-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, KIQxRcH8NjCPJVxNslGeJMfsuSsA/BGPPCcWH7w88VpO5zb4sZ67ajLqLGlRb7ZL VHwfSidX2EbfPjkya9+juw== 0001113672-10-001006.txt : 20110131 0001113672-10-001006.hdr.sgml : 20110131 20101207175047 ACCESSION NUMBER: 0001113672-10-001006 CONFORMED SUBMISSION TYPE: NT N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20101130 FILED AS OF DATE: 20101208 DATE AS OF CHANGE: 20101207 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS CENTRAL INDEX KEY: 0000857156 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NT N-MFP SEC ACT: 1933 Act SEC FILE NUMBER: 811-05954 FILM NUMBER: 101238260 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-800-648-5300 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004505 Schwab Advisor Cash Reserves C000012379 Sweep Shares SWQXX C000012380 Premier Sweep Shares SWZXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2010-11-30 0000857156 S000004505 2 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 48 71 19719668355.25 7196610.20 1087667.12 19725777298.33 0.0036 1.0002 2010-11-30 1.0002 2010-11-30 C000012379 1.00 5453496024.50 1.00 -3020641.00 1615495446.13 1618516087.13 0.0001 1.0002 2010-11-30 1.0002 2010-11-30 C000012380 1.00 14272281273.83 1.00 358798797.57 5639409131.96 5280610334.39 0.0001 1.0002 2010-11-30 1.0002 2010-11-30 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 1.000000% B0B99Z001 0000729153 Certificate of Deposit N First Tier Security N/A N/A 2011-08-24 2011-08-24 N N N 65000000.00 65000000.00 0.0033 N 65171600.00 65171600.00 BNP Paribas BNP Paribas 0.680000% 05566Q2X4 Certificate of Deposit N First Tier Security N/A N/A 2011-05-09 2011-05-09 N N N 48000000.00 48000000.00 0.0024 N 48046560.00 48046560.00 Barclays Capital Inc. Barclays Capital Inc. 0.230000% 00799J004_0.2300 0001484219 Treasury Repurchase Agreement Y United States Treasury Department 2011-03-03 0.000000 Treasury Debt 12399000.00 12393494.84 United States Treasury Department 2011-01-06 0.000000 Treasury Debt 18422500.00 18419920.85 United States Treasury Department 2011-05-31 4.875000 Treasury Debt 16595600.00 16979373.25 United States Treasury Department 2011-09-22 0.000000 Treasury Debt 12499000.00 12474251.98 United States Treasury Department 2012-11-30 0.500000 Treasury Debt 8611200.00 8609822.21 United States Treasury Department 2018-05-15 9.125000 Treasury Debt 13286500.00 19729802.49 United States Treasury Department 2024-11-15 7.500000 Treasury Debt 11104900.00 16242445.78 United States Treasury Department 2026-11-15 6.500000 Treasury Debt 12205600.00 16556205.20 United States Treasury Department 2013-11-15 4.250000 Treasury Debt 13288800.00 14682676.18 United States Treasury Department 2014-08-15 4.250000 Treasury Debt 17116200.00 19334927.42 United States Treasury Department 2012-05-31 4.750000 Treasury Debt 19752000.00 21031929.60 United States Treasury Department 2013-01-31 2.875000 Treasury Debt 15000000.00 15909318.75 United States Treasury Department 2013-02-28 2.750000 Treasury Debt 11801900.00 12462487.55 United States Treasury Department 2013-06-30 3.375000 Treasury Debt 12088500.00 13110001.57 United States Treasury Department 2018-08-15 4.000000 Treasury Debt 16171900.00 18317109.57 United States Treasury Department 2016-02-29 2.625000 Treasury Debt 22940700.00 24301743.21 United States Treasury Department 2016-05-31 3.250000 Treasury Debt 13000000.00 14089790.00 United States Treasury Department 2016-06-30 3.250000 Treasury Debt 18235600.00 20002123.21 United States Treasury Department 2013-01-15 1.375000 Treasury Debt 17600000.00 17997342.00 United States Treasury Department 2020-02-15 3.625000 Treasury Debt 22878800.00 24917989.31 United States Treasury Department 2013-03-15 1.375000 Treasury Debt 21664000.00 22117573.54 United States Treasury Department 2013-09-15 0.750000 Treasury Debt 9103600.00 9132136.01 United States Treasury Department 2013-10-15 0.500000 Treasury Debt 24022500.00 23887538.43 Unrated Security N/A N/A 2010-12-01 2010-12-01 N N N 385000000.00 385000000.00 0.0195 N 385000000.00 385000000.00 Goldman Sachs Group Inc. Goldman Sachs Group Inc 1.020000% 03799J008 Other Note N First Tier Security N/A N/A 2011-08-02 2011-08-02 N N N 80000000.00 80000000.00 0.0041 Y 80278400.00 80278400.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 0.230000% 052992005 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 297000000.00 297000000.00 0.0151 Security is a time deposit. N 297000000.00 297000000.00 Merrill Lynch, Pierce, Fenner & Smith Inc. Merrill Lynch, Pierce, Fenner & Smith Inc. 0.250000% 06399U000_0.2500 0000728612 Government Agency Repurchase Agreement Y Freddie Mac 2033-06-15 4.000000 Government Agency Debt 150000000.00 45627071.73 Fannie Mae 2035-10-25 0.586000 Government Agency Debt 80324040.00 28130017.06 Freddie Mac 2031-06-15 5.000000 Government Agency Debt 105515000.00 41808375.08 Freddie Mac 2034-11-15 0.636000 Government Agency Debt 114769368.00 45502868.05 Freddie Mac 2036-09-15 0.506000 Government Agency Debt 85058510.00 44379615.17 Freddie Mac 2036-07-15 0.506000 Government Agency Debt 8299879.00 3935846.10 Freddie Mac 2032-05-15 0.836000 Government Agency Debt 79500000.00 38289205.74 Freddie Mac 2027-02-15 4.500000 Government Agency Debt 50000000.00 36081607.00 GNMA 2037-07-20 0.556000 Government Agency Debt 100000000.00 38990593.44 GNMA 2037-07-20 0.556000 Government Agency Debt 100000000.00 38990593.44 GNMA 2037-04-20 4.500000 Government Agency Debt 39987500.00 39893961.81 GNMA 2039-11-20 4.000000 Government Agency Debt 37892786.00 36120245.68 Unrated Security N/A N/A 2010-12-01 2010-12-01 N N N 425000000.00 425000000.00 0.0215 N 425000000.00 425000000.00 Citibank, N.A. Citibank, N.A. 0.240000% 172991002 000036684 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2010-12-06 2010-12-06 N N N 200000000.00 200000000.00 0.0101 Security is a time deposit. N 199998000.00 199998000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.270000% 20099Y006 Certificate of Deposit N First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 49000000.00 49000000.00 0.0025 N 49000000.00 49000000.00 Deutsche Bank Securities Inc. Deutsche Bank Securities Inc. 0.250000% 21599B009_0.2500 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2037-07-01 7.000000 Government Agency Debt 133482643.00 33504446.61 Fannie Mae 2038-01-01 7.000000 Government Agency Debt 72009740.00 32376249.70 Fannie Mae 2036-05-01 6.000000 Government Agency Debt 94599782.00 33016027.41 Fannie Mae 2033-10-01 2.978000 Government Agency Debt 163752500.00 35465968.93 Fannie Mae 2037-11-01 7.500000 Government Agency Debt 130014916.00 34827734.35 Fannie Mae 2038-02-01 7.000000 Government Agency Debt 70397057.00 34176903.10 Fannie Mae 2038-09-01 7.000000 Government Agency Debt 86097689.00 35338307.67 Fannie Mae 2037-05-01 5.646000 Government Agency Debt 80340394.00 34662944.94 Fannie Mae 2037-02-01 6.000000 Government Agency Debt 81238587.00 33712181.45 Fannie Mae 2038-03-01 5.187000 Government Agency Debt 57834000.00 34937104.17 Fannie Mae 2038-04-01 5.000000 Government Agency Debt 65000000.00 33717750.91 Fannie Mae 2038-10-01 6.000000 Government Agency Debt 65915831.00 34923363.11 Fannie Mae 2039-12-01 4.000000 Government Agency Debt 37473332.00 35753867.18 Fannie Mae 2033-09-01 4.500000 Government Agency Debt 50450216.00 36192415.54 Fannie Mae 2040-03-01 3.395000 Government Agency Debt 35033593.00 35224748.35 Fannie Mae 2040-04-01 5.000000 Government Agency Debt 50450806.00 35092601.50 Fannie Mae 2040-05-01 3.486000 Government Agency Debt 39438268.00 36009258.13 Fannie Mae 2040-07-01 4.133000 Government Agency Debt 34838658.00 34381111.46 Fannie Mae 2040-08-01 3.549000 Government Agency Debt 33942056.00 35211828.56 Fannie Mae 2025-09-01 3.500000 Government Agency Debt 33128859.00 33644665.81 Fannie Mae 2040-09-01 4.500000 Government Agency Debt 34346947.00 35830521.23 First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 700000000.00 700000000.00 0.0355 N 700000000.00 700000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC 0.240000% 22799D001_0.2400 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2040-10-20 4.000000 Government Agency Debt 121129142.00 124405037.72 GNMA 2040-09-20 4.500000 Government Agency Debt 5295000.00 5589372.58 Unrated Security N/A N/A 2010-12-01 2010-12-01 N N N 127443569.00 127443569.00 0.0065 N 127443569.00 127443569.00 Credit Agricole S.A. Credit Agricole S.A. 0.320000% 255998007 Certificate of Deposit N First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 136000000.00 136000000.00 0.0069 N 135997280.00 135997280.00 Societe Generale Societe Generale 0.363400% 37299E002 Certificate of Deposit N First Tier Security N/A N/A 2010-12-22 2011-06-20 N N N 60000000.00 60000000.00 0.0030 N 59993400.00 59993400.00 Goldman Sachs & Co Goldman Sachs & Co. 0.250000% 38399H002_0.2500 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2040-05-01 6.000000 Government Agency Debt 2108134.00 2294378.40 Freddie Mac 2018-01-01 5.500000 Government Agency Debt 44000000.00 4525838.80 Freddie Mac 2031-10-01 7.000000 Government Agency Debt 8708185.00 4475053.59 Freddie Mac 2036-12-01 6.500000 Government Agency Debt 10752933.00 4389048.66 Freddie Mac 2038-08-01 5.000000 Government Agency Debt 6812750.00 4497489.25 Freddie Mac 2023-05-01 6.000000 Government Agency Debt 6602589.00 4535734.39 Freddie Mac 2023-03-01 4.500000 Government Agency Debt 8956456.00 4340690.97 Fannie Mae 2036-02-01 5.447000 Government Agency Debt 17331775.00 4570079.62 Fannie Mae 2037-10-01 6.807000 Government Agency Debt 33222060.00 4344010.48 Freddie Mac 2025-10-01 3.500000 Government Agency Debt 4245106.00 4341385.37 Fannie Mae 2037-02-01 3.119000 Government Agency Debt 11579132.00 4537002.09 Freddie Mac 2038-09-01 7.000000 Government Agency Debt 9867407.00 4404192.68 Freddie Mac 2040-10-01 4.000000 Government Agency Debt 4435000.00 4505281.16 Freddie Mac 2034-01-01 5.500000 Government Agency Debt 11560242.00 4404856.61 Fannie Mae 2034-01-01 4.185000 Government Agency Debt 15607593.00 4567993.13 Fannie Mae 2024-12-01 6.000000 Government Agency Debt 92623715.00 4552940.58 Fannie Mae 2035-03-01 5.500000 Government Agency Debt 10900000.00 4574384.63 Fannie Mae 2034-11-01 6.000000 Government Agency Debt 17503920.00 4531968.94 Fannie Mae 2034-01-01 5.500000 Government Agency Debt 12784778.00 4539533.28 Fannie Mae 2034-10-01 5.500000 Government Agency Debt 11386265.00 4412854.30 Fannie Mae 2034-09-01 5.500000 Government Agency Debt 9833117.00 4556012.24 Fannie Mae 2035-11-01 6.000000 Government Agency Debt 210756.00 85471.39 Fannie Mae 2035-09-01 6.000000 Government Agency Debt 9478792.00 4384648.02 Fannie Mae 2035-09-01 2.614000 Government Agency Debt 14419000.00 4504151.56 Fannie Mae 2025-01-01 4.500000 Government Agency Debt 4700000.00 4466704.40 Fannie Mae 2036-08-01 6.500000 Government Agency Debt 5291716.00 4462724.11 Fannie Mae 2023-03-01 5.000000 Government Agency Debt 11695959.00 4423041.90 Fannie Mae 2037-07-01 5.878000 Government Agency Debt 20948682.00 4454877.55 Fannie Mae 2023-06-01 5.000000 Government Agency Debt 8166281.00 4384789.47 Fannie Mae 2037-06-01 6.000000 Government Agency Debt 8705414.00 4386929.37 Fannie Mae 2038-10-01 5.500000 Government Agency Debt 7055491.00 4386675.35 Fannie Mae 2036-02-01 4.000000 Government Agency Debt 4369968.00 4448765.01 Fannie Mae 2036-10-01 5.500000 Government Agency Debt 4539720.00 4578887.14 Fannie Mae 2040-02-01 5.500000 Government Agency Debt 4224513.00 4522347.69 Fannie Mae 2030-04-01 5.000000 Government Agency Debt 4542894.00 4568574.58 Fannie Mae 2040-05-01 5.500000 Government Agency Debt 4327277.00 4535654.68 Fannie Mae 2040-07-01 5.500000 Government Agency Debt 4041679.00 4356069.26 Fannie Mae 2040-08-01 4.500000 Government Agency Debt 4272536.00 4360476.84 Fannie Mae 2040-09-01 4.500000 Government Agency Debt 4189023.00 4395433.28 Fannie Mae 2040-09-01 4.500000 Government Agency Debt 4345158.00 4515626.37 Fannie Mae 2025-08-01 4.500000 Government Agency Debt 4212174.00 4450375.81 Fannie Mae 2040-10-01 5.000000 Government Agency Debt 4200000.00 4473545.75 Fannie Mae 2040-10-01 5.000000 Government Agency Debt 4211004.00 4488880.88 Fannie Mae 2025-10-01 4.000000 Government Agency Debt 4189587.00 4344755.58 Fannie Mae 2040-11-01 3.500000 Government Agency Debt 4619349.00 4563429.21 Fannie Mae 2040-11-01 5.500000 Government Agency Debt 4139459.00 4482543.80 Fannie Mae 2040-11-01 4.000000 Government Agency Debt 4437225.00 4515059.80 Fannie Mae 2040-10-01 4.500000 Government Agency Debt 4341156.00 4536693.05 Fannie Mae 2040-11-01 4.000000 Government Agency Debt 4292750.00 4378571.61 Fannie Mae 2025-11-01 3.500000 Government Agency Debt 4335020.00 4457785.36 Fannie Mae 2040-12-01 4.000000 Government Agency Debt 4386700.00 4474399.88 Fannie Mae 2040-11-01 4.500000 Government Agency Debt 4263635.00 4461382.39 First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 215000000.00 215000000.00 0.0109 N 215000000.00 215000000.00 Societe Generale Societe Generale 0.363400% 83299C000 Certificate of Deposit N First Tier Security N/A N/A 2010-12-08 2011-03-07 N N N 131000000.00 131000000.00 0.0066 N 130992140.00 130992140.00 Societe Generale Societe Generale 0.320000% 83399Z008 Certificate of Deposit N First Tier Security N/A N/A 2010-12-03 2010-12-03 N N N 63000000.00 63000000.00 0.0032 N 63000000.00 63000000.00 BNP Paribas BNP Paribas 0.480000% 982JPE004 Certificate of Deposit N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 100000000.00 100000000.00 0.0051 N 99958000.00 99958000.00 DnB NOR Bank ASA DnB NOR Bank ASA 0.400000% 985HZV006 Certificate of Deposit N First Tier Security N/A N/A 2011-02-18 2011-02-18 N N N 195000000.00 195000000.00 0.0099 N 195056550.00 195056550.00 National Australia Bank Ltd. National Australia Bank Ltd 0.270000% 985NEU008 Certificate of Deposit N First Tier Security N/A N/A 2010-12-10 2010-12-10 N N N 168000000.00 168000000.00 0.0085 N 168001680.00 168001680.00 Intesa Sanpaolo Intesa Sanpaolo 0.340000% 985WZM003 Certificate of Deposit N First Tier Security N/A N/A 2011-01-21 2011-01-21 N N N 60000000.00 60000000.00 0.0030 N 60000600.00 60000600.00 Intesa Sanpaolo Intesa Sanpaolo 0.370000% 985WZP006 Certificate of Deposit N First Tier Security N/A N/A 2011-01-04 2011-01-04 N N N 75000000.00 75002827.55 0.0038 N 75003000.00 75003000.00 Royal Bank of Canada Royal Bank of Canada 0.250000% 985YRK002 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 580000000.00 580000000.00 0.0294 Security is a time deposit. N 580000000.00 580000000.00 Deutsche Bank Securities Inc. Deutsche Bank Securities Inc. 0.400000% 991JCA005_0.4000 0001074042 Other Repurchase Agreement N AMR CORP COM 2010-11-30 N/A Other Instrument Common 0.00 196744.48 CHIMERA INVT CORP COM 2010-11-30 N/A Other Instrument Common 0.00 200984.88 CITIGROUP INC COM 2010-11-30 N/A Other Instrument Common 0.00 200967.90 ENTRAVISION COMMUNICATIONS CCL A 2010-11-30 N/A Other Instrument Common 0.00 208122.88 FURNITURE BRANDS INTL INC COM 2010-11-30 N/A Other Instrument Common 0.00 194331.12 GFI GROUP INC COM 2010-11-30 N/A Other Instrument Common 0.00 200872.17 GLOBAL CASH ACCESS HLDGS INCCOM 2010-11-30 N/A Other Instrument Common 0.00 193520.69 GRAPHIC PACKAGING HLDG CO COM 2010-11-30 N/A Other Instrument Common 0.00 211472.28 GRAY TELEVISION INC COM 2010-11-30 N/A Other Instrument Common 0.00 201013.56 HARBINGER GROUP INC COM 2010-11-30 N/A Other Instrument Common 0.00 103369.92 HEADWATERS INC COM 2010-11-30 N/A Other Instrument Common 0.00 201029.40 LIN TV CORP CL A 2010-11-30 N/A Other Instrument Common 0.00 200863.29 MARSHALL & ILSLEY CORP NEW COM 2010-11-30 N/A Other Instrument Common 0.00 202096.96 METROPOLITAN HEALTH NETWORKSCOM 2010-11-30 N/A Other Instrument Common 0.00 201406.92 MUELLER WTR PRODS INC COM SER 2010-11-30 N/A Other Instrument Common 0.00 198304.47 OFFICE DEPOT INC COM 2010-11-30 N/A Other Instrument Common 0.00 195989.20 PARKER DRILLING CO COM 2010-11-30 N/A Other Instrument Common 0.00 200490.92 QUANTUM CORP COM DSSG 2010-11-30 N/A Other Instrument Common 0.00 196839.94 QUIKSILVER INC COM 2010-11-30 N/A Other Instrument Common 0.00 213892.37 RITE AID CORP COM 2010-11-30 N/A Other Instrument Common 0.00 195531.04 TENET HEALTHCARE CORP COM 2010-11-30 N/A Other Instrument Common 0.00 196670.70 TWO HBRS INVT CORP COM 2010-11-30 N/A Other Instrument Common 0.00 96204.95 First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 4000000.00 4000000.00 0.0002 Repurchase agreement collateralized by common stock and ETFs. N 4000000.00 4000000.00 Deutsche Bank Securities Inc. Deutsche Bank Securities Inc. 0.230000% 991JCA005_0.2300 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2031-10-01 4.733000 Government Agency Debt 140735647.00 107537583.22 Fannie Mae 2025-11-01 3.500000 Government Agency Debt 1616635.00 1662417.21 First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 105000000.00 105000000.00 0.0053 N 105000000.00 105000000.00 Deutsche Bank Securities Inc. Deutsche Bank Securities Inc. 0.430000% 991JCA005_0.4300 0001074042 Other Repurchase Agreement N AGL RES INC COM 2010-11-30 N/A Other Instrument Common 0.00 4229400.00 AOL INC COM 2010-11-30 N/A Other Instrument Common 0.00 148816.88 ALBERTO CULVER CO NEW COM 2010-11-30 N/A Other Instrument Common 0.00 4799965.64 ALLIANT ENERGY CORP COM 2010-11-30 N/A Other Instrument Common 0.00 4799992.68 AMERICAN WTR WKS CO INC NEW COM 2010-11-30 N/A Other Instrument Common 0.00 1518412.50 ATMOS ENERGY CORP COM 2010-11-30 N/A Other Instrument Common 0.00 3975245.00 CABLEVISION SYS CORP CL A NY 2010-11-30 N/A Other Instrument Common 0.00 4190027.59 CHARLES RIV LABS INTL INC COM 2010-11-30 N/A Other Instrument Common 0.00 4799975.81 CITIGROUP INC COM 2010-11-30 N/A Other Instrument Common 0.00 4799997.90 COMMSCOPE INC COM 2010-11-30 N/A Other Instrument Common 0.00 4799972.60 CROWN CASTLE INTL CORP COM 2010-11-30 N/A Other Instrument Common 0.00 4799992.98 CROWN HOLDINGS INC COM 2010-11-30 N/A Other Instrument Common 0.00 3852432.00 DEL MONTE FOODS CO COM 2010-11-30 N/A Other Instrument Common 0.00 4799984.54 DRESSER-RAND GROUP INC COM 2010-11-30 N/A Other Instrument Common 0.00 2704370.25 EMERGENCY MEDICAL SVCS CORP CL A 2010-11-30 N/A Other Instrument Common 0.00 681264.16 ENTRAVISION COMMUNICATIONS CCL A 2010-11-30 N/A Other Instrument Common 0.00 50649.60 GP STRATEGIES CORP COM 2010-11-30 N/A Other Instrument Common 0.00 351361.57 HUNTSMAN CORP COM 2010-11-30 N/A Other Instrument Common 0.00 2163847.72 MOTOROLA INC COM 2010-11-30 N/A Other Instrument Common 0.00 4799995.20 OSHKOSH CORP COM 2010-11-30 N/A Other Instrument Common 0.00 678211.65 PRIDE INTL INC DEL COM 2010-11-30 N/A Other Instrument Common 0.00 4463361.00 RED LION HOTELS CORP COM 2010-11-30 N/A Other Instrument Common 0.00 265181.30 TAUBMAN CTRS INC COM 2010-11-30 N/A Other Instrument Common 0.00 4799952.15 TRANSATLANTIC HLDGS INC COM 2010-11-30 N/A Other Instrument Common 0.00 2511036.00 TWO HBRS INVT CORP COM 2010-11-30 N/A Other Instrument Common 0.00 2405990.55 ACCENTURE PLC IRELAND SHS CLAS 2010-11-30 N/A Other Instrument Common 0.00 4799982.10 COVIDIEN PLC SHS 2010-11-30 N/A Other Instrument Common 0.00 4799992.50 LAZARD LTD SHS A 2010-11-30 N/A Other Instrument Common 0.00 4799980.20 ALCON INC COM SHS 2010-11-30 N/A Other Instrument Common 0.00 4799974.56 COPA HOLDINGS SA CL A 2010-11-30 N/A Other Instrument Common 0.00 4210635.00 First Tier Security N/A N/A 2010-12-07 2010-12-07 Y Deutsche Bank Securities Inc N/A N/A N N 96000000.00 96000000.00 0.0049 Repurchase agreement collateralized by common stock and ETFs. N 96000000.00 96000000.00 Deutsche Bank Securities Inc. 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N 105068176.50 105068176.50 Goldman Sachs & Co Goldman Sachs & Co 0.240000% 992JYE002_0.2400 0000769993 Government Agency Repurchase Agreement Y GNMA 2036-06-20 5.500000 Government Agency Debt 81702602.00 36702282.82 GNMA 2039-06-15 4.500000 Government Agency Debt 34671693.00 33979999.81 GNMA 2039-06-15 4.500000 Government Agency Debt 35205362.00 35041874.89 GNMA 2040-10-20 4.500000 Government Agency Debt 32116720.00 33968029.15 GNMA 2040-08-15 4.500000 Government Agency Debt 32136403.00 34084805.92 GNMA 2039-02-15 6.500000 Government Agency Debt 19937707.00 16326456.43 GNMA 2039-08-15 5.500000 Government Agency Debt 20154325.00 19896551.37 First Tier Security N/A N/A 2010-12-06 2010-12-06 N N N 200000000.00 200000000.00 0.0101 N 200129860.00 200129860.00 Goldman Sachs & Co Goldman Sachs & Co 0.600000% 992JYE002_0.6000 0000769993 Other Repurchase Agreement N AES CORP COM 2010-11-30 N/A Other Instrument Common 0.00 1499994.06 ABBOTT LABS COM 2010-11-30 N/A Other Instrument Common 0.00 1499999.85 AMERICAN INTL GROUP INC COM NEW 2010-11-30 N/A Other Instrument Common 0.00 1499980.54 BJS WHOLESALE CLUB INC COM 2010-11-30 N/A Other Instrument Common 0.00 1499979.36 BANK OF AMERICA CORPORATION COM 2010-11-30 N/A Other Instrument Common 0.00 1499988.75 BOEING CO COM 2010-11-30 N/A Other Instrument Common 0.00 1499974.16 BRISTOL MYERS SQUIBB CO COM 2010-11-30 N/A Other Instrument Common 0.00 1499983.36 CIT GROUP INC COM NEW 2010-11-30 N/A Other Instrument Common 0.00 1499997.15 CABLEVISION SYS CORP CL A NY 2010-11-30 N/A Other Instrument Common 0.00 1499996.75 CAREFUSION CORP COM 2010-11-30 N/A Other Instrument Common 0.00 1499991.00 DANAHER CORP DEL COM 2010-11-30 N/A Other Instrument Common 0.00 1499997.94 DEVON ENERGY CORP NEW COM 2010-11-30 N/A Other Instrument Common 0.00 1499952.48 DU PONT E I DE NEMOURS & CO COM 2010-11-30 N/A Other Instrument Common 0.00 644352.36 GANNETT INC COM 2010-11-30 N/A Other Instrument Common 0.00 1499992.75 LOWES COS INC COM 2010-11-30 N/A Other Instrument Common 0.00 1499998.24 MASTERCARD INC CL A 2010-11-30 N/A Other Instrument Common 0.00 1499810.52 MERCK & CO INC NEW COM 2010-11-30 N/A Other Instrument Common 0.00 1499995.60 NISOURCE INC COM 2010-11-30 N/A Other Instrument Common 0.00 1499983.62 PLAINS EXPL& PRODTN CO COM 2010-11-30 N/A Other Instrument Common 0.00 1499998.05 VERIZON COMMUNICATIONS INC COM 2010-11-30 N/A Other Instrument Common 0.00 856100.30 SIGNET JEWELERS LIMITED SHS 2010-11-30 N/A Other Instrument Common 0.00 1499971.66 ALCON INC COM SHS 2010-11-30 N/A Other Instrument Common 0.00 1499992.05 First Tier Security N/A N/A 2011-02-17 2011-02-17 N N N 30000000.00 30000000.00 0.0015 Repurchase agreement collateralized by common stock and ETFs. Y 30019479.00 30019479.00 Goldman Sachs & Co Goldman Sachs & Co 0.600000% 992JYE002_0.6000_M110218 0000769993 Other Repurchase Agreement N AES CORP COM 2010-11-30 N/A Other Instrument Common 0.00 3249996.18 AT&T INC COM 2010-11-30 N/A Other Instrument Common 0.00 3178519.60 ABBOTT LABS COM 2010-11-30 N/A Other Instrument Common 0.00 3249976.43 BJS WHOLESALE CLUB INC COM 2010-11-30 N/A Other Instrument Common 0.00 3249978.40 BOEING CO COM 2010-11-30 N/A Other Instrument Common 0.00 3249986.92 BRISTOL MYERS SQUIBB CO COM 2010-11-30 N/A Other Instrument Common 0.00 3249997.84 CIT GROUP INC COM NEW 2010-11-30 N/A Other Instrument Common 0.00 3249974.07 CVS CAREMARK CORPORATION COM 2010-11-30 N/A Other Instrument Common 0.00 1938244.56 CABLEVISION SYS CORP CL A NY 2010-11-30 N/A Other Instrument Common 0.00 3249987.72 CAREFUSION CORP COM 2010-11-30 N/A Other Instrument Common 0.00 3249992.00 CHIMERA INVT CORP COM 2010-11-30 N/A Other Instrument Common 0.00 3249997.44 DANAHER CORP DEL COM 2010-11-30 N/A Other Instrument Common 0.00 3249966.65 DEVON ENERGY CORP NEW COM 2010-11-30 N/A Other Instrument Common 0.00 3249967.50 DU PONT E I DE NEMOURS & CO COM 2010-11-30 N/A Other Instrument Common 0.00 3249960.72 GANNETT INC COM 2010-11-30 N/A Other Instrument Common 0.00 3249999.75 GENERAL GROWTH PPTYS INC NEWCOM 2010-11-30 N/A Other Instrument Common 0.00 3249994.30 LOWES COS INC COM 2010-11-30 N/A Other Instrument Common 0.00 3249981.28 MERCK & CO INC NEW COM 2010-11-30 N/A Other Instrument Common 0.00 610578.69 NISOURCE INC COM 2010-11-30 N/A Other Instrument Common 0.00 3249984.18 PLAINS EXPL& PRODTN CO COM 2010-11-30 N/A Other Instrument Common 0.00 3249981.35 VISA INC COM CL A 2010-11-30 N/A Other Instrument Common 0.00 925742.82 WESTERN UN CO COM 2010-11-30 N/A Other Instrument Common 0.00 3097352.64 ALCON INC COM SHS 2010-11-30 N/A Other Instrument Common 0.00 3249849.30 First Tier Security N/A N/A 2011-02-18 2011-02-18 N N N 65000000.00 65000000.00 0.0033 Repurchase agreement collateralized by common stock and ETFs. Y 65042204.50 65042204.50 Goldman Sachs & Co Goldman Sachs & Co 0.570000% 992JYE002_0.5700 0000769993 Other Repurchase Agreement N AES CORP COM 2010-11-30 N/A Other Instrument Common 0.00 3749990.58 AT&T INC COM 2010-11-30 N/A Other Instrument Common 0.00 3749998.30 ABBOTT LABS COM 2010-11-30 N/A Other Instrument Common 0.00 3749976.38 BJS WHOLESALE CLUB INC COM 2010-11-30 N/A Other Instrument Common 0.00 3749971.52 BOEING CO COM 2010-11-30 N/A Other Instrument Common 0.00 3749999.76 BRISTOL MYERS SQUIBB CO COM 2010-11-30 N/A Other Instrument Common 0.00 3749983.82 CIT GROUP INC COM NEW 2010-11-30 N/A Other Instrument Common 0.00 102093.84 CVS CAREMARK CORPORATION COM 2010-11-30 N/A Other Instrument Common 0.00 3749974.56 CABLEVISION SYS CORP CL A NY 2010-11-30 N/A Other Instrument Common 0.00 3749976.16 CENTERPOINT ENERGY INC COM 2010-11-30 N/A Other Instrument Common 0.00 2148525.60 CHIMERA INVT CORP COM 2010-11-30 N/A Other Instrument Common 0.00 3749997.36 DANAHER CORP DEL COM 2010-11-30 N/A Other Instrument Common 0.00 3749994.85 DEL MONTE FOODS CO COM 2010-11-30 N/A Other Instrument Common 0.00 1499878.72 DEVON ENERGY CORP NEW COM 2010-11-30 N/A Other Instrument Common 0.00 3749951.66 DU PONT E I DE NEMOURS & CO COM 2010-11-30 N/A Other Instrument Common 0.00 3749987.16 GENERAL GROWTH PPTYS INC NEWCOM 2010-11-30 N/A Other Instrument Common 0.00 3749995.90 ISHARES INC MSCI MEX 2010-11-30 N/A Other Instrument Common 0.00 3749948.40 LOWES COS INC COM 2010-11-30 N/A Other Instrument Common 0.00 3749995.60 NISOURCE INC COM 2010-11-30 N/A Other Instrument Common 0.00 3749984.34 PLAINS EXPL& PRODTN CO COM 2010-11-30 N/A Other Instrument Common 0.00 3749980.70 VISA INC COM CL A 2010-11-30 N/A Other Instrument Common 0.00 3749933.55 WESTERN UN CO COM 2010-11-30 N/A Other Instrument Common 0.00 3749992.76 ALCON INC COM SHS 2010-11-30 N/A Other Instrument Common 0.00 3749900.04 First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 75000000.00 75000000.00 0.0038 Repurchase agreement collateralized by common stock and ETFs. Y 75048697.50 75048697.50 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.750000% 00279HRL2 Certificate of Deposit N First Tier Security N/A N/A 2011-02-25 2011-02-25 N Y Santander Uk Plc N/A N/A N 27000000.00 27000000.00 0.0014 N 27020790.00 27020790.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.670000% 00279HTP1 Certificate of Deposit N First Tier Security N/A N/A 2011-04-07 2011-04-07 N Y Santander Uk Plc N/A N/A N 66000000.00 66000000.00 0.0033 N 66021120.00 66021120.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.675000% 00279HUF1 Certificate of Deposit N First Tier Security N/A N/A 2011-05-02 2011-05-02 N Y Santander Uk Plc N/A N/A N 4000000.00 4000084.16 0.0002 N 4000240.00 4000240.00 Alpine Securitization Corp. Alpine Securitization Corp. 0.240000% 02086MMH4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-17 2010-12-17 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 82000000.00 81991253.34 0.0042 N 81989340.00 81989340.00 Alpine Securitization Corp. Alpine Securitization Corp. 0.240000% 02086MM35 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-03 2010-12-03 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 52000000.00 51999306.66 0.0026 N 51998960.00 51998960.00 Argento Variable Funding Company LLC Argento Variable Funding Co, LLC 0.520000% 04014BPN5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-22 2011-02-22 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 3000000.00 2996403.33 0.0002 N 2997780.00 2997780.00 Argento Variable Funding Company LLC Argento Variable Funding Co, LLC 0.510000% 04014BQ20 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-02 2011-03-02 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 29000000.00 28962614.17 0.0015 N 28975930.00 28975930.00 Atlantis One Funding Corp. Atlantis One Funding Corp. 0.310000% 04915UMA4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-10 2010-12-10 N N Y Cash Rabobank Nederland N/A N/A 278000000.00 277978455.00 0.0141 N 277986100.00 277986100.00 Atlantis One Funding Corp. Atlantis One Funding Corp. 0.300000% 04915UME6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-14 2010-12-14 N N Y Cash Rabobank Nederland N/A N/A 44000000.00 43995233.33 0.0022 N 43996920.00 43996920.00 Atlantis One Funding Corp. Atlantis One Funding Corp. 0.230000% 04915UM22 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-02 2010-12-02 N N Y Cash Rabobank Nederland N/A N/A 52000000.00 51999667.78 0.0026 N 51999480.00 51999480.00 Atlantis One Funding Corp. Atlantis One Funding Corp. 0.260000% 04915UP37 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-03 2011-02-03 N N Y Cash Rabobank Nederland N/A N/A 34000000.00 33984284.45 0.0017 N 33986984.80 33986984.80 BNZ International Funding Ltd BNZ International Funding Ltd 0.410000% 0556X1PR7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-02-25 2011-02-25 N Y Bank of New Zealand N/A N/A N 13000000.00 12987267.22 0.0007 N 12990640.00 12990640.00 BNP Paribas BNP Paribas 0.710000% 05566Q2X4 Certificate of Deposit N First Tier Security N/A N/A 2011-01-10 2011-01-10 N N N 31000000.00 31000000.00 0.0016 N 31014570.00 31014570.00 BNP Paribas BNP Paribas 0.610000% 05566Q3G0 Certificate of Deposit N First Tier Security N/A N/A 2011-01-28 2011-01-28 N N N 218000000.00 218000000.00 0.0111 N 218111180.00 218111180.00 BNP Paribas BNP Paribas 0.560000% 05566Q3K1 Certificate of Deposit N First Tier Security N/A N/A 2011-02-03 2011-02-03 N N N 9000000.00 9000000.00 0.0005 N 9003690.00 9003690.00 BNP Paribas BNP Paribas 0.490000% 05566Q3U9 Certificate of Deposit N First Tier Security N/A N/A 2011-05-24 2011-05-24 N N N 4000000.00 4000000.00 0.0002 N 4000560.00 4000560.00 BNP Paribas BNP Paribas 0.520000% 05566Q3Y1 Certificate of Deposit N First Tier Security N/A N/A 2011-05-31 2011-05-31 N N N 7000000.00 7000000.00 0.0004 N 7002100.00 7002100.00 BNP Paribas BNP Paribas 0.453400% 05566Q4A2 Certificate of Deposit N First Tier Security N/A N/A 2010-12-15 2011-06-15 N N N 390000000.00 390000000.00 0.0198 N 389957100.00 389957100.00 BNP Paribas BNP Paribas 0.500000% 05566Q4G9 Certificate of Deposit N First Tier Security N/A N/A 2011-06-17 2011-06-17 N N N 26000000.00 26000000.00 0.0013 N 26000000.00 26000000.00 BNP Paribas BNP Paribas 0.300000% 05566Q4N4 Certificate of Deposit N First Tier Security N/A N/A 2011-01-03 2011-01-03 N N N 4000000.00 4000000.00 0.0002 N 4000000.00 4000000.00 BNP Paribas BNP Paribas 0.480000% 05566Q4S3 Certificate of Deposit N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 5000000.00 5000000.00 0.0003 N 4997900.00 4997900.00 BNP Paribas BNP Paribas 0.460000% 05566Q4W4 Certificate of Deposit N First Tier Security N/A N/A 2011-07-15 2011-07-15 N N N 10000000.00 10000000.00 0.0005 N 9994300.00 9994300.00 Banco Bilbao Vizcaya Argentaria S.A. Banco Bilbao Vizcaya Argentaria S.A. 0.503400% 0594L8W56 Certificate of Deposit N First Tier Security N/A N/A 2010-12-07 2010-12-07 Y Banco Bilbao Vizcaya Argentari N/A N/A N N 107000000.00 107000000.00 0.0054 N 107020330.00 107020330.00 Banco Bilbao Vizcaya Argentaria S.A. Banco Bilbao Vizcaya Argentaria S.A. 0.505000% 0594L8X48 Certificate of Deposit N First Tier Security N/A N/A 2010-12-07 2010-12-07 Y Banco Bilbao Vizcaya Argentari N/A N/A N N 58000000.00 58000000.00 0.0029 N 57997100.00 57997100.00 Banco Bilbao Vizcaya Argentaria S.A. Banco Bilbao Vizcaya Argentaria S.A. 0.343400% 0594L8YN5 Certificate of Deposit N First Tier Security N/A N/A 2010-12-13 2010-12-13 N N N 40000000.00 40000000.00 0.0020 N 39999600.00 39999600.00 Banco Santander SA Banco Santander SA 0.640000% 05966DJB9 Certificate of Deposit N First Tier Security N/A N/A 2011-03-03 2011-03-03 N N N 113000000.00 113000000.00 0.0057 N 113084750.00 113084750.00 Banco Santander SA Banco Santander SA 0.600000% 05966DJE3 Certificate of Deposit N First Tier Security N/A N/A 2011-02-04 2011-02-04 N N N 113000000.00 113000000.00 0.0057 N 113055370.00 113055370.00 Banco Santander SA Banco Santander SA 0.540000% 05966DJQ6 Certificate of Deposit N First Tier Security N/A N/A 2011-05-03 2011-05-03 N N N 36000000.00 36000000.00 0.0018 N 36012240.00 36012240.00 Bank of America, N.A. 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Bank of America, N.A. 0.330000% 06050Y7F2 Other Note N First Tier Security N/A N/A 2011-05-05 2011-05-05 N N N 220000000.00 220000000.00 0.0112 N 220029040.00 220029040.00 Bank of America, N.A. Bank of America, N.A. 0.330000% 06050Y7G0 Other Note N First Tier Security N/A N/A 2011-05-12 2011-05-12 N N N 200000000.00 200000000.00 0.0101 N 200030400.00 200030400.00 Bank of America, N.A. 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Bank of Tokyo Mitsubishi UFJ, Ltd. 0.420000% 06538AS89 Certificate of Deposit N First Tier Security N/A N/A 2010-12-16 2010-12-16 N N N 30000000.00 30001497.53 0.0015 N 30001800.00 30001800.00 Bank of Tokyo Mitsubishi UFJ, Ltd. Bank of Tokyo Mitsubishi UFJ, Ltd. 0.500000% 06538A4Y8 Certificate of Deposit N First Tier Security N/A N/A 2011-07-22 2011-07-22 N N N 24000000.00 24000000.00 0.0012 N 23988960.00 23988960.00 Bank of Tokyo Mitsubishi UFJ, Ltd. Bank of Tokyo Mitsubishi UFJ, Ltd. 0.520000% 06538A5E1 Certificate of Deposit N First Tier Security N/A N/A 2011-07-27 2011-07-27 N N N 48000000.00 48000000.00 0.0024 N 47984160.00 47984160.00 Bank of America Corp. Bank of America Corp. 0.290000% 0660P1M16 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 92000000.00 92000000.00 0.0047 N 91999080.00 91999080.00 Bank of America Corp. 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Bank of America Corp. 0.310000% 0660P1Q46 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-04 2011-03-04 N N N 65000000.00 64947945.83 0.0033 N 64959050.00 64959050.00 Barclays Bank Plc Barclays Bank Plc 0.720000% 06740MLZ4 Certificate of Deposit N First Tier Security N/A N/A 2011-05-04 2011-05-04 N N N 100000000.00 100000000.00 0.0051 N 100111000.00 100111000.00 Barclays Bank Plc Barclays Bank Plc 0.630000% 06740MMX8 Certificate of Deposit N First Tier Security N/A N/A 2011-05-24 2011-05-24 N N N 53000000.00 53000000.00 0.0027 N 53043460.00 53043460.00 Barclays Bank Plc Barclays Bank Plc 0.580000% 06740MPJ6 Certificate of Deposit N First Tier Security N/A N/A 2011-06-24 2011-06-24 N N N 75000000.00 75000000.00 0.0038 N 75030000.00 75030000.00 Barclays Bank Plc Barclays Bank Plc 0.590000% 06740MQA4 Certificate of Deposit N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 28000000.00 28000000.00 0.0014 N 28003360.00 28003360.00 Barclays Bank Plc Barclays Bank Plc 0.753400% 06740MQN6 Certificate of Deposit N First Tier Security N/A N/A 2010-12-15 2011-10-17 N N N 64000000.00 64000000.00 0.0032 N 63988480.00 63988480.00 Breckenridge Terrace, LLC Housing Facilities Revenue Notes Series 1999B 0.280000% 106538AB7 Variable Rate Demand Note N First Tier Security N/A N/A 2010-12-07 2010-12-07 Y Bank of America NA N/A N/A Y Bank of America NA N/A N/A N 1000000.00 1000000.00 0.0001 N 1000000.00 1000000.00 CAFCO, LLC CAFCO, LLC 0.590000% 1247P3NL2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-20 2011-01-20 N N Y Letter of Credit Citibank NA N/A N/A 39000000.00 38968041.67 0.0020 N 38985180.00 38985180.00 CAFCO, LLC CAFCO, LLC 0.570000% 1247P3P14 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-01 2011-02-01 N N Y Letter of Credit Citibank NA N/A N/A 71000000.00 70930301.66 0.0036 N 70965210.00 70965210.00 CAFCO, LLC CAFCO, LLC 0.340000% 1247P3P30 Asset Backed Commercial Paper N First Tier Security N/A N/A 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Tier Security N/A N/A 2011-02-10 2011-02-10 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 60000000.00 59964499.99 0.0030 N 59962800.00 59962800.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.310000% 1373X3PF8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-15 2011-02-15 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 38000000.00 37975131.11 0.0019 N 37974540.00 37974540.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.300000% 1373X3PQ4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-24 2011-02-24 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 27000000.00 26980875.00 0.0014 N 26979480.00 26979480.00 Chariot Funding, LLC Chariot Funding, LLC 0.240000% 15963UMD5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-13 2010-12-13 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 64000000.00 63994880.00 0.0032 N 63994880.00 63994880.00 Chariot Funding, LLC Chariot Funding, LLC 0.250000% 15963UMF0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-15 2010-12-15 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 51000000.00 50995041.67 0.0026 N 50995410.00 50995410.00 Chariot Funding, LLC Chariot Funding, LLC 0.240000% 15963UMF0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-15 2010-12-15 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 19000000.00 18998226.67 0.0010 N 18998290.00 18998290.00 Ciesco LLC Ciesco LLC 0.580000% 17177MNA6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-10 2011-01-10 N N Y Letter of Credit Citibank NA N/A N/A 30000000.00 29980666.67 0.0015 N 29991300.00 29991300.00 Ciesco LLC Ciesco LLC 0.700000% 17177MNB4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-11 2011-01-11 N N Y Letter of Credit Citibank NA N/A N/A 40000000.00 39968111.11 0.0020 N 39988000.00 39988000.00 Ciesco LLC Ciesco LLC 0.640000% 17177MND0 Asset Backed Commercial Paper N First 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Citibank, N.A. 0.270000% 1730D2YJ5 Certificate of Deposit N First Tier Security N/A N/A 2010-12-07 2010-12-07 N N N 50000000.00 50000000.00 0.0025 N 50000500.00 50000500.00 Dakota CP Notes of Citibank Credit Card Issuance Trust Dakota CP Notes of Citibank Credit Card Issuance Trust 0.260000% 1730P3M79 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-07 2010-12-07 N N N 75000000.00 74996750.00 0.0038 N 74996250.00 74996250.00 Citigroup Funding Inc. Citigroup Funding Inc. 0.720000% 17307SM33 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-03 2010-12-03 N Y Citigroup Inc N/A N/A N 70000000.00 69997200.00 0.0035 N 69998600.00 69998600.00 Citigroup Funding Inc. Citigroup Funding Inc. 0.670000% 17307SNA6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-10 2011-01-10 N Y Citigroup Inc N/A N/A N 28000000.00 27979155.55 0.0014 N 27993280.00 27993280.00 Citigroup Funding Inc. 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Deposit N First Tier Security N/A N/A 2010-12-15 2010-12-15 N N N 112000000.00 112000000.00 0.0057 N 111997760.00 111997760.00 Credit Suisse AG Credit Suisse AG 0.250000% 22550CVZ1 Certificate of Deposit N First Tier Security N/A N/A 2011-01-24 2011-01-24 N N N 149000000.00 149000000.00 0.0076 N 148988080.00 148988080.00 Danske Corp Danske Corp 0.250000% 2363F7ME5 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-14 2010-12-14 N Y Danske Bank A/s N/A N/A N 20000000.00 19998194.44 0.0010 N 19998000.00 19998000.00 Danske Corp Danske Corp 0.245000% 2363F7MH8 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-17 2010-12-17 N Y Danske Bank A/s N/A N/A N 19000000.00 18997931.11 0.0010 N 18997720.00 18997720.00 Danske Corp Danske Corp 0.290000% 2363F7N38 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-03 2011-01-03 N Y Danske Bank A/s N/A N/A N 15000000.00 14996012.50 0.0008 N 14995950.00 14995950.00 Deutsche Bank AG Deutsche Bank AG 0.458400% 25152XLE8 Certificate of Deposit N First Tier Security N/A N/A 2010-12-13 2011-01-10 N N N 70000000.00 69999592.31 0.0035 N 70015400.00 70015400.00 Deutsche Bank AG Deutsche Bank AG 0.500000% 25154TRL3 Certificate of Deposit N First Tier Security N/A N/A 2011-06-21 2011-06-21 N N N 70000000.00 70000000.00 0.0035 N 70027300.00 70027300.00 Deutsche Bank AG Deutsche Bank AG 0.220000% 25154TUE5 Certificate of Deposit N First Tier Security N/A N/A 2010-12-08 2010-12-08 N N N 15000000.00 15000000.00 0.0008 N 14999850.00 14999850.00 Deutsche Bank AG Deutsche Bank AG 0.220000% 25154TUN5 Certificate of Deposit N First Tier Security N/A N/A 2010-12-09 2010-12-09 N N N 316000000.00 316000000.00 0.0160 N 315996840.00 315996840.00 Deutsche Bank AG Deutsche Bank AG 0.250000% 25154TWB9 Certificate of Deposit N First Tier Security N/A N/A 2010-12-17 2010-12-17 N N N 10000000.00 10000000.00 0.0005 N 9999900.00 9999900.00 Dexia Credit Local Dexia Credit Local 0.505000% 25214FEH4 Certificate of Deposit N First Tier Security N/A N/A 2010-12-07 2010-12-07 Y Dexia Credit Local N/A N/A N N 107000000.00 107000000.00 0.0054 N 106994650.00 106994650.00 DnB NOR Bank ASA DnB NOR Bank ASA 0.220000% 25600TVS3 Certificate of Deposit N First Tier Security N/A N/A 2010-12-06 2010-12-06 N N N 40000000.00 40000000.00 0.0020 N 40000000.00 40000000.00 Eagle Cnty, CO Housing Facilities RB (The Tarnes at BC, LLC) Series 1999B 0.280000% 269476AD9 Variable Rate Demand Note N First Tier Security N/A N/A 2010-12-07 2010-12-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 2000000.00 2000000.00 0.0001 N 2000000.00 2000000.00 Falcon Asset Securitization Corp Falcon Asset Securitization Corp 0.240000% 30603BMF7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-15 2010-12-15 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 25000000.00 24997666.67 0.0013 N 24997750.00 24997750.00 Falcon Asset Securitization Corp Falcon Asset Securitization Corp 0.240000% 30603BMT7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-27 2010-12-27 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 25000000.00 24995666.66 0.0013 N 24996000.00 24996000.00 Falcon Asset Securitization Corp Falcon Asset Securitization Corp 0.230000% 30603BM75 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-07 2010-12-07 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 48800000.00 48798129.33 0.0025 N 48798048.00 48798048.00 Falcon Asset Securitization Corp Falcon Asset Securitization Corp 0.230000% 30603BM91 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-09 2010-12-09 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 20000000.00 19998977.78 0.0010 N 19999000.00 19999000.00 Freddie Mac Freddie Mac 0.139100% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2011-01-10 2011-11-10 N N N 100000000.00 100000000.00 0.0051 N 100147100.00 100147100.00 Federal Home Loan Bank Federal Home Loan Bank 0.160000% 313384AE9 Government Agency Debt N First Tier Security N/A N/A 2011-01-05 2011-01-05 N N N 45000000.00 44993000.00 0.0023 N 44994330.00 44994330.00 Federal Home Loan Bank Federal Home Loan Bank 0.145000% 313384AE9 Government Agency Debt N First Tier Security N/A N/A 2011-01-05 2011-01-05 N N N 13500000.00 13498096.88 0.0007 N 13498299.00 13498299.00 Federal Home Loan Bank Federal Home Loan Bank 0.150000% 313384AG4 Government Agency Debt N First Tier Security N/A N/A 2011-01-07 2011-01-07 N N N 9000000.00 8998612.50 0.0005 N 8998794.00 8998794.00 Federal Home Loan Bank Federal Home Loan Bank 0.135000% 313384AG4 Government Agency Debt N First Tier Security N/A N/A 2011-01-07 2011-01-07 N N N 23000000.00 22996808.75 0.0012 N 22996918.00 22996918.00 Federal Home Loan Bank Federal Home Loan Bank 0.170000% 313384AG4 Government Agency Debt N First Tier Security N/A N/A 2011-01-07 2011-01-07 N N N 12750000.00 12747772.29 0.0006 N 12748291.50 12748291.50 Federal Home Loan Bank Federal Home Loan Bank 0.132500% 313384AG4 Government Agency Debt N First Tier Security N/A N/A 2011-01-07 2011-01-07 N N N 10000000.00 9998638.20 0.0005 N 9998660.00 9998660.00 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313384AM1 Government Agency Debt N First Tier Security N/A N/A 2011-01-12 2011-01-12 N N N 44650000.00 44642707.17 0.0023 N 44643213.20 44643213.20 Federal Home Loan Bank Federal Home Loan Bank 0.155000% 313384AP4 Government Agency Debt N First Tier Security N/A N/A 2011-01-14 2011-01-14 N N N 4585000.00 4584131.40 0.0002 N 4584270.99 4584270.99 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313384AP4 Government Agency Debt N First Tier Security N/A N/A 2011-01-14 2011-01-14 N N N 65000000.00 64988877.77 0.0033 N 64989665.00 64989665.00 Federal Home Loan Bank Federal Home Loan Bank 0.170000% 313384AP4 Government Agency Debt N First Tier Security N/A N/A 2011-01-14 2011-01-14 N N N 50000000.00 49989611.11 0.0025 N 49992050.00 49992050.00 Federal Home Loan Bank Federal Home Loan Bank 0.150000% 313384AU3 Government Agency Debt N First Tier Security N/A N/A 2011-01-19 2011-01-19 N N N 65000000.00 64986729.17 0.0033 N 64988495.00 64988495.00 Federal Home Loan Bank Federal Home Loan Bank 0.150000% 313384AV1 Government Agency Debt N First Tier Security N/A N/A 2011-01-20 2011-01-20 N N N 80000000.00 79983333.33 0.0041 N 79985520.00 79985520.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313384AV1 Government Agency Debt N First Tier Security N/A N/A 2011-01-20 2011-01-20 N N N 80000000.00 79985555.55 0.0041 N 79985520.00 79985520.00 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313384AW9 Government Agency Debt N First Tier Security N/A N/A 2011-01-21 2011-01-21 N N N 35992000.00 35984861.59 0.0018 N 35985377.47 35985377.47 Federal Home Loan Bank Federal Home Loan Bank 0.155000% 313384AW9 Government Agency Debt N First Tier Security N/A N/A 2011-01-21 2011-01-21 N N N 104100000.00 104077141.39 0.0053 N 104080845.60 104080845.60 Federal Home Loan Bank Federal Home Loan Bank 0.170000% 313384BB4 Government Agency Debt N First Tier Security N/A N/A 2011-01-26 2011-01-26 N N N 240000000.00 239936533.34 0.0122 N 239951520.00 239951520.00 Federal Home Loan Bank Federal Home Loan Bank 0.175000% 313384BB4 Government Agency Debt N First Tier Security N/A N/A 2011-01-26 2011-01-26 N N N 26699000.00 26691731.94 0.0014 N 26693606.80 26693606.80 Federal Home Loan Bank Federal Home Loan Bank 0.175000% 313384BD0 Government Agency Debt N First Tier Security N/A N/A 2011-01-28 2011-01-28 N N N 50000000.00 49985902.77 0.0025 N 49989550.00 49989550.00 Federal Home Loan Bank Federal Home Loan Bank 0.180000% 313385R57 Government Agency Debt N First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 34607000.00 34607000.00 0.0018 N 34607000.00 34607000.00 Federal Home Loan Bank Federal Home Loan Bank 0.180000% 313385R65 Government Agency Debt N First Tier Security N/A N/A 2010-12-02 2010-12-02 N N N 7000000.00 6999965.00 0.0004 N 6999979.00 6999979.00 Federal Home Loan Bank Federal Home Loan Bank 0.170000% 313385R73 Government Agency Debt N First Tier Security N/A N/A 2010-12-03 2010-12-03 N N N 145000000.00 144998630.56 0.0074 N 144999130.00 144999130.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313385S49 Government Agency Debt N First Tier Security N/A N/A 2010-12-08 2010-12-08 N N N 64000000.00 63998382.22 0.0032 N 63998784.00 63998784.00 Federal Home Loan Bank Federal Home Loan Bank 0.155000% 313385T30 Government Agency Debt N First Tier Security N/A N/A 2010-12-15 2010-12-15 N N N 26000000.00 25998432.77 0.0013 N 25998986.00 25998986.00 Federal Home Loan Bank Federal Home Loan Bank 0.155000% 313385T55 Government Agency Debt N First Tier Security N/A N/A 2010-12-17 2010-12-17 N N N 50000000.00 49996555.55 0.0025 N 49997800.00 49997800.00 Federal Home Loan Bank Federal Home Loan Bank 0.160000% 313385T55 Government Agency Debt N First Tier Security N/A N/A 2010-12-17 2010-12-17 N N N 35200000.00 35197496.89 0.0018 N 35198451.20 35198451.20 Freddie Mac Freddie Mac 0.140000% 313396AK9 Government Agency Debt N First Tier Security N/A N/A 2011-01-10 2011-01-10 N N N 5000000.00 4999222.23 0.0003 N 4999280.00 4999280.00 Freddie Mac Freddie Mac 0.170000% 313396AK9 Government Agency Debt N First Tier Security N/A N/A 2011-01-10 2011-01-10 N N N 10383000.00 10381038.77 0.0005 N 10381504.85 10381504.85 Freddie Mac Freddie Mac 0.132500% 313396AK9 Government Agency Debt N First Tier Security N/A N/A 2011-01-10 2011-01-10 N N N 64750000.00 64740467.36 0.0033 N 64740676.00 64740676.00 Freddie Mac Freddie Mac 0.140000% 313396AL7 Government Agency Debt N First Tier Security N/A N/A 2011-01-11 2011-01-11 N N N 10490000.00 10488327.43 0.0005 N 10488447.48 10488447.48 Freddie Mac Freddie Mac 0.140000% 313396AT0 Government Agency Debt N First Tier Security N/A N/A 2011-01-18 2011-01-18 N N N 25000000.00 24995333.33 0.0013 N 24995675.00 24995675.00 Freddie Mac Freddie Mac 0.150000% 313396AU7 Government Agency Debt N First Tier Security N/A N/A 2011-01-19 2011-01-19 N N N 130000000.00 129973458.32 0.0066 N 129976990.00 129976990.00 Freddie Mac Freddie Mac 0.180000% 313397R52 Government Agency Debt N First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 25000000.00 25000000.00 0.0013 N 25000000.00 25000000.00 Freddie Mac Freddie Mac 0.180000% 313397S28 Government Agency Debt N First Tier Security N/A N/A 2010-12-06 2010-12-06 N N N 5008000.00 5007874.80 0.0003 N 5007929.89 5007929.89 Freddie Mac Freddie Mac 0.180000% 313397S51 Government Agency Debt N First Tier Security N/A N/A 2010-12-09 2010-12-09 N N N 14820000.00 14819407.20 0.0008 N 14819673.96 14819673.96 Fannie Mae Fannie Mae 0.140000% 313588AD7 Government Agency Debt N First Tier Security N/A N/A 2011-01-04 2011-01-04 N N N 15630000.00 15627933.36 0.0008 N 15628077.51 15628077.51 Fannie Mae Fannie Mae 0.132500% 313588AK1 Government Agency Debt N First Tier Security N/A N/A 2011-01-10 2011-01-10 N N N 20000000.00 19997055.55 0.0010 N 19997120.00 19997120.00 Fannie Mae Fannie Mae 0.155000% 313588AT2 Government Agency Debt N First Tier Security N/A N/A 2011-01-18 2011-01-18 N N N 15650000.00 15646765.66 0.0008 N 15647292.55 15647292.55 Fannie Mae Fannie Mae 0.160000% 313588AV7 Government Agency Debt N First Tier Security N/A N/A 2011-01-20 2011-01-20 N N N 25000000.00 24994444.45 0.0013 N 24995475.00 24995475.00 Fannie Mae Fannie Mae 0.180000% 313589R54 Government Agency Debt N First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 50000000.00 50000000.00 0.0025 N 50000000.00 50000000.00 Gemini Securitization Corp. LLC Gemini Securitization Corp LLC 0.245000% 3686M1M11 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-01 2010-12-01 N N Y Credit / Liquidity Deutsche Bank AG N/A N/A 15000000.00 15000000.00 0.0008 N 14999850.00 14999850.00 Gemini Securitization Corp. LLC Gemini Securitization Corp LLC 0.250000% 3686M1N69 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-06 2011-01-06 N N Y Credit / Liquidity Deutsche Bank AG N/A N/A 98000000.00 97975500.00 0.0050 N 97970600.00 97970600.00 General Electric Capital Corporation General Electric Capital Corp 0.400000% 36959JRU9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-28 2011-04-28 N N N 110000000.00 109819111.09 0.0056 N 109881200.00 109881200.00 General Electric Capital Corporation General Electric Capital Corp 0.390000% 36959JTF0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-15 2011-06-15 N N N 163000000.00 162653896.66 0.0082 N 162731050.00 162731050.00 General Electric Capital Corporation General Electric Capital Corp 0.390000% 36959JTP8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-23 2011-06-23 N N N 36000000.00 35920440.00 0.0018 N 35937000.00 35937000.00 General Electric Capital Corporation General Electric Capital Corp 0.390000% 36959JTT0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-27 2011-06-27 N N N 34000000.00 33923386.66 0.0017 N 33939140.00 33939140.00 General Electric Co. General Electric Co 0.220000% 36960MMM2 Other Commercial Paper N First Tier Security N/A N/A 2010-12-21 2010-12-21 N N N 120000000.00 119985333.33 0.0061 N 119986800.00 119986800.00 General Electric Co. General Electric Co 0.220000% 36960MMN0 Other Commercial Paper N First Tier Security N/A N/A 2010-12-22 2010-12-22 N N N 145000000.00 144981391.68 0.0073 N 144982600.00 144982600.00 Gotham Funding Corp Gotham Funding Corp 0.300000% 38346MM19 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-01 2010-12-01 N N Y Credit Enhancement Agreement Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A 43260000.00 43260000.00 0.0022 N 43259567.40 43259567.40 Grampian Funding LLC Grampian Funding LLC 0.580000% 38501CPA9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-10 2011-02-10 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 9000000.00 8989705.00 0.0005 N 8996580.00 8996580.00 Grampian Funding LLC Grampian Funding LLC 0.620000% 38501CP84 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-08 2011-02-08 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 28000000.00 27966726.66 0.0014 N 27989920.00 27989920.00 Grampian Funding LLC Grampian Funding LLC 0.510000% 38501CQH3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-17 2011-03-17 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 87000000.00 86869355.01 0.0044 N 86946930.00 86946930.00 Grampian Funding LLC Grampian Funding LLC 0.470000% 38501CSH1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-05-17 2011-05-17 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 75000000.00 74836479.16 0.0038 N 74910000.00 74910000.00 Intesa Funding LLC Intesa Funding LLC 0.330000% 4611K1QG3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-16 2011-03-16 N Y Intesa Sanpaolo N/A N/A N 100000000.00 99903750.00 0.0051 N 99897000.00 99897000.00 Intesa Funding LLC Intesa Funding LLC 0.350000% 4611K1Q24 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-02 2011-03-02 N Y Intesa Sanpaolo N/A N/A N 54000000.00 53952225.00 0.0027 N 53954100.00 53954100.00 JPMorgan Chase Bank, N.A. JPMorgan Chase Bank, NA 0.253400% 48125LAA0 Other Note N First Tier Security N/A N/A 2010-12-21 2011-12-21 N N N 47000000.00 47000000.00 0.0024 N 47001833.00 47001833.00 Landesbank Hessen-Thuringen Girozentrale Landesbank Hessen-Thuringen Girozentrale 0.360000% 51488HP91 Certificate of Deposit N First Tier Security N/A N/A 2011-02-17 2011-02-17 N N N 69000000.00 69000746.72 0.0035 N 69004830.00 69004830.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.500000% 53943SQA8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-10 2011-03-10 N N N 129000000.00 128822625.00 0.0065 N 128877450.00 128877450.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.470000% 53944AC52 Certificate of Deposit N First Tier Security N/A N/A 2011-03-07 2011-03-07 N N N 26000000.00 26000000.00 0.0013 N 26008320.00 26008320.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.470000% 53944AD36 Certificate of Deposit N First Tier Security N/A N/A 2011-03-23 2011-03-23 N N N 60000000.00 60000000.00 0.0030 N 60022800.00 60022800.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.440000% 53944AH65 Certificate of Deposit N First Tier Security N/A N/A 2011-05-03 2011-05-03 N N N 65000000.00 65000000.00 0.0033 N 64994150.00 64994150.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.630000% 53944AZZ1 Certificate of Deposit N First Tier Security N/A N/A 2011-02-07 2011-02-07 N N N 73000000.00 73000000.00 0.0037 N 73041610.00 73041610.00 Manhattan Asset Funding Capital Co LLC Manhattan Asset Funding Capital Co LLC 0.260000% 56274MM17 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-01 2010-12-01 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 36000000.00 36000000.00 0.0018 N 35999640.00 35999640.00 Manhattan Asset Funding Capital Co LLC Manhattan Asset Funding Capital Co LLC 0.280000% 56274MN32 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-03 2011-01-03 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 18000000.00 17995380.00 0.0009 N 17995140.00 17995140.00 Market Street Funding Corp Market Street Funding Corp 0.270000% 5705X5NT4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-27 2011-01-27 N N Y Credit / Liquidity PNC Bank NA N/A N/A 11924000.00 11918902.49 0.0006 N 11918634.20 11918634.20 Market Street Funding Corp Market Street Funding Corp 0.280000% 5705X5P21 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-02 2011-02-02 N N Y Credit / Liquidity PNC Bank NA N/A N/A 22031000.00 22020204.80 0.0011 N 22019984.50 22019984.50 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.320000% 60681PWS9 Certificate of Deposit N First Tier Security N/A N/A 2011-01-10 2011-01-10 N N N 69000000.00 69000000.00 0.0035 N 69001380.00 69001380.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.320000% 60681PXN9 Certificate of Deposit N First Tier Security N/A N/A 2011-01-27 2011-01-27 N N N 104000000.00 104000000.00 0.0053 N 104003120.00 104003120.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.250000% 60681PYA6 Certificate of Deposit N First Tier Security N/A N/A 2010-12-10 2010-12-10 N N N 21000000.00 21000000.00 0.0011 N 20999790.00 20999790.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.300000% 60681PYC2 Certificate of Deposit N First Tier Security N/A N/A 2011-02-16 2011-02-16 N N N 97000000.00 97000000.00 0.0049 N 96993210.00 96993210.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.280000% 60687CC62 Certificate of Deposit N First Tier Security N/A N/A 2011-01-28 2011-01-28 N N N 77000000.00 77000000.00 0.0039 N 76997690.00 76997690.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.270000% 60687CZU4 Certificate of Deposit N First Tier Security N/A N/A 2011-01-07 2011-01-07 N N N 120000000.00 120000000.00 0.0061 N 119996400.00 119996400.00 Nationwide Building Society Nationwide Building Society 0.800000% 6385E1NC1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-12 2011-01-12 N N N 22000000.00 21979466.67 0.0011 N 21992300.00 21992300.00 Nationwide Building Society Nationwide Building Society 0.800000% 6385E1N49 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-04 2011-01-04 N N N 27000000.00 26979600.00 0.0014 N 26992440.00 26992440.00 Nationwide Building Society Nationwide Building Society 0.480000% 6385E1QJ3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-18 2011-03-18 N N N 20000000.00 19971466.67 0.0010 N 19978800.00 19978800.00 Nationwide Building Society Nationwide Building Society 0.450000% 6385E1S44 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-04 2011-05-04 N N N 27000000.00 26948025.00 0.0014 N 26952750.00 26952750.00 Nieuw Amsterdam Receivables Corporation Nieuw Amsterdam Receivables Corp 0.300000% 65409SNT1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-27 2011-01-27 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 60000000.00 59971500.00 0.0030 N 59973000.00 59973000.00 Nieuw Amsterdam Receivables Corporation Nieuw Amsterdam Receivables Corp 0.300000% 65409SP36 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-03 2011-02-03 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 50000000.00 49973333.33 0.0025 N 49974500.00 49974500.00 Nordea North America, Inc. Nordea North America, Inc 0.255000% 6555P1M20 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-02 2010-12-02 N Y Nordea Bank Ab N/A N/A N 194000000.00 193998625.82 0.0098 N 193998060.00 193998060.00 Nordea North America, Inc. Nordea North America, Inc 0.220000% 6555P1M87 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-08 2010-12-08 N Y Nordea Bank Ab N/A N/A N 39000000.00 38998331.67 0.0020 N 38998050.00 38998050.00 Nordea Bank Finland Plc Nordea Bank Finland Plc 0.250000% 65557VBM2 Certificate of Deposit N First Tier Security N/A N/A 2010-12-03 2010-12-03 N N N 157000000.00 157000000.00 0.0080 N 157000000.00 157000000.00 Old Line Funding, LLC Old Line Funding, LLC 0.240000% 67983UM26 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-02 2010-12-02 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 46011000.00 46010693.26 0.0023 N 46010539.89 46010539.89 Rabobank Nederland Rabobank Nederland 0.343400% 74977MMQ5 Certificate of Deposit N First Tier Security N/A N/A 2010-12-15 2011-09-15 N N N 130000000.00 130000000.00 0.0066 N 129979200.00 129979200.00 Rabobank Nederland Rabobank Nederland 0.328400% 74977MNM3 Certificate of Deposit N First Tier Security N/A N/A 2010-12-07 2011-10-07 N N N 63000000.00 63000000.00 0.0032 N 62986770.00 62986770.00 Rabobank Nederland Rabobank Nederland 0.333400% 74977MPK5 Certificate of Deposit N First Tier Security N/A N/A 2010-12-06 2011-12-05 N N N 78000000.00 78000000.00 0.0040 N 77984400.00 77984400.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.990000% 78011HA39 Certificate of Deposit N First Tier Security N/A N/A 2011-04-20 2011-04-20 N N N 122000000.00 122000000.00 0.0062 N 122270840.00 122270840.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.840000% 78011HG41 Certificate of Deposit N First Tier Security N/A N/A 2011-05-20 2011-05-20 N N N 57000000.00 57000000.00 0.0029 N 57096900.00 57096900.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.800000% 78011HG66 Certificate of Deposit N First Tier Security N/A N/A 2011-05-18 2011-05-18 N N N 50000000.00 50000000.00 0.0025 N 50074500.00 50074500.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.680000% 78011HK38 Certificate of Deposit N First Tier Security N/A N/A 2011-06-07 2011-06-07 N N N 28000000.00 28000000.00 0.0014 N 28021840.00 28021840.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.660000% 78011HL45 Certificate of Deposit N First Tier Security N/A N/A 2011-06-16 2011-06-16 N N N 17000000.00 17000000.00 0.0009 N 17012070.00 17012070.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.640000% 78011HR72 Certificate of Deposit N First Tier Security N/A N/A 2011-07-19 2011-07-19 N N N 40000000.00 40000000.00 0.0020 N 40017600.00 40017600.00 Santander Central Hispano Finance (Delaware) Inc. Santander Central Hispano Finance (Delaware) Inc 0.530000% 80281KQF7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-15 2011-03-15 N Y Banco Santander SA N/A N/A N 58000000.00 57911195.56 0.0029 N 57890960.00 57890960.00 Santander Central Hispano Finance (Delaware) Inc. Santander Central Hispano Finance (Delaware) Inc 0.650000% 80281KSG3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-16 2011-05-16 N Y Banco Santander SA N/A N/A N 60000000.00 59820166.66 0.0030 N 59791800.00 59791800.00 Sheffield Receivables Corp. Sheffield Receivables Corp 0.270000% 82124MM15 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-01 2010-12-01 N N Y Letter of Credit Barclays Bank Plc N/A N/A 35000000.00 35000000.00 0.0018 N 34999650.00 34999650.00 Skandinaviska Enskilda Banken AB (SEB AB) Skandinaviska Enskilda Banken AB (SEB AB) 0.355000% 83050UNJ3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-18 2011-01-18 N N N 74000000.00 73964973.33 0.0037 N 73969660.00 73969660.00 Societe Generale North America, Inc. Societe Generale North America, Inc 0.250000% 83365SM18 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-01 2010-12-01 N Y Societe Generale N/A N/A N 99000000.00 99000000.00 0.0050 N 98999010.00 98999010.00 Societe Generale North America, Inc. Societe Generale North America, Inc 0.410000% 83365SR54 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-05 2011-04-05 N Y Societe Generale N/A N/A N 46000000.00 45934513.89 0.0023 N 45939280.00 45939280.00 Societe Generale Societe Generale 0.420000% 83369RDT5 Certificate of Deposit N First Tier Security N/A N/A 2011-04-01 2011-04-01 N N N 53000000.00 53000000.00 0.0027 N 53001590.00 53001590.00 Societe Generale Societe Generale 0.397500% 83369REM9 Certificate of Deposit N First Tier Security N/A N/A 2011-04-08 2011-04-08 N N N 43000000.00 43000000.00 0.0022 N 42997850.00 42997850.00 Solitaire Funding LLC Solitaire Funding LLC 0.300000% 8342E3NC6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-12 2011-01-12 N N Y Letter of Credit HSBC Bank Plc N/A N/A 40000000.00 39986000.00 0.0020 N 39987600.00 39987600.00 Solitaire Funding LLC Solitaire Funding LLC 0.300000% 8342E3NE2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-14 2011-01-14 N N Y Letter of Credit HSBC Bank Plc N/A N/A 40000000.00 39985333.33 0.0020 N 39987200.00 39987200.00 Solitaire Funding LLC Solitaire Funding LLC 0.300000% 8342E3NJ1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-18 2011-01-18 N N Y Letter of Credit HSBC Bank Plc N/A N/A 34000000.00 33986400.00 0.0017 N 33987760.00 33987760.00 Solitaire Funding LLC Solitaire Funding LLC 0.300000% 8342E3NM4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-21 2011-01-21 N N Y Letter of Credit HSBC Bank Plc N/A N/A 4000000.00 3998300.00 0.0002 N 3998480.00 3998480.00 Solitaire Funding LLC Solitaire Funding LLC 0.300000% 8342E3NT9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-27 2011-01-27 N N Y Letter of Credit HSBC Bank Plc N/A N/A 47000000.00 46977675.00 0.0024 N 46979790.00 46979790.00 Solitaire Funding LLC Solitaire Funding LLC 0.280000% 8342E3NU6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-28 2011-01-28 N N Y Letter of Credit HSBC Bank Plc N/A N/A 34000000.00 33984662.22 0.0017 N 33984662.22 33984662.22 Solitaire Funding LLC Solitaire Funding LLC 0.340000% 8342E3PU4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-28 2011-02-28 N N Y Letter of Credit HSBC Bank Plc N/A N/A 3000000.00 2997478.34 0.0002 N 2997810.00 2997810.00 Solitaire Funding LLC Solitaire Funding LLC 0.330000% 8342E3QP4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-23 2011-03-23 N N Y Letter of Credit HSBC Bank Plc N/A N/A 53000000.00 52945586.67 0.0027 N 52944350.00 52944350.00 State Street Bank & Trust Company, N.A. State Street Bank & Trust Company, NA 0.340000% 8574P0W95 Certificate of Deposit N First Tier Security N/A N/A 2010-12-13 2010-12-13 N N N 46000000.00 46000000.00 0.0023 N 46002300.00 46002300.00 Straight A Funding LLC Straight A Funding LLC 0.230000% 86257CC75 Government Agency Debt N First Tier Security N/A N/A 2010-12-07 2010-12-07 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 30000000.00 29998850.00 0.0015 N 29998800.00 29998800.00 Straight A Funding LLC Straight A Funding LLC 0.230000% 86257CD66 Government Agency Debt N First Tier Security N/A N/A 2010-12-09 2010-12-09 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 52022000.00 52019341.10 0.0026 N 52019398.90 52019398.90 Straight A Funding LLC Straight A Funding LLC 0.230000% 86257CM25 Government Agency Debt N First Tier Security N/A N/A 2011-01-04 2011-01-04 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 19000000.00 18995872.78 0.0010 N 18996010.00 18996010.00 Straight A Funding LLC Straight A Funding LLC 0.220000% 86257JTJ6 Government Agency Debt N First Tier Security N/A N/A 2010-12-16 2010-12-16 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 27000000.00 26997525.00 0.0014 N 26997570.00 26997570.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.270000% 86562GB51 Certificate of Deposit N First Tier Security N/A N/A 2011-01-18 2011-01-18 N N N 82000000.00 82000000.00 0.0042 N 81997540.00 81997540.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.270000% 86562GD34 Certificate of Deposit N First Tier Security N/A N/A 2011-01-24 2011-01-24 N N N 30000000.00 30000000.00 0.0015 N 29999100.00 29999100.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562GYR8 Certificate of Deposit N First Tier Security N/A N/A 2011-01-31 2011-01-31 N N N 20000000.00 20000000.00 0.0010 N 20000400.00 20000400.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562GZN6 Certificate of Deposit N First Tier Security N/A N/A 2010-12-02 2010-12-02 N N N 15000000.00 15000000.00 0.0008 N 15000000.00 15000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562GZW6 Certificate of Deposit N First Tier Security N/A N/A 2010-12-09 2010-12-09 N N N 12000000.00 12000000.00 0.0006 N 11999880.00 11999880.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562LP22 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-02-02 2011-02-02 N N N 43000000.00 42977425.00 0.0022 N 42976780.00 42976780.00 Sumitomo Trust & Banking Co Sumitomo Trust & Banking Co 0.325000% 86562WJK5 Certificate of Deposit N First Tier Security N/A N/A 2011-01-10 2011-01-10 N N N 80000000.00 80000443.90 0.0041 N 80003200.00 80003200.00 Sumitomo Trust & Banking Co Sumitomo Trust & Banking Co 0.325000% 86562WJL3 Certificate of Deposit N First Tier Security N/A N/A 2011-01-11 2011-01-11 N N N 22000000.00 22000125.14 0.0011 N 22000880.00 22000880.00 Sumitomo Trust & Banking Co Sumitomo Trust & Banking Co 0.320000% 86562WJU3 Certificate of Deposit N First Tier Security N/A N/A 2011-02-25 2011-02-25 N N N 54000000.00 54000000.00 0.0027 N 54001080.00 54001080.00 Sumitomo Trust & Banking Co Sumitomo Trust & Banking Co 0.400000% 86562WJW9 Certificate of Deposit N First Tier Security N/A N/A 2011-05-17 2011-05-17 N N N 35000000.00 35000000.00 0.0018 N 35003150.00 35003150.00 Sumitomo Trust & Banking Co Sumitomo Trust & Banking Co 0.320000% 86562WJY5 Certificate of Deposit N First Tier Security N/A N/A 2011-03-23 2011-03-23 N N N 6000000.00 6000000.00 0.0003 N 6000000.00 6000000.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.250000% 86959BJT3 Certificate of Deposit N First Tier Security N/A N/A 2010-12-22 2010-12-22 N N N 150000000.00 150000436.74 0.0076 N 149997000.00 149997000.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.255000% 86959BJW6 Certificate of Deposit N First Tier Security N/A N/A 2010-12-31 2010-12-31 N N N 25000000.00 25000000.00 0.0013 N 24999250.00 24999250.00 Tenderfoot Seasonal Housing, LLC Taxable Housing Facilities Revenue Notes Series 2000B 0.280000% 88033VAB3 Variable Rate Demand Note N First Tier Security N/A N/A 2010-12-07 2010-12-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 2885000.00 2885000.00 0.0001 N 2885000.00 2885000.00 Texas Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.310000% 8827162D4 Variable Rate Demand Note N First Tier Security N/A N/A 2010-12-07 2010-12-07 Y Landesbank Hessen-Thuringen Gi N/A N/A N N 6900000.00 6900000.00 0.0003 N 6900000.00 6900000.00 Texas Veterans Land Taxable Refunding Bonds Series 2006A 0.310000% 882721JT1 Variable Rate Demand Note N First Tier Security N/A N/A 2010-12-07 2010-12-07 Y Landesbank Hessen-Thuringen Gi N/A N/A N N 1110000.00 1110000.00 0.0001 N 1110000.00 1110000.00 Texas Veterans Taxable Refunding Bonds Series 2010B 0.260000% 882722SH5 Variable Rate Demand Note N First Tier Security N/A N/A 2010-12-07 2010-12-07 Y Sumitomo Mitsui Banking Corp N/A N/A N N 13190000.00 13190000.00 0.0007 N 13190000.00 13190000.00 Thames Asset Global Securitization No. 1 Inc Thames Asset Global Securitization No. 1 Inc 0.270000% 88324MND3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-13 2011-01-13 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 119227000.00 119188549.30 0.0060 N 119185270.55 119185270.55 Thames Asset Global Securitization No. 1 Inc Thames Asset Global Securitization No. 1 Inc 0.280000% 88324MNL5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-20 2011-01-20 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 74000000.00 73971222.23 0.0037 N 73968920.00 73968920.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.230000% 88602UM15 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-01 2010-12-01 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 42103000.00 42103000.00 0.0021 N 42102578.97 42102578.97 Ticonderoga Funding LLC Ticonderoga Funding LLC 0.300000% 88634FNR2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-25 2011-01-25 N N Y Guaranty Bank of America NA N/A N/A 21000000.00 20990375.00 0.0011 N 20990340.00 20990340.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.325000% 89112YME0 Certificate of Deposit N First Tier Security N/A N/A 2010-12-29 2011-10-28 N N N 45000000.00 45000000.00 0.0023 N 44991450.00 44991450.00 UBS AG UBS AG 0.695000% 90267ATC0 Certificate of Deposit N First Tier Security N/A N/A 2011-01-31 2011-01-31 N N N 166000000.00 166000000.00 0.0084 N 166126160.00 166126160.00 UBS AG UBS AG 0.590000% 90267AUA2 Certificate of Deposit N First Tier Security N/A N/A 2011-05-31 2011-05-31 N N N 31000000.00 31000000.00 0.0016 N 31032860.00 31032860.00 UBS AG UBS AG 0.653400% 90267AWA0 Certificate of Deposit N First Tier Security N/A N/A 2010-12-15 2011-10-17 N N N 92000000.00 92000000.00 0.0047 N 91983440.00 91983440.00 UniCredit SpA UniCredit SpA 0.950000% 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N/A N/A 2011-02-10 2011-02-10 N N N 15000000.00 15000000.00 0.0008 N 14999100.00 14999100.00 Union Bank, N.A. Union Bank, NA 0.280000% 90527MHW9 Certificate of Deposit N First Tier Security N/A N/A 2010-12-03 2010-12-03 N N N 5000000.00 5000000.00 0.0003 N 5000050.00 5000050.00 Union Bank, N.A. Union Bank, NA 0.270000% 90527MJK3 Certificate of Deposit N First Tier Security N/A N/A 2010-12-22 2010-12-22 N N N 34000000.00 34000000.00 0.0017 N 34001700.00 34001700.00 Union Bank, N.A. Union Bank, NA 0.250000% 90527MKK1 Certificate of Deposit N First Tier Security N/A N/A 2010-12-10 2010-12-10 N N N 38000000.00 38000000.00 0.0019 N 38000760.00 38000760.00 United States Treasury Department United States Treasury Department 0.200000% 912795UX7 Treasury Debt N First Tier Security N/A N/A 2011-01-13 2011-01-13 N N N 108000000.00 107974199.99 0.0055 N 107983584.00 107983584.00 Westpac Banking Corporation Westpac Banking Corp 0.358400% 91621CAT8 Other Note N First Tier Security N/A N/A 2011-01-28 2011-12-28 N N N 100000000.00 100000000.00 0.0051 N 100126400.00 100126400.00 Variable Funding Capital Corporation Variable Funding Capital Corp 0.270000% 92217MME4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-14 2010-12-14 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 15000000.00 14998537.50 0.0008 N 14998500.00 14998500.00 Variable Funding Capital Corporation Variable Funding Capital Corp 0.270000% 92217MMG9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-16 2010-12-16 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 20000000.00 19997750.00 0.0010 N 19997600.00 19997600.00 Variable Funding Capital Corporation Variable Funding Capital Corp 0.250000% 92217MN60 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-06 2011-01-06 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 25000000.00 24993750.00 0.0013 N 24993250.00 24993250.00 Westpac Banking Corporation Westpac Banking Corp 0.293400% 96121HY99 Certificate of Deposit N First Tier Security N/A N/A 2010-12-15 2011-03-15 N N N 175000000.00 174994866.66 0.0089 N 175003500.00 175003500.00 Westpac Banking Corporation Westpac Banking Corp 0.304100% 96121H5S9 Certificate of Deposit N First Tier Security N/A N/A 2010-12-01 2011-06-01 N N N 279000000.00 279000000.00 0.0141 N 279000000.00 279000000.00 Westpac Securities NZ Limited Westpac Securities NZ Limited 0.333800% 96122JAL3 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-03 2011-02-03 N Y Westpac New Zealand Ltd N/A N/A N 50000000.00 49984688.99 0.0025 N 49996500.00 49996500.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WGE7 Other Note N No Longer an Eligible Security N/A N/A 2010-11-30 2010-11-30 N N N 238689.07 238689.07 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 179709.00 179709.00 Windmill Funding Corp Windmill Funding Corp 0.240000% 97342KM88 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-08 2010-12-08 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 52707000.00 52704540.34 0.0027 N 52703837.58 52703837.58 Windmill Funding Corp Windmill Funding Corp 0.340000% 97342KN46 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-04 2011-01-04 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 60000000.00 59980733.33 0.0030 N 59984400.00 59984400.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WJU8 Other Note N No Longer an Eligible Security N/A N/A 2010-11-30 2010-11-30 N N N 795539.45 795539.45 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 598961.65 598961.65 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WJV6 Other Note N No Longer an Eligible Security N/A N/A 2010-11-30 2010-11-30 N N N 1750178.03 1750178.03 0.0001 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 1317709.04 1317709.04 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKC6 Other Note N No Longer an Eligible Security N/A N/A 2010-11-30 2010-11-30 N N N 610315.72 610315.72 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 459506.71 459506.71 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKC6 Other Note N No Longer an Eligible Security N/A N/A 2010-11-30 2010-11-30 N N N 244951.00 244951.00 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 184423.61 184423.61 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKM4 Other Note N No Longer an Eligible Security N/A N/A 2010-11-30 2010-11-30 N N N 141925.60 141925.60 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 106855.78 106855.78 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKM4 Other Note N No Longer an Eligible Security N/A N/A 2010-11-30 2010-11-30 N N N 56965.00 56965.00 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 42888.95 42888.95 -----END PRIVACY-ENHANCED MESSAGE-----