0001145549-11-011720.txt : 20111229 0001145549-11-011720.hdr.sgml : 20111229 20111107142042 ACCESSION NUMBER: 0001145549-11-011720 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111031 FILED AS OF DATE: 20111107 DATE AS OF CHANGE: 20111107 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PACE SELECT ADVISORS TRUST CENTRAL INDEX KEY: 0000930007 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 0731 FILING VALUES: FORM TYPE: N-MFP SEC ACT: 1933 Act SEC FILE NUMBER: 811-08764 FILM NUMBER: 111184093 BUSINESS ADDRESS: STREET 1: C/O UBS GLOBAL ASSET MANAGEMENT (AMERICA STREET 2: 12TH FLOOR 1285 AVENUE OF THE AMERICAS CITY: NEW YORK STATE: NY ZIP: 10019 BUSINESS PHONE: 212-821-3000 MAIL ADDRESS: STREET 1: C/O UBS GLOBAL ASSET MANAGEMENT (AMERICA STREET 2: 12TH FLOOR 1285 AVENUE OF THE AMERICAS CITY: NEW YORK STATE: NY ZIP: 10019 FORMER COMPANY: FORMER CONFORMED NAME: UBS PACE SELECT ADVISORS TRUST DATE OF NAME CHANGE: 20020716 FORMER COMPANY: FORMER CONFORMED NAME: PAINEWEBBER PACE SELECT ADVISORS TRUST DATE OF NAME CHANGE: 19980212 FORMER COMPANY: FORMER CONFORMED NAME: MANAGED ACCOUNTS SERVICES PORTFOLIO TRUST DATE OF NAME CHANGE: 19941212 0000930007 S000002695 PACE Money Market Investments C000007348 Class P PCEXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2011-10-31 0000930007 S000002695 1 N N N N 033-87254 UBS GLOBAL ASSET MANAGEMENT (AMERICAS), INC. 801-34910 Ernst & Young LLP New York NY UBS GLOBAL ASSET MANAGEMENT (AMERICAS) INC. BNY Mellon Investment Servicing (US) Inc. 0000849542 84-01761 N N N Prime 36 48 438612214.22 3255224.46 4407938.66 437459500.02 0.0020 1.0001 2011-10-31 1.0001 2011-10-31 C000007348 1000.00 437459500.02 1.00 -19379774.16 45461818.60 64841592.76 0.0001 1.0001 2011-10-31 1.0001 2011-10-31 Abbey National Treasury Services PLC Abbey National Treasury Services PLC 0.704700% 00279HXL5 Certificate of Deposit N First Tier Security N/A N/A 2012-01-18 2012-04-16 Y ABBEY NATIONAL N/A N/A N N 1500000.00 1500000.00 0.0034 N 1498515.00 1498515.00 Amsterdam Funding Corp. Amsterdam Funding Corp. 0.250000% 03221KYV8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-29 2011-11-29 N N Y Credit (LOC)/Liquidity State Street Bank and Trust Comp N/A N/A 5000000.00 4999027.78 0.0114 N 4999200.00 4999200.00 Argento Variable Funding Co. LLC Argento Variable Funding Co. LLC 0.260000% 04014BYA3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-10 2011-11-10 N N N 5000000.00 4999675.00 0.0114 N 4999800.00 4999800.00 Argento Variable Funding Co. LLC Argento Variable Funding Co. LLC 0.270000% 04014BYN5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-22 2011-11-22 N N N 3000000.00 2999527.50 0.0069 N 2999640.00 2999640.00 Atlantis One Funding Corp. Atlantis One Funding Corp. 0.200000% 04915UY37 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-03 2011-11-03 N N Y Credit (LOC)/Liquidity JPMorgan Chase N/A N/A 5000000.00 4999944.44 0.0114 N 4999950.00 4999950.00 Atlantis One Funding Corp. Atlantis One Funding Corp. 0.190000% 04915UYE3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-14 2011-11-14 N N Y Credit (LOC)/Liquidity JPMorgan Chase N/A N/A 5000000.00 4999656.95 0.0114 N 4999800.00 4999800.00 AXA Financial, Inc. AXA Financial, Inc. 0.210000% 05454KYE9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-14 2011-11-14 N N N 5000000.00 4999620.83 0.0114 N 4999650.00 4999650.00 Bank of America NA Bank of America NA 0.250000% 06052WHM8 Certificate of Deposit N First Tier Security N/A N/A 2011-11-18 2011-11-18 N N N 5000000.00 5000000.00 0.0114 N 5000000.00 5000000.00 Barclays Capital, Inc. Tri Party Repo Barclays Capital Inc. 0.100000% 0673PA005_0.1000_M111101_CFC3 0001484219 Government Agency Repurchase Agreement N FMAC 2012-06-15 1.750000 Government Agency Debt 55223000.00 56100554.83 First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 55000000.00 55000000.00 0.1257 N 55000000.00 55000000.00 Barclays U.S. Funding Corp. Barclays US Funding Corp. 0.120000% 06737JY17 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 10000000.00 10000000.00 0.0229 N 9999964.00 9999964.00 Barton Capital LLC Barton Capital LLC 0.450000% 06945MY18 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-01 2011-11-01 N N Y Credit (LOC)/Liquidity State Street Bank and Trust Comp N/A N/A 5000000.00 5000000.00 0.0114 N 4999984.50 4999984.50 Bryant Park Funding LLC Bryant Park Funding LLC 0.170000% 11765KY43 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-04 2011-11-04 N N Y Credit (LOC)/Liquidity JPMorgan Chase N/A N/A 8000000.00 7999886.67 0.0183 N 7999840.00 7999840.00 Chariot Funding LLC Chariot Funding LLC 0.140000% 15963UY34 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-03 2011-11-03 N N N 4000000.00 3999968.89 0.0091 N 3999960.00 3999960.00 Chariot Funding LLC Chariot Funding LLC 0.140000% 15963UYF7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-15 2011-11-15 N N N 5000000.00 4999727.78 0.0114 N 4999750.00 4999750.00 Credit Suisse Credit Suisse 0.160000% 2254EBYA3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-10 2011-11-10 N N Y Credit (LOC)/Liquidity JPMorgan Chase (LOC) Liq: JPMor N/A N/A 4000000.00 3999840.00 0.0091 N 3999800.00 3999800.00 Credit Suisse Credit Suisse 0.190000% 2254EBYF2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-15 2011-11-15 N N Y Credit (LOC)/Liquidity JPMorgan Chase (LOC) Liq: JPMor N/A N/A 5000000.00 4999630.56 0.0114 N 4999600.00 4999600.00 Credit Suisse Credit Suisse 0.320000% 2254EBZ12 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 5000000.00 4998666.67 0.0114 N 4999000.00 4999000.00 Deutsche Bank Financial LLC Deutsche Bank Financial LLC 0.160000% 25153KY19 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 3000000.00 3000000.00 0.0069 N 3000000.00 3000000.00 Deutsche Bank Financial LLC Deutsche Bank Financial LLC 0.160000% 25153KY35 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-03 2011-11-03 N N N 5000000.00 4999955.55 0.0114 N 4999950.00 4999950.00 Deutsche Bank Tri Party Repo Deutsche Bank AG 0.100000% 25299W007_0.1000_M111101_CFC3 0001074042 Treasury Repurchase Agreement N US Treasury Strip Principal 2023-05-15 0.00 Treasury Debt 34648181.00 24990000.55 First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 24500000.00 24500000.00 0.0560 N 24500000.00 24500000.00 DnB NOR Bank ASA DnB NOR Bank ASA 0.240000% 25600TM95 Certificate of Deposit N First Tier Security N/A N/A 2011-12-28 2011-12-28 N N N 2000000.00 2000000.00 0.0046 N 2000100.00 2000100.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.230000% 313312NZ9 Government Agency Debt N First Tier Security N/A N/A 2011-11-08 2011-11-08 N N N 3000000.00 2999865.83 0.0069 N 2999988.00 2999988.00 Federal Home Loan Bank Federal Home Loan Bank 0.300000% 3133725W0 Government Agency Debt N First Tier Security N/A N/A 2011-12-15 2011-12-15 N N N 3000000.00 3000000.00 0.0069 N 3000348.00 3000348.00 Federal Home Loan Bank Federal Home Loan Bank 0.280000% 313372E91 Government Agency Debt N First Tier Security N/A N/A 2012-01-12 2012-01-12 N N N 3500000.00 3500000.00 0.0080 N 3500514.50 3500514.50 Federal Home Loan Bank Federal Home Loan Bank 0.280000% 313372LJ1 Government Agency Debt N First Tier Security N/A N/A 2011-11-07 2012-02-07 N N N 3000000.00 3000000.00 0.0069 N 3000588.00 3000588.00 Federal Home Loan Bank Federal Home Loan Bank 0.155000% 313374TB6 Government Agency Debt N First Tier Security N/A N/A 2011-11-01 2012-07-19 N N N 3000000.00 3000000.00 0.0069 N 2997927.00 2997927.00 Federal Home Loan Bank Federal Home Loan Bank 0.260000% 313375SU2 Government Agency Debt N First Tier Security N/A N/A 2011-11-01 2013-03-28 N N N 1500000.00 1500000.00 0.0034 N 1499181.00 1499181.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313375T23 Government Agency Debt N First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 10000000.00 10000000.00 0.0229 N 10000190.00 10000190.00 Federal Home Loan Bank Federal Home Loan Bank 0.230000% 313384A66 Government Agency Debt N First Tier Security N/A N/A 2012-08-03 2012-08-03 N N N 7500000.00 7486775.00 0.0171 N 7493107.50 7493107.50 Federal Home Loan Bank Federal Home Loan Bank 0.270000% 313384TE9 Government Agency Debt N First Tier Security N/A N/A 2012-02-17 2012-02-17 N N N 3000000.00 2997570.00 0.0069 N 2999730.00 2999730.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.191100% 3134G2GS5 Government Agency Debt N First Tier Security N/A N/A 2011-11-06 2013-05-06 N N N 3000000.00 2998161.63 0.0069 N 3004020.00 3004020.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.050000% 313588NT8 Government Agency Debt N First Tier Security N/A N/A 2011-11-02 2011-11-02 N N N 1900000.00 1899997.36 0.0043 N 1899998.10 1899998.10 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.080000% 313588PA7 Government Agency Debt N First Tier Security N/A N/A 2011-11-09 2011-11-09 N N N 8000000.00 7999857.78 0.0183 N 7999968.00 7999968.00 General Electric Capital Corp. General Electric Capital Corp. 0.250000% 36959HAH0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N N 5000000.00 4997326.39 0.0114 N 4998300.00 4998300.00 General Electric Capital Corp. General Electric Capital Corp. 0.080000% 36959JZD8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-13 2011-12-13 N N N 5000000.00 4999533.33 0.0114 N 4999400.00 4999400.00 Gotham Funding Corp. Gotham Funding Corp. 0.350000% 38346LAD8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-13 2012-01-13 N N Y Credit (LOC)/Liquidity SOCIETE GENERALE N/A N/A 3000000.00 2997870.83 0.0069 N 2998170.00 2998170.00 Gotham Funding Corp. Gotham Funding Corp. 0.200000% 38346MYM0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-21 2011-11-21 N N Y Credit (LOC)/Liquidity SOCIETE GENERALE N/A N/A 5000000.00 4999444.44 0.0114 N 4999450.00 4999450.00 Grampian Funding LLC Grampian Funding LLC 0.270000% 38501CY19 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 5000000.00 5000000.00 0.0114 N 5000000.00 5000000.00 HSBC Securities (USA), Inc. HSBC Securities (USA), Inc. 0.210000% 40427SZN2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-22 2011-12-22 N N Y Credit (LOC)/Liquidity State Street Bank and Trust Comp N/A N/A 3000000.00 2999107.50 0.0069 N 2998920.00 2998920.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.360000% 4497W1Y34 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-03 2011-11-03 N Y ING Bank NV N/A N/A N 3000000.00 2999940.00 0.0069 N 2999970.00 2999970.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.130000% 4497W1YE0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-14 2011-11-14 N N N 3000000.00 2999859.16 0.0069 N 2999783.10 2999783.10 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.200000% 4497W1YG5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-16 2011-11-16 N N N 6000000.00 5999500.00 0.0137 N 5999460.00 5999460.00 JPMorgan Chase Bank NA JPMorgan Chase Bank NA 0.366800% 48125LGT3 Other Note N First Tier Security N/A N/A 2011-12-09 2012-10-09 N N N 1500000.00 1500000.00 0.0034 N 1500000.00 1500000.00 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.140000% 4820P3Y49 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-04 2011-11-04 N N N 9000000.00 8999895.00 0.0206 N 8999820.00 8999820.00 Liberty Street Funding LLC Liberty Street Funding LLC 0.150000% 53127UYE4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-14 2011-11-14 N N N 3000000.00 2999837.50 0.0069 N 2999790.00 2999790.00 Liberty Street Funding LLC Liberty Street Funding LLC 0.150000% 53127UYU8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-28 2011-11-28 N N N 5000000.00 4999437.50 0.0114 N 4999250.00 4999250.00 Market Street Funding LLC Market Street Funding LLC 0.130000% 5705X5YM7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-21 2011-11-21 N N Y Credit(Cash)/Liquidity PNC Bank N.A. N/A N/A 3990000.00 3989711.84 0.0091 N 3989760.60 3989760.60 MetLife Short Term Funding LLC MetLife Short Term Funding LLC 0.240000% 59157UYM6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-21 2011-11-21 N N N 4000000.00 3999466.67 0.0091 N 3999640.00 3999640.00 MetLife Short Term Funding LLC MetLife Short Term Funding LLC 0.180000% 59157UYP9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-23 2011-11-23 N N N 3000000.00 2999670.00 0.0069 N 2999700.00 2999700.00 MetLife Short Term Funding LLC MetLife Short Term Funding LLC 0.240000% 59157UZV5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-29 2011-12-29 N N N 6000000.00 5997680.00 0.0137 N 5997780.00 5997780.00 Mitsubishi UFJ Trust and Banking Corp. Mitsubishi UFJ Trust and Banking Corp. 0.160000% 60681PW42 Certificate of Deposit N First Tier Security N/A N/A 2011-11-04 2011-11-04 N N N 5000000.00 5000000.00 0.0114 N 4999950.00 4999950.00 National Australia Bank Ltd. National Australia Bank Ltd. 0.420800% 63253TBS6 Certificate of Deposit N First Tier Security N/A N/A 2012-01-17 2012-04-16 N N N 1000000.00 1000000.00 0.0023 N 999560.00 999560.00 National Bank of Canada National Bank of Canada 0.030000% 63306UYE6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-14 2011-11-14 N N N 5000000.00 4999945.83 0.0114 N 4999650.00 4999650.00 Natixis Natixis 0.517500% 63873ECS8 Certificate of Deposit N First Tier Security N/A N/A 2011-11-07 2011-11-07 N N N 1000000.00 1000000.00 0.0023 N 999990.00 999990.00 Nordea Bank Finland PLC Nordea Bank Finland PLC 0.350000% 65557VD73 Certificate of Deposit N First Tier Security N/A N/A 2012-01-13 2012-01-13 N N N 5000000.00 5000000.00 0.0114 N 5000000.00 5000000.00 Nordea Bank Finland PLC Nordea Bank Finland PLC 0.400000% 65557VUL3 Certificate of Deposit N First Tier Security N/A N/A 2012-06-12 2012-06-12 N N N 2000000.00 2000000.00 0.0046 N 1997620.00 1997620.00 Nordea Bank Finland PLC Nordea Bank Finland PLC 0.400000% 65557VUM1 Certificate of Deposit N First Tier Security N/A N/A 2012-06-12 2012-06-12 N N N 500000.00 500000.00 0.0011 N 499405.00 499405.00 Nordea North America, Inc. Nordea North America, Inc. 0.230000% 6555P1Z75 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-07 2011-12-07 N Y Nordea Bank AB N/A N/A N 2000000.00 1999540.00 0.0046 N 1999540.00 1999540.00 Old Line Funding LLC Old Line Funding LLC 0.210000% 67983UYE7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-14 2011-11-14 N N Y Credit (LOC)/Liquidity Royal Bank of Canada N/A N/A 5000000.00 4999620.83 0.0114 N 4999800.00 4999800.00 Rabobank Nederland NV Rabobank Nederland NV 0.360000% 74977MA21 Certificate of Deposit N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N N 1000000.00 1000017.97 0.0023 N 999980.00 999980.00 Regency Markets No. 1 LLC Regency Markets No. 1 LLC 0.250000% 7588R1YM1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-21 2011-11-21 N N N 5000000.00 4999305.56 0.0114 N 4999450.00 4999450.00 Royal Bank of Canada Royal Bank of Canada 0.265000% 78009J4M4 Certificate of Deposit N First Tier Security N/A N/A 2011-11-01 2012-04-05 N N N 1500000.00 1500000.00 0.0034 N 1499670.00 1499670.00 Royal Bank of Canada Royal Bank of Canada 0.260000% 78009J6U4 Certificate of Deposit N First Tier Security N/A N/A 2012-01-11 2012-01-11 N N N 3000000.00 3000000.00 0.0069 N 3000360.00 3000360.00 Royal Bank of Canada Royal Bank of Canada 0.250000% 78009JX26 Certificate of Deposit N First Tier Security N/A N/A 2011-11-01 2011-11-10 N N N 1500000.00 1500000.00 0.0034 N 1500000.00 1500000.00 Salisbury Receivables Co. LLC Salisbury Receivables Co. LLC 0.190000% 79540BY34 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-03 2011-11-03 N N Y Credit (LOC)/Liquidity JPMorgan Chase N/A N/A 3000000.00 2999968.33 0.0069 N 2999970.00 2999970.00 Salisbury Receivables Co. LLC Salisbury Receivables Co. LLC 0.210000% 79540BYM2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-21 2011-11-21 N N Y Credit (LOC)/Liquidity JPMorgan Chase N/A N/A 7000000.00 6999183.34 0.0160 N 6999230.00 6999230.00 Sheffield Receivables Corp. Sheffield Receivables Corp. 0.200000% 82124MYG9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-16 2011-11-16 N Y Axa Sa N/A N/A N 3000000.00 2999750.00 0.0069 N 2999790.00 2999790.00 Sheffield Receivables Corp. Sheffield Receivables Corp. 0.210000% 82124MYU8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-28 2011-11-28 N Y Axa Sa N/A N/A N 5000000.00 4999212.50 0.0114 N 4999300.00 4999300.00 Societe Generale North America, Inc. Societe Generale North America, Inc. 0.400000% 83365SY49 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-04 2011-11-04 N N N 8000000.00 7999733.33 0.0183 N 7999840.00 7999840.00 State Street Bank and Trust Co. State Street Bank and Trust Co. 0.010000% 85799F003_0.0100_M111101_CFC3 0000093748 Government Agency Repurchase Agreement N FMAC 2014-09-12 0.900000 Government Agency Debt 434065.77 434940.41 First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 426000.00 426000.00 0.0010 N 426000.00 426000.00 State Street Corp. State Street Corp. 0.200000% 85747JAB3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-11 2012-01-11 N N N 5000000.00 4998027.78 0.0114 N 4996850.00 4996850.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 0.270000% 86562EMA3 Certificate of Deposit N First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 5000000.00 5000000.00 0.0114 N 5000000.00 5000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 0.150000% 86562EVX3 Certificate of Deposit N First Tier Security N/A N/A 2011-11-02 2011-11-02 N N Y Credit (LOC)/Liquidity CITIBANK N/A N/A 5000000.00 5000000.00 0.0114 N 4999950.00 4999950.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.150000% 86959BE68 Certificate of Deposit N First Tier Security N/A N/A 2011-11-17 2011-11-17 N Y Axa Sa N/A N/A N 5000000.00 5000000.00 0.0114 N 4999850.00 4999850.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.375600% 86959JBV9 Other Note N First Tier Security N/A N/A 2011-12-08 2012-09-07 N N N 2500000.00 2500000.00 0.0057 N 2499135.00 2499135.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc. 0.250000% 86958GZE8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-14 2011-12-14 N Y Svenska Hndlsbkn N/A N/A N 5000000.00 4998506.94 0.0114 N 4998550.00 4998550.00 Thames Asset Global Securitization No. 1, Inc. Thames Asset Global Securitization No 1, Inc. 0.250000% 88324MYM1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-21 2011-11-21 N N N 5000000.00 4999305.56 0.0114 N 4999450.00 4999450.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp. 0.130000% 89233HZ64 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N Y Liquidity BANK OF MONTREAL N/A N/A 5000000.00 4999368.05 0.0114 N 4999250.00 4999250.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp. 0.250000% 89233HZV9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-29 2011-12-29 N N N 5000000.00 4997986.11 0.0114 N 4998700.00 4998700.00 U.S. Treasury Bill U.S. Treasury Bill 0.250000% 9127953G4 Treasury Debt N First Tier Security N/A N/A 2012-03-08 2012-03-08 N Y US TREASURY N/A N/A N 2000000.00 1998222.22 0.0046 N 1999822.00 1999822.00 U.S. Treasury Note U.S. Treasure Note 1.375000% 912828KG4 Treasury Debt N First Tier Security N/A N/A 2012-03-15 2012-03-15 N Y US TREASURY N/A N/A N 4000000.00 4019396.55 0.0092 N 4019376.00 4019376.00 U.S. Treasury Note U.S. Treasury Note 1.875000% 912828KX7 Treasury Debt N First Tier Security N/A N/A 2012-06-15 2012-06-15 N Y US TREASURY N/A N/A N 3000000.00 3030824.04 0.0069 N 3032814.00 3032814.00 U.S. Treasury Note U.S. Treasury Note 1.000000% 912828ML1 Treasury Debt N First Tier Security N/A N/A 2011-12-31 2011-12-31 N Y US TREASURY N/A N/A N 2000000.00 2002502.91 0.0046 N 2003124.00 2003124.00 U.S. Treasury Note U.S. Treasury Note 0.875000% 912828MQ0 Treasury Debt N First Tier Security N/A N/A 2012-02-29 2012-02-29 N Y US TREASURY N/A N/A N 3000000.00 3005050.23 0.0069 N 3007980.00 3007980.00 U.S. Treasury Note U.S. Treasury Note 1.000000% 912828NB2 Treasury Debt N First Tier Security N/A N/A 2012-04-30 2012-04-30 N Y US TREASURY N/A N/A N 3000000.00 3009318.27 0.0069 N 3013590.00 3013590.00 U.S. Treasury Note U.S. Treasury Note 0.750000% 912828NE6 Treasury Debt N First Tier Security N/A N/A 2012-05-31 2012-05-31 N Y US TREASURY N/A N/A N 9000000.00 9027423.44 0.0206 N 9034110.00 9034110.00 Westpac Banking Corp. Westpac Banking Corp. 0.260000% 96121H6Q2 Certificate of Deposit N First Tier Security N/A N/A 2011-11-01 2011-11-10 N N N 1750000.00 1750000.00 0.0040 N 1749930.00 1749930.00 Westpac Securities NZ Ltd. Westpac Securities NZ Ltd. 0.409400% 96122NAC4 Other Note N First Tier Security N/A N/A 2011-11-04 2012-05-04 N Y WESTPAC BK CORP N/A N/A N 1500000.00 1500000.00 0.0034 N 1499217.00 1499217.00 Windmill Funding I Corp. Windmill Funding I Corp. 0.250000% 97342KYW2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-30 2011-11-30 N N Y Credit (LOC)/Liquidity JPMorgan Chase (LOC) Liq: JPMor N/A N/A 5000000.00 4998993.05 0.0114 N 4999250.00 4999250.00 Windmill Funding I Corp. Windmill Funding I Corp. 0.250000% 97342KZ19 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N Y Credit (LOC)/Liquidity JPMorgan Chase (LOC) Liq: JPMor N/A N/A 3000000.00 2999375.00 0.0069 N 2999520.00 2999520.00