0001145549-11-003300.txt : 20110429 0001145549-11-003300.hdr.sgml : 20110429 20110307130111 ACCESSION NUMBER: 0001145549-11-003300 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: 11667643 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 S000004499 Schwab Money Market Fund C000012373 Schwab Money Market Fund SWMXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2011-02-28 0000857156 S000004499 1 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 44 66 13398794744.34 4307387.80 881385.80 13402220746.34 0.0032 1.0000 2011-02-28 1.0000 2011-02-28 C000012373 1.00 13402220746.34 1.00 -91814254.68 3218851665.91 3310665920.59 0.0001 1.0000 2011-02-28 1.0000 2011-02-28 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 50000000.00 49980666.66 0.0037 N 49980000.00 49980000.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.290000% 03221KRT1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-27 2011-04-27 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 60000000.00 59972450.00 0.0045 N 59971200.00 59971200.00 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 10000000.00 9996916.67 0.0007 N 9997000.00 9997000.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.320000% 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 55000000.00 54999511.12 0.0041 N 54999450.00 54999450.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.320000% 04014BRK9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-19 2011-04-19 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 30000000.00 29986933.33 0.0022 N 29987700.00 29987700.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.310000% 04014BR52 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-05 2011-04-05 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 8000000.00 7997588.89 0.0006 N 7997760.00 7997760.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.470000% 04014BUS8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-26 2011-07-26 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 5000000.00 4990404.16 0.0004 N 4991200.00 4991200.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.290000% 04915UQ77 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-07 2011-03-07 N N Y Cash Rabobank Nederland N/A N/A 46000000.00 45997776.67 0.0034 N 45998620.00 45998620.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.370000% 04915UTE9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-14 2011-06-14 N N Y Cash Rabobank Nederland N/A N/A 85000000.00 84908270.83 0.0063 N 84942200.00 84942200.00 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 85000000.00 84868344.44 0.0063 N 84900550.00 84900550.00 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 23000000.00 22963065.84 0.0017 N 22971250.00 22971250.00 CAFCO, LLC CAFCO, LLC 0.410000% 1247P3UT7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-27 2011-07-27 N N Y Letter of Credit Citibank NA N/A N/A 5000000.00 4991572.23 0.0004 N 4993200.00 4993200.00 CRC Funding, LLC CRC Funding, LLC 0.410000% 12619UUE9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-14 2011-07-14 N N Y Letter of Credit Citibank NA N/A N/A 71000000.00 70890837.50 0.0053 N 70917640.00 70917640.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.300000% 1373X3QB6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-11 2011-03-11 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 25000000.00 24997916.67 0.0019 N 24998000.00 24998000.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.320000% 1373X3Q83 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-08 2011-03-08 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 8000000.00 7999502.22 0.0006 N 7999520.00 7999520.00 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 16000000.00 15995333.33 0.0012 N 15995520.00 15995520.00 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 48000000.00 47919600.00 0.0036 N 47925120.00 47925120.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.450000% 1373X3UF2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-15 2011-07-15 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 1000000.00 998300.00 0.0001 N 998410.00 998410.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.450000% 1373X3US4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-26 2011-07-26 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 100000000.00 99816250.00 0.0074 N 99824000.00 99824000.00 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 73000000.00 72889425.28 0.0054 N 72917510.00 72917510.00 Ciesco, LLC Ciesco, LLC 0.410000% 17177MUJ9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-18 2011-07-18 N N Y Letter of Credit Citibank NA N/A N/A 10000000.00 9984169.44 0.0007 N 9987800.00 9987800.00 Falcon Asset Securitization Corp Falcon Asset Securitization Corp 0.250000% 30603BQU0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-28 2011-03-28 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 15000000.00 14997187.50 0.0011 N 14997750.00 14997750.00 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 123000000.00 122990433.33 0.0092 N 122990160.00 122990160.00 Grampian Funding, LLC Grampian Funding, LLC 0.500000% 38501CQF7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-15 2011-03-15 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 27000000.00 26994750.00 0.0020 N 26998380.00 26998380.00 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 41000000.00 40990706.67 0.0031 N 40997130.00 40997130.00 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 10000000.00 9996711.11 0.0007 N 9998300.00 9998300.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.230000% 4820P3Q22 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-02 2011-03-02 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 68000000.00 67999565.56 0.0051 N 67999320.00 67999320.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.300000% 56274MQ96 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-09 2011-03-09 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 9000000.00 8999400.00 0.0007 N 8999460.00 8999460.00 Market Street Funding Corp Market Street Funding Corp 0.280000% 5705X5SA0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-05-10 2011-05-10 N N Y Credit / Liquidity PNC Bank NA N/A N/A 48000000.00 47973866.67 0.0036 N 47976480.00 47976480.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.270000% 82124MQB9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-11 2011-03-11 N N Y Letter of Credit Barclays Bank Plc N/A N/A 45000000.00 44996625.00 0.0034 N 44996850.00 44996850.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.290000% 82124MRB8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-11 2011-04-11 N N Y Letter of Credit Barclays Bank Plc N/A N/A 17000000.00 16994385.28 0.0013 N 16994730.00 16994730.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.290000% 82124MRC6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-12 2011-04-12 N N Y Letter of Credit Barclays Bank Plc N/A N/A 38000000.00 37987143.33 0.0028 N 37987840.00 37987840.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.290000% 82124MRE2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-14 2011-04-14 N N Y Letter of Credit Barclays Bank Plc N/A N/A 40000000.00 39985822.22 0.0030 N 39986400.00 39986400.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.290000% 82124MR85 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-08 2011-04-08 N N Y Letter of Credit Barclays Bank Plc N/A N/A 60000000.00 59981633.33 0.0045 N 59982600.00 59982600.00 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 0.0028 N 37987840.00 37987840.00 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 16100000.00 16092486.68 0.0012 N 16093238.00 16093238.00 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 0.0007 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 29000000.00 28985516.11 0.0022 N 28987240.00 28987240.00 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 43000000.00 42986741.67 0.0032 N 42988390.00 42988390.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.320000% 8342E3S31 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-05-03 2011-05-03 N N Y Letter of Credit HSBC Bank Plc N/A N/A 2000000.00 1998880.00 0.0001 N 1999020.00 1999020.00 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 11000000.00 10982262.50 0.0008 N 10983940.00 10983940.00 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 34000000.00 33999763.89 0.0025 N 33999660.00 33999660.00 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 46000000.00 45981101.66 0.0034 N 45980220.00 45980220.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.280000% 88324MQA6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-10 2011-03-10 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 30000000.00 29997900.00 0.0022 N 29997900.00 29997900.00 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 22846000.00 22837902.36 0.0017 N 22837775.44 22837775.44 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.290000% 88324MRU1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-28 2011-04-28 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 15000000.00 14992991.67 0.0011 N 14992650.00 14992650.00 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 15000000.00 14993875.00 0.0011 N 14993850.00 14993850.00 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 17000000.00 16993625.00 0.0013 N 16994050.00 16994050.00 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 2000000.00 1999400.00 0.0001 N 1999460.00 1999460.00 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 15000000.00 14994200.00 0.0011 N 14994450.00 14994450.00 Windmill Funding Corp Windmill Funding Corp 0.290000% 97342KS41 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-05-04 2011-05-04 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 19000000.00 18990204.44 0.0014 N 18990310.00 18990310.00 Windmill Funding Corp Windmill Funding Corp 0.290000% 97342KS58 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 67000000.00 66964918.06 0.0050 N 66965160.00 66965160.00 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 6000000.00 5996665.00 0.0004 N 5996640.00 5996640.00 Alpine Securitization Corp Alpine Securitization Corp 0.240000% 02086MQG2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-16 2011-03-16 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 27000000.00 26997300.00 0.0020 N 26997030.00 26997030.00 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 20690000.00 20687793.07 0.0015 N 20687724.10 20687724.10 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 10000000.00 9998866.67 0.0007 N 9998800.00 9998800.00 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 30000000.00 29995400.00 0.0022 N 29994900.00 29994900.00 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 13000000.00 12999909.72 0.0010 N 12999870.00 12999870.00 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 9000000.00 8980795.00 0.0007 N 8981730.00 8981730.00 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 16000000.00 15967084.44 0.0012 N 15968800.00 15968800.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.230000% 04915UQF9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-15 2011-03-15 N N Y Cash Rabobank Nederland N/A N/A 44000000.00 43996064.45 0.0033 N 43996920.00 43996920.00 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 50000000.00 49911166.67 0.0037 N 49928000.00 49928000.00 CRC Funding, LLC CRC Funding, LLC 0.410000% 12619UV57 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 5000000.00 4991059.72 0.0004 N 4992750.00 4992750.00 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 2000000.00 1995527.78 0.0001 N 1995700.00 1995700.00 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 15000000.00 14999137.50 0.0011 N 14999250.00 14999250.00 Ciesco, LLC Ciesco, LLC 0.410000% 17177MVV1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-29 2011-08-29 N N Y Letter of Credit Citibank NA N/A N/A 12000000.00 11975263.34 0.0009 N 11979840.00 11979840.00 Falcon Asset Securitization Corp Falcon Asset Securitization Corp 0.230000% 30603BQA4 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 83000000.00 82995227.50 0.0062 N 82995850.00 82995850.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.260000% 56274MQE5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-14 2011-03-14 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 9000000.00 8999155.00 0.0007 N 8999100.00 8999100.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.260000% 56274MQG0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-16 2011-03-16 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 4000000.00 3999566.67 0.0003 N 3999520.00 3999520.00 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 9000000.00 8998960.00 0.0007 N 8999010.00 8999010.00 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 59000000.00 58968533.41 0.0044 N 58969910.00 58969910.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.300000% 65409SS58 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-05-05 2011-05-05 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 6000000.00 5996750.00 0.0004 N 5996880.00 5996880.00 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 0.0019 N 24986500.00 24986500.00 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 10000000.00 9999425.00 0.0007 N 9999400.00 9999400.00 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 28000000.00 27994633.33 0.0021 N 27994633.33 27994633.33 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562GW41 Certificate of Deposit N First Tier Security N/A N/A 2011-06-01 2011-06-01 N N N 29000000.00 29000000.00 0.0022 N 28999130.00 28999130.00 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 39000000.00 39000000.00 0.0029 N 39001560.00 39001560.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.300000% 60687CL39 Certificate of Deposit N First Tier Security N/A N/A 2011-05-05 2011-05-05 N N N 47000000.00 47000000.00 0.0035 N 47001880.00 47001880.00 Barclays Bank Plc Barclays Bank Plc 0.663000% 06740MVX8 Certificate of Deposit N First Tier Security N/A N/A 2011-03-16 2012-02-16 N N N 30000000.00 30000000.00 0.0022 N 29994300.00 29994300.00 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 33000000.00 33000000.00 0.0025 N 33000000.00 33000000.00 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 14000000.00 14000000.00 0.0010 N 13998740.00 13998740.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.220000% 13606XQ35 Certificate of Deposit N First Tier Security N/A N/A 2011-04-06 2011-04-06 N N N 38000000.00 38000000.00 0.0028 N 38000760.00 38000760.00 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 227000000.00 227000000.00 0.0169 N 227111230.00 227111230.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.300000% 86959BPH2 Certificate of Deposit N First Tier Security N/A N/A 2011-06-08 2011-06-08 N N N 75000000.00 74999996.44 0.0056 N 74989500.00 74989500.00 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 5000000.00 5000000.00 0.0004 N 5000650.00 5000650.00 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 61000000.00 61000000.00 0.0046 N 61004270.00 61004270.00 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 50000000.00 49999802.56 0.0037 N 49999500.00 49999500.00 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 20000000.00 20000000.00 0.0015 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 0.0034 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 73000000.00 73000000.00 0.0054 N 73002920.00 73002920.00 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 41000000.00 41000000.00 0.0031 N 41034440.00 41034440.00 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 11000000.00 11000000.00 0.0008 N 10998570.00 10998570.00 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 17000000.00 17000000.00 0.0013 N 17002890.00 17002890.00 Union Bank, NA Union Bank, NA 0.300000% 90527MMM5 Certificate of Deposit N First Tier Security N/A N/A 2011-05-10 2011-05-10 N N N 35000000.00 35000000.00 0.0026 N 35006300.00 35006300.00 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 23000000.00 23000000.00 0.0017 N 23000460.00 23000460.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562GK93 Certificate of Deposit N First Tier Security N/A N/A 2011-04-08 2011-04-08 N N N 32000000.00 32000000.00 0.0024 N 32001280.00 32001280.00 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 30000000.00 30000000.00 0.0022 N 30001200.00 30001200.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562GN90 Certificate of Deposit N First Tier Security N/A N/A 2011-04-14 2011-04-14 N N N 25000000.00 25000000.00 0.0019 N 25001250.00 25001250.00 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 6000000.00 6000000.00 0.0004 N 6000360.00 6000360.00 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 29000000.00 29000000.00 0.0022 N 29005510.00 29005510.00 Sumitomo Trust & Banking Co Sumitomo Trust & Banking Co 0.545000% 86562WJJ8 Certificate of Deposit N First Tier Security N/A N/A 2011-05-24 2011-05-24 N N N 43000000.00 43000499.63 0.0032 N 43025800.00 43025800.00 Sumitomo Trust & Banking Co Sumitomo Trust & Banking Co 0.400000% 86562WJP4 Certificate of Deposit N First Tier Security N/A N/A 2011-04-05 2011-04-05 N N N 21000000.00 21000000.00 0.0016 N 21002940.00 21002940.00 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 14000000.00 14000000.00 0.0010 N 14000560.00 14000560.00 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 54000000.00 54001010.43 0.0040 N 54015120.00 54015120.00 Nordea Bank Finland Plc Nordea Bank Finland Plc 0.290000% 65557VHR5 Certificate of Deposit N First Tier Security N/A N/A 2011-04-04 2011-04-04 N N N 108000000.00 108000000.00 0.0081 N 108001080.00 108001080.00 Rabobank Nederland Rabobank Nederland 0.354000% 74977MMM4 Certificate of Deposit N First Tier Security N/A N/A 2011-03-14 2011-09-13 N N N 145000000.00 145000000.00 0.0108 N 144984050.00 144984050.00 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 13000000.00 13000000.00 0.0010 N 12998050.00 12998050.00 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 100000000.00 100000000.00 0.0075 N 99985000.00 99985000.00 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 24000000.00 24000000.00 0.0018 N 24021600.00 24021600.00 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 2000000.00 2000000.00 0.0001 N 2001860.00 2001860.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.650000% 78011HN76 Certificate of Deposit N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 35000000.00 35000000.00 0.0026 N 35028350.00 35028350.00 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 17000000.00 17000000.00 0.0013 N 17014620.00 17014620.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.640000% 78011HT47 Certificate of Deposit N First Tier Security N/A N/A 2011-07-27 2011-07-27 N N N 20000000.00 20000000.00 0.0015 N 20018200.00 20018200.00 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 31000000.00 31000000.00 0.0023 N 31000620.00 31000620.00 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 37000000.00 37000000.00 0.0028 N 37001110.00 37001110.00 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 45000000.00 45000000.00 0.0034 N 45002250.00 45002250.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.320000% 60681PZD9 Certificate of Deposit N First Tier Security N/A N/A 2011-04-12 2011-04-12 N N N 78000000.00 78000000.00 0.0058 N 78003900.00 78003900.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.300000% 60687CG76 Certificate of Deposit N First Tier Security N/A N/A 2011-04-14 2011-04-14 N N N 24000000.00 24000000.00 0.0018 N 24000960.00 24000960.00 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 62000000.00 62000000.00 0.0046 N 62003100.00 62003100.00 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 50000000.00 50000000.00 0.0037 N 50001000.00 50001000.00 Deutsche Bank AG Deutsche Bank AG 0.290000% 25154TA31 Certificate of Deposit N First Tier Security N/A N/A 2011-04-01 2011-04-01 N N N 61000000.00 61000000.00 0.0046 N 61003660.00 61003660.00 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 119000000.00 119000000.00 0.0089 N 119009520.00 119009520.00 Deutsche Bank AG Deutsche Bank AG 0.510000% 25154TRK5 Certificate of Deposit N First Tier Security N/A N/A 2011-06-20 2011-06-20 N N N 127000000.00 127000000.00 0.0095 N 127074930.00 127074930.00 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 10000000.00 10000000.00 0.0007 N 10005600.00 10005600.00 Deutsche Bank AG Deutsche Bank AG 0.290000% 25154TYG6 Certificate of Deposit N First Tier Security N/A N/A 2011-03-10 2011-03-10 N N N 50000000.00 50000000.00 0.0037 N 50001000.00 50001000.00 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 73000000.00 73000000.00 0.0054 N 72995620.00 72995620.00 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 48000000.00 48000000.00 0.0036 N 48018240.00 48018240.00 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 18000000.00 18000154.48 0.0013 N 18008280.00 18008280.00 Barclays Bank Plc Barclays Bank Plc 0.690000% 06740MNA7 Certificate of Deposit N First Tier Security N/A N/A 2011-05-27 2011-05-27 N N N 31000000.00 31000000.00 0.0023 N 31028830.00 31028830.00 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 85000000.00 85000000.00 0.0063 N 84988950.00 84988950.00 Barclays Bank Plc Barclays Bank Plc 0.410000% 06740MTM5 Certificate of Deposit N First Tier Security N/A N/A 2011-06-14 2011-06-14 N N N 38000000.00 38000000.00 0.0028 N 38006840.00 38006840.00 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 88000000.00 88000000.00 0.0066 N 88006160.00 88006160.00 BNP Paribas BNP Paribas 0.500000% 05566Q4E4 Certificate of Deposit N First Tier Security N/A N/A 2011-06-17 2011-06-17 N N N 11000000.00 11000000.00 0.0008 N 11003300.00 11003300.00 BNP Paribas BNP Paribas 0.450000% 05566Q4U8 Certificate of Deposit N First Tier Security N/A N/A 2011-07-13 2011-07-13 N N N 50000000.00 50000000.00 0.0037 N 49996000.00 49996000.00 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 103000000.00 103000000.00 0.0077 N 102995880.00 102995880.00 BNP Paribas BNP Paribas 0.460000% 05566Q4Z7 Certificate of Deposit N First Tier Security N/A N/A 2011-07-20 2011-07-20 N N N 1000000.00 1000000.00 0.0001 N 999960.00 999960.00 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 74000000.00 74000000.00 0.0055 N 74008880.00 74008880.00 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 47000000.00 47000000.00 0.0035 N 47000000.00 47000000.00 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 25000000.00 25000000.00 0.0019 N 25000500.00 25000500.00 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 38000000.00 38000000.00 0.0028 N 37992400.00 37992400.00 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 6000000.00 6000000.00 0.0004 N 5999640.00 5999640.00 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 69000000.00 69000000.00 0.0051 N 68999310.00 68999310.00 Nationwide Building Society Nationwide Building Society 0.530000% 985KRNII8 0000070696 Certificate of Deposit N First Tier Security N/A N/A 2011-03-02 2011-03-02 N N N 38000000.00 38000005.26 0.0028 N 38000380.00 38000380.00 Societe Generale Societe Generale 0.420000% 985RRF008 0000865845 Certificate of Deposit N First Tier Security N/A N/A 2011-03-15 2011-03-15 N N N 83000000.00 83000000.00 0.0062 N 83004980.00 83004980.00 BNP Paribas BNP Paribas 0.445000% 985VDTII6 0001197610 Certificate of Deposit N First Tier Security N/A N/A 2011-07-18 2011-07-18 N N N 135000000.00 135000000.00 0.0101 N 134986500.00 134986500.00 BNP Paribas BNP Paribas 0.480000% 985YBU007 0001197610 Certificate of Deposit N First Tier Security N/A N/A 2011-08-08 2011-08-08 N N N 8000000.00 8000000.00 0.0006 N 7997840.00 7997840.00 Bank of Montreal Bank of Montreal 0.200000% 06366UVB1 Certificate of Deposit N First Tier Security N/A N/A 2011-03-03 2011-03-03 N N N 129000000.00 129000000.00 0.0096 N 128998710.00 128998710.00 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 145000000.00 145000000.00 0.0108 N 145001450.00 145001450.00 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 124000000.00 124000000.00 0.0093 N 124006200.00 124006200.00 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 2000000.00 2000000.00 0.0001 N 2000100.00 2000100.00 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 64000000.00 64000000.00 0.0048 N 64039680.00 64039680.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000% 06538DDF3 Certificate of Deposit N First Tier Security N/A N/A 2011-03-31 2011-03-31 N N N 4000000.00 4000000.00 0.0003 N 4000120.00 4000120.00 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 3000000.00 3000000.00 0.0002 N 3000360.00 3000360.00 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 38000000.00 37999018.33 0.0028 N 37999240.00 37999240.00 Bank of America Corp Bank of America Corp 0.300000% 0660P1RB9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-11 2011-04-11 N N N 15000000.00 14994875.00 0.0011 N 14996550.00 14996550.00 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 80000000.00 79976666.67 0.0060 N 79985600.00 79985600.00 Citigroup Funding, Inc Citigroup Funding, Inc 0.400000% 17307SQG0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-16 2011-03-16 N Y Citigroup Inc N/A N/A N 29000000.00 28995166.67 0.0022 N 28997680.00 28997680.00 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 1000000.00 998488.89 0.0001 N 998900.00 998900.00 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 76000000.00 75951022.22 0.0057 N 75974920.00 75974920.00 General Electric Capital Corp General Electric Capital Corp 0.400000% 36959JS61 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-06 2011-05-06 N N N 138000000.00 137898799.99 0.0103 N 137947560.00 137947560.00 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 60000000.00 59925900.00 0.0045 N 59954400.00 59954400.00 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 30000000.00 29961650.00 0.0022 N 29976300.00 29976300.00 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 46000000.00 45994250.00 0.0034 N 45997700.00 45997700.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.285000% 20272EQA9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-10 2011-03-10 N N N 134000000.00 133990452.50 0.0100 N 133994640.00 133994640.00 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 7000000.00 6999037.50 0.0005 N 6999160.00 6999160.00 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 201000000.00 200957008.33 0.0150 N 200947740.00 200947740.00 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 15000000.00 14993000.00 0.0011 N 14993850.00 14993850.00 NRW.Bank NRW.Bank 0.300000% 62939MRT6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-27 2011-04-27 N N N 39000000.00 38981475.00 0.0029 N 38984010.00 38984010.00 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 0.0037 N 49987500.00 49987500.00 NRW.Bank NRW.Bank 0.290000% 62939MS24 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-02 2011-05-02 N N N 3000000.00 2998501.67 0.0002 N 2998620.00 2998620.00 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 2000000.00 1999546.67 0.0001 N 1999780.00 1999780.00 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 7000000.00 6994400.00 0.0005 N 6996290.00 6996290.00 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 98000000.00 97979801.11 0.0073 N 97982360.00 97982360.00 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 27000000.00 26962950.00 0.0020 N 26961390.00 26961390.00 Regional Transportation Auth Regional Transportation Auth 0.350000% 75914UAA8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-24 2011-05-24 N Y JPMorgan Chase Bank NA N/A N/A N 14000000.00 14000000.00 0.0010 N 14000000.00 14000000.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.335000% 83050UR59 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-05 2011-04-05 N N N 50000000.00 49983715.28 0.0037 N 49987000.00 49987000.00 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 93000000.00 93000000.00 0.0069 N 92999070.00 92999070.00 Societe Generale North America, Inc Societe Generale North America, Inc 0.200000% 83365SQ30 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-03 2011-03-03 N Y Societe Generale N/A N/A N 10000000.00 9999888.89 0.0007 N 9999900.00 9999900.00 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 12000000.00 11995216.67 0.0009 N 11996880.00 11996880.00 Svenska Handelsbanken Inc Svenska Handelsbanken Inc 0.270000% 86958GSJ5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-18 2011-05-18 N Y Svenska Handelsbanken AB N/A N/A N 56000000.00 55967240.00 0.0042 N 55967520.00 55967520.00 Svenska Handelsbanken Inc Svenska Handelsbanken Inc 0.300000% 86958GT96 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-09 2011-06-09 N Y Svenska Handelsbanken AB N/A N/A N 16000000.00 15986666.67 0.0012 N 15987360.00 15987360.00 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 159000000.00 158998719.16 0.0119 N 158998410.00 158998410.00 Westpac Banking Corp Westpac Banking Corp 0.354800% 9612C4BF7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-16 2011-09-16 N N N 290000000.00 290000000.00 0.0216 N 289968100.00 289968100.00 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 45000000.00 44924350.00 0.0034 N 44906400.00 44906400.00 Danske Corp Danske Corp 0.320000% 2363F7S58 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-05 2011-05-05 N Y Danske Bank A/S N/A N/A N 52000000.00 51969955.55 0.0039 N 51971920.00 51971920.00 Citigroup Funding, Inc Citigroup Funding, Inc 0.400000% 17307SVP4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-23 2011-08-23 N Y Citigroup Inc N/A N/A N 33000000.00 32935833.33 0.0025 N 32949840.00 32949840.00 Citigroup Funding, Inc Citigroup Funding, Inc 0.400000% 17307SV41 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-04 2011-08-04 N Y Citigroup Inc N/A N/A N 88000000.00 87847466.67 0.0066 N 87881200.00 87881200.00 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 29000000.00 28950506.67 0.0022 N 28956500.00 28956500.00 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 41000000.00 40997266.67 0.0031 N 40998647.00 40998647.00 Straight A Funding, LLC Straight A Funding, LLC 0.250000% 86257CX98 Government Agency Debt N First Tier Security N/A N/A 2011-05-05 2011-05-05 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 22000000.00 21990069.44 0.0016 N 21989220.00 21989220.00 Straight A Funding, LLC Straight A Funding, LLC 0.250000% 86257LW24 Government Agency Debt N First Tier Security N/A N/A 2011-05-11 2011-05-11 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 58720000.00 58691047.77 0.0044 N 58716476.80 58716476.80 Straight A Funding, LLC Straight A Funding, LLC 0.250000% 86257MF54 Government Agency Debt N First Tier Security N/A N/A 2011-05-09 2011-05-09 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 25000000.00 24988020.84 0.0019 N 24998750.00 24998750.00 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 54000000.00 53987250.00 0.0040 N 53989740.00 53989740.00 Straight A Funding, LLC Straight A Funding, LLC 0.250000% 86257GUC5 Government Agency Debt N First Tier Security N/A N/A 2011-04-08 2011-04-08 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 7000000.00 6998152.78 0.0005 N 6998460.00 6998460.00 Straight A Funding, LLC Straight A Funding, LLC 0.250000% 86257KUY8 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 10000000.00 9997638.89 0.0007 N 9998100.00 9998100.00 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 28000000.00 27992805.56 0.0021 N 27994120.00 27994120.00 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 42000000.00 41987166.67 0.0031 N 41989080.00 41989080.00 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 100000000.00 99975000.00 0.0075 N 99980000.00 99980000.00 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 125000000.00 125000000.00 0.0093 N 125171625.00 125171625.00 Federal Home Loan Bank Federal Home Loan Bank 0.167000% 3133XWQP7 Government Agency Debt N First Tier Security N/A N/A 2011-03-25 2011-07-25 N N N 25000000.00 24995420.78 0.0019 N 24997450.00 24997450.00 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 50000000.00 49999763.89 0.0037 N 49999900.00 49999900.00 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 43000000.00 42999444.58 0.0032 N 42999785.00 42999785.00 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 26000000.00 25999653.33 0.0019 N 25999870.00 25999870.00 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 85000000.00 84996788.89 0.0063 N 84998895.00 84998895.00 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 45000000.00 44996812.50 0.0034 N 44998875.00 44998875.00 Freddie Mac Freddie Mac 0.115000% 313384DC0 Government Agency Debt N First Tier Security N/A N/A 2011-03-16 2011-03-16 N N N 68000000.00 67996741.67 0.0051 N 67998300.00 67998300.00 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 30000000.00 29998654.16 0.0022 N 29999160.00 29999160.00 Federal Home Loan Bank Federal Home Loan Bank 0.105000% 313384DE6 Government Agency Debt N First Tier Security N/A N/A 2011-03-18 2011-03-18 N N N 16000000.00 15999206.66 0.0012 N 15999552.00 15999552.00 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 71000000.00 70994793.33 0.0053 N 70997373.00 70997373.00 Federal Home Loan Bank Federal Home Loan Bank 0.165000% 313384DM8 Government Agency Debt N First Tier Security N/A N/A 2011-03-25 2011-03-25 N N N 11000000.00 10998790.00 0.0008 N 10999560.00 10999560.00 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 7000000.00 6999393.34 0.0005 N 6999720.00 6999720.00 Federal Home Loan Bank Federal Home Loan Bank 0.165000% 313384DU0 Government Agency Debt N First Tier Security N/A N/A 2011-04-01 2011-04-01 N N N 2900000.00 2899587.96 0.0002 N 2899826.00 2899826.00 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 69000000.00 68988787.50 0.0051 N 68993928.00 68993928.00 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 313384EP0 Government Agency Debt N First Tier Security N/A N/A 2011-04-20 2011-04-20 N N N 7000000.00 6998833.33 0.0005 N 6999321.00 6999321.00 Freddie Mac Freddie Mac 0.175000% 313396CT8 Government Agency Debt N First Tier Security N/A N/A 2011-03-07 2011-03-07 N N N 1500000.00 1499956.25 0.0001 N 1499985.00 1499985.00 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 42000000.00 41994802.50 0.0031 N 41998110.00 41998110.00 Freddie Mac Freddie Mac 0.110000% 313396DY6 Government Agency Debt N First Tier Security N/A N/A 2011-04-05 2011-04-05 N N N 22000000.00 21997647.22 0.0016 N 21998504.00 21998504.00 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 82000000.00 81995262.22 0.0061 N 81998196.00 81998196.00 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 264000000.00 263957100.00 0.0197 N 263976768.00 263976768.00 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 7000000.00 6998950.00 0.0005 N 6999384.00 6999384.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.200000% 06399U000_0.2000_M110301_2M54 0000728612 Government Agency Repurchase Agreement Y Freddie Mac 2034-11-15 0.641000 Government Agency Debt 114769368.00 39025245.17 Freddie Mac 2036-09-15 0.511000 Government Agency Debt 85058510.00 41913860.06 Freddie Mac 2036-07-15 0.511000 Government Agency Debt 73636084.00 30884051.47 GNMA 2037-07-20 0.561000 Government Agency Debt 100000000.00 36796308.21 GNMA 2037-07-20 0.561000 Government Agency Debt 100000000.00 36796308.21 GNMA 2037-04-20 4.500000 Government Agency Debt 39987500.00 37976378.17 GNMA 2039-11-20 4.053000 Government Agency Debt 19975929.00 18952885.81 Freddie Mac 2035-08-15 1.265700 Government Agency Debt 75000000.00 41214324.94 Freddie Mac 2038-06-15 3.991000 Government Agency Debt 60553216.00 40890638.34 Unrated Security N/A N/A 2011-03-01 2011-03-01 N N N 315000000.00 315000000.00 0.0235 N 315000000.00 315000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.190000% 07699U005_0.1900_M110307_2M54 0000851376 Government Agency Repurchase Agreement Y Freddie Mac 2040-10-15 4.000000 Government Agency Debt 10000000.00 9451720.00 Fannie Mae 2023-04-25 4.250000 Government Agency Debt 12140122.00 6059601.90 Freddie Mac 2039-04-15 1.261000 Government Agency Debt 16220000.00 9230454.91 GNMA 2037-07-16 0.594700 Government Agency Debt 18400000.00 9136127.51 Freddie Mac 2036-08-15 4.000000 Government Agency Debt 16000000.00 9377651.58 Fannie Mae 2038-03-25 0.960000 Government Agency Debt 31000000.00 9394324.24 Freddie Mac 2040-12-15 4.000000 Government Agency Debt 10500000.00 9263446.50 Fannie Mae 2050-04-25 0.911500 Government Agency Debt 14901674.00 9216958.69 Fannie Mae 2021-01-25 2.000000 Government Agency Debt 10000000.00 9168207.96 Fannie Mae 2040-06-25 3.500000 Government Agency Debt 9861112.00 9324287.81 GNMA 2033-03-16 0.564700 Government Agency Debt 30000000.00 9281485.81 Freddie Mac 2028-04-15 3.500000 Government Agency Debt 9000000.00 9048920.78 Freddie Mac 2040-10-15 4.000000 Government Agency Debt 10000000.00 9411020.00 Fannie Mae 2036-08-25 0.661500 Government Agency Debt 14508000.00 9065146.39 Fannie Mae 2039-02-25 5.000000 Government Agency Debt 24100000.00 9078733.48 GNMA 2038-05-16 4.500000 Government Agency Debt 4335188.00 3091912.56 Unrated Security N/A N/A 2011-03-07 2011-03-07 Y BARCLAYS CAPITAL INC N/A N/A N N 132000000.00 132000000.00 0.0098 N 131997690.00 131997690.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.200000% 21599B009_0.2000_M110301_2M54 0001074042 Government Agency Repurchase Agreement Y Freddie Mac 2040-08-01 4.500000 Government Agency Debt 23095390.00 20978063.46 United States Treasury Department 2019-11-15 3.375000 Treasury Debt 67412700.00 68930791.17 Fannie Mae 2040-09-01 3.500000 Government Agency Debt 24487751.00 22227738.39 Freddie Mac 2038-01-01 6.000000 Government Agency Debt 112752007.00 69941011.26 Freddie Mac 2041-02-01 5.000000 Government Agency Debt 65347408.00 68621313.14 Fannie Mae 2040-12-01 4.500000 Government Agency Debt 67794870.00 69283135.76 Fannie Mae 2041-02-01 5.000000 Government Agency Debt 65322256.00 68666363.57 First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 375000000.00 375000000.00 0.0280 N 375000000.00 375000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.190000% 22799D001_0.1900_M110301_2M54 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2036-01-20 5.000000 Government Agency Debt 28488000.00 13617844.30 Freddie Mac 2040-08-15 4.500000 Government Agency Debt 29032969.00 29803304.45 Freddie Mac 2041-02-15 4.000000 Government Agency Debt 18743636.00 18810628.25 Freddie Mac 2040-09-15 4.000000 Government Agency Debt 28341046.00 27898021.20 Freddie Mac 2040-12-20 4.000000 Government Agency Debt 16830000.00 16857103.00 Freddie Mac 2038-06-15 5.000000 Government Agency Debt 27868000.00 14728248.54 Unrated Security N/A N/A 2011-03-01 2011-03-01 N N N 119324071.00 119324071.00 0.0089 N 119324071.00 119324071.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.200000% 46899T004_0.2000_M110301_2M54 0001168163 Government Agency Repurchase Agreement Y Fannie Mae 2025-02-25 2.000000 Government Agency Debt 59939623.00 51500000.55 Unrated Security N/A N/A 2011-03-01 2011-03-01 N N N 50000000.00 50000000.00 0.0037 N 50000000.00 50000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.180000% 992JYE002_0.1800_M110302_2M54 0000769993 Government Agency Repurchase Agreement Y GNMA 2041-02-20 4.500000 Government Agency Debt 22027010.00 21000000.66 First Tier Security N/A N/A 2011-03-02 2011-03-02 N N N 20000000.00 20000000.00 0.0015 N 19999962.00 19999962.00 Goldman Sachs & Co Goldman Sachs & Co 0.180000% 992JYE002_0.1800_M110304_2M54 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2040-04-25 3.500000 Government Agency Debt 71730498.00 56714435.72 Freddie Mac 2040-02-15 1.021000 Government Agency Debt 175000000.00 137369911.67 Freddie Mac 2025-11-15 2.750000 Government Agency Debt 50222596.00 48465653.02 First Tier Security N/A N/A 2011-03-04 2011-03-04 N N N 231000000.00 231000000.00 0.0172 N 230999561.10 230999561.10 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 45000000.00 44991475.00 0.0034 N 44993700.00 44993700.00 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 400000000.00 400000000.00 0.0298 Security is a time deposit. N 400000000.00 400000000.00 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 10000000.00 10000000.00 0.0007 Security is a time deposit. N 10000000.00 10000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.190000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-03-02 2011-03-02 N N N 7000000.00 7000000.00 0.0005 Security is a time deposit. N 7000000.00 7000000.00 Citibank, NA Citibank, NA 0.180000% 172991002_M110302 0000036684 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-03-02 2011-03-02 N N N 201000000.00 201000000.00 0.0150 Security is a time deposit. N 201000000.00 201000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.190000% 052992005_M110301 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 170000000.00 170000000.00 0.0127 Security is a time deposit. N 170000000.00 170000000.00 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 23000000.00 23000000.00 0.0017 Security is a time deposit. N 23000000.00 23000000.00 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 55000000.00 55000000.00 0.0041 N 55000000.00 55000000.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WFW8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1173457.04 1173457.04 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 893118.16 893118.16 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 258579.24 258579.24 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 196804.66 196804.66 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XHB2 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1989106.59 1989106.59 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 1513909.03 1513909.03 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 338114.52 338114.52 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 257338.97 257338.97 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 141000000.00 141000000.00 0.0105 N 141000000.00 141000000.00 Bank of America, NA Bank of America, NA 0.320000% 06050Y6U0 Other Note N First Tier Security N/A N/A 2011-04-04 2011-04-04 N N N 211000000.00 211000000.00 0.0157 N 211015614.00 211015614.00 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 103000000.00 103000000.00 0.0077 N 103000824.00 103000824.00 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 31000000.00 31000000.00 0.0023 N 31000031.00 31000031.00 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 125000000.00 125000000.00 0.0093 N 125004475.00 125004475.00 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 15000000.00 15000000.00 0.0011 N 15003495.00 15003495.00 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 35000000.00 35000000.00 0.0026 N 34996465.00 34996465.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.374400% 20271FAP1 Other Note N First Tier Security N/A N/A 2011-04-27 2012-03-26 N N N 150000000.00 150000000.00 0.0112 N 150010950.00 150010950.00 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 48010000.00 47967871.23 0.0036 N 48002606.46 48002606.46 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 129000000.00 129000000.00 0.0096 N 129000258.00 129000258.00 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 60000000.00 60000000.00 0.0045 Y 60177600.00 60177600.00 Goldman Sachs & Co Goldman Sachs & Co 0.600000% 992JYE002_0.6000_M110314_2M54 0000769993 Other Repurchase Agreement N AES CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1749992.40 ALLIANT ENERGY CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 145829.97 BANK OF AMERICA CORPORATION COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1749993.80 CONSTELLATION ENERGY GROUP ICOM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 578188.44 CROWN CASTLE INTL CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1749982.04 DANAHER CORP DEL COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1749969.46 LTC PPTYS INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 758247.42 MURPHY OIL CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1749981.93 PIEDMONT OFFICE REALTY TR INCOM CL A 2011-02-28 N/A Other Instrument common stock or ETF 0.00 77556.38 PLAINS EXPL& PRODTN CO COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1749980.20 SENIOR HSG PPTYS TR SH BEN I 2011-02-28 N/A Other Instrument common stock or ETF 0.00 128686.60 TEAM HEALTH HOLDINGS INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 273267.54 TYSON FOODS INC CL A 2011-02-28 N/A Other Instrument common stock or ETF 0.00 264010.17 COVIDIEN PLC SHS 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1749982.08 EXCEL MARITIME CARRIERS LTD COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 222251.52 UNIFIRST CORP MASS COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 547621.45 AMERICAN TOWER CORP CL A 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1749995.52 NORDIC AMERICAN TANKER SHIPPCOM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 758662.80 TYCO INTERNATIONAL LTD SHS 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1749960.36 ACE LTD SHS 2011-02-28 N/A Other Instrument common stock or ETF 0.00 252613.76 BPZ RESOURCES INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 235168.75 CONSOLIDATED GRAPHICS INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 150481.20 FRANKLIN RES INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1749909.64 KANSAS CITY SOUTHERN COM NEW 2011-02-28 N/A Other Instrument common stock or ETF 0.00 227610.72 NABORS INDUSTRIES LTD SHS 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1749995.00 STARWOOD HOTELS&RESORTS WRLDCOM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 192282.20 TEXTRON INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 74581.05 REYNOLDS AMERICAN INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 79853.00 WILLIAMS COS INC DEL COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1749996.32 SIMON PPTY GROUP INC NEW COM 2011-02-28 N/A Other Instrument common 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