0001145549-11-003295.txt : 20110429 0001145549-11-003295.hdr.sgml : 20110429 20110307130112 ACCESSION NUMBER: 0001145549-11-003295 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110228 FILED AS OF DATE: 20110307 DATE AS OF CHANGE: 20110307 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS CENTRAL INDEX KEY: 0000857156 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-MFP SEC ACT: 1933 Act SEC FILE NUMBER: 811-05954 FILM NUMBER: 11667650 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 2011-02-28 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 47 61 20849490904.48 7836524.54 1093069.15 20856234359.87 0.0033 1.0001 2011-02-28 1.0001 2011-02-28 C000012379 1.00 5533006034.92 1.00 -64473517.84 1695772968.73 1760246486.57 0.0001 1.0001 2011-02-28 1.0001 2011-02-28 C000012380 1.00 15323228324.95 1.00 265631631.21 6002317439.15 5736685807.94 0.0001 1.0001 2011-02-28 1.0001 2011-02-28 Alpine Securitization Corp Alpine Securitization Corp 0.190000% 02086MQ15 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-01 2011-03-01 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 15000000.00 15000000.00 0.0007 N 15000000.00 15000000.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.290000% 03221KRJ3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-18 2011-04-18 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 20000000.00 19992266.67 0.0010 N 19992000.00 19992000.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.300000% 03221KR79 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-07 2011-04-07 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 20000000.00 19993833.33 0.0010 N 19994000.00 19994000.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.290000% 03221KS52 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-05-05 2011-05-05 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 124000000.00 123935072.22 0.0059 N 123930560.00 123930560.00 Argento Variable Funding Co, 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 28999589.17 0.0014 N 28999710.00 28999710.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.290000% 04915UQB8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-11 2011-03-11 N N Y Cash Rabobank Nederland N/A N/A 239000000.00 238980747.21 0.0115 N 238988050.00 238988050.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.290000% 04915UQE2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-14 2011-03-14 N N Y Cash Rabobank Nederland N/A N/A 46000000.00 45995182.78 0.0022 N 45997240.00 45997240.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.300000% 04915UQ36 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-03 2011-03-03 N N Y Cash Rabobank Nederland N/A N/A 55000000.00 54999083.34 0.0026 N 54999450.00 54999450.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.370000% 04915UT90 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-09 2011-06-09 N N Y Cash Rabobank Nederland N/A N/A 50000000.00 49948611.11 0.0024 N 49968000.00 49968000.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.390000% 04915UVA4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-10 2011-08-10 N N Y Cash Rabobank Nederland N/A N/A 15000000.00 14973675.00 0.0007 N 14982450.00 14982450.00 CAFCO, LLC CAFCO, LLC 0.410000% 1247P3UF7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-15 2011-07-15 N N Y Letter of Credit Citibank NA N/A N/A 3000000.00 2995353.33 0.0001 N 2996490.00 2996490.00 CAFCO, LLC CAFCO, LLC 0.410000% 1247P3UL4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-20 2011-07-20 N N Y Letter of Credit Citibank NA N/A N/A 35000000.00 34943795.83 0.0017 N 34956250.00 34956250.00 CRC Funding, LLC CRC Funding, LLC 0.290000% 12619UQE4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-14 2011-03-14 N N Y Letter of Credit Citibank NA N/A N/A 10000000.00 9998952.78 0.0005 N 9999300.00 9999300.00 CRC Funding, LLC CRC Funding, LLC 0.300000% 12619UQE4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-14 2011-03-14 N N Y Letter of Credit Citibank NA N/A N/A 6000000.00 5999350.00 0.0003 N 5999580.00 5999580.00 CRC Funding, LLC CRC Funding, LLC 0.410000% 12619UUF6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-15 2011-07-15 N N Y Letter of Credit Citibank NA N/A N/A 21000000.00 20967473.33 0.0010 N 20975430.00 20975430.00 CRC Funding, LLC CRC Funding, LLC 0.410000% 12619UUR0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-25 2011-07-25 N N Y Letter of Credit Citibank NA N/A N/A 3000000.00 2995011.66 0.0001 N 2996010.00 2996010.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.300000% 1373X3QE0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-14 2011-03-14 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 102000000.00 101988949.99 0.0049 N 101989800.00 101989800.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.300000% 1373X3R58 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-05 2011-04-05 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 60000000.00 59982500.00 0.0029 N 59983200.00 59983200.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.450000% 1373X3UD7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-13 2011-07-13 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 19000000.00 18968175.00 0.0009 N 18970360.00 18970360.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.450000% 1373X3UR6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-25 2011-07-25 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 4000000.00 3992700.00 0.0002 N 3993040.00 3993040.00 Chariot Funding, LLC Chariot Funding, LLC 0.240000% 15963UQ17 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-01 2011-03-01 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 22000000.00 22000000.00 0.0011 N 22000000.00 22000000.00 Chariot Funding, LLC Chariot Funding, LLC 0.240000% 15963UQ82 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-08 2011-03-08 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 49000000.00 48997713.33 0.0023 N 48998040.00 48998040.00 Chariot Funding, LLC Chariot Funding, LLC 0.260000% 15963URF5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-15 2011-04-15 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 6000000.00 5998050.00 0.0003 N 5998380.00 5998380.00 Ciesco, LLC Ciesco, LLC 0.410000% 17177MUB6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-11 2011-07-11 N N Y Letter of Credit Citibank NA N/A N/A 47000000.00 46929343.33 0.0023 N 46947360.00 46947360.00 Ciesco, LLC Ciesco, LLC 0.410000% 17177MUC4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-12 2011-07-12 N N Y Letter of Credit Citibank NA N/A N/A 26000000.00 25960617.22 0.0012 N 25970620.00 25970620.00 Falcon Asset Securitization Corp Falcon Asset Securitization Corp 0.240000% 30603BQ14 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-01 2011-03-01 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 75000000.00 75000000.00 0.0036 N 75000000.00 75000000.00 Gemini Securitization Corp, LLC Gemini Securitization Corp, LLC 0.280000% 3686M1QB5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-11 2011-03-11 N N Y Credit / Liquidity Deutsche Bank AG N/A N/A 86000000.00 85993311.11 0.0041 N 85993120.00 85993120.00 Gemini Securitization Corp, LLC Gemini Securitization Corp, LLC 0.300000% 3686M1QG4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-16 2011-03-16 N N Y Credit / Liquidity Deutsche Bank AG N/A N/A 105000000.00 104986875.00 0.0050 N 104987400.00 104987400.00 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 86980280.01 0.0042 N 86993910.00 86993910.00 Grampian Funding, LLC Grampian Funding, LLC 0.320000% 38501CR74 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-07 2011-04-07 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 8000000.00 7997368.89 0.0004 N 7998640.00 7998640.00 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 74924604.16 0.0036 N 74967750.00 74967750.00 Grampian Funding, LLC Grampian Funding, LLC 0.470000% 38501CU54 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 73000000.00 72879915.00 0.0035 N 72938680.00 72938680.00 Market Street Funding Corp Market Street Funding Corp 0.250000% 5705X5R52 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-05 2011-04-05 N N Y Credit / Liquidity PNC Bank NA N/A N/A 5500000.00 5498663.20 0.0003 N 5498900.00 5498900.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.300000% 65409SQ76 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-07 2011-03-07 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 13000000.00 12999350.00 0.0006 N 12999480.00 12999480.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.300000% 65409SRF7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-15 2011-04-15 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 35000000.00 34986875.00 0.0017 N 34987750.00 34987750.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.300000% 65409SRT7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-27 2011-04-27 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 15000000.00 14992875.00 0.0007 N 14993250.00 14993250.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.300000% 65409SR67 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-06 2011-04-06 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 15000000.00 14995500.00 0.0007 N 14995950.00 14995950.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.300000% 65409SR83 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-08 2011-04-08 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 6000000.00 5998100.00 0.0003 N 5998260.00 5998260.00 Old Line Funding, LLC Old Line Funding, LLC 0.260000% 67983UQR7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-25 2011-03-25 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 54068000.00 54058628.21 0.0026 N 54062052.52 54062052.52 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 52989311.67 0.0025 N 52992050.00 52992050.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.300000% 8342E3RD0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-13 2011-04-13 N N Y Letter of Credit HSBC Bank Plc N/A N/A 38000000.00 37986383.33 0.0018 N 37987840.00 37987840.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.300000% 8342E3RE8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-14 2011-04-14 N N Y Letter of Credit HSBC Bank Plc N/A N/A 34000000.00 33987533.33 0.0016 N 33989120.00 33989120.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.300000% 8342E3RS7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-26 2011-04-26 N N Y Letter of Credit HSBC Bank Plc N/A N/A 12000000.00 11994400.02 0.0006 N 11994960.00 11994960.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.300000% 8342E3RT5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-27 2011-04-27 N N Y Letter of Credit HSBC Bank Plc N/A N/A 10000000.00 9995250.00 0.0005 N 9995700.00 9995700.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.310000% 8342E3RU2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-28 2011-04-28 N N Y Letter of Credit HSBC Bank Plc N/A N/A 40000000.00 39980022.22 0.0019 N 39982400.00 39982400.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.300000% 8342E3R73 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-07 2011-04-07 N N Y Letter of Credit HSBC Bank Plc N/A N/A 9000000.00 8997225.00 0.0004 N 8997570.00 8997570.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.430000% 8342E3UE4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-14 2011-07-14 N N Y Letter of Credit HSBC Bank Plc N/A N/A 39000000.00 38937112.50 0.0019 N 38943060.00 38943060.00 Starbird Funding Corp Starbird Funding Corp 0.250000% 85520MQ22 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-02 2011-03-02 N N Y Letter of Credit BNP Paribas N/A N/A 22000000.00 21999847.22 0.0011 N 21999780.00 21999780.00 Starbird Funding Corp Starbird Funding Corp 0.290000% 85520MRM7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-21 2011-04-21 N N Y Letter of Credit BNP Paribas N/A N/A 76000000.00 75968776.66 0.0036 N 75967320.00 75967320.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.270000% 88324MQJ7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-18 2011-03-18 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 53012000.00 53005240.97 0.0025 N 53005108.44 53005108.44 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.290000% 88324MRE7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-14 2011-04-14 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 19000000.00 18993265.55 0.0009 N 18993160.00 18993160.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.290000% 88324MRL1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-20 2011-04-20 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 69572000.00 69543977.95 0.0033 N 69542779.76 69542779.76 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.280000% 88602UQ11 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-01 2011-03-01 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 116000000.00 116000000.00 0.0056 N 115998840.00 115998840.00 Ticonderoga Funding, LLC Ticonderoga Funding, LLC 0.300000% 88634FRK3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-19 2011-04-19 N N Y Guaranty Bank of America NA N/A N/A 6000000.00 5997550.00 0.0003 N 5997540.00 5997540.00 Ticonderoga Funding, LLC Ticonderoga Funding, LLC 0.300000% 88634FRS6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-26 2011-04-26 N N Y Guaranty Bank of America NA N/A N/A 23000000.00 22989266.66 0.0011 N 22989190.00 22989190.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.270000% 92217MRM1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-21 2011-04-21 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 50000000.00 49980875.00 0.0024 N 49981000.00 49981000.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.270000% 92217MRR0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-25 2011-04-25 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 21714000.00 21705042.98 0.0010 N 21704880.12 21704880.12 Alpine Securitization Corp Alpine Securitization Corp 0.240000% 02086MQH0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-17 2011-03-17 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 3000000.00 2999680.00 0.0001 N 2999670.00 2999670.00 Alpine Securitization Corp Alpine Securitization Corp 0.240000% 02086MQJ6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-18 2011-03-18 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 31000000.00 30996486.67 0.0015 N 30996280.00 30996280.00 Alpine Securitization Corp Alpine Securitization Corp 0.240000% 02086MQQ0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-24 2011-03-24 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 90000000.00 89986200.00 0.0043 N 89984700.00 89984700.00 Alpine Securitization Corp Alpine Securitization Corp 0.250000% 02086MQ23 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-02 2011-03-02 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 25000000.00 24999826.39 0.0012 N 24999750.00 24999750.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.460000% 04014BVF5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-15 2011-08-15 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 10000000.00 9978661.11 0.0005 N 9979700.00 9979700.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.460000% 04014BV81 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-08 2011-08-08 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 31000000.00 30936622.22 0.0015 N 30939860.00 30939860.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.460000% 04014BV99 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-09 2011-08-09 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 35000000.00 34927997.22 0.0017 N 34931750.00 34931750.00 Atlantic Asset Securitization, LLC Atlantic Asset Securitization, LLC 0.240000% 04821UQB1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-11 2011-03-11 N N Y Letter of Credit Credit Agricole Corporate and In N/A N/A 9200000.00 9199386.67 0.0004 N 9199356.00 9199356.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.230000% 04915UQH5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-17 2011-03-17 N N Y Cash Rabobank Nederland N/A N/A 5000000.00 4999488.89 0.0002 N 4999600.00 4999600.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.270000% 04915USS9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-05-26 2011-05-26 N N Y Cash Rabobank Nederland N/A N/A 8000000.00 7994840.00 0.0004 N 7995760.00 7995760.00 Windmill Funding Corp Windmill Funding Corp 0.290000% 97342KRJ9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-18 2011-04-18 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 35000000.00 34986466.67 0.0017 N 34987050.00 34987050.00 Windmill Funding Corp Windmill Funding Corp 0.290000% 97342KS25 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-05-02 2011-05-02 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 60000000.00 59970033.34 0.0029 N 59970000.00 59970000.00 Windmill Funding Corp Windmill Funding Corp 0.290000% 97342KS90 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-05-09 2011-05-09 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 7000000.00 6996109.16 0.0003 N 6996080.00 6996080.00 CAFCO, LLC CAFCO, LLC 0.410000% 1247P3VB5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-11 2011-08-11 N N Y Letter of Credit Citibank NA N/A N/A 4000000.00 3992574.45 0.0002 N 3994000.00 3994000.00 CAFCO, LLC CAFCO, LLC 0.410000% 1247P3V41 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-04 2011-08-04 N N Y Letter of Credit Citibank NA N/A N/A 60000000.00 59893399.99 0.0029 N 59913600.00 59913600.00 CAFCO, LLC CAFCO, LLC 0.410000% 1247P3V58 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N Y Letter of Credit Citibank NA N/A N/A 62000000.00 61889140.55 0.0030 N 61910100.00 61910100.00 CRC Funding, LLC CRC Funding, LLC 0.410000% 12619UV32 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N Y Letter of Credit Citibank NA N/A N/A 81000000.00 80857012.50 0.0039 N 80884170.00 80884170.00 CRC Funding, LLC CRC Funding, LLC 0.410000% 12619UV40 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-04 2011-08-04 N N Y Letter of Credit Citibank NA N/A N/A 95000000.00 94831216.66 0.0045 N 94863200.00 94863200.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.450000% 1373X3VA2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-10 2011-08-10 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 9000000.00 8981775.00 0.0004 N 8982270.00 8982270.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.460000% 1373X3VP9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-23 2011-08-23 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 29000000.00 28935152.78 0.0014 N 28937650.00 28937650.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.450000% 1373X3V87 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-08 2011-08-08 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 31000000.00 30938000.00 0.0015 N 30939860.00 30939860.00 Chariot Funding, LLC Chariot Funding, LLC 0.230000% 15963UQA7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-10 2011-03-10 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 25000000.00 24998562.50 0.0012 N 24998750.00 24998750.00 Chariot Funding, LLC Chariot Funding, LLC 0.230000% 15963UQF6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-15 2011-03-15 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 78000000.00 77993023.34 0.0037 N 77993760.00 77993760.00 Chariot Funding, LLC Chariot Funding, LLC 0.220000% 15963UQF6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-15 2011-03-15 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 30000000.00 29997433.33 0.0014 N 29997600.00 29997600.00 Chariot Funding, LLC Chariot Funding, LLC 0.260000% 15963USS6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-05-26 2011-05-26 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 27854000.00 27836699.57 0.0013 N 27837307.10 27837307.10 Ciesco, LLC Ciesco, LLC 0.410000% 17177MV33 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N Y Letter of Credit Citibank NA N/A N/A 70000000.00 69876430.55 0.0034 N 69899900.00 69899900.00 Grampian Funding, LLC Grampian Funding, LLC 0.460000% 38501CVF1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-15 2011-08-15 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 25000000.00 24946652.78 0.0012 N 24969000.00 24969000.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.260000% 65409SQH4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-17 2011-03-17 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 48000000.00 47994453.33 0.0023 N 47994720.00 47994720.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.300000% 65409SS41 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-05-04 2011-05-04 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 13000000.00 12993066.67 0.0006 N 12993370.00 12993370.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.300000% 8342E3SB3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-05-11 2011-05-11 N N Y Letter of Credit HSBC Bank Plc N/A N/A 5000000.00 4997041.67 0.0002 N 4997200.00 4997200.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.300000% 8342E3S98 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-05-09 2011-05-09 N N Y Letter of Credit HSBC Bank Plc N/A N/A 25000000.00 24985625.00 0.0012 N 24986500.00 24986500.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.300000% 8342E3T14 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-01 2011-06-01 N N Y Letter of Credit HSBC Bank Plc N/A N/A 5000000.00 4996166.67 0.0002 N 4996034.50 4996034.50 Starbird Funding Corp Starbird Funding Corp 0.250000% 85520MQJ5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-18 2011-03-18 N N Y Letter of Credit BNP Paribas N/A N/A 23000000.00 22997284.72 0.0011 N 22997010.00 22997010.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.290000% 88324MSL0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-05-20 2011-05-20 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 5000000.00 4996777.78 0.0002 N 4996400.00 4996400.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.230000% 92217MQA8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-10 2011-03-10 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 18000000.00 17998965.00 0.0009 N 17998920.00 17998920.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.230000% 92217MQX8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-31 2011-03-31 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 20000000.00 19996166.67 0.0010 N 19996166.67 19996166.67 Windmill Funding Corp Windmill Funding Corp 0.280000% 97342KSA7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-05-10 2011-05-10 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 24000000.00 23986933.33 0.0012 N 23986320.00 23986320.00 Windmill Funding Corp Windmill Funding Corp 0.280000% 97342KSG4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-05-16 2011-05-16 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 23000000.00 22986404.44 0.0011 N 22985280.00 22985280.00 Sumitomo Trust & Banking Co Sumitomo Trust & Banking Co 0.415000% 86562WKH0 Certificate of Deposit N First Tier Security N/A N/A 2011-08-25 2011-08-25 N N N 54000000.00 54001324.77 0.0026 N 54017280.00 54017280.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.750000% 00279HWN2 Certificate of Deposit N First Tier Security N/A N/A 2011-08-29 2011-08-29 N Y Santander UK Plc N/A N/A N 33000000.00 33000000.00 0.0016 N 33004979.70 33004979.70 UBS AG UBS AG 0.400000% 90267AE36 Certificate of Deposit N First Tier Security N/A N/A 2011-08-31 2011-08-31 N N N 56000000.00 56000000.00 0.0027 N 56005600.00 56005600.00 UBS AG UBS AG 0.400000% 90267AE44 Certificate of Deposit N First Tier Security N/A N/A 2011-08-31 2011-08-31 N N N 63000000.00 63000000.00 0.0030 N 63006300.00 63006300.00 UBS AG UBS AG 0.400000% 90267AF43 Certificate of Deposit N First Tier Security N/A N/A 2011-09-08 2011-09-08 N N N 35000000.00 35000000.00 0.0017 N 34992650.00 34992650.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562GT60 Certificate of Deposit N First Tier Security N/A N/A 2011-05-06 2011-05-06 N N N 24000000.00 24000000.00 0.0012 N 24000480.00 24000480.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562GU27 Certificate of Deposit N First Tier Security N/A N/A 2011-05-09 2011-05-09 N N N 59000000.00 59000000.00 0.0028 N 59001180.00 59001180.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.510000% 78011HY66 Certificate of Deposit N First Tier Security N/A N/A 2011-08-16 2011-08-16 N N N 6000000.00 6000000.00 0.0003 N 6000300.00 6000300.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.330000% 60681PA20 Certificate of Deposit N First Tier Security N/A N/A 2011-05-19 2011-05-19 N N N 99000000.00 99000000.00 0.0047 N 99003960.00 99003960.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.330000% 60681PZQ0 Certificate of Deposit N First Tier Security N/A N/A 2011-05-09 2011-05-09 N N N 50000000.00 50000000.00 0.0024 N 50002000.00 50002000.00 Citibank, NA Citibank, NA 0.280000% 1730D2C26 Certificate of Deposit N First Tier Security N/A N/A 2011-05-10 2011-05-10 N N N 127000000.00 127000000.00 0.0061 N 127005080.00 127005080.00 Commerzbank AG Commerzbank AG 0.180000% 20259XQ22 Certificate of Deposit N First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 102000000.00 102000000.00 0.0049 N 102000000.00 102000000.00 Credit Suisse AG Credit Suisse AG 0.275000% 22550CZN4 Certificate of Deposit N First Tier Security N/A N/A 2011-05-31 2011-05-31 N N N 244000000.00 244000000.00 0.0117 N 243978040.00 243978040.00 Bank of Nova Scotia Bank of Nova Scotia 0.270000% 06417DZK4 Certificate of Deposit N First Tier Security N/A N/A 2011-05-11 2011-05-11 N N N 33000000.00 33000000.00 0.0016 N 33000000.00 33000000.00 BNP Paribas BNP Paribas 0.530000% 05572NAP1 Certificate of Deposit N First Tier Security N/A N/A 2011-08-22 2011-08-22 N N N 192000000.00 192000000.00 0.0092 N 192084480.00 192084480.00 BNP Paribas BNP Paribas 0.540000% 05572NAT3 Certificate of Deposit N First Tier Security N/A N/A 2011-08-23 2011-08-23 N N N 86000000.00 86000000.00 0.0041 N 86042140.00 86042140.00 BNP Paribas BNP Paribas 0.540000% 05572NAV8 Certificate of Deposit N First Tier Security N/A N/A 2011-08-25 2011-08-25 N N N 2000000.00 2000000.00 0.0001 N 2000980.00 2000980.00 Westpac Banking Corp Westpac Banking Corp 0.305800% 96121HY99 Certificate of Deposit N First Tier Security N/A N/A 2011-03-15 2011-03-15 N N N 175000000.00 174999308.96 0.0084 N 174998250.00 174998250.00 Westpac Banking Corp Westpac Banking Corp 0.310000% 96121H5S9 Certificate of Deposit N First Tier Security N/A N/A 2011-03-01 2011-06-01 N N N 279000000.00 279000000.00 0.0134 N 279000000.00 279000000.00 Westpac Banking Corp Westpac Banking Corp 0.344000% 96121TBF4 Certificate of Deposit N First Tier Security N/A N/A 2011-03-10 2012-01-10 N N N 20000000.00 20000000.00 0.0010 N 20000000.00 20000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.331500% 89112YME0 Certificate of Deposit N First Tier Security N/A N/A 2011-03-28 2011-10-28 N N N 45000000.00 45000000.00 0.0022 N 44993700.00 44993700.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.280000% 89112YQP1 Certificate of Deposit N First Tier Security N/A N/A 2011-03-18 2011-03-18 N N N 8000000.00 8000000.00 0.0004 N 8000320.00 8000320.00 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 0.0015 N 31026040.00 31026040.00 UBS AG UBS AG 0.665800% 90267AWA0 Certificate of Deposit N First Tier Security N/A N/A 2011-03-15 2011-10-17 N N N 92000000.00 92000000.00 0.0044 N 91988040.00 91988040.00 Union Bank, NA Union Bank, NA 0.290000% 90527MMD5 Certificate of Deposit N First Tier Security N/A N/A 2011-05-04 2011-05-04 N N N 75000000.00 75000000.00 0.0036 N 75010500.00 75010500.00 Union Bank, NA Union Bank, NA 0.300000% 90527MMK9 Certificate of Deposit N First Tier Security N/A N/A 2011-05-06 2011-05-06 N N N 7000000.00 7000000.00 0.0003 N 7001190.00 7001190.00 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 0.0017 N 35008400.00 35008400.00 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 6000240.00 6000240.00 Sumitomo Trust & Banking Co Sumitomo Trust & Banking Co 0.300000% 86562WJZ2 Certificate of Deposit N First Tier Security N/A N/A 2011-03-11 2011-03-11 N N N 12000000.00 12000000.00 0.0006 N 12000240.00 12000240.00 Sumitomo Trust & Banking Co Sumitomo Trust & Banking Co 0.405000% 86562WKA5 Certificate of Deposit N First Tier Security N/A N/A 2011-07-12 2011-07-12 N N N 78000000.00 78001437.90 0.0037 N 78021840.00 78021840.00 Sumitomo Trust & Banking Co Sumitomo Trust & Banking Co 0.405000% 86562WKC1 Certificate of Deposit N First Tier Security N/A N/A 2011-07-14 2011-07-14 N N N 22000000.00 22000411.66 0.0011 N 22006160.00 22006160.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.290000% 86959BLP8 Certificate of Deposit N First Tier Security N/A N/A 2011-03-17 2011-03-17 N N N 102000000.00 102000000.00 0.0049 N 102001020.00 102001020.00 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 0.0058 N 122128100.00 122128100.00 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 0.0027 N 57071820.00 57071820.00 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 0.0024 N 50057000.00 50057000.00 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 0.0013 N 28025200.00 28025200.00 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 0.0008 N 17015810.00 17015810.00 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 0.0019 N 40034400.00 40034400.00 Nordea Bank Finland Plc Nordea Bank Finland Plc 0.270000% 65557VFR7 Certificate of Deposit N First Tier Security N/A N/A 2011-03-04 2011-03-04 N N N 156000000.00 156000000.00 0.0075 N 156000000.00 156000000.00 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 0.0025 N 53004240.00 53004240.00 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 0.0021 N 43003010.00 43003010.00 Societe Generale Societe Generale 0.340000% 83369RLE9 Certificate of Deposit N First Tier Security N/A N/A 2011-03-08 2011-03-08 N N N 62000000.00 62000000.00 0.0030 N 62001240.00 62001240.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562GE82 Certificate of Deposit N First Tier Security N/A N/A 2011-03-02 2011-03-02 N N N 19000000.00 19000000.00 0.0009 N 19000000.00 19000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.290000% 86562GJ53 Certificate of Deposit N First Tier Security N/A N/A 2011-03-17 2011-03-17 N N N 20000000.00 20000000.00 0.0010 N 20000400.00 20000400.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562GL76 Certificate of Deposit N First Tier Security N/A N/A 2011-04-06 2011-04-06 N N N 28000000.00 28000000.00 0.0013 N 28001120.00 28001120.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562GP80 Certificate of Deposit N First Tier Security N/A N/A 2011-04-19 2011-04-19 N N N 60000000.00 60000000.00 0.0029 N 60003600.00 60003600.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562GR21 Certificate of Deposit N First Tier Security N/A N/A 2011-04-25 2011-04-25 N N N 31000000.00 31000000.00 0.0015 N 31005890.00 31005890.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562GS46 Certificate of Deposit N First Tier Security N/A N/A 2011-05-03 2011-05-03 N N N 18000000.00 18000000.00 0.0009 N 18000360.00 18000360.00 Rabobank Nederland Rabobank Nederland 0.355800% 74977MMQ5 Certificate of Deposit N First Tier Security N/A N/A 2011-03-15 2011-09-15 N N N 130000000.00 130000000.00 0.0062 N 129985700.00 129985700.00 Rabobank Nederland Rabobank Nederland 0.338000% 74977MNM3 Certificate of Deposit N First Tier Security N/A N/A 2011-03-07 2011-10-07 N N N 63000000.00 63000000.00 0.0030 N 62990550.00 62990550.00 Rabobank Nederland Rabobank Nederland 0.343000% 74977MPK5 Certificate of Deposit N First Tier Security N/A N/A 2011-03-07 2011-12-05 N N N 78000000.00 78000000.00 0.0037 N 77988300.00 77988300.00 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 0.0032 N 66025080.00 66025080.00 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 4000034.33 0.0002 N 4001840.00 4001840.00 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 0.0012 N 26001040.00 26001040.00 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 0.0029 N 60007800.00 60007800.00 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 0.0031 N 65014950.00 65014950.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.300000% 60681PYL2 Certificate of Deposit N First Tier Security N/A N/A 2011-03-08 2011-03-08 N N N 4000000.00 4000000.00 0.0002 N 4000040.00 4000040.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.300000% 60681PYM0 Certificate of Deposit N First Tier Security N/A N/A 2011-03-14 2011-03-14 N N N 29000000.00 29000000.00 0.0014 N 29000580.00 29000580.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.315000% 60681PYQ1 Certificate of Deposit N First Tier Security N/A N/A 2011-03-18 2011-03-18 N N N 36000000.00 36000000.00 0.0017 N 36001080.00 36001080.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.320000% 60681PZC1 Certificate of Deposit N First Tier Security N/A N/A 2011-04-11 2011-04-11 N N N 12000000.00 12000000.00 0.0006 N 12000600.00 12000600.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.290000% 60687CF93 Certificate of Deposit N First Tier Security N/A N/A 2011-04-11 2011-04-11 N N N 131000000.00 131000000.00 0.0063 N 131002620.00 131002620.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.310000% 60687CK48 Certificate of Deposit N First Tier Security N/A N/A 2011-05-03 2011-05-03 N N N 76000000.00 76000000.00 0.0036 N 76003800.00 76003800.00 Deutsche Bank AG Deutsche Bank AG 0.300000% 25154TA64 Certificate of Deposit N First Tier Security N/A N/A 2011-04-04 2011-04-04 N N N 359000000.00 359000000.00 0.0172 N 359028720.00 359028720.00 Deutsche Bank AG Deutsche Bank AG 0.300000% 25154TB71 Certificate of Deposit N First Tier Security N/A N/A 2011-04-06 2011-04-06 N N N 86000000.00 86000000.00 0.0041 N 86006880.00 86006880.00 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 0.0034 N 70039200.00 70039200.00 Dexia Credit Local Dexia Credit Local 0.661500% 25214FEH4 Certificate of Deposit N First Tier Security N/A N/A 2011-03-07 2011-03-07 Y Dexia Credit Local N/A N/A N N 107000000.00 107000000.00 0.0051 N 106993580.00 106993580.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.290000% 20271EGH6 Certificate of Deposit N First Tier Security N/A N/A 2011-05-06 2011-05-06 N N N 41000000.00 41000000.00 0.0020 N 41002870.00 41002870.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.310000% 22532YXX9 Certificate of Deposit N First Tier Security N/A N/A 2011-03-08 2011-03-08 N N N 19000000.00 19000000.00 0.0009 N 19000190.00 19000190.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.320000% 22532YYD2 Certificate of Deposit N First Tier Security N/A N/A 2011-03-22 2011-03-22 N N N 60000000.00 60000000.00 0.0029 N 60001200.00 60001200.00 Bank of Montreal Bank of Montreal 0.230000% 06366URK6 Certificate of Deposit N First Tier Security N/A N/A 2011-03-03 2011-03-03 N N N 23000000.00 23000000.00 0.0011 N 23000000.00 23000000.00 Bank of Montreal Bank of Montreal 0.230000% 06366URU4 Certificate of Deposit N First Tier Security N/A N/A 2011-03-02 2011-03-02 N N N 88000000.00 88000000.00 0.0042 N 88000000.00 88000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.290000% 06417DTT2 Certificate of Deposit N First Tier Security N/A N/A 2011-03-03 2011-03-03 N N N 41000000.00 41000000.00 0.0020 N 41000410.00 41000410.00 Bank of Nova Scotia Bank of Nova Scotia 0.280000% 06417DUB9 Certificate of Deposit N First Tier Security N/A N/A 2011-03-03 2011-03-03 N N N 137000000.00 137000000.00 0.0066 N 137001370.00 137001370.00 Bank of Nova Scotia Bank of Nova Scotia 0.270000% 06417DVF9 Certificate of Deposit N First Tier Security N/A N/A 2011-03-14 2011-03-14 N N N 83000000.00 83000000.00 0.0040 N 83001660.00 83001660.00 Bank of Nova Scotia Bank of Nova Scotia 0.280000% 06417DVP7 Certificate of Deposit N First Tier Security N/A N/A 2011-03-18 2011-03-18 N N N 7000000.00 7000000.00 0.0003 N 7000210.00 7000210.00 Bank of Nova Scotia Bank of Nova Scotia 0.280000% 06417DWF8 Certificate of Deposit N First Tier Security N/A N/A 2011-04-05 2011-04-05 N N N 51000000.00 51000000.00 0.0024 N 51002550.00 51002550.00 Bank of Nova Scotia Bank of Nova Scotia 0.280000% 06417DWK7 Certificate of Deposit N First Tier Security N/A N/A 2011-04-04 2011-04-04 N N N 64000000.00 64000000.00 0.0031 N 64003200.00 64003200.00 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 24012480.00 24012480.00 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 0.0023 N 48029760.00 48029760.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000% 06538DEE5 Certificate of Deposit N First Tier Security N/A N/A 2011-04-12 2011-04-12 N N N 67000000.00 67000000.00 0.0032 N 67003350.00 67003350.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000% 06538DFN4 Certificate of Deposit N First Tier Security N/A N/A 2011-07-26 2011-07-26 N N N 101000000.00 101000000.00 0.0048 N 101012120.00 101012120.00 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 0.0048 N 100074000.00 100074000.00 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 0.0025 N 53039750.00 53039750.00 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 0.0036 N 75055500.00 75055500.00 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 0.0013 N 28018760.00 28018760.00 Barclays Bank Plc Barclays Bank Plc 0.765800% 06740MQN6 Certificate of Deposit N First Tier Security N/A N/A 2011-03-15 2011-10-17 N N N 64000000.00 64000000.00 0.0031 N 63991680.00 63991680.00 Citibank, NA Citibank, NA 0.270000% 1730D2B50 Certificate of Deposit N First Tier Security N/A N/A 2011-04-26 2011-04-26 N N N 100000000.00 100000000.00 0.0048 N 100009000.00 100009000.00 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 0.0031 N 65152100.00 65152100.00 BNP Paribas BNP Paribas 0.680000% B0999A009 0001197610 Certificate of Deposit N First Tier Security N/A N/A 2011-05-09 2011-05-09 N N N 48000000.00 48000000.00 0.0023 N 48029760.00 48029760.00 Societe Generale Societe Generale 0.481500% 37299E002 0000865845 Certificate of Deposit N First Tier Security N/A N/A 2011-03-20 2011-06-20 N N N 60000000.00 60000000.00 0.0029 N 59996400.00 59996400.00 Societe Generale Societe Generale 0.375800% 83299C000 0000865845 Certificate of Deposit N First Tier Security N/A N/A 2011-03-07 2011-03-07 N N N 131000000.00 131000000.00 0.0063 N 130998690.00 130998690.00 BNP Paribas BNP Paribas 0.480000% 982JPE004 0001197610 Certificate of Deposit N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 100000000.00 100000000.00 0.0048 N 100003000.00 100003000.00 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 4001200.00 4001200.00 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 0.0003 N 7002870.00 7002870.00 BNP Paribas BNP Paribas 0.465800% 05566Q4A2 Certificate of Deposit N First Tier Security N/A N/A 2011-03-15 2011-06-15 N N N 390000000.00 390000000.00 0.0187 N 389976600.00 389976600.00 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 0.0012 N 26007800.00 26007800.00 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 0.0002 N 5000150.00 5000150.00 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 9999600.00 9999600.00 BNP Paribas BNP Paribas 0.590000% 05566Q6H5 Certificate of Deposit N First Tier Security N/A N/A 2011-09-15 2011-09-15 N N N 25000000.00 25000000.00 0.0012 N 25000000.00 25000000.00 Banco Bilbao Vizcaya Argentaria SA Banco Bilbao Vizcaya Argentaria SA 0.664800% 0594L8W56 Certificate of Deposit N First Tier Security N/A N/A 2011-03-07 2011-03-07 Y Banco Bilbao Vizcaya Argentaria N/A N/A N N 107000000.00 107000000.00 0.0051 N 107012840.00 107012840.00 Banco Bilbao Vizcaya Argentaria SA Banco Bilbao Vizcaya Argentaria SA 0.611500% 0594L8X48 Certificate of Deposit N First Tier Security N/A N/A 2011-03-07 2011-03-07 Y Banco Bilbao Vizcaya Argentaria N/A N/A N N 58000000.00 58000000.00 0.0028 N 58000000.00 58000000.00 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 0.0054 N 113002260.00 113002260.00 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 0.0017 N 35992800.00 35992800.00 BNZ International Funding Ltd BNZ International Funding Ltd 0.310000% 0556X1RK0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-19 2011-04-19 N Y Bank of New Zealand N/A N/A N 13000000.00 12994514.72 0.0006 N 12995580.00 12995580.00 Citigroup Funding, Inc Citigroup Funding, Inc 0.290000% 17307SQ39 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-03 2011-03-03 N Y Citigroup Inc N/A N/A N 24000000.00 23999613.33 0.0012 N 23999760.00 23999760.00 Citigroup Funding, Inc Citigroup Funding, Inc 0.400000% 17307SQ88 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-08 2011-03-08 N Y Citigroup Inc N/A N/A N 9000000.00 8999300.00 0.0004 N 8999640.00 8999640.00 Citigroup Funding, Inc Citigroup Funding, Inc 0.370000% 17307SRJ3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-18 2011-04-18 N Y Citigroup Inc N/A N/A N 173000000.00 172914653.32 0.0083 N 172951560.00 172951560.00 Citigroup Funding, Inc Citigroup Funding, Inc 0.400000% 17307SUF7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-15 2011-07-15 N Y Citigroup Inc N/A N/A N 41000000.00 40938044.44 0.0020 N 40954900.00 40954900.00 Bank of America Corp 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 64998320.83 0.0031 N 64998700.00 64998700.00 Bank of America Corp Bank of America Corp 0.300000% 0660P1R52 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-05 2011-04-05 N N N 15000000.00 14995625.00 0.0007 N 14997300.00 14997300.00 Danske Corp Danske Corp 0.250000% 2363F7Q92 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-09 2011-03-09 N Y Danske Bank A/S N/A N/A N 47000000.00 46997388.89 0.0023 N 46997650.00 46997650.00 Danske Corp Danske Corp 0.320000% 2363F7RU4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-28 2011-04-28 N Y Danske Bank A/S N/A N/A N 6000000.00 5996906.67 0.0003 N 5997180.00 5997180.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.285000% 20272EQF8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-15 2011-03-15 N N N 160000000.00 159982266.66 0.0077 N 159988800.00 159988800.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.280000% 20272EQF8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-15 2011-03-15 N N N 94000000.00 93989764.45 0.0045 N 93993420.00 93993420.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.270000% 20272ER59 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-05 2011-04-05 N N N 18000000.00 17995275.00 0.0009 N 17995860.00 17995860.00 General Electric Capital Corp 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 109929111.11 0.0053 N 109963700.00 109963700.00 General Electric Capital Corp 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 162812821.65 0.0078 N 162887530.00 162887530.00 General Electric Capital Corp 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 35955540.00 0.0017 N 35972640.00 35972640.00 General Electric Capital Corp 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 33956536.66 0.0016 N 33973140.00 33973140.00 NRW.Bank NRW.Bank 0.300000% 62939MRS8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-26 2011-04-26 N N N 40000000.00 39981333.34 0.0019 N 39983600.00 39983600.00 NRW.Bank NRW.Bank 0.300000% 62939MR74 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-07 2011-04-07 N N N 50000000.00 49984583.33 0.0024 N 49987500.00 49987500.00 NRW.Bank NRW.Bank 0.300000% 62939MS32 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-03 2011-05-03 N N N 39000000.00 38979525.00 0.0019 N 38982060.00 38982060.00 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 19995466.67 0.0010 N 19997800.00 19997800.00 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 26978400.00 0.0013 N 26985690.00 26985690.00 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 99986250.00 0.0048 N 99988000.00 99988000.00 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 53999475.00 0.0026 N 53999460.00 53999460.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.220000% 4662J1R51 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-05 2011-04-05 N N N 95000000.00 94979680.55 0.0046 N 94975300.00 94975300.00 Regional Transportation Auth Regional Transportation Auth 0.350000% 75914UAC4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-28 2011-06-28 N Y JPMorgan Chase Bank NA N/A N/A N 19500000.00 19500000.00 0.0009 N 19500000.00 19500000.00 Nordea North America, Inc Nordea North America, Inc 0.290000% 6555P1Q26 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-02 2011-03-02 N Y Nordea Bank AB N/A N/A N 200000000.00 199998388.88 0.0096 N 199998000.00 199998000.00 Nordea North America, Inc Nordea North America, Inc 0.300000% 6555P1RF6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-15 2011-04-15 N Y Nordea Bank AB N/A N/A N 28000000.00 27989500.00 0.0013 N 27991320.00 27991320.00 Nordea North America, Inc Nordea North America, Inc 0.290000% 6555P1R41 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-04 2011-04-04 N Y Nordea Bank AB N/A N/A N 37750000.00 37739660.69 0.0018 N 37741317.50 37741317.50 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562LRL8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-20 2011-04-20 N N N 16000000.00 15993333.33 0.0008 N 15993760.00 15993760.00 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 128983875.00 0.0062 N 128993550.00 128993550.00 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 57988045.55 0.0028 N 57989560.00 57989560.00 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 59917666.67 0.0029 N 59914200.00 59914200.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.345000% 83050URR1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-25 2011-04-25 N N N 74000000.00 73960995.83 0.0035 N 73967440.00 73967440.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.335000% 83050UR75 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-07 2011-04-07 N N N 5000000.00 4998278.47 0.0002 N 4998600.00 4998600.00 Societe Generale North America, Inc Societe Generale North America, Inc 0.205000% 83365SQ14 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-01 2011-03-01 N Y Societe Generale N/A N/A N 106000000.00 106000000.00 0.0051 N 105998940.00 105998940.00 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 45981663.89 0.0022 N 45988040.00 45988040.00 Svenska Handelsbanken Inc Svenska Handelsbanken Inc 0.290000% 86958UR89 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-08 2011-04-08 N Y Svenska Handelsbanken AB N/A N/A N 19000000.00 18994183.89 0.0009 N 18995060.00 18995060.00 Bank of America Corp Bank of America Corp 0.300000% 0660P1SG7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-16 2011-05-16 N N N 33000000.00 32979100.00 0.0016 N 32983830.00 32983830.00 Bank of America Corp Bank of America Corp 0.290000% 0660P1SL6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-20 2011-05-20 N N N 93000000.00 92940066.66 0.0045 N 92950710.00 92950710.00 DnB NOR Bank ASA DnB NOR Bank ASA 0.270000% 2332K1T18 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-01 2011-06-01 N N N 16600000.00 16588546.00 0.0008 N 16587052.00 16587052.00 DnB NOR Bank ASA DnB NOR Bank ASA 0.340000% 2332K1VS6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-26 2011-08-26 N N N 201000000.00 200662096.69 0.0096 N 200581920.00 200581920.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.260000% 20272ESG4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-16 2011-05-16 N N N 107000000.00 106941268.88 0.0051 N 106939010.00 106939010.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.260000% 20272ESQ2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-24 2011-05-24 N N N 74000000.00 73955106.67 0.0035 N 73953380.00 73953380.00 Citigroup Funding, Inc Citigroup Funding, Inc 0.290000% 17307SSH6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-17 2011-05-17 N Y Citigroup Inc N/A N/A N 16000000.00 15990075.56 0.0008 N 15992000.00 15992000.00 NRW.Bank NRW.Bank 0.290000% 62939MSA6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-10 2011-05-10 N N N 13000000.00 12992669.44 0.0006 N 12993240.00 12993240.00 NRW.Bank NRW.Bank 0.300000% 62939MSQ1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-24 2011-05-24 N N N 25000000.00 24982500.00 0.0012 N 24984250.00 24984250.00 Nationwide Building Society Nationwide Building Society 0.350000% 6385E1T84 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-08 2011-06-08 N N N 50000000.00 49951875.00 0.0024 N 49957000.00 49957000.00 Societe Generale North America, Inc Societe Generale North America, Inc 0.520000% 83365SVP5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-23 2011-08-23 N Y Societe Generale N/A N/A N 21000000.00 20946916.67 0.0010 N 20957370.00 20957370.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562LS37 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-03 2011-05-03 N N N 23000000.00 22987925.00 0.0011 N 22988040.00 22988040.00 General Electric Capital Corp General Electric Capital Corp 0.320000% 36959JW90 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-09 2011-09-09 N N N 174000000.00 173703039.98 0.0083 N 173739000.00 173739000.00 Westpac Securities NZ Ltd Westpac Securities NZ Ltd 0.300000% 96122HSR5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-25 2011-05-25 N Y Westpac New Zealand Ltd N/A N/A N 50000000.00 49964583.34 0.0024 N 49969500.00 49969500.00 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 313384DH9 Government Agency Debt N First Tier Security N/A N/A 2011-03-21 2011-03-21 N N N 23000000.00 22998466.67 0.0011 N 22999241.00 22999241.00 Fannie Mae Fannie Mae 0.170000% 313588CT0 Government Agency Debt N First Tier Security N/A N/A 2011-03-07 2011-03-07 N N N 4000000.00 3999886.67 0.0002 N 3999960.00 3999960.00 Straight A Funding, LLC Straight A Funding, LLC 0.250000% 86257CU26 Government Agency Debt N First Tier Security N/A N/A 2011-04-04 2011-04-04 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 90000000.00 89978750.00 0.0043 N 89982900.00 89982900.00 Straight A Funding, LLC Straight A Funding, LLC 0.250000% 86257GUK7 Government Agency Debt N First Tier Security N/A N/A 2011-04-18 2011-04-18 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 100000000.00 99966666.68 0.0048 N 99970000.00 99970000.00 Straight A Funding, LLC Straight A Funding, LLC 0.250000% 86257KVG6 Government Agency Debt N First Tier Security N/A N/A 2011-04-07 2011-04-07 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 43000000.00 42988951.39 0.0021 N 42990970.00 42990970.00 Straight A Funding, LLC Straight A Funding, LLC 0.250000% 86257KVQ4 Government Agency Debt N First Tier Security N/A N/A 2011-04-14 2011-04-14 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 60000000.00 59981666.66 0.0029 N 59984400.00 59984400.00 Straight A Funding, LLC Straight A Funding, LLC 0.250000% 86257LQ70 Government Agency Debt N First Tier Security N/A N/A 2011-04-06 2011-04-06 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 18612000.00 18607347.00 0.0009 N 18608277.60 18608277.60 Straight A Funding, LLC Straight A Funding, LLC 0.250000% 86257LT36 Government Agency Debt N First Tier Security N/A N/A 2011-04-18 2011-04-18 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 139000000.00 138953666.68 0.0067 N 138958300.00 138958300.00 Straight A Funding, LLC Straight A Funding, LLC 0.250000% 86257LU26 Government Agency Debt N First Tier Security N/A N/A 2011-04-13 2011-04-13 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 133000000.00 132960284.73 0.0064 N 132966750.00 132966750.00 Freddie Mac Freddie Mac 0.153100% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2011-04-11 2012-02-10 N N N 100000000.00 100000000.00 0.0048 N 100137300.00 100137300.00 Federal Home Loan Bank Federal Home Loan Bank 0.165000% 313384CN7 Government Agency Debt N First Tier Security N/A N/A 2011-03-02 2011-03-02 N N N 95000000.00 94999564.58 0.0046 N 94999810.00 94999810.00 Federal Home Loan Bank Federal Home Loan Bank 0.170000% 313384CN7 Government Agency Debt N First Tier Security N/A N/A 2011-03-02 2011-03-02 N N N 145000000.00 144999315.28 0.0070 N 144999710.00 144999710.00 Federal Home Loan Bank Federal Home Loan Bank 0.155000% 313384CQ0 Government Agency Debt N First Tier Security N/A N/A 2011-03-04 2011-03-04 N N N 30000000.00 29999612.50 0.0014 N 29999850.00 29999850.00 Federal Home Loan Bank Federal Home Loan Bank 0.160000% 313384CQ0 Government Agency Debt N First Tier Security N/A N/A 2011-03-04 2011-03-04 N N N 129000000.00 128998279.99 0.0062 N 128999355.00 128999355.00 Federal Home Loan Bank Federal Home Loan Bank 0.170000% 313384CV9 Government Agency Debt N First Tier Security N/A N/A 2011-03-09 2011-03-09 N N N 100000000.00 99996222.22 0.0048 N 99998700.00 99998700.00 Freddie Mac Freddie Mac 0.170000% 313384DC0 Government Agency Debt N First Tier Security N/A N/A 2011-03-16 2011-03-16 N N N 70000000.00 69995041.66 0.0034 N 69998250.00 69998250.00 Federal Home Loan Bank Federal Home Loan Bank 0.170000% 313384DE6 Government Agency Debt N First Tier Security N/A N/A 2011-03-18 2011-03-18 N N N 58600000.00 58595295.72 0.0028 N 58598359.20 58598359.20 Federal Home Loan Bank Federal Home Loan Bank 0.095000% 313384DE6 Government Agency Debt N First Tier Security N/A N/A 2011-03-18 2011-03-18 N N N 160000000.00 159992822.24 0.0077 N 159995520.00 159995520.00 Federal Home Loan Bank Federal Home Loan Bank 0.170000% 313384DK2 Government Agency Debt N First Tier Security N/A N/A 2011-03-23 2011-03-23 N N N 37000000.00 36996156.11 0.0018 N 36998631.00 36998631.00 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 313384DK2 Government Agency Debt N First Tier Security N/A N/A 2011-03-23 2011-03-23 N N N 34000000.00 33997506.67 0.0016 N 33998742.00 33998742.00 Federal Home Loan Bank Federal Home Loan Bank 0.175000% 313384DM8 Government Agency Debt N First Tier Security N/A N/A 2011-03-25 2011-03-25 N N N 50000000.00 49994166.67 0.0024 N 49998000.00 49998000.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313384DM8 Government Agency Debt N First Tier Security N/A N/A 2011-03-25 2011-03-25 N N N 17000000.00 16998526.67 0.0008 N 16999320.00 16999320.00 Federal Home Loan Bank Federal Home Loan Bank 0.125000% 313384EJ4 Government Agency Debt N First Tier Security N/A N/A 2011-04-15 2011-04-15 N N N 19000000.00 18997031.25 0.0009 N 18998328.00 18998328.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313384EJ4 Government Agency Debt N First Tier Security N/A N/A 2011-04-15 2011-04-15 N N N 64700000.00 64689486.25 0.0031 N 64694306.40 64694306.40 Freddie Mac Freddie Mac 0.175000% 313396DA8 Government Agency Debt N First Tier Security N/A N/A 2011-03-14 2011-03-14 N N N 15000000.00 14999052.08 0.0007 N 14999670.00 14999670.00 Freddie Mac Freddie Mac 0.165000% 313396DQ3 Government Agency Debt N First Tier Security N/A N/A 2011-03-28 2011-03-28 N N N 5000000.00 4999381.25 0.0002 N 4999775.00 4999775.00 Freddie Mac Freddie Mac 0.120000% 313396DQ3 Government Agency Debt N First Tier Security N/A N/A 2011-03-28 2011-03-28 N N N 26000000.00 25997660.00 0.0012 N 25998830.00 25998830.00 Fannie Mae Fannie Mae 0.160000% 313588DA0 Government Agency Debt N First Tier Security N/A N/A 2011-03-14 2011-03-14 N N N 150000000.00 149991333.34 0.0072 N 149996700.00 149996700.00 Fannie Mae Fannie Mae 0.120000% 313588DZ5 Government Agency Debt N First Tier Security N/A N/A 2011-04-06 2011-04-06 N N N 23700000.00 23697156.00 0.0011 N 23698341.00 23698341.00 Fannie Mae Fannie Mae 0.120000% 313588EG6 Government Agency Debt N First Tier Security N/A N/A 2011-04-13 2011-04-13 N N N 20000000.00 19997133.33 0.0010 N 19998320.00 19998320.00 Fannie Mae Fannie Mae 0.130000% 313588EJ0 Government Agency Debt N First Tier Security N/A N/A 2011-04-15 2011-04-15 N N N 220000000.00 219964250.00 0.0105 N 219980640.00 219980640.00 Fannie Mae Fannie Mae 0.120000% 313588EJ0 Government Agency Debt N First Tier Security N/A N/A 2011-04-15 2011-04-15 N N N 98000000.00 97985300.01 0.0047 N 97991376.00 97991376.00 Fannie Mae Fannie Mae 0.180000% 31381QAR7 Government Agency Debt N First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 50000000.00 50000000.00 0.0024 N 49999819.45 49999819.45 Fannie Mae Fannie Mae 0.180000% 31381QAS5 Government Agency Debt N First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 36341000.00 36341000.00 0.0017 N 36340868.77 36340868.77 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.200000% 06399U000_0.2000_M110301_2M47 0000728612 Government Agency Repurchase Agreement Y Fannie Mae 2035-10-25 0.590000 Government Agency Debt 100000000.00 32546713.27 Fannie Mae 2036-04-25 0.670000 Government Agency Debt 100000000.00 32836435.87 Freddie Mac 2031-06-15 5.000000 Government Agency Debt 105515000.00 35860243.05 Freddie Mac 2032-12-15 5.500000 Government Agency Debt 28907000.00 29808117.91 Freddie Mac 2032-05-15 0.841000 Government Agency Debt 79500000.00 35579308.67 Freddie Mac 2027-02-15 4.500000 Government Agency Debt 50000000.00 29953870.08 GNMA 2034-01-16 0.701000 Government Agency Debt 160875000.00 32671117.13 GNMA 2040-01-16 0.784700 Government Agency Debt 50000000.00 29795745.50 GNMA 2036-04-20 4.350000 Government Agency Debt 32000000.00 29826608.73 GNMA 2034-08-20 4.000000 Government Agency Debt 35000000.00 30956939.21 GNMA 2036-04-20 4.350000 Government Agency Debt 15999825.00 15286027.65 GNMA 2039-11-20 4.053000 Government Agency Debt 17916857.00 16999266.71 Fannie Mae 2040-12-25 4.000000 Government Agency Debt 36123000.00 33749791.15 Freddie Mac 2021-01-15 2.500000 Government Agency Debt 32435000.00 32077202.01 Freddie Mac 2039-10-15 3.972000 Government Agency Debt 53916057.00 33935254.13 Freddie Mac 2033-08-15 0.715700 Government Agency Debt 76000000.00 30944111.36 Freddie Mac 2033-10-15 0.611000 Government Agency Debt 50000000.00 32173247.71 Unrated Security N/A N/A 2011-03-01 2011-03-01 N N N 500000000.00 500000000.00 0.0240 N 500000000.00 500000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.180000% 07699U005_0.1800_M110307_2M47 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2023-04-25 4.250000 Government Agency Debt 6859878.00 3424029.00 Fannie Mae 2040-05-25 4.500000 Government Agency Debt 10235567.00 9696991.94 Fannie Mae 2036-03-25 1.060000 Government Agency Debt 24879929.00 9852793.12 Fannie Mae 2032-10-25 5.500000 Government Agency Debt 17300000.00 9571890.96 Fannie Mae 2037-07-25 0.610000 Government Agency Debt 24826981.00 9828914.20 Fannie Mae 2040-02-25 1.510000 Government Agency Debt 7466978.00 4742370.70 Fannie Mae 2040-09-25 1.280000 Government Agency Debt 10135000.00 9804718.31 Freddie Mac 2041-01-15 4.500000 Government Agency Debt 10055000.00 9620171.53 Freddie Mac 2033-08-15 5.000000 Government Agency Debt 9500000.00 10128966.50 GNMA 2038-03-16 5.000000 Government Agency Debt 10000000.00 9514352.62 Freddie Mac 2020-11-15 2.000000 Government Agency Debt 10550000.00 10026566.78 Freddie Mac 2032-02-15 1.211200 Government Agency Debt 27990378.00 10002272.78 Freddie Mac 2029-09-15 4.500000 Government Agency Debt 10121000.00 10630410.17 Fannie Mae 2020-05-25 2.000000 Government Agency Debt 10000000.00 9711659.96 Unrated Security N/A N/A 2011-03-07 2011-03-07 Y BARCLAYS CAPITAL INC N/A N/A N N 120000000.00 120000000.00 0.0058 N 119997900.00 119997900.00 Barclays Capital, Inc Barclays Capital, Inc 0.190000% 07699U005_0.1900_M110307_2M47 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2022-09-25 5.000000 Government Agency Debt 43000000.00 8332765.68 Freddie Mac 2034-02-15 5.500000 Government Agency Debt 2363154.00 453093.95 Freddie Mac 2037-06-15 6.000000 Government Agency Debt 37840000.00 7998385.51 Freddie Mac 2037-11-15 0.845700 Government Agency Debt 14180000.00 7673299.55 Freddie Mac 2035-11-15 1.261000 Government Agency Debt 10030000.00 7882234.75 GNMA 2040-02-16 0.814700 Government Agency Debt 10000000.00 8122410.02 Freddie Mac 2033-10-15 1.761000 Government Agency Debt 25000000.00 7837296.23 Fannie Mae 2036-10-25 0.761500 Government Agency Debt 25000000.00 6592602.54 Freddie Mac 2034-07-15 0.581000 Government Agency Debt 13900000.00 6952766.22 Fannie Mae 2045-11-25 5.000000 Government Agency Debt 25000000.00 8483999.42 Freddie Mac 2039-01-15 4.500000 Government Agency Debt 11314297.00 7601873.35 Freddie Mac 2022-11-15 4.000000 Government Agency Debt 10000000.00 7312818.22 Freddie Mac 2040-11-15 1.061000 Government Agency Debt 7185000.00 7029739.76 Freddie Mac 2033-07-15 5.500000 Government Agency Debt 8316000.00 8818735.46 Freddie Mac 2035-06-15 6.000000 Government Agency Debt 24650000.00 8098037.91 Freddie Mac 2022-08-15 4.250000 Government Agency Debt 86500000.00 7760403.11 Freddie Mac 2022-09-15 4.000000 Government Agency Debt 10500000.00 7831468.19 Freddie Mac 2023-05-15 3.250000 Government Agency Debt 10000000.00 7947146.78 Freddie Mac 2026-02-15 3.500000 Government Agency Debt 10730707.00 10575455.13 Freddie Mac 2032-05-15 3.500000 Government Agency Debt 75195000.00 6594630.08 Freddie Mac 2032-01-15 0.761000 Government Agency Debt 14752962.00 7367758.21 Freddie Mac 2036-07-15 6.000000 Government Agency Debt 20000000.00 8482768.26 Freddie Mac 2034-05-15 6.000000 Government Agency Debt 22000000.00 8088905.64 Freddie Mac 2038-03-15 0.861000 Government Agency Debt 12645000.00 7073165.12 Fannie Mae 2034-04-25 0.660000 Government Agency Debt 27332000.00 8792570.52 Fannie Mae 2018-01-25 6.500000 Government Agency Debt 22310057.00 8316400.39 Fannie Mae 2036-10-25 6.000000 Government Agency Debt 25000000.00 8041053.43 Fannie Mae 2037-10-25 0.590000 Government Agency Debt 14680000.00 8114335.83 Fannie Mae 2027-03-25 4.000000 Government Agency Debt 10000000.00 8155282.65 Fannie Mae 2037-04-25 5.000000 Government Agency Debt 14058000.00 6683492.93 Fannie Mae 2022-05-25 4.250000 Government Agency Debt 60000000.00 7961475.97 GNMA 2039-08-20 4.000000 Government Agency Debt 10000000.00 8370059.25 GNMA 2038-07-20 6.602000 Government Agency Debt 10709074.00 7995456.34 GNMA 2038-05-16 4.500000 Government Agency Debt 8321512.00 5935010.76 GNMA 2029-01-16 4.384000 Government Agency Debt 6500000.00 6866398.50 GNMA 2034-12-16 4.500000 Government Agency Debt 13783000.00 7792769.59 GNMA 2034-08-20 5.000000 Government Agency Debt 40198000.00 8896268.87 Unrated Security N/A N/A 2011-03-07 2011-03-07 Y BARCLAYS CAPITAL INC N/A N/A N N 266000000.00 266000000.00 0.0128 N 265995345.00 265995345.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.200000% 21599B009_0.2000_M110301_2M47 0001074042 Government Agency Repurchase Agreement Y Freddie Mac 2036-06-01 5.500000 Government Agency Debt 159532210.00 59114900.72 Freddie Mac 2038-02-01 5.500000 Government Agency Debt 138869377.00 57678003.69 Fannie Mae 2039-12-01 5.500000 Government Agency Debt 59400000.00 56702855.32 Freddie Mac 2037-02-01 6.000000 Government Agency Debt 158885924.00 55536817.24 Freddie Mac 2035-10-01 5.500000 Government Agency Debt 124700000.00 57961269.77 Freddie Mac 2039-04-01 5.500000 Government Agency Debt 32836811.00 19542327.58 Freddie Mac 2032-12-01 7.500000 Government Agency Debt 64681426.00 57873453.58 Freddie Mac 2031-02-01 4.500000 Government Agency Debt 56169234.00 58196662.50 Freddie Mac 2041-02-01 4.000000 Government Agency Debt 59086114.00 58364495.29 Fannie Mae 2025-04-01 4.000000 Government Agency Debt 63061287.00 59141810.79 Fannie Mae 2033-12-01 7.000000 Government Agency Debt 66441904.00 57190644.10 Fannie Mae 2040-02-01 5.000000 Government Agency Debt 6220400.00 5896759.71 First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 580000000.00 580000000.00 0.0278 N 580000000.00 580000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.190000% 22799D001_0.1900_M110301_2M47 0001230485 Government Agency Repurchase Agreement Y GNMA 2036-03-20 5.500000 Government Agency Debt 7165879.00 3019018.31 Freddie Mac 2035-09-15 5.000000 Government Agency Debt 12770000.00 6100053.11 Freddie Mac 2038-08-20 6.000000 Government Agency Debt 32600000.00 6219482.37 Freddie Mac 2038-09-15 6.000000 Government Agency Debt 32376185.00 12412136.59 Unrated Security N/A N/A 2011-03-01 2011-03-01 N N N 27205549.00 27205549.00 0.0013 N 27205549.00 27205549.00 Goldman Sachs & Co Goldman Sachs & Co 0.200000% 38399H002_0.2000_M110301_2M47 0000769993 Government Agency Repurchase Agreement Y Freddie Mac 2041-02-15 0.763000 Government Agency Debt 120926190.00 120750000.54 First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 115000000.00 115000000.00 0.0055 N 115000000.00 115000000.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.200000% 46899T004_0.2000_M110301_2M47 0001168163 Government Agency Repurchase Agreement Y Fannie Mae 2025-02-25 2.000000 Government Agency Debt 9106656.00 7824420.07 Fannie Mae 2040-05-25 1.010000 Government Agency Debt 125000000.00 95175580.65 Unrated Security N/A N/A 2011-03-01 2011-03-01 N N N 100000000.00 100000000.00 0.0048 N 100000000.00 100000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.170000% 991JCA005_0.1700_M110301_2M47 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2038-02-01 5.000000 Government Agency Debt 32470255.00 12515100.09 Fannie Mae 2040-06-01 5.000000 Government Agency Debt 13447965.00 12527675.41 Fannie Mae 2037-11-01 7.000000 Government Agency Debt 52110360.00 12520468.19 Fannie Mae 2038-04-01 4.966000 Government Agency Debt 21700000.00 12736553.10 Fannie Mae 2038-05-01 7.000000 Government Agency Debt 33206545.00 12919306.02 Fannie Mae 2033-07-01 5.500000 Government Agency Debt 18342601.00 4783197.28 Fannie Mae 2036-08-01 5.828000 Government Agency Debt 50455707.00 12929024.41 Fannie Mae 2038-01-01 7.000000 Government Agency Debt 254412.00 81466.05 Fannie Mae 2038-04-01 5.000000 Government Agency Debt 31379001.00 12769881.11 Fannie Mae 2038-10-01 7.000000 Government Agency Debt 22155348.00 12322256.09 Fannie Mae 2039-04-01 5.000000 Government Agency Debt 17638301.00 12657332.34 Fannie Mae 2039-12-01 5.000000 Government Agency Debt 25171293.00 12723081.86 Fannie Mae 2037-12-01 5.770000 Government Agency Debt 29648834.00 12571131.92 Fannie Mae 2040-02-01 3.539000 Government Agency Debt 19090793.00 12818517.20 Fannie Mae 2039-02-01 5.426000 Government Agency Debt 12971175.00 12442756.95 Fannie Mae 2040-08-01 4.500000 Government Agency Debt 13294603.00 12832957.67 GNMA 2039-04-15 4.500000 Government Agency Debt 13889847.00 12666186.08 GNMA 2061-01-20 5.307000 Government Agency Debt 12236684.00 12934557.38 First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 200000000.00 200000000.00 0.0096 N 200000000.00 200000000.00 General Electric Co General Electric Co 0.220000% 36960MR13 Other Commercial Paper N First Tier Security N/A N/A 2011-04-01 2011-04-01 N N N 30000000.00 29994316.67 0.0014 N 29995800.00 29995800.00 Royal Bank of Canada Royal Bank of Canada 0.190000% 985YRK002 0000352613 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 600000000.00 600000000.00 0.0288 Security is a time deposit. N 600000000.00 600000000.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.170000% 869999003 0001448613 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 161000000.00 161000000.00 0.0077 Security is a time deposit. N 161000000.00 161000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.190000% 052992005_M110304 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-03-04 2011-03-04 N N N 118000000.00 118000000.00 0.0057 Security is a time deposit. N 118000000.00 118000000.00 Westpac Banking Corp Westpac Banking Corp 0.374400% 91621CAT8 Other Note N First Tier Security N/A N/A 2011-04-28 2012-03-27 N N N 100000000.00 100000000.00 0.0048 N 100116600.00 100116600.00 Chase Bank USA, NA Chase Bank USA, NA 0.210000% 16144TEG0 Other Note N First Tier Security N/A N/A 2011-03-11 2011-03-11 N N N 44000000.00 44000000.00 0.0021 N 44000000.00 44000000.00 Bank of America, NA Bank of America, NA 0.300000% 06052WBP7 Other Note N First Tier Security N/A N/A 2011-05-10 2011-05-10 N N N 129000000.00 129000000.00 0.0062 N 128981940.00 128981940.00 Bank of America, NA Bank of America, NA 0.330000% 06052WBS1 Other Note N First Tier Security N/A N/A 2011-06-14 2011-06-14 N N N 3000000.00 3000000.00 0.0001 N 3000000.00 3000000.00 Bank of America, NA Bank of America, NA 0.330000% 06052WBT9 Other Note N First Tier Security N/A N/A 2011-06-14 2011-06-14 N N N 75000000.00 75000000.00 0.0036 N 75000000.00 75000000.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WGE7 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 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 181666.25 181666.25 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WJU8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 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 605485.08 605485.08 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WJV6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 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 1332060.50 1332060.50 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKC6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 855266.72 855266.72 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 650943.50 650943.50 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKM4 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 198890.60 198890.60 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 151375.63 151375.63 Goldman Sachs Group, Inc Goldman Sachs Group, Inc 1.020000% 03799J008 0000769993 Other Note N First Tier Security N/A N/A 2011-08-02 2011-08-02 N N N 80000000.00 80000000.00 0.0038 Y 80236800.00 80236800.00 Bank of America, NA Bank of America, NA 0.603100% 0605A05T7 Other Note N First Tier Security N/A N/A 2011-04-26 2012-03-22 N N N 147000000.00 147000000.00 0.0070 N 147266952.00 147266952.00 Bank of America, NA Bank of America, NA 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 0.0105 N 220029480.00 220029480.00 Bank of America, NA Bank of America, NA 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 0.0096 N 200034400.00 200034400.00 Bank of America, NA Bank of America, NA 0.320000% 06052WAC7 Other Note N First Tier Security N/A N/A 2011-03-23 2011-03-23 N N N 25000000.00 25000000.00 0.0012 N 25000200.00 25000200.00 Bank of America, NA Bank of America, NA 0.300000% 06052WAP8 Other Note N First Tier Security N/A N/A 2011-03-14 2011-03-14 N N N 50000000.00 50000000.00 0.0024 N 50000050.00 50000050.00 Bank of America, NA Bank of America, NA 0.330000% 06052WAW3 Other Note N First Tier Security N/A N/A 2011-05-04 2011-05-04 N N N 25000000.00 25000000.00 0.0012 N 25000895.00 25000895.00 Bank of America, NA Bank of America, NA 0.330000% 06052WAZ6 Other Note N First Tier Security N/A N/A 2011-05-09 2011-05-09 N N N 23000000.00 23000000.00 0.0011 N 23005359.00 23005359.00 Bank of America, NA Bank of America, NA 0.400000% 06052WBH5 Other Note N First Tier Security N/A N/A 2011-07-28 2011-07-28 N N N 88000000.00 88000000.00 0.0042 N 87991112.00 87991112.00 Citigroup, Inc Citigroup, Inc 0.403500% 172967DL2 Other Note N First Tier Security N/A N/A 2011-05-18 2011-05-18 N N N 50000000.00 49993037.42 0.0024 N 49992300.00 49992300.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.302000% 48125LAA0 Other Note N First Tier Security N/A N/A 2011-03-21 2012-03-21 N N N 47000000.00 47000000.00 0.0023 N 47000094.00 47000094.00 Goldman Sachs & Co Goldman Sachs & Co 0.570000% 992JYE002_0.5700_M110301_2M47 0000769993 Other Repurchase Agreement N AES CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 3749990.72 BANK OF AMERICA CORPORATION COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 3749992.80 CROWN CASTLE INTL CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 3749967.61 DANAHER CORP DEL COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 3749963.42 GREEN DOT CORP CL A 2011-02-28 N/A Other Instrument common stock or ETF 0.00 412706.88 HEALTH CARE REIT INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 401031.10 HORACE MANN EDUCATORS CORP NCOM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 443069.73 LSI CORPORATION COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 450042.00 MEAD JOHNSON NUTRITION CO COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 2994270.30 MURPHY OIL CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 3749982.27 ORMAT TECHNOLOGIES INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 443940.48 PLAINS EXPL& PRODTN CO COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 3749979.40 TECO ENERGY INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 461834.24 COVIDIEN PLC SHS 2011-02-28 N/A Other Instrument common stock or ETF 0.00 3749961.60 DHT HOLDINGS INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 433790.58 AMERICAN TOWER CORP CL A 2011-02-28 N/A Other Instrument common stock or ETF 0.00 3749975.04 TYCO INTERNATIONAL LTD SHS 2011-02-28 N/A Other Instrument common stock or ETF 0.00 3749972.58 BIOMED REALTY TRUST INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 458090.52 DENBURY RES INC COM NEW 2011-02-28 N/A Other Instrument common stock or ETF 0.00 464293.12 FRANKLIN RES INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 3749949.16 HIGHWOODS PPTYS INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 392233.40 IDACORP INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 482725.71 LEGGETT & PLATT INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 405448.26 NABORS INDUSTRIES LTD SHS 2011-02-28 N/A Other Instrument common stock or ETF 0.00 3749977.14 PARK NATL CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 418186.56 SUN COMMUNITIES INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 245924.37 WILMINGTON TRUST CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 424833.92 DOMTAR CORP COM NEW 2011-02-28 N/A Other Instrument common stock or ETF 0.00 510611.52 ENTERTAINMENT PPTYS TR COM SH B 2011-02-28 N/A Other Instrument common stock or ETF 0.00 400911.63 WILLIAMS COS INC DEL COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 3749970.50 HILLENBRAND INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 436870.50 WYNDHAM WORLDWIDE CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1098854.40 APACHE CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 3749876.68 JPMORGAN CHASE & CO COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 3749991.12 CALPINE CORP COM NEW 2011-02-28 N/A Other Instrument common stock or ETF 0.00 333022.62 PACKAGING CORP AMER COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 3749982.32 PFIZER INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 3749990.38 WEIGHT WATCHERS INTL INC NEWCOM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 3749967.65 KODIAK OIL & GAS CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 444528.18 ARROW ELECTRS INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 460466.44 AVISTA CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 439644.80 CHEVRON CORP NEW COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 400946.70 COLLECTIVE BRANDS INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 439926.12 GAP INC DEL COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 417963.00 REINSURANCE GROUP AMER INC COM NEW 2011-02-28 N/A Other Instrument common stock or ETF 0.00 284366.16 First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 75000000.00 75000000.00 0.0036 Repurchase agreement collateralized by common stock and ETFs. N 74999857.50 74999857.50 Goldman Sachs & Co Goldman Sachs & Co 0.580000% 992JYE002_0.5800_M110321_2M47 0000769993 Other Repurchase Agreement N AES CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 5249989.46 BANK OF AMERICA CORPORATION COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 5249995.60 CROWN CASTLE INTL CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 5249988.79 DANAHER CORP DEL COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 5249958.89 MEAD JOHNSON NUTRITION CO COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 5249943.00 MURPHY OIL CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 5249945.79 PLAINS EXPL& PRODTN CO COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1298952.80 COVIDIEN PLC SHS 2011-02-28 N/A Other Instrument common stock or ETF 0.00 5249996.97 AMERICAN TOWER CORP CL A 2011-02-28 N/A Other Instrument common stock or ETF 0.00 5249986.56 TYCO INTERNATIONAL LTD SHS 2011-02-28 N/A Other Instrument common stock or ETF 0.00 5249970.56 FRANKLIN RES INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 5249978.80 NABORS INDUSTRIES LTD SHS 2011-02-28 N/A Other Instrument common stock or ETF 0.00 5249985.00 APACHE CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 5249901.47 WILLIAMS COS INC DEL COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 5249988.96 FIDELITY NATL INFORMATION SVCOM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 5249973.24 WYNDHAM WORLDWIDE CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 5249977.60 JPMORGAN CHASE & CO COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 5249959.56 CALPINE CORP COM NEW 2011-02-28 N/A Other Instrument common stock or ETF 0.00 5249993.97 J CREW GROUP INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 3951604.60 PACKAGING CORP AMER COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 5249986.88 PFIZER INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 5249982.76 WEIGHT WATCHERS INTL INC NEWCOM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 5249954.71 First Tier Security N/A N/A 2011-03-21 2011-03-21 N N N 105000000.00 105000000.00 0.0050 Repurchase agreement collateralized by common stock and ETFs. 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N 23000000.00 23000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.620000% 992JYE002_0.6200_M110602_2M47 0000769993 Other Repurchase Agreement N AES CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1499998.74 BANK OF AMERICA CORPORATION COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1499988.60 CONSTELLATION ENERGY GROUP ICOM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 190918.68 CROWN CASTLE INTL CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1499978.51 DANAHER CORP DEL COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1499995.47 MURPHY OIL CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1499963.52 PLAINS EXPL& PRODTN CO COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1499999.40 COVIDIEN PLC SHS 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1499984.64 XL GROUP PLC SHS 2011-02-28 N/A Other Instrument common stock or ETF 0.00 773175.36 AMERICAN TOWER CORP CL A 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1499957.76 TYCO INTERNATIONAL LTD SHS 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1499997.98 CONVERGYS CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 782897.01 DST SYS INC DEL COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 802741.00 FRANKLIN RES INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1499904.70 LOEWS CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 790616.75 NABORS INDUSTRIES LTD SHS 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1499979.52 WILLIAMS COS INC DEL COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1499988.20 APACHE CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1499901.26 JPMORGAN CHASE & CO COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1499968.44 PACKAGING CORP AMER COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1499975.48 PFIZER INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1499992.38 WEIGHT WATCHERS INTL INC NEWCOM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1499987.06 NICOR INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 270891.09 HERBALIFE LTD COM USD 2011-02-28 N/A Other Instrument common stock or ETF 0.00 806554.80 LINDSAY CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 782701.60 USANA HEALTH SCIENCES INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 799970.50 First Tier Security N/A N/A 2011-06-02 2011-06-02 N N N 30000000.00 30000000.00 0.0014 Repurchase agreement collateralized by common stock and ETFs. Y 29999943.00 29999943.00 Goldman Sachs & Co Goldman Sachs & Co 0.620000% 992JYE002_0.6200_M110603_2M47 0000769993 Other Repurchase Agreement N AES CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 3249991.14 BRE PROPERTIES INC CL A 2011-02-28 N/A Other Instrument common stock or ETF 0.00 289004.60 BANK OF AMERICA CORPORATION COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 3249996.60 BIG LOTS INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 317293.74 BOSTON PROPERTIES INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 333022.69 CVS CAREMARK CORPORATION COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 331343.46 CHARLES RIV LABS INTL INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 289278.36 COLONIAL PPTYS TR COM SH B 2011-02-28 N/A Other Instrument common stock or ETF 0.00 288454.32 CROWN CASTLE INTL CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 3249960.55 CROWN HOLDINGS INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 378976.91 DANAHER CORP DEL COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 3249964.93 DOUGLAS EMMETT INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 367006.50 EASTGROUP PPTY INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 251208.30 COVIDIEN PLC SHS 2011-02-28 N/A Other Instrument common stock or ETF 0.00 3249966.72 ESSEX PPTY TR INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 359909.20 GLIMCHER RLTY TR SH BEN I 2011-02-28 N/A Other Instrument common stock or ETF 0.00 245029.05 HEALTHCARE RLTY TR COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 358735.92 HOME PROPERTIES INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 313114.14 INLAND REAL ESTATE CORP COM NEW 2011-02-28 N/A Other Instrument common stock or ETF 0.00 243919.84 MURPHY OIL CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 3249945.45 OMEGA HEALTHCARE INVS INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 249249.58 PLAINS EXPL& PRODTN CO COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 3249979.60 QUANTUM CORP COM DSSG 2011-02-28 N/A Other Instrument common stock or ETF 0.00 310206.35 SOVRAN SELF STORAGE INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 345595.92 U STORE IT TR COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 336966.06 AMERICAN TOWER CORP CL A 2011-02-28 N/A Other Instrument common stock or ETF 0.00 3249953.28 TYCO INTERNATIONAL LTD SHS 2011-02-28 N/A Other Instrument common stock or ETF 0.00 3249958.34 BRANDYWINE RLTY TR SH BEN I 2011-02-28 N/A Other Instrument common stock or ETF 0.00 346153.57 BUCKLE INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 296059.68 DIAMONDROCK HOSPITALITY CO COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 313917.67 EQUITY RESIDENTIAL SH BEN I 2011-02-28 N/A Other Instrument common stock or ETF 0.00 247376.96 FIFTH 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3249984.52 U S G CORP COM NEW 2011-02-28 N/A Other Instrument common stock or ETF 0.00 258873.03 APACHE CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 3249950.77 JPMORGAN CHASE & CO COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 3249954.96 BRINKS CO COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 259467.30 SUNSTONE HOTEL INVS INC NEW COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 334095.06 PACKAGING CORP AMER COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 3249980.80 PFIZER INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 3249992.92 WEIGHT WATCHERS INTL INC NEWCOM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 3249992.46 AECOM TECHNOLOGY CORP DELAWACOM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 315368.25 AMERIGROUP CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 328350.90 BEAZER HOMES USA INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 334739.36 CAMPBELL SOUP CO COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 262226.22 COMMUNITY BK SYS INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 264749.34 HANOVER INS GROUP INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 329987.14 MOODYS CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 365601.72 PENNYMAC MTG INVT TR COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 359595.36 PRE PAID LEGAL SVCS INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 326695.68 RAIT FINANCIAL TRUST COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 235761.12 REINSURANCE GROUP AMER INC COM NEW 2011-02-28 N/A Other Instrument common stock or ETF 0.00 96744.96 First Tier Security N/A N/A 2011-06-03 2011-06-03 N N N 65000000.00 65000000.00 0.0031 Repurchase agreement collateralized by common stock and ETFs. 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