.44FFCB DISCOUNTMIZUHOPurchaseFCDN ZERO CPN313312XF236101 COMM 44,998,425.00 -44,998,425.00FHLB DISCOUNTMIZUHOPurchaseFHDN DISC NOTE313384JS936102 COMM 14,999,475.00 -14,999,475.00FHLB DISCOUNTMIZUHOPurchaseFHDN DISC NOTE313384JS934291 COMM 25,000,000.00 -25,000,000.00MORGAN STANLEYPurchaseMSGI 0.%SYS3429136105 COMM 250,000,000.00 -250,000,000.00BLACKROCKPurchaseBLACKR 0.04%SYS3610535550 COMM 9,992,500.00 9,992,500.00FHLB NOTESRAYMOND JAMES &RedemptionFEDERAL HOME3130A3PZ135550 COMM 7,500.00 7,500.00FHLB NOTESRAYMOND JAMES &Cap G/LFEDERAL HOME3130A3PZ135551 COMM 19,985,000.00 19,985,000.00FHLMC CALLABLEFTN FINANCIALRedemptionFEDERAL HOME LN3134G5SW635551 COMM 15,000.00 15,000.00FHLMC CALLABLEFTN FINANCIALCap G/LFEDERAL HOME LN3134G5SW635552 COMM 19,985,000.00 19,985,000.00FHLMC CALLABLEJPMorganChaseRedemptionFEDERAL HOME LN3134G5SW635552 COMM 15,000.00 15,000.00FHLMC CALLABLEJPMorganChaseCap G/LFEDERAL HOME LN3134G5SW635553 COMM 10,000,000.00 10,000,000.00FHLMC CALLABLEFTN FINANCIALRedemptionFEDERAL HOME LN3134G5SW635555 COMM 31,293,203.20 31,293,203.20FHLMC CALLABLEJPMorganChaseRedemptionFEDERAL HOME LN3134G5SW635555 COMM 66,796.80 66,796.80FHLMC CALLABLEJPMorganChaseCap G/LFEDERAL HOME LN3134G5SW635786 COMM 7,630,000.00 7,630,000.00FHLMC NOTESFTN FINANCIALRedemptionFEDERAL HOME LN3134G6MD235787 COMM 15,003,750.00 15,003,750.00FHLMC NOTESMIZUHORedemptionFEDERAL HOME LN3134G6LP635787 COMM -3,750.00 -3,750.00FHLMC NOTESMIZUHOCap G/LFEDERAL HOME LN3134G6LP635788 COMM 20,020,000.00 20,020,000.00FHLMC NOTESMIZUHORedemptionFEDERAL HOME LN3134G6LP635788 COMM -20,000.00 -20,000.00FHLMC NOTESMIZUHOCap G/LFEDERAL HOME LN3134G6LP636095 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.05% MATSYS3609536096 COMM 100,000,000.00 100,000,000.00U.S. TREASURYBARCLAYS CAPITALRedemptionUSTN 0.07% MATSYS3609636097 COMM 300,000,000.00 300,000,000.00U.S. TREASURYDEUTSCHE BANKRedemptionUSTN 0.08% MATSYS3609736105 COMM 0.01 0.01BLACKROCKRedemptionBLACKR 0.04%SYS3610535550 COMM 50,000.00 50,000.00FHLB NOTESRAYMOND JAMES &InterestFEDERAL HOME3130A3PZ135551 COMM 100,000.00 100,000.00FHLMC CALLABLEFTN FINANCIALInterestFEDERAL HOME LN3134G5SW635552 COMM 100,000.00 100,000.00FHLMC CALLABLEJPMorganChaseInterestFEDERAL HOME LN3134G5SW635553 COMM 50,000.00 50,000.00FHLMC CALLABLEFTN FINANCIALInterestFEDERAL HOME LN3134G5SW635554 COMM 52,500.00 52,500.00FHLMC CALLABLEUBS FINANCEInterestFHLMCC 1.05% MAT3134G5VV435555 COMM 156,800.00 156,800.00FHLMC CALLABLEJPMorganChaseInterestFEDERAL HOME LN3134G5SW635786 COMM 25,751.25 25,751.25FHLMC NOTESFTN FINANCIALInterestFEDERAL HOME LN3134G6MD235787 COMM 37,500.00 37,500.00FHLMC NOTESMIZUHOInterestFEDERAL HOME LN3134G6LP635788 COMM 50,000.00 50,000.00FHLMC NOTESMIZUHOInterestFEDERAL HOME LN3134G6LP6

Portfolio SCL2AP


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TotalCashInterest

PrincipalPaydowns


35886 COMM 171,875.00 171,875.00U.S. TREASURYMERRILL LYNCHInterestUNITED STATES912828VK335886 COMM 104,454.42 -104,454.42 0.00U.S. TREASURYMERRILL LYNCHAccr IntUNITED STATES912828VK336095 COMM 138.89 138.89U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.05% MATSYS3609536096 COMM 194.44 194.44U.S. TREASURYBARCLAYS CAPITALInterestUSTN 0.07% MATSYS3609636097 COMM 666.67 666.67U.S. TREASURYDEUTSCHE BANKInterestUSTN 0.08% MATSYS36097

Totals for 06/30/2015 354,936,669.45 634,094,454.43 690,971.83 279,848,756.81

Grand Total 31,803,770,786. 31,505,765,134. 8,285,955.41 -289,719,696.20

Portfolio SCL2AP


59

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