-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, ASOOzIXQRpEsiIIZHPsui7kMWT+9Y9koa7N0L4k1GmSn1JgdV4/UvUoMEQiKcesE YG5SG43BpEGJUBg3ws+Xyw== 0001113672-10-000600.txt : 20110131 0001113672-10-000600.hdr.sgml : 20110131 20101207132258 ACCESSION NUMBER: 0001113672-10-000600 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20101130 FILED AS OF DATE: 20101207 FILER: COMPANY DATA: COMPANY CONFORMED NAME: COLLEGE RETIREMENT EQUITIES FUND CENTRAL INDEX KEY: 0000777535 IRS NUMBER: 136022042 STATE OF INCORPORATION: NY FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-MFP SEC ACT: 1933 Act SEC FILE NUMBER: 811-04415 FILM NUMBER: 101236472 BUSINESS ADDRESS: STREET 1: 730 THIRD AVE CITY: NEW YORK STATE: NY ZIP: 10017 BUSINESS PHONE: 2129164905 MAIL ADDRESS: STREET 1: 730 THIRD AVE CITY: NEW YORK STATE: NY ZIP: 10017

0000777535 S000005087 Money Market Account

C000013874 Retirement Annuity

N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2010-11-30 0000777535 S000005087 1 N N N N 033-00480 TIAA-CREF Investment Management, LLC 801-38029 PricewaterhouseCoopers LLP Boston MA N N Y Prime 53 69 12124851480.43 2707577.69 4387939.00 12123171119.12 0.0023 25.5333 2010-11-30 25.5339 2010-11-30 C000013874 1.00 12123171119.12 25.53 -145130347.00 255600017.00 400730364.00 0.0000 25.5333 2010-11-30 25.5339 2010-11-30 Credit Suisse First Boston Credit Suisse First Boston 0.240000% 22799D001_0.2400 0001289041 Treasury Repurchase Agreement N US Treasury Note 2013-10-31 2.750000 Treasury Debt 141551000.00 150111852.41 US Treasury Note 2019-08-15 3.625000 Treasury Debt 2645000.00 2893365.72 Unrated Security N/A N/A 2010-12-01 2010-12-01 N N N 150000000.00 150000000.00 0.0124 N 150000000.00 150000000.00 American Honda Finance Corp. American Honda Finance Corp. 0.230000% 02665KMH7 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-17 2010-12-17 N N N 26100000.00 26097332.00 0.0022 N 26096831.46 26096831.46 American Honda Finance Corp. American Honda Finance Corp. 0.250000% 02665KMM6 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-21 2010-12-21 N N N 15285000.00 15282877.08 0.0013 N 15282592.61 15282592.61 American Honda Finance Corp. American Honda Finance Corp. 0.240000% 02665KM79 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-07 2010-12-07 N N N 23000000.00 22999080.00 0.0019 N 22998882.20 22998882.20 American Honda Finance Corp. American Honda Finance Corp. 0.245000% 02665KM79 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-07 2010-12-07 N N N 7500000.00 7499693.75 0.0006 N 7499635.50 7499635.50 American Honda Finance Corp. American Honda Finance Corp. 0.260000% 02665KNU7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-28 2011-01-28 N N N 4550000.00 4548094.06 0.0004 N 4547762.77 4547762.77 American Honda Finance Corp. American Honda Finance Corp. 0.220000% 02665KN60 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-06 2011-01-06 N N N 7000000.00 6998460.00 0.0006 N 6997921.00 6997921.00 American Honda Finance Corp. American Honda Finance Corp. 0.250000% 02665KQ26 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-02 2011-03-02 N N N 12000000.00 11992416.66 0.0010 N 11989788.00 11989788.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 0.260000% 05253CNA0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-10 2011-01-10 N N N 59300000.00 59282868.88 0.0049 N 59287707.11 59287707.11 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 0.255000% 05253CP83 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-02-08 2011-02-08 N N N 34500000.00 34483138.13 0.0028 N 34485913.65 34485913.65 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 0.310000% 05253CQG4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-16 2011-03-16 N N N 25000000.00 24977395.83 0.0021 N 24983732.50 24983732.50 BNP Paribas BNP Paribas 0.290000% 0556M5RJ6 Certificate of Deposit N First Tier Security N/A N/A 2010-12-17 2010-12-17 N N N 30000000.00 30000000.00 0.0025 N 30000138.00 30000138.00 BNP Paribas BNP Paribas 0.300000% 0556M5TW5 Certificate of Deposit N First Tier Security N/A N/A 2011-01-10 2011-01-10 N N N 25000000.00 25000691.32 0.0021 N 24999995.00 24999995.00 BNP Paribas BNP Paribas 0.310000% 0556M5VK8 Certificate of Deposit N First Tier Security N/A N/A 2011-02-11 2011-02-11 N N N 29000000.00 29000579.45 0.0024 N 28998816.80 28998816.80 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc. 0.240000% 0556N1MA8 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-10 2010-12-10 N N N 35000000.00 34997900.00 0.0029 N 34997861.50 34997861.50 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc. 0.315000% 0556N1M26 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-02 2010-12-02 N N N 20000000.00 19999825.00 0.0016 N 19999756.00 19999756.00 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc. 0.250000% 0556N1N33 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-03 2011-01-03 N N N 25000000.00 24994270.83 0.0021 N 24993980.00 24993980.00 Bank of Montreal Bank of Montreal 0.230000% 06366F7C9 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-13 2010-12-13 N N N 49515000.00 49515000.00 0.0041 N 49514460.29 49514460.29 Bank of Montreal Bank of Montreal 0.240000% 06366UFF0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-27 2011-01-27 N N N 50000000.00 50000000.00 0.0041 N 49995165.00 49995165.00 Bank of Montreal Bank of Montreal 0.230000% 06366UGA0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-06 2011-01-06 N N N 50000000.00 50000000.00 0.0041 N 49996400.00 49996400.00 Bank of Nova Scotia Bank of Nova Scotia 0.250000% 06416KML1 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-20 2010-12-20 N N N 20000000.00 19997361.11 0.0016 N 19998222.00 19998222.00 Bank of Nova Scotia Bank of Nova Scotia 0.240000% 06416KMM9 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-21 2010-12-21 N N N 5110000.00 5109318.67 0.0004 N 5109523.24 5109523.24 Bank of Nova Scotia Bank of Nova Scotia 0.250000% 06416KN63 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-06 2011-01-06 N N N 16000000.00 15996000.00 0.0013 N 15997139.20 15997139.20 Bank of Nova Scotia Bank of Nova Scotia 0.250000% 06416KN71 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-07 2011-01-07 N N N 20000000.00 19994861.11 0.0016 N 19996284.00 19996284.00 Bank of Nova Scotia Bank of Nova Scotia 0.250000% 06417DMB8 Certificate of Deposit N Unrated Security N/A N/A 2010-12-01 2010-12-01 N N N 25000000.00 25000000.00 0.0021 N 25000015.00 25000015.00 Bank of Nova Scotia Bank of Nova Scotia 0.260000% 06417DPA7 Certificate of Deposit N First Tier Security N/A N/A 2010-12-29 2010-12-29 N N N 25000000.00 25000000.00 0.0021 N 25000602.50 25000602.50 Bank of Nova Scotia Bank of Nova Scotia 0.250000% 06417DRC1 Certificate of Deposit N First Tier Security N/A N/A 2011-02-02 2011-02-02 N N N 40000000.00 40000000.00 0.0033 N 39997864.00 39997864.00 Bank of Nova Scotia Bank of Nova Scotia 0.240000% 06417DRL1 Certificate of Deposit N First Tier Security N/A N/A 2011-01-25 2011-01-25 N N N 45000000.00 45000000.00 0.0037 N 44999298.00 44999298.00 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp. 0.580000% 06737JST3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-27 2011-05-27 N N N 15000000.00 14957225.00 0.0012 N 14969814.00 14969814.00 Barclays Bank PLC Barclays Bank PLC 0.509100% 06738U7D5 Certificate of Deposit N First Tier Security N/A N/A 2011-01-11 2011-01-11 N N N 45000000.00 45000000.00 0.0037 N 44993115.00 44993115.00 Barclays Bank PLC Barclays Bank PLC 0.470000% 06740MPH0 Certificate of Deposit N First Tier Security N/A N/A 2011-04-21 2011-04-21 N N N 25000000.00 25000000.00 0.0021 N 25005870.00 25005870.00 Barclays Bank PLC Barclays Bank PLC 0.403400% 06740MSK0 Certificate of Deposit N First Tier Security N/A N/A 2011-06-20 2011-06-20 N N N 25000000.00 25000000.00 0.0021 N 24995825.00 24995825.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.470000% 13606XC55 Certificate of Deposit N First Tier Security N/A N/A 2010-12-01 2011-04-28 N N N 25000000.00 25000000.00 0.0021 N 24994975.00 24994975.00 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.240000% 19121BMX4 Other Commercial Paper N First Tier Security N/A N/A 2010-12-31 2010-12-31 N N N 19000000.00 18996200.00 0.0016 N 18996859.30 18996859.30 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.210000% 19121BM14 Other Commercial Paper N First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 8000000.00 8000000.00 0.0007 N 7999957.60 7999957.60 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.220000% 19121BNB1 Other Commercial Paper N First Tier Security N/A N/A 2011-01-11 2011-01-11 N N N 25000000.00 24993736.11 0.0021 N 24993757.50 24993757.50 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.230000% 19121BNK1 Other Commercial Paper N First Tier Security N/A N/A 2011-01-19 2011-01-19 N N N 10827000.00 10823610.55 0.0009 N 10823586.25 10823586.25 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.220000% 19121BNU9 Other Commercial Paper N First Tier Security N/A N/A 2011-01-28 2011-01-28 N N N 15925000.00 15919355.47 0.0013 N 15918762.18 15918762.18 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.245000% 19121BN47 Other Commercial Paper N First Tier Security N/A N/A 2011-01-04 2011-01-04 N N N 25720000.00 25714048.68 0.0021 N 25715000.03 25715000.03 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.240000% 20272EMD7 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-13 2010-12-13 N N N 30000000.00 29997600.00 0.0025 N 29997618.00 29997618.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.250000% 20272ENR5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-25 2011-01-25 N N N 1380000.00 1379472.92 0.0001 N 1379420.40 1379420.40 Credit Agricole North America, Inc. Credit Agricole North America, Inc. 0.260000% 22532CMH4 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-17 2010-12-17 N N N 15000000.00 14998266.67 0.0012 N 14998392.00 14998392.00 Credit Agricole North America, Inc. Credit Agricole North America, Inc. 0.300000% 22532CMM3 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-21 2010-12-21 N N N 25000000.00 24995833.33 0.0021 N 24996500.00 24996500.00 Credit Agricole North America, Inc. Credit Agricole North America, Inc. 0.250000% 22532CM84 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-08 2010-12-08 N N N 30000000.00 29998541.67 0.0025 N 29998533.00 29998533.00 Credit Agricole Corporate & Investment Bank Credit Agricole Corporate and Investment Bank 0.260000% 22532YWV4 Certificate of Deposit N First Tier Security N/A N/A 2011-01-19 2011-01-19 N N N 25000000.00 25000000.00 0.0021 N 24998957.50 24998957.50 Deutsche Bank AG Deutsche Bank AG 0.250000% 25154TVW4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-25 2011-01-25 N N N 50000000.00 50000000.00 0.0041 N 49997665.00 49997665.00 Fairway Finance Corp. Fairway Finance Corp. 0.270000% 30601WM30 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-03 2010-12-03 N Y Bank of Montreal N/A N/A Y Special Purpose Entity FERRARM N/A N/A 25020000.00 25019624.70 0.0021 N 25019437.05 25019437.05 Fairway Finance Corp. Fairway Finance Corp. 0.255000% 30601WM71 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-07 2010-12-07 N Y Bank of Montreal N/A N/A Y Special Purpose Entity FERRARM N/A N/A 27023000.00 27021851.52 0.0022 N 27021581.29 27021581.29 Fairway Finance Corp. Fairway Finance Corp. 0.300000% 30601WP29 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-02 2011-02-02 N Y Bank of Montreal N/A N/A Y Special Purpose Entity FERRARM N/A N/A 6021000.00 6017838.97 0.0005 N 6017970.83 6017970.83 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.190000% 3128X9MQ0 Government Agency Debt N First Tier Security N/A N/A 2010-12-01 2011-11-09 N N N 151500000.00 151394299.70 0.0125 N 151337137.50 151337137.50 Federal Home Loan Bank Federal Home Loan Bank 0.153000% 3133XWKY4 Government Agency Debt N First Tier Security N/A N/A 2010-12-11 2011-07-11 N N N 120000000.00 119985050.61 0.0099 N 119947200.00 119947200.00 Federal Home Loan Bank Federal Home Loan Bank Series 1 0.250000% 3133XYF34 Government Agency Debt N First Tier Security N/A N/A 2010-12-01 2011-05-06 N N N 25000000.00 24996730.45 0.0021 N 24998475.00 24998475.00 Federal Home Loan Bank Federal Home Loan Bank Series 1 0.380000% 3133XYRG2 Government Agency Debt N First Tier Security N/A N/A 2010-12-01 2011-06-01 N N N 90000000.00 90009049.73 0.0074 N 90048870.00 90048870.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.300000% 31331GYQ6 Government Agency Debt N First Tier Security N/A N/A 2010-12-01 2011-06-17 N N N 20000000.00 20003309.30 0.0017 N 20002840.00 20002840.00 Federal Farm Credit Bank Federal Farm Credit Bank Series 1 0.163400% 31331JSC8 Government Agency Debt N First Tier Security N/A N/A 2010-12-15 2011-07-15 N N N 45000000.00 44998419.17 0.0037 N 44984070.00 44984070.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.153400% 31331JSE4 Government Agency Debt N First Tier Security N/A N/A 2010-12-16 2011-05-16 N N N 40000000.00 39997264.24 0.0033 N 39988840.00 39988840.00 Federal Home Loan Bank Federal Home Loan Bank Series 3 0.285000% 313370Q35 Government Agency Debt N First Tier Security N/A N/A 2010-12-01 2011-08-12 N N N 100000000.00 100000000.00 0.0082 N 99998000.00 99998000.00 Federal Home Loan Bank Federal Home Loan Bank 0.170000% 313384AD1 Government Agency Debt N First Tier Security N/A N/A 2011-01-04 2011-01-04 N N N 36000000.00 35994219.84 0.0030 N 35995248.00 35995248.00 Federal Home Loan Bank Federal Home Loan Bank 0.165000% 313384AE9 Government Agency Debt N First Tier Security N/A N/A 2011-01-05 2011-01-05 N N N 17375000.00 17372212.76 0.0014 N 17372637.00 17372637.00 Federal Home Loan Bank Federal Home Loan Bank 0.165000% 313384AF6 Government Agency Debt N First Tier Security N/A N/A 2011-01-06 2011-01-06 N N N 30000000.00 29995050.00 0.0025 N 29995800.00 29995800.00 Federal Home Loan Bank Federal Home Loan Bank 0.160000% 313384AG4 Government Agency Debt N First Tier Security N/A N/A 2011-01-07 2011-01-07 N N N 30000000.00 29995066.67 0.0025 N 29995680.00 29995680.00 Federal Home Loan Bank Federal Home Loan Bank 0.160000% 313384AM1 Government Agency Debt N First Tier Security N/A N/A 2011-01-12 2011-01-12 N N N 5500000.00 5498973.33 0.0005 N 5499103.50 5499103.50 Federal Home Loan Bank Federal Home Loan Bank 0.170000% 313384AM1 Government Agency Debt N First Tier Security N/A N/A 2011-01-12 2011-01-12 N N N 3450000.00 3449315.75 0.0003 N 3449437.65 3449437.65 Federal Home Loan Bank Federal Home Loan Bank 0.160000% 313384AP4 Government Agency Debt N First Tier Security N/A N/A 2011-01-14 2011-01-14 N N N 5261000.00 5259971.18 0.0004 N 5260100.37 5260100.37 Federal Home Loan Bank Federal Home Loan Bank 0.175000% 313384AU3 Government Agency Debt N First Tier Security N/A N/A 2011-01-19 2011-01-19 N N N 38000000.00 37990948.60 0.0031 N 37992742.00 37992742.00 Federal Home Loan Bank Federal Home Loan Bank 0.180000% 313384AW9 Government Agency Debt N First Tier Security N/A N/A 2011-01-21 2011-01-21 N N N 15000000.00 14996175.00 0.0012 N 14997030.00 14997030.00 Federal Home Loan Bank Federal Home Loan Bank 0.175000% 313384AW9 Government Agency Debt N First Tier Security N/A N/A 2011-01-21 2011-01-21 N N N 62200000.00 62184579.58 0.0051 N 62187684.40 62187684.40 Federal Home Loan Bank Federal Home Loan Bank 0.165000% 313384AZ2 Government Agency Debt N First Tier Security N/A N/A 2011-01-24 2011-01-24 N N N 1980000.00 1979509.95 0.0002 N 1979584.20 1979584.20 Federal Home Loan Bank Federal Home Loan Bank 0.175000% 313384BB4 Government Agency Debt N First Tier Security N/A N/A 2011-01-26 2011-01-26 N N N 42855000.00 42843333.92 0.0035 N 42845657.61 42845657.61 Federal Home Loan Bank Federal Home Loan Bank 0.170000% 313384BB4 Government Agency Debt N First Tier Security N/A N/A 2011-01-26 2011-01-26 N N N 9230000.00 9227559.18 0.0008 N 9227987.86 9227987.86 Federal Home Loan Bank Federal Home Loan Bank 0.190000% 313384BD0 Government Agency Debt N First Tier Security N/A N/A 2011-01-28 2011-01-28 N N N 20000000.00 19993877.78 0.0016 N 19995480.00 19995480.00 Federal Home Loan Bank Federal Home Loan Bank 0.165000% 313384BD0 Government Agency Debt N First Tier Security N/A N/A 2011-01-28 2011-01-28 N N N 16206000.00 16201691.90 0.0013 N 16202337.44 16202337.44 Federal Home Loan Bank Federal Home Loan Bank 0.160000% 313384BD0 Government Agency Debt N First Tier Security N/A N/A 2011-01-28 2011-01-28 N N N 25000000.00 24993555.56 0.0021 N 24994350.00 24994350.00 Federal Home Loan Bank Federal Home Loan Bank 0.180000% 313384BD0 Government Agency Debt N First Tier Security N/A N/A 2011-01-28 2011-01-28 N N N 8460000.00 8457546.60 0.0007 N 8458088.04 8458088.04 Federal Home Loan Bank Federal Home Loan Bank 0.175000% 313384BD0 Government Agency Debt N First Tier Security N/A N/A 2011-01-28 2011-01-28 N N N 16361000.00 16356387.10 0.0013 N 16357302.41 16357302.41 Federal Home Loan Bank Federal Home Loan Bank 0.175000% 313384BJ7 Government Agency Debt N First Tier Security N/A N/A 2011-02-02 2011-02-02 N N N 25000000.00 24992343.75 0.0021 N 24993425.00 24993425.00 Federal Home Loan Bank Federal Home Loan Bank 0.150000% 313384BJ7 Government Agency Debt N First Tier Security N/A N/A 2011-02-02 2011-02-02 N N N 28940000.00 28932403.25 0.0024 N 28932388.78 28932388.78 Federal Home Loan Bank Federal Home Loan Bank 0.160000% 313384BL2 Government Agency Debt N First Tier Security N/A N/A 2011-02-04 2011-02-04 N N N 20000000.00 19994222.22 0.0016 N 19994580.00 19994580.00 Federal Home Loan Bank Federal Home Loan Bank 0.160000% 313384BR9 Government Agency Debt N First Tier Security N/A N/A 2011-02-09 2011-02-09 N N N 35000000.00 34989111.11 0.0029 N 34989780.00 34989780.00 Federal Home Loan Bank Federal Home Loan Bank 0.160000% 313384BT5 Government Agency Debt N First Tier Security N/A N/A 2011-02-11 2011-02-11 N N N 14720000.00 14715289.60 0.0012 N 14715584.00 14715584.00 Federal Home Loan Bank Federal Home Loan Bank 0.170000% 313384CA5 Government Agency Debt N First Tier Security N/A N/A 2011-02-18 2011-02-18 N N N 58425000.00 58403204.22 0.0048 N 58405778.18 58405778.18 Federal Home Loan Bank Federal Home Loan Bank 0.185000% 313384CA5 Government Agency Debt N First Tier Security N/A N/A 2011-02-18 2011-02-18 N N N 25000000.00 24989850.69 0.0021 N 24991775.00 24991775.00 Federal Home Loan Bank Federal Home Loan Bank 0.185000% 313384CH0 Government Agency Debt N First Tier Security N/A N/A 2011-02-25 2011-02-25 N N N 20000000.00 19991161.11 0.0016 N 19992840.00 19992840.00 Federal Home Loan Bank Federal Home Loan Bank 0.180000% 313385R73 Government Agency Debt N First Tier Security N/A N/A 2010-12-03 2010-12-03 N N N 25000000.00 24999750.00 0.0021 N 24999850.00 24999850.00 Federal Home Loan Bank Federal Home Loan Bank 0.155000% 313385S64 Government Agency Debt N First Tier Security N/A N/A 2010-12-10 2010-12-10 N N N 21235000.00 21234177.14 0.0018 N 21234426.66 21234426.66 Federal Home Loan Bank Federal Home Loan Bank 0.180000% 313385T30 Government Agency Debt N First Tier Security N/A N/A 2010-12-15 2010-12-15 N N N 27900000.00 27898047.00 0.0023 N 27898800.30 27898800.30 Federal Home Loan Bank Federal Home Loan Bank 0.170000% 313385T30 Government Agency Debt N First Tier Security N/A N/A 2010-12-15 2010-12-15 N N N 40000000.00 39997355.56 0.0033 N 39998280.00 39998280.00 Federal Home Loan Bank Federal Home Loan Bank 0.180000% 313385T55 Government Agency Debt N First Tier Security N/A N/A 2010-12-17 2010-12-17 N N N 22160000.00 22158227.20 0.0018 N 22158914.16 22158914.16 Federal Home Loan Bank Federal Home Loan Bank 0.300000% 313385T89 Government Agency Debt N First Tier Security N/A N/A 2010-12-20 2010-12-20 N N N 3510000.00 3509444.25 0.0003 N 3509796.42 3509796.42 Federal Home Loan Bank Federal Home Loan Bank 0.190000% 313385U79 Government Agency Debt N First Tier Security N/A N/A 2010-12-27 2010-12-27 N N N 25000000.00 24996569.44 0.0021 N 24998025.00 24998025.00 Federal Home Loan Bank Federal Home Loan Bank 0.175000% 313385U79 Government Agency Debt N First Tier Security N/A N/A 2010-12-27 2010-12-27 N N N 150000000.00 149981041.68 0.0124 N 149988150.00 149988150.00 Federal Home Loan Bank Federal Home Loan Bank 0.170000% 313385V37 Government Agency Debt N First Tier Security N/A N/A 2010-12-31 2010-12-31 N N N 23310000.00 23306697.75 0.0019 N 23307855.48 23307855.48 Federal Home Loan Bank Federal Home Loan Bank 0.175000% 313385V37 Government Agency Debt N First Tier Security N/A N/A 2010-12-31 2010-12-31 N N N 5860000.00 5859145.42 0.0005 N 5859460.88 5859460.88 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.175000% 313396AC7 Government Agency Debt N Unrated Security N/A N/A 2011-01-03 2011-01-03 N N N 20000000.00 19996791.67 0.0016 N 19997440.00 19997440.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.180000% 313396AE3 Government Agency Debt N First Tier Security N/A N/A 2011-01-05 2011-01-05 N N N 10000000.00 9998250.00 0.0008 N 9998640.00 9998640.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.180000% 313396AK9 Government Agency Debt N First Tier Security N/A N/A 2011-01-10 2011-01-10 N N N 30120000.00 30113976.00 0.0025 N 30115301.28 30115301.28 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.170000% 313396AK9 Government Agency Debt N First Tier Security N/A N/A 2011-01-10 2011-01-10 N N N 15285000.00 15282112.83 0.0013 N 15282615.54 15282615.54 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.330000% 313396AL7 Government Agency Debt N First Tier Security N/A N/A 2011-01-11 2011-01-11 N N N 10000000.00 9996241.67 0.0008 N 9998410.00 9998410.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.160000% 313396AL7 Government Agency Debt N First Tier Security N/A N/A 2011-01-11 2011-01-11 N N N 7050000.00 7048715.33 0.0006 N 7048879.05 7048879.05 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.180000% 313396AT0 Government Agency Debt N First Tier Security N/A N/A 2011-01-18 2011-01-18 N N N 61480000.00 61465244.80 0.0051 N 61468503.24 61468503.24 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.200000% 313396AU7 Government Agency Debt N First Tier Security N/A N/A 2011-01-19 2011-01-19 N N N 39650000.00 39639206.38 0.0033 N 39642426.85 39642426.85 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.200000% 313396AZ6 Government Agency Debt N First Tier Security N/A N/A 2011-01-24 2011-01-24 N N N 55876000.00 55859237.20 0.0046 N 55864266.04 55864266.04 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.195000% 313396AZ6 Government Agency Debt N First Tier Security N/A N/A 2011-01-24 2011-01-24 N N N 8000000.00 7997660.00 0.0007 N 7998320.00 7998320.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.175000% 313396AZ6 Government Agency Debt N First Tier Security N/A N/A 2011-01-24 2011-01-24 N N N 40000000.00 39989500.00 0.0033 N 39991600.00 39991600.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.160000% 313396AZ6 Government Agency Debt N First Tier Security N/A N/A 2011-01-24 2011-01-24 N N N 18462000.00 18457569.12 0.0015 N 18458122.98 18458122.98 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.210000% 313396BA0 Government Agency Debt N First Tier Security N/A N/A 2011-01-25 2011-01-25 N N N 2184000.00 2183299.30 0.0002 N 2183532.62 2183532.62 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.170000% 313396BG7 Government Agency Debt N First Tier Security N/A N/A 2011-01-31 2011-01-31 N N N 50000000.00 49985597.22 0.0041 N 49988150.00 49988150.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.160000% 313396BG7 Government Agency Debt N First Tier Security N/A N/A 2011-01-31 2011-01-31 N N N 22260000.00 22253965.07 0.0018 N 22254724.38 22254724.38 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.200000% 313396BP7 Government Agency Debt N First Tier Security N/A N/A 2011-02-07 2011-02-07 N N N 30015000.00 30003661.00 0.0025 N 30006505.76 30006505.76 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.180000% 313396BQ5 Government Agency Debt N First Tier Security N/A N/A 2011-02-08 2011-02-08 N N N 17000000.00 16994135.00 0.0014 N 16995121.00 16995121.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.290000% 313396CE1 Government Agency Debt N First Tier Security N/A N/A 2011-02-22 2011-02-22 N N N 2250000.00 2248495.62 0.0002 N 2249221.50 2249221.50 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.210000% 313396CE1 Government Agency Debt N First Tier Security N/A N/A 2011-02-22 2011-02-22 N N N 3000000.00 2998547.50 0.0002 N 2998962.00 2998962.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.180000% 313396CM3 Government Agency Debt N First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 10000000.00 9995500.00 0.0008 N 9996000.00 9996000.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.470000% 313396CT8 Government Agency Debt N First Tier Security N/A N/A 2011-03-07 2011-03-07 N N N 4590000.00 4584247.20 0.0004 N 4588040.08 4588040.08 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.430000% 313396FB4 Government Agency Debt N First Tier Security N/A N/A 2011-05-02 2011-05-02 N N N 20000000.00 19963688.89 0.0016 N 19983120.00 19983120.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.200000% 313396FC2 Government Agency Debt N First Tier Security N/A N/A 2011-05-03 2011-05-03 N N N 19570000.00 19553365.50 0.0016 N 19553365.50 19553365.50 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.190000% 313397R60 Government Agency Debt N First Tier Security N/A N/A 2010-12-02 2010-12-02 N N N 25000000.00 24999868.06 0.0021 N 24999925.00 24999925.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.185000% 313397S28 Government Agency Debt N First Tier Security N/A N/A 2010-12-06 2010-12-06 N N N 105685000.00 105682284.48 0.0087 N 105683414.73 105683414.73 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.180000% 313397S28 Government Agency Debt N First Tier Security N/A N/A 2010-12-06 2010-12-06 N N N 75000000.00 74998125.00 0.0062 N 74998875.00 74998875.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.185000% 313397S51 Government Agency Debt N First Tier Security N/A N/A 2010-12-09 2010-12-09 N N N 16250000.00 16249331.94 0.0013 N 16249610.00 16249610.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.190000% 313397S51 Government Agency Debt N First Tier Security N/A N/A 2010-12-09 2010-12-09 N N N 71970000.00 71966961.26 0.0059 N 71968272.72 71968272.72 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.320000% 313397S51 Government Agency Debt N First Tier Security N/A N/A 2010-12-09 2010-12-09 N N N 8558000.00 8557391.43 0.0007 N 8557794.61 8557794.61 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.240000% 313397S93 Government Agency Debt N First Tier Security N/A N/A 2010-12-13 2010-12-13 N N N 6185000.00 6184505.20 0.0005 N 6184771.16 6184771.16 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.235000% 313397T27 Government Agency Debt N First Tier Security N/A N/A 2010-12-14 2010-12-14 N N N 43160000.00 43156337.39 0.0036 N 43158273.60 43158273.60 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.180000% 313397T27 Government Agency Debt N First Tier Security N/A N/A 2010-12-14 2010-12-14 N N N 50000000.00 49996750.00 0.0041 N 49998000.00 49998000.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.185000% 313397T27 Government Agency Debt N First Tier Security N/A N/A 2010-12-14 2010-12-14 N N N 29700000.00 29698015.88 0.0024 N 29698812.00 29698812.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.200000% 313397T35 Government Agency Debt N First Tier Security N/A N/A 2010-12-15 2010-12-15 N N N 2362000.00 2361816.29 0.0002 N 2361898.43 2361898.43 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.325000% 313397T43 Government Agency Debt N First Tier Security N/A N/A 2010-12-16 2010-12-16 N N N 1575000.00 1574786.72 0.0001 N 1574927.55 1574927.55 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.190000% 313397T43 Government Agency Debt N First Tier Security N/A N/A 2010-12-16 2010-12-16 N N N 5000000.00 4999604.17 0.0004 N 4999770.00 4999770.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.190000% 313397T84 Government Agency Debt N First Tier Security N/A N/A 2010-12-20 2010-12-20 N N N 30000000.00 29996991.67 0.0025 N 29998260.00 29998260.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.155000% 313397T84 Government Agency Debt N First Tier Security N/A N/A 2010-12-20 2010-12-20 N N N 23500000.00 23498077.57 0.0019 N 23498637.00 23498637.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.185000% 313397U74 Government Agency Debt N First Tier Security N/A N/A 2010-12-27 2010-12-27 N N N 12000000.00 11998396.67 0.0010 N 11999052.00 11999052.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.180000% 313397U74 Government Agency Debt N First Tier Security N/A N/A 2010-12-27 2010-12-27 N N N 25800000.00 25796646.00 0.0021 N 25797961.80 25797961.80 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.340000% 3134G1DL5 Government Agency Debt N First Tier Security N/A N/A 2010-12-01 2011-11-07 N N N 27400000.00 27414255.91 0.0023 N 27408905.00 27408905.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.160000% 313588AD7 Government Agency Debt N First Tier Security N/A N/A 2011-01-04 2011-01-04 N N N 20000000.00 19996977.78 0.0016 N 19997360.00 19997360.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.180000% 313588AE5 Government Agency Debt N First Tier Security N/A N/A 2011-01-05 2011-01-05 N N N 31727000.00 31721447.78 0.0026 N 31722685.13 31722685.13 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.200000% 313588AM7 Government Agency Debt N First Tier Security N/A N/A 2011-01-12 2011-01-12 N N N 48000000.00 47988800.00 0.0040 N 47992176.00 47992176.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.150000% 313588AM7 Government Agency Debt N First Tier Security N/A N/A 2011-01-12 2011-01-12 N N N 3981000.00 3980303.32 0.0003 N 3980351.10 3980351.10 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.340000% 313588AT2 Government Agency Debt N First Tier Security N/A N/A 2011-01-18 2011-01-18 N N N 1320000.00 1319401.60 0.0001 N 1319753.16 1319753.16 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.200000% 313588AT2 Government Agency Debt N First Tier Security N/A N/A 2011-01-18 2011-01-18 N N N 23000000.00 22993866.67 0.0019 N 22995699.00 22995699.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.200000% 313588AU9 Government Agency Debt N First Tier Security N/A N/A 2011-01-19 2011-01-19 N N N 40000000.00 39989111.11 0.0033 N 39992360.00 39992360.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.350000% 313588AW5 Government Agency Debt N First Tier Security N/A N/A 2011-01-21 2011-01-21 N N N 5800000.00 5797124.17 0.0005 N 5798851.60 5798851.60 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.180000% 313588AZ8 Government Agency Debt N First Tier Security N/A N/A 2011-01-24 2011-01-24 N N N 11105000.00 11102001.65 0.0009 N 11102667.95 11102667.95 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.175000% 313588BB0 Government Agency Debt N First Tier Security N/A N/A 2011-01-26 2011-01-26 N N N 62972000.00 62954857.62 0.0052 N 62958272.10 62958272.10 Federal National Mortgage Assoc. Federal National Mortgage Assoc. Series BB 0.170000% 313588BK0 Government Agency Debt N First Tier Security N/A N/A 2011-02-03 2011-02-03 N N N 7360000.00 7357775.64 0.0006 N 7358034.88 7358034.88 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.220000% 313588BR5 Government Agency Debt N First Tier Security N/A N/A 2011-02-09 2011-02-09 N N N 400000.00 399828.89 0.0000 N 399883.20 399883.20 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.175000% 313588BW4 Government Agency Debt N First Tier Security N/A N/A 2011-02-14 2011-02-14 N N N 30000000.00 29989062.50 0.0025 N 29990640.00 29990640.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.450000% 313588BY0 Government Agency Debt N First Tier Security N/A N/A 2011-02-16 2011-02-16 N N N 7980000.00 7972319.25 0.0007 N 7977438.42 7977438.42 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.175000% 313588BY0 Government Agency Debt N First Tier Security N/A N/A 2011-02-16 2011-02-16 N N N 10715000.00 10710989.32 0.0009 N 10711560.49 10711560.49 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.175000% 313588CF0 Government Agency Debt N First Tier Security N/A N/A 2011-02-23 2011-02-23 N N N 29245000.00 29233058.29 0.0024 N 29234764.25 29234764.25 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.180000% 313588CF0 Government Agency Debt N First Tier Security N/A N/A 2011-02-23 2011-02-23 N N N 41154000.00 41136715.32 0.0034 N 41139596.10 41139596.10 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.200000% 313588CL7 Government Agency Debt N First Tier Security N/A N/A 2011-02-28 2011-02-28 N N N 1715000.00 1714152.03 0.0001 N 1714363.74 1714363.74 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.465000% 313588CM5 Government Agency Debt N First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 15000000.00 14982562.50 0.0012 N 14994000.00 14994000.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.480000% 313588CM5 Government Agency Debt N First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 6000000.00 5992800.00 0.0005 N 5997600.00 5997600.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.420000% 313588CM5 Government Agency Debt N First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 10000000.00 9989500.00 0.0008 N 9996000.00 9996000.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.220000% 313588CM5 Government Agency Debt N First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 41358000.00 41335253.10 0.0034 N 41341456.80 41341456.80 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.190000% 313588CV5 Government Agency Debt N First Tier Security N/A N/A 2011-03-09 2011-03-09 N N N 10950000.00 10944336.41 0.0009 N 10945225.80 10945225.80 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.450000% 313588EE1 Government Agency Debt N First Tier Security N/A N/A 2011-04-11 2011-04-11 N N N 12575000.00 12554408.44 0.0010 N 12566310.68 12566310.68 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.390000% 313588EU5 Government Agency Debt N First Tier Security N/A N/A 2011-04-25 2011-04-25 N N N 980000.00 978460.58 0.0001 N 979250.30 979250.30 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.490000% 313588EV3 Government Agency Debt N First Tier Security N/A N/A 2011-04-26 2011-04-26 N N N 2094000.00 2089838.75 0.0002 N 2092385.53 2092385.53 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.475000% 313588FB6 Government Agency Debt N First Tier Security N/A N/A 2011-05-02 2011-05-02 N N N 1200000.00 1197593.33 0.0001 N 1198987.20 1198987.20 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.400000% 313589R54 Government Agency Debt N First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 21700000.00 21700000.00 0.0018 N 21700000.00 21700000.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.415000% 313589R54 Government Agency Debt N First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 20000000.00 20000000.00 0.0016 N 20000000.00 20000000.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.440000% 313589R54 Government Agency Debt N First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 25000000.00 25000000.00 0.0021 N 25000000.00 25000000.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.455000% 313589R54 Government Agency Debt N First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 5000000.00 5000000.00 0.0004 N 5000000.00 5000000.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.340000% 313589R54 Government Agency Debt N First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 1885000.00 1885000.00 0.0002 N 1885000.00 1885000.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.180000% 313589R54 Government Agency Debt N First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 20000000.00 20000000.00 0.0016 N 20000000.00 20000000.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.175000% 313589S46 Government Agency Debt N First Tier Security N/A N/A 2010-12-08 2010-12-08 N N N 11380000.00 11379612.76 0.0009 N 11379761.02 11379761.02 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.180000% 313589S46 Government Agency Debt N First Tier Security N/A N/A 2010-12-08 2010-12-08 N N N 30000000.00 29998950.00 0.0025 N 29999370.00 29999370.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.185000% 313589S46 Government Agency Debt N First Tier Security N/A N/A 2010-12-08 2010-12-08 N N N 30000000.00 29998920.83 0.0025 N 29999370.00 29999370.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.180000% 313589T37 Government Agency Debt N First Tier Security N/A N/A 2010-12-15 2010-12-15 N N N 20000000.00 19998600.00 0.0016 N 19999140.00 19999140.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.360000% 313589T86 Government Agency Debt N First Tier Security N/A N/A 2010-12-20 2010-12-20 N N N 2330000.00 2329557.30 0.0002 N 2329864.86 2329864.86 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.170000% 313589T86 Government Agency Debt N First Tier Security N/A N/A 2010-12-20 2010-12-20 N N N 30000000.00 29997308.33 0.0025 N 29998260.00 29998260.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.200000% 313589T86 Government Agency Debt N First Tier Security N/A N/A 2010-12-20 2010-12-20 N N N 19930000.00 19927896.28 0.0016 N 19928844.06 19928844.06 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.190000% 313589U27 Government Agency Debt N Unrated Security N/A N/A 2010-12-22 2010-12-22 N N N 66110000.00 66102672.80 0.0055 N 66105768.96 66105768.96 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.180000% 313589U27 Government Agency Debt N Unrated Security N/A N/A 2010-12-22 2010-12-22 N N N 30000000.00 29996850.00 0.0025 N 29998080.00 29998080.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.250000% 313589U92 Government Agency Debt N First Tier Security N/A N/A 2010-12-29 2010-12-29 N N N 4367000.00 4366150.86 0.0004 N 4366624.44 4366624.44 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.200000% 313589U92 Government Agency Debt N First Tier Security N/A N/A 2010-12-29 2010-12-29 N N N 1650000.00 1649743.33 0.0001 N 1649858.10 1649858.10 General Electric Capital Corp. General Electric Capital Corp. 0.220000% 36959JMA8 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-10 2010-12-10 N N N 50000000.00 49997250.00 0.0041 N 49997360.00 49997360.00 General Electric Capital Corp. General Electric Capital Corp. 0.210000% 36959JMA8 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-10 2010-12-10 N N N 25000000.00 24998687.50 0.0021 N 24998680.00 24998680.00 General Electric Capital Corp. General Electric Capital Corp. 0.210000% 36959JMV2 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-29 2010-12-29 N N N 21655000.00 21651463.02 0.0018 N 21651684.62 21651684.62 General Electric Capital Corp. General Electric Capital Corp. 0.270000% 36959JR13 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-01 2011-04-01 N N N 2160000.00 2158039.80 0.0002 N 2158162.70 2158162.70 General Electric Co. General Electric Co. 0.210000% 36960MMH3 Other Commercial Paper N First Tier Security N/A N/A 2010-12-17 2010-12-17 N N N 25000000.00 24997666.67 0.0021 N 24997757.50 24997757.50 General Electric Co. General Electric Co. 0.210000% 36960MML4 Other Commercial Paper N First Tier Security N/A N/A 2010-12-20 2010-12-20 N N N 20000000.00 19997783.33 0.0016 N 19997890.00 19997890.00 General Electric Co. General Electric Co. 0.220000% 36960MMM2 Other Commercial Paper N First Tier Security N/A N/A 2010-12-21 2010-12-21 N N N 20000000.00 19997555.55 0.0016 N 19997784.00 19997784.00 General Electric Co. General Electric Co. 0.210000% 36960MMU4 Other Commercial Paper N First Tier Security N/A N/A 2010-12-28 2010-12-28 N N N 20000000.00 19996850.00 0.0016 N 19997044.00 19997044.00 General Electric Co. General Electric Co. 0.220000% 36960MMV2 Other Commercial Paper N First Tier Security N/A N/A 2010-12-29 2010-12-29 N N N 20000000.00 19996577.78 0.0016 N 19996940.00 19996940.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.200000% 4497W1M37 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-03 2010-12-03 N N N 25000000.00 24999722.22 0.0021 N 24999480.00 24999480.00 JPMorgan Chase Bank NA JPMorgan Chase Bank NA 0.250000% 4662C1MP9 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-23 2010-12-23 N N N 500000.00 499923.61 0.0000 N 499932.90 499932.90 Johnson & Johnson Johnson & Johnson 0.170000% 47816GNE5 Other Commercial Paper N First Tier Security N/A N/A 2011-01-14 2011-01-14 N N N 19500000.00 19495948.33 0.0016 N 19495368.75 19495368.75 Johnson & Johnson Johnson & Johnson 0.170000% 47816GNQ8 Other Commercial Paper N First Tier Security N/A N/A 2011-01-24 2011-01-24 N N N 32640000.00 32631676.80 0.0027 N 32629878.33 32629878.33 Johnson & Johnson Johnson & Johnson 0.170000% 47816GN70 Other Commercial Paper N First Tier Security N/A N/A 2011-01-07 2011-01-07 N N N 25000000.00 24995631.94 0.0021 N 24995355.00 24995355.00 Johnson & Johnson Johnson & Johnson 0.200000% 47816GP37 Other Commercial Paper N First Tier Security N/A N/A 2011-02-03 2011-02-03 N N N 20000000.00 19992888.89 0.0016 N 19992416.00 19992416.00 Johnson & Johnson Johnson & Johnson 0.240000% 47816GS34 Other Commercial Paper N First Tier Security N/A N/A 2011-05-03 2011-05-03 N N N 14000000.00 13985720.00 0.0012 N 13983230.80 13983230.80 Lloyds TSB Bank PLC Lloyds TSB Bank PLC 0.270000% 53943SME4 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-14 2010-12-14 N N N 21711000.00 21708883.18 0.0018 N 21708889.69 21708889.69 Lloyds TSB Bank PLC Lloyds TSB Bank PLC 0.260000% 53943SP19 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 8100000.00 8096373.00 0.0007 N 8095705.38 8095705.38 Merck & Co., Inc. Merck & Co., Inc. 0.205000% 58934BMD3 Other Commercial Paper N First Tier Security N/A N/A 2010-12-13 2010-12-13 N N N 23040000.00 23038425.60 0.0019 N 23038668.29 23038668.29 Merck & Co., Inc. Merck & Co., Inc. 0.220000% 58934BME1 Other Commercial Paper N First Tier Security N/A N/A 2010-12-14 2010-12-14 N N N 20000000.00 19998411.11 0.0016 N 19998756.00 19998756.00 Merck & Co., Inc. Merck & Co., Inc. 0.220000% 58934BMF8 Other Commercial Paper N First Tier Security N/A N/A 2010-12-15 2010-12-15 N N N 25000000.00 24997861.11 0.0021 N 24998332.50 24998332.50 Merck & Co., Inc. Merck & Co., Inc. 0.230000% 58934BMF8 Other Commercial Paper N First Tier Security N/A N/A 2010-12-15 2010-12-15 N N N 2250000.00 2249798.75 0.0002 N 2249849.93 2249849.93 Merck & Co., Inc. Merck & Co., Inc. 0.230000% 58934BMM3 Other Commercial Paper N First Tier Security N/A N/A 2010-12-21 2010-12-21 N N N 40000000.00 39994888.89 0.0033 N 39996268.00 39996268.00 National Australia Funding Delaware, Inc. National Australia Funding Delaware, Inc. 0.255000% 63253KMD6 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-13 2010-12-13 N N N 40000000.00 39996600.00 0.0033 N 39997256.00 39997256.00 National Australia Funding Delaware, Inc. National Australia Funding Delaware, Inc. 0.275000% 63253KMM6 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-21 2010-12-21 N N N 15000000.00 14997708.33 0.0012 N 14998338.00 14998338.00 National Australia Funding Delaware, Inc. National Australia Funding Delaware, Inc. 0.255000% 63253KMM6 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-21 2010-12-21 N N N 5000000.00 4999291.67 0.0004 N 4999446.00 4999446.00 National Australia Funding Delaware, Inc. National Australia Funding Delaware, Inc. 0.250000% 63253KN37 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-03 2011-01-03 N N N 25000000.00 24994270.83 0.0021 N 24995515.00 24995515.00 Nestle Capital Corp. Nestle Capital Corp. 0.230000% 64105HMF6 Other Commercial Paper N First Tier Security N/A N/A 2010-12-15 2010-12-15 N N N 15000000.00 14998658.33 0.0012 N 14998999.50 14998999.50 Nestle Capital Corp. Nestle Capital Corp. 0.210000% 64105HM33 Other Commercial Paper N First Tier Security N/A N/A 2010-12-03 2010-12-03 N N N 20000000.00 19999766.67 0.0016 N 19999734.00 19999734.00 Nestle Capital Corp. Nestle Capital Corp. 0.200000% 64105HNB4 Other Commercial Paper N First Tier Security N/A N/A 2011-01-11 2011-01-11 N N N 14760000.00 14756638.00 0.0012 N 14756831.03 14756831.03 Nestle Capital Corp. Nestle Capital Corp. 0.180000% 64105HN40 Other Commercial Paper N First Tier Security N/A N/A 2011-01-04 2011-01-04 N N N 20000000.00 19996600.00 0.0016 N 19996694.00 19996694.00 Nestle Capital Corp. Nestle Capital Corp. 0.170000% 64105HN40 Other Commercial Paper N First Tier Security N/A N/A 2011-01-04 2011-01-04 N N N 25000000.00 24995986.11 0.0021 N 24995867.50 24995867.50 Nestle Capital Corp. Nestle Capital Corp. 0.240000% 64105HR12 Other Commercial Paper N First Tier Security N/A N/A 2011-04-01 2011-04-01 N N N 17330000.00 17316020.47 0.0014 N 17316316.23 17316316.23 Nestle Capital Corp. Nestle Capital Corp. 0.250000% 64105HR53 Other Commercial Paper N First Tier Security N/A N/A 2011-04-05 2011-04-05 N N N 21065000.00 21046714.41 0.0017 N 21047305.40 21047305.40 Nestle Capital Corp. Nestle Capital Corp. 0.245000% 64105HR53 Other Commercial Paper N First Tier Security N/A N/A 2011-04-05 2011-04-05 N N N 30935000.00 30908683.77 0.0025 N 30909014.60 30909014.60 Nestle Capital Corp. Nestle Capital Corp. 0.230000% 64105HR53 Other Commercial Paper N First Tier Security N/A N/A 2011-04-05 2011-04-05 N N N 19980000.00 19964043.75 0.0016 N 19963216.80 19963216.80 Old Line Funding LLC Old Line Funding LLC 0.270000% 67983UMF7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-15 2010-12-15 N Y Royal Bank of Canada N/A N/A Y Special Purpose Entity FERRARM N/A N/A 20000000.00 19997900.00 0.0016 N 19998416.00 19998416.00 Old Line Funding LLC Old Line Funding LLC 0.240000% 67983UMF7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-15 2010-12-15 N Y Royal Bank of Canada N/A N/A Y Special Purpose Entity FERRARM N/A N/A 12830000.00 12828802.53 0.0011 N 12828983.86 12828983.86 Old Line Funding LLC Old Line Funding LLC 0.270000% 67983UM34 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-03 2010-12-03 N Y Royal Bank of Canada N/A N/A Y Special Purpose Entity FERRARM N/A N/A 10000000.00 9999850.00 0.0008 N 9999842.00 9999842.00 Old Line Funding LLC Old Line Funding LLC 0.230000% 67983UM75 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-07 2010-12-07 N Y Royal Bank of Canada N/A N/A Y Special Purpose Entity FERRARM N/A N/A 35000000.00 34998658.33 0.0029 N 34998708.50 34998708.50 Old Line Funding LLC Old Line Funding LLC 0.240000% 67983UM75 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-07 2010-12-07 N Y Royal Bank of Canada N/A N/A Y Special Purpose Entity FERRARM N/A N/A 19550000.00 19549218.00 0.0016 N 19549278.61 19549278.61 Old Line Funding LLC Old Line Funding LLC 0.260000% 67983UNL3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-20 2011-01-20 N Y Royal Bank of Canada N/A N/A Y Special Purpose Entity FERRARM N/A N/A 50000000.00 49981944.44 0.0041 N 49985975.00 49985975.00 Old Line Funding LLC Old Line Funding LLC 0.270000% 67983UNM1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-21 2011-01-21 N Y Royal Bank of Canada N/A N/A Y Special Purpose Entity FERRARM N/A N/A 20000000.00 19992350.00 0.0016 N 19994252.00 19994252.00 Private Export Funding Corp. Private Export Funding Corp. 0.300000% 7426M5M35 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-03 2010-12-03 N N N 40000000.00 39999333.33 0.0033 N 39999300.00 39999300.00 Private Export Funding Corp. Private Export Funding Corp. 0.300000% 7426M5NA8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-10 2011-01-10 N N N 25000000.00 24991666.66 0.0021 N 24993232.50 24993232.50 Private Export Funding Corp. Private Export Funding Corp. 0.320000% 7426M5NJ9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-18 2011-01-18 N N N 10000000.00 9995733.33 0.0008 N 9996770.00 9996770.00 Private Export Funding Corp. Private Export Funding Corp. 0.330000% 7426M5PU2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-02-28 2011-02-28 N N N 15000000.00 14987762.50 0.0012 N 14991000.00 14991000.00 Fairway Finance Corp. Fairway Finance Corp. 0.280000% 30601WNC9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-12 2011-01-12 N Y Bank of Montreal N/A N/A Y Special Purpose Entity FERRARM N/A N/A 3050000.00 3049003.66 0.0003 N 3049016.38 3049016.38 Federal Farm Credit Bank Federal Farm Credit Bank 0.195000% 313312DM9 Government Agency Debt N Unrated Security N/A N/A 2011-03-25 2011-03-25 N N N 30350000.00 30331258.88 0.0025 N 30334612.55 30334612.55 Federal Home Loan Bank Federal Home Loan Bank 0.170000% 313385V29 Government Agency Debt N First Tier Security N/A N/A 2010-12-30 2010-12-30 N N N 3650000.00 3649500.15 0.0003 N 3649675.15 3649675.15 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.190000% 313588CU7 Government Agency Debt N First Tier Security N/A N/A 2011-03-08 2011-03-08 N N N 23300000.00 23288071.69 0.0019 N 23289957.70 23289957.70 Private Export Funding Corp. Private Export Funding Corp. 0.260000% 7426M5P40 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-02-04 2011-02-04 N N N 30000000.00 29985916.67 0.0025 N 29987241.00 29987241.00 Private Export Funding Corp. Private Export Funding Corp. 0.250000% 7426M5QB3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-11 2011-03-11 N N N 21000000.00 20985416.67 0.0017 N 20985192.90 20985192.90 Private Export Funding Corp. Private Export Funding Corp. 0.250000% 7426M5QF4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-15 2011-03-15 N N N 21000000.00 20984833.33 0.0017 N 20984382.30 20984382.30 Private Export Funding Corp. Private Export Funding Corp. 0.240000% 7426M5Q31 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-03 2011-03-03 N N N 21000000.00 20987120.00 0.0017 N 20986818.30 20986818.30 Private Export Funding Corp. Private Export Funding Corp. 0.240000% 7426M5Q49 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-04 2011-03-04 N N N 28500000.00 28482330.00 0.0023 N 28481868.30 28481868.30 Private Export Funding Corp. Private Export Funding Corp. 0.530000% 7426M5RB2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-11 2011-04-11 N N N 10000000.00 9980713.89 0.0008 N 9989807.00 9989807.00 Private Export Funding Corp. Private Export Funding Corp. 0.390000% 7426M5U51 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 10000000.00 9976600.00 0.0008 N 9980872.00 9980872.00 Procter & Gamble Co. (The) Procter & Gamble Co. (The) 0.250000% 74271UMG2 Other Commercial Paper N First Tier Security N/A N/A 2010-12-16 2010-12-16 N N N 12200000.00 12198729.17 0.0010 N 12199132.58 12199132.58 Procter & Gamble Co. (The) Procter & Gamble Co. (The) 0.190000% 74271UND8 Other Commercial Paper N First Tier Security N/A N/A 2011-01-13 2011-01-13 N N N 8900000.00 8897980.19 0.0007 N 8897954.78 8897954.78 Procter & Gamble Co. (The) Procter & Gamble Co. (The) 0.240000% 74271UP95 Other Commercial Paper N First Tier Security N/A N/A 2011-02-09 2011-02-09 N N N 50000000.00 49976666.67 0.0041 N 49979290.00 49979290.00 Procter & Gamble Co. (The) Procter & Gamble Co. (The) 0.250000% 74271URC6 Other Commercial Paper N First Tier Security N/A N/A 2011-04-12 2011-04-12 N N N 32390000.00 32360309.17 0.0027 N 32359844.91 32359844.91 Procter & Gamble Co. (The) Procter & Gamble Co. (The) 0.240000% 74271UR85 Other Commercial Paper N First Tier Security N/A N/A 2011-04-08 2011-04-08 N N N 25000000.00 24978666.66 0.0021 N 24978052.50 24978052.50 Procter & Gamble Co. (The) Procter & Gamble Co. (The) 0.250000% 74271USB7 Other Commercial Paper N First Tier Security N/A N/A 2011-05-11 2011-05-11 N N N 10750000.00 10737980.91 0.0009 N 10736455.00 10736455.00 Procter & Gamble Co. (The) Procter & Gamble Co. (The) 0.250000% 74271US43 Other Commercial Paper N First Tier Security N/A N/A 2011-05-04 2011-05-04 N N N 11150000.00 11138075.69 0.0009 N 11136557.56 11136557.56 Procter & Gamble International Funding SCA Procter & Gamble International Funding SCA 0.200000% 74273MMH6 Other Commercial Paper N First Tier Security N/A N/A 2010-12-17 2010-12-17 N N N 11100000.00 11099013.33 0.0009 N 11099160.84 11099160.84 Procter & Gamble International Funding SCA Procter & Gamble International Funding SCA 0.200000% 74273MMN3 Other Commercial Paper N First Tier Security N/A N/A 2010-12-22 2010-12-22 N N N 4800000.00 4799440.00 0.0004 N 4799530.56 4799530.56 Procter & Gamble International Funding SCA Procter & Gamble International Funding SCA 0.200000% 74273MM86 Other Commercial Paper N First Tier Security N/A N/A 2010-12-08 2010-12-08 N N N 9600000.00 9599626.67 0.0008 N 9599658.24 9599658.24 Rabobank Nederland NV Rabobank Nederland NV 0.290000% 74977JJQ6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-06 2011-01-06 N N N 20000000.00 20000000.00 0.0016 N 20000612.00 20000612.00 Rabobank Nederland NV Rabobank Nederland NV 0.250000% 74977JKR2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-02 2011-03-02 N N N 30000000.00 30000000.00 0.0025 N 29993871.00 29993871.00 Rabobank U.S.A. Financial Corp. Rabobank U.S.A. Financial Corp. 0.480000% 74977LMD6 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-13 2010-12-13 N N N 20000000.00 19996800.00 0.0016 N 19998844.00 19998844.00 Rabobank U.S.A. Financial Corp. Rabobank U.S.A. Financial Corp. 0.265000% 74977LP76 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-02-07 2011-02-07 N N N 39000000.00 38980478.33 0.0032 N 38984302.50 38984302.50 Rabobank U.S.A. Financial Corp. Rabobank U.S.A. Financial Corp. 0.270000% 74977LP76 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-02-07 2011-02-07 N N N 6085000.00 6081896.65 0.0005 N 6082550.79 6082550.79 Rabobank U.S.A. Financial Corp. Rabobank U.S.A. Financial Corp. 0.265000% 74977LP84 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-02-08 2011-02-08 N N N 50000000.00 49974604.17 0.0041 N 49979585.00 49979585.00 Rabobank U.S.A. Financial Corp. Rabobank U.S.A. Financial Corp. 0.300000% 74977LR82 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-08 2011-04-08 N N N 6750000.00 6742800.00 0.0006 N 6744074.18 6744074.18 Royal Bank of Canada Royal Bank of Canada 0.210000% 78009BPQ9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-02-24 2011-02-24 N N N 50000000.00 49975208.33 0.0041 N 49974915.00 49974915.00 Royal Bank of Canada Royal Bank of Canada 0.250000% 78009BQJ4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-18 2011-03-18 N N N 50000000.00 49962847.22 0.0041 N 49966700.00 49966700.00 Royal Bank of Scotland NV Royal Bank of Scotland NV 0.410000% 78010QEN2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-07 2011-03-07 N N N 25000000.00 25000000.00 0.0021 N 25004697.50 25004697.50 Sheffield Receivables Corp. Sheffield Receivables Corp. 0.240000% 82124MMH0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-17 2010-12-17 N Y Barclays Bank Plc N/A N/A Y Special Purpose Entity FERRARM N/A N/A 11835000.00 11833737.60 0.0010 N 11833491.04 11833491.04 Sheffield Receivables Corp. Sheffield Receivables Corp. 0.255000% 82124MM80 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-08 2010-12-08 N Y Barclays Bank Plc N/A N/A Y Special Purpose Entity FERRARM N/A N/A 35400000.00 35398244.75 0.0029 N 35397876.00 35397876.00 Sheffield Receivables Corp. Sheffield Receivables Corp. 0.240000% 82124MM98 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-09 2010-12-09 N Y Barclays Bank Plc N/A N/A Y Special Purpose Entity FERRARM N/A N/A 20500000.00 20498906.67 0.0017 N 20498616.25 20498616.25 Sheffield Receivables Corp. Sheffield Receivables Corp. 0.270000% 82124MND8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-13 2011-01-13 N Y Barclays Bank Plc N/A N/A Y Special Purpose Entity FERRARM N/A N/A 35000000.00 34988712.50 0.0029 N 34988450.00 34988450.00 Societe Generale North America, Inc. Societe Generale North America, Inc. 0.260000% 83365SM18 Financial Company Commercial Paper N Unrated Security N/A N/A 2010-12-01 2010-12-01 N N Y Special Purpose Entity FERRARM N/A N/A 25000000.00 25000000.00 0.0021 N 24999827.50 24999827.50 Societe Generale North America, Inc. Societe Generale North America, Inc. 0.270000% 83365SM34 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-03 2010-12-03 N N Y Special Purpose Entity FERRARM N/A N/A 25000000.00 24999625.00 0.0021 N 24999480.00 24999480.00 Societe Generale North America, Inc. Societe Generale North America, Inc. 0.260000% 83365SM91 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-09 2010-12-09 N N Y Special Purpose Entity FERRARM N/A N/A 20000000.00 19998844.45 0.0016 N 19998750.00 19998750.00 Societe Generale North America, Inc. Societe Generale North America, Inc. 0.300000% 83365SNE9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-14 2011-01-14 N N Y Special Purpose Entity FERRARM N/A N/A 10000000.00 9996333.33 0.0008 N 9996250.00 9996250.00 Societe Generale North America, Inc. Societe Generale North America, Inc. 0.300000% 83365SN33 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-03 2011-01-03 N N Y Special Purpose Entity FERRARM N/A N/A 3700000.00 3698982.50 0.0003 N 3699003.96 3699003.96 Societe Generale North America, Inc. Societe Generale North America, Inc. 0.280000% 83365SN74 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-07 2011-01-07 N N Y Special Purpose Entity FERRARM N/A N/A 16900000.00 16895136.56 0.0014 N 16894808.32 16894808.32 Societe Generale North America, Inc. Societe Generale North America, Inc. 0.310000% 83365SP15 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-02-01 2011-02-01 N N Y Special Purpose Entity FERRARM N/A N/A 17000000.00 16990923.89 0.0014 N 16990986.60 16990986.60 Straight-A Funding LLC Straight-A Funding LLC 0.310000% 86257CK35 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-18 2011-01-18 N N N 10000000.00 9996666.66 0.0008 N 9996346.00 9996346.00 Straight-A Funding LLC Straight-A Funding LLC 0.260000% 86257JSE8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-10 2010-12-10 N N N 5861000.00 5860619.04 0.0005 N 5860701.09 5860701.09 Straight-A Funding LLC Straight-A Funding LLC 0.240000% 86257JSH1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-16 2010-12-16 N N N 18267000.00 18265173.30 0.0015 N 18265443.65 18265443.65 Straight-A Funding LLC Straight-A Funding LLC 0.260000% 86257JTT4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-15 2011-02-15 N N N 5033000.00 5030237.44 0.0004 N 5029803.04 5029803.04 Straight-A Funding LLC Straight-A Funding LLC 0.250000% 86257KRM8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-13 2010-12-13 N N N 20000000.00 19998333.33 0.0016 N 19998646.00 19998646.00 Straight-A Funding LLC Straight-A Funding LLC 0.250000% 86257KRV8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-15 2010-12-15 N N N 25500000.00 25497520.83 0.0021 N 25497980.40 25497980.40 Straight-A Funding LLC Straight-A Funding LLC 0.250000% 86257KSK1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-11 2011-01-11 N N N 13500000.00 13496156.25 0.0011 N 13496440.05 13496440.05 Straight-A Funding LLC Straight-A Funding LLC 0.260000% 86257KTB0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-25 2011-01-25 N N N 20000000.00 19992055.56 0.0016 N 19991694.00 19991694.00 Straight-A Funding LLC Straight-A Funding LLC 0.250000% 86257KTH7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-03 2011-02-03 N N N 19000000.00 18991555.56 0.0016 N 18990222.60 18990222.60 Straight-A Funding LLC Straight-A Funding LLC 0.260000% 86257LB50 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-06 2011-01-06 N N N 27000000.00 26992980.00 0.0022 N 26993914.20 26993914.20 Straight-A Funding LLC Straight-A Funding LLC 0.270000% 86257LF31 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 4932000.00 4929706.62 0.0004 N 4929557.67 4929557.67 Straight-A Funding LLC Straight-A Funding LLC 0.240000% 86257LF72 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-13 2011-01-13 N N N 15000000.00 14995700.00 0.0012 N 14995807.50 14995807.50 Straight-A Funding LLC Straight-A Funding LLC 0.250000% 86257MVH0 Asset Backed Commercial Paper N Unrated Security N/A N/A 2010-12-01 2010-12-01 N N N 20000000.00 20000000.00 0.0016 N 19999900.00 19999900.00 Straight-A Funding LLC Straight-A Funding LLC 0.250000% 86257MVQ0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-07 2010-12-07 N N N 38000000.00 37998416.67 0.0031 N 37998670.00 37998670.00 Straight-A Funding LLC Straight-A Funding LLC 0.250000% 86257MYB0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-04 2011-02-04 N N N 18555000.00 18546624.48 0.0015 N 18545271.61 18545271.61 Straight-A Funding LLC Straight-A Funding LLC 0.230000% 86257MYF1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-07 2011-01-07 N N N 9000000.00 8997872.50 0.0007 N 8997903.90 8997903.90 Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.300000% 89112YMT7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-09 2011-05-09 N N N 25000000.00 25000000.00 0.0021 N 24993337.50 24993337.50 Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.230000% 89112YNF6 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-21 2010-12-21 N N N 29500000.00 29500000.00 0.0024 N 29499828.90 29499828.90 Toronto-Dominion Holdings U.S.A., Inc. Toronto-Dominion Holdings U.S.A., Inc. 0.210000% 89116FMG2 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-16 2010-12-16 N N N 45000000.00 44996062.50 0.0037 N 44995999.50 44995999.50 Toronto-Dominion Holdings U.S.A., Inc. Toronto-Dominion Holdings U.S.A., Inc. 0.220000% 89116FML1 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-20 2010-12-20 N N N 15000000.00 14998258.33 0.0012 N 14998333.50 14998333.50 Toronto-Dominion Holdings U.S.A., Inc. Toronto-Dominion Holdings U.S.A., Inc. 0.250000% 89116FM15 Financial Company Commercial Paper N Unrated Security N/A N/A 2010-12-01 2010-12-01 N N N 20000000.00 20000000.00 0.0016 N 19999888.00 19999888.00 Toronto-Dominion Holdings U.S.A., Inc. Toronto-Dominion Holdings U.S.A., Inc. 0.245000% 89116FNL0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-20 2011-01-20 N N N 53700000.00 53681727.09 0.0044 N 53681892.36 53681892.36 Toronto-Dominion Holdings U.S.A., Inc. Toronto-Dominion Holdings U.S.A., Inc. 0.250000% 89116FNR7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-25 2011-01-25 N N N 5000000.00 4998090.28 0.0004 N 4998094.50 4998094.50 Toyota Motor Credit Corp. Toyota Motor Credit Corp. 0.300000% 89233HNR1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-25 2011-01-25 N N N 30000000.00 29986250.00 0.0025 N 29988099.00 29988099.00 U.S. Bank NA U.S. Bank NA 0.210000% 9033E1MT8 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-27 2010-12-27 N N N 30000000.00 29995450.00 0.0025 N 29994444.00 29994444.00 U.S. Bank NA U.S. Bank NA 0.210000% 9033E1MV3 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-29 2010-12-29 N N N 25000000.00 24995916.67 0.0021 N 24994985.00 24994985.00 U.S. Bank NA U.S. Bank NA 0.250000% 9033E1M35 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-03 2010-12-03 N N N 25000000.00 24999652.78 0.0021 N 24999542.50 24999542.50 U.S. Treasury Bill U.S. Treasury Bill 0.161000% 912795UK5 Treasury Debt N First Tier Security N/A N/A 2010-12-16 2010-12-16 N N N 40000000.00 39997316.67 0.0033 N 39998120.00 39998120.00 U.S. Treasury Bill U.S. Treasury Bill 0.160000% 912795UK5 Treasury Debt N First Tier Security N/A N/A 2010-12-16 2010-12-16 N N N 36190000.00 36187587.33 0.0030 N 36188299.07 36188299.07 U.S. Treasury Bill U.S. Treasury Bill 0.129000% 912795UX7 Treasury Debt N First Tier Security N/A N/A 2011-01-13 2011-01-13 N N N 30000000.00 29995377.50 0.0025 N 29995080.00 29995080.00 U.S. Treasury Bill U.S. Treasury Bill 0.151100% 912795VE8 Treasury Debt N First Tier Security N/A N/A 2011-05-05 2011-05-05 N N N 30000000.00 29980495.84 0.0025 N 29975460.00 29975460.00 U.S. Treasury Bill U.S. Treasury Bill 0.181000% 912795V99 Treasury Debt N First Tier Security N/A N/A 2011-03-10 2011-03-10 N N N 46530000.00 46506839.69 0.0038 N 46508223.96 46508223.96 U.S. Treasury Bill U.S. Treasury Bill 0.180000% 912795V99 Treasury Debt N First Tier Security N/A N/A 2011-03-10 2011-03-10 N N N 35700000.00 35682328.50 0.0029 N 35683292.40 35683292.40 U.S. Treasury Bill U.S. Treasury Bill 0.158000% 912795W98 Treasury Debt N First Tier Security N/A N/A 2010-12-02 2010-12-02 N N N 50000000.00 49999780.56 0.0041 N 49999900.00 49999900.00 Abbott Laboratories Abbott Laboratories 0.200000% 00282DMU1 Other Commercial Paper N First Tier Security N/A N/A 2010-12-28 2010-12-28 N N N 9860000.00 9858521.00 0.0008 N 9858773.42 9858773.42 American Honda Finance Corp. American Honda Finance Corp. 0.230000% 02665KM61 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-06 2010-12-06 N N N 18500000.00 18499409.03 0.0015 N 18499228.55 18499228.55 American Honda Finance Corp. American Honda Finance Corp. 0.270000% 02665KNM5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-21 2011-01-21 N N N 25000000.00 24990437.50 0.0021 N 24989167.50 24989167.50 American Honda Finance Corp. American Honda Finance Corp. 0.230000% 02665KP35 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-02-03 2011-02-03 N N N 8000000.00 7996728.89 0.0007 N 7995594.40 7995594.40 BNP Paribas BNP Paribas 0.250000% 0556M5YM1 Certificate of Deposit N First Tier Security N/A N/A 2011-01-18 2011-01-18 N N N 25000000.00 25000000.00 0.0021 N 24998297.50 24998297.50 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc. 0.300000% 0556N1M26 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-02 2010-12-02 N N N 15000000.00 14999875.00 0.0012 N 14999817.00 14999817.00 Bank of Montreal Bank of Montreal 0.230000% 06366UBK3 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-28 2010-12-28 N N N 30000000.00 30000000.00 0.0025 N 29998596.00 29998596.00 Bank of Montreal Bank of Montreal 0.240000% 06366UHY7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-18 2011-01-18 N N N 25000000.00 25000000.00 0.0021 N 24997957.50 24997957.50 Bank of Nova Scotia Bank of Nova Scotia 0.200000% 06416KM23 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-02 2010-12-02 N N N 20000000.00 19999888.89 0.0016 N 19999822.00 19999822.00 Bank of Nova Scotia Bank of Nova Scotia 0.290000% 06417DLH6 Certificate of Deposit N First Tier Security N/A N/A 2011-01-20 2011-01-20 N N N 35000000.00 35000000.00 0.0029 N 35001974.00 35001974.00 Barclays Bank PLC Barclays Bank PLC 0.450000% 06740MQS5 Certificate of Deposit N First Tier Security N/A N/A 2011-05-23 2011-05-23 N N N 40510000.00 40510000.00 0.0033 N 40507998.81 40507998.81 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.215000% 19121BMG1 Other Commercial Paper N First Tier Security N/A N/A 2010-12-16 2010-12-16 N N N 18130000.00 18128375.85 0.0015 N 18128469.83 18128469.83 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.190000% 19121BNA3 Other Commercial Paper N First Tier Security N/A N/A 2011-01-10 2011-01-10 N N N 18695000.00 18691053.28 0.0015 N 18690487.03 18690487.03 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.225000% 19121BNU9 Other Commercial Paper N First Tier Security N/A N/A 2011-01-28 2011-01-28 N N N 20135000.00 20127701.06 0.0017 N 20127113.12 20127113.12 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.250000% 19121BQR3 Other Commercial Paper N First Tier Security N/A N/A 2011-03-25 2011-03-25 N N N 40000000.00 39968333.34 0.0033 N 39967160.00 39967160.00 Fairway Finance Corp. Fairway Finance Corp. 0.260000% 30601WMA4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-10 2010-12-10 N Y Bank of Montreal N/A N/A Y Special Purpose Entity FERRARM N/A N/A 23656000.00 23654462.35 0.0020 N 23654225.81 23654225.81 Fairway Finance Corp. Fairway Finance LLC 0.260000% 30601WN47 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-04 2011-01-04 N Y Bank of Montreal N/A N/A Y Special Purpose Entity FERRARM N/A N/A 9534000.00 9531658.88 0.0008 N 9531497.33 9531497.33 Federal Home Loan Bank Federal Home Loan Bank 0.230000% 3133XVTK7 Government Agency Debt N First Tier Security N/A N/A 2010-12-01 2011-05-26 N N N 50000000.00 49968250.00 0.0041 N 49990700.00 49990700.00 Federal Home Loan Bank Federal Home Loan Bank Series 2 0.330000% 3133XYPW9 Government Agency Debt N First Tier Security N/A N/A 2010-12-01 2011-05-26 N N N 90000000.00 90000000.00 0.0074 N 90026460.00 90026460.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.400000% 31331JPR8 Government Agency Debt N First Tier Security N/A N/A 2010-12-01 2011-06-01 N N N 45000000.00 44988803.26 0.0037 N 45013320.00 45013320.00 Federal Home Loan Bank Federal Home Loan Bank 0.180000% 313384AG4 Government Agency Debt N First Tier Security N/A N/A 2011-01-07 2011-01-07 N N N 22950000.00 22945754.25 0.0019 N 22946695.20 22946695.20 Federal Home Loan Bank Federal Home Loan Bank 0.180000% 313384AP4 Government Agency Debt N First Tier Security N/A N/A 2011-01-14 2011-01-14 N N N 31970000.00 31962966.60 0.0026 N 31964533.13 31964533.13 Federal Home Loan Bank Federal Home Loan Bank 0.150000% 313384AU3 Government Agency Debt N First Tier Security N/A N/A 2011-01-19 2011-01-19 N N N 20000000.00 19995916.67 0.0016 N 19996180.00 19996180.00 Federal Home Loan Bank Federal Home Loan Bank 0.150000% 313384AW9 Government Agency Debt N First Tier Security N/A N/A 2011-01-21 2011-01-21 N N N 81635000.00 81617652.56 0.0067 N 81618836.27 81618836.27 Federal Home Loan Bank Federal Home Loan Bank 0.180000% 313384BB4 Government Agency Debt N First Tier Security N/A N/A 2011-01-26 2011-01-26 N N N 10500000.00 10497060.00 0.0009 N 10497711.00 10497711.00 Federal Home Loan Bank Federal Home Loan Bank 0.165000% 313384BJ7 Government Agency Debt N First Tier Security N/A N/A 2011-02-02 2011-02-02 N N N 50200000.00 50185504.76 0.0041 N 50186797.40 50186797.40 Federal Home Loan Bank Federal Home Loan Bank 0.155000% 313384BL2 Government Agency Debt N First Tier Security N/A N/A 2011-02-04 2011-02-04 N N N 50000000.00 49986006.95 0.0041 N 49986450.00 49986450.00 Federal Home Loan Bank Federal Home Loan Bank 0.165000% 313384BY4 Government Agency Debt N First Tier Security N/A N/A 2011-02-16 2011-02-16 N N N 20000000.00 19992941.66 0.0016 N 19993580.00 19993580.00 Federal Home Loan Bank Federal Home Loan Bank 0.180000% 313384CF4 Government Agency Debt N First Tier Security N/A N/A 2011-02-23 2011-02-23 N N N 35210000.00 35195211.80 0.0029 N 35197676.50 35197676.50 Federal Home Loan Bank Federal Home Loan Bank 0.155000% 313385S49 Government Agency Debt N First Tier Security N/A N/A 2010-12-08 2010-12-08 N N N 50000000.00 49998493.06 0.0041 N 49998950.00 49998950.00 Federal Home Loan Bank Federal Home Loan Bank 0.155000% 313385T30 Government Agency Debt N First Tier Security N/A N/A 2010-12-15 2010-12-15 N N N 12400000.00 12399252.56 0.0010 N 12399466.80 12399466.80 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.160000% 313396AC7 Government Agency Debt N Unrated Security N/A N/A 2011-01-03 2011-01-03 N N N 50000000.00 49992666.67 0.0041 N 49993600.00 49993600.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.190000% 313396AK9 Government Agency Debt N First Tier Security N/A N/A 2011-01-10 2011-01-10 N N N 3920000.00 3919172.45 0.0003 N 3919388.48 3919388.48 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.160000% 313396AK9 Government Agency Debt N First Tier Security N/A N/A 2011-01-10 2011-01-10 N N N 4280000.00 4279239.11 0.0004 N 4279332.32 4279332.32 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.185000% 313396AT0 Government Agency Debt N First Tier Security N/A N/A 2011-01-18 2011-01-18 N N N 25000000.00 24993833.33 0.0021 N 24995325.00 24995325.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.150000% 313396AU7 Government Agency Debt N First Tier Security N/A N/A 2011-01-19 2011-01-19 N N N 20290000.00 20285857.46 0.0017 N 20286124.61 20286124.61 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.150000% 313396BG7 Government Agency Debt N First Tier Security N/A N/A 2011-01-31 2011-01-31 N N N 55000000.00 54986020.83 0.0045 N 54986965.00 54986965.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.165000% 313396BW2 Government Agency Debt N First Tier Security N/A N/A 2011-02-14 2011-02-14 N N N 20000000.00 19993125.00 0.0016 N 19993760.00 19993760.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.165000% 313396CE1 Government Agency Debt N First Tier Security N/A N/A 2011-02-22 2011-02-22 N N N 69200000.00 69173675.16 0.0057 N 69176056.80 69176056.80 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.180000% 313396DB6 Government Agency Debt N First Tier Security N/A N/A 2011-03-15 2011-03-15 N N N 17000000.00 16991160.00 0.0014 N 16992146.00 16992146.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.250000% 313396GA5 Government Agency Debt N First Tier Security N/A N/A 2011-05-25 2011-05-25 N N N 10000000.00 9987847.22 0.0008 N 9990280.00 9990280.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.180000% 313397S93 Government Agency Debt N First Tier Security N/A N/A 2010-12-13 2010-12-13 N N N 27886000.00 27884326.84 0.0023 N 27884968.22 27884968.22 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.190000% 313397T27 Government Agency Debt N First Tier Security N/A N/A 2010-12-14 2010-12-14 N N N 9500000.00 9499348.19 0.0008 N 9499620.00 9499620.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.190000% 313397T35 Government Agency Debt N First Tier Security N/A N/A 2010-12-15 2010-12-15 N N N 3000000.00 2999778.33 0.0002 N 2999871.00 2999871.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.240000% 313397T84 Government Agency Debt N First Tier Security N/A N/A 2010-12-20 2010-12-20 N N N 6000000.00 5999240.00 0.0005 N 5999652.00 5999652.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.190000% 313397U74 Government Agency Debt N First Tier Security N/A N/A 2010-12-27 2010-12-27 N N N 31000000.00 30995746.11 0.0026 N 30997551.00 30997551.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.175000% 313397U82 Government Agency Debt N First Tier Security N/A N/A 2010-12-28 2010-12-28 N N N 7010000.00 7009079.94 0.0006 N 7009425.18 7009425.18 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.165000% 313588AT2 Government Agency Debt N First Tier Security N/A N/A 2011-01-18 2011-01-18 N N N 5505000.00 5503788.90 0.0005 N 5503970.57 5503970.57 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.205000% 313588AZ8 Government Agency Debt N First Tier Security N/A N/A 2011-01-24 2011-01-24 N N N 14110000.00 14105661.17 0.0012 N 14107036.90 14107036.90 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.180000% 313588BH7 Government Agency Debt N First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 18047000.00 18041405.43 0.0015 N 18042343.87 18042343.87 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.180000% 313588BW4 Government Agency Debt N First Tier Security N/A N/A 2011-02-14 2011-02-14 N N N 50820000.00 50800942.51 0.0042 N 50804144.16 50804144.16 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.210000% 313588BY0 Government Agency Debt N First Tier Security N/A N/A 2011-02-16 2011-02-16 N N N 24360000.00 24349058.30 0.0020 N 24352180.44 24352180.44 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.425000% 313588CM5 Government Agency Debt N First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 15000000.00 14984062.50 0.0012 N 14994000.00 14994000.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.480000% 313588DR3 Government Agency Debt N First Tier Security N/A N/A 2011-03-29 2011-03-29 N N N 1420000.00 1417765.87 0.0001 N 1419255.92 1419255.92 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.470000% 313588EV3 Government Agency Debt N First Tier Security N/A N/A 2011-04-26 2011-04-26 N N N 1210000.00 1207693.60 0.0001 N 1209067.09 1209067.09 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.480000% 313588FB6 Government Agency Debt N First Tier Security N/A N/A 2011-05-02 2011-05-02 N N N 7310000.00 7295185.07 0.0006 N 7303830.36 7303830.36 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.410000% 313589R54 Government Agency Debt N First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 10000000.00 10000000.00 0.0008 N 10000000.00 10000000.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.190000% 313589S46 Government Agency Debt N First Tier Security N/A N/A 2010-12-08 2010-12-08 N N N 8000000.00 7999704.44 0.0007 N 7999832.00 7999832.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.280000% 313589T86 Government Agency Debt N First Tier Security N/A N/A 2010-12-20 2010-12-20 N N N 1700000.00 1699748.78 0.0001 N 1699901.40 1699901.40 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.260000% 313589U27 Government Agency Debt N Unrated Security N/A N/A 2010-12-22 2010-12-22 N N N 20000000.00 19996966.67 0.0016 N 19998720.00 19998720.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. Series BB 0.160000% 313589U35 Government Agency Debt N First Tier Security N/A N/A 2010-12-23 2010-12-23 N N N 21990000.00 21987849.87 0.0018 N 21988526.67 21988526.67 Federal National Mortgage Assoc. Federal National Mortgage Assoc. Series BB 0.170000% 313589V26 Government Agency Debt N First Tier Security N/A N/A 2010-12-30 2010-12-30 N N N 30280000.00 30275853.32 0.0025 N 30277305.08 30277305.08 General Electric Co. General Electric Co. 0.220000% 36960MMU4 Other Commercial Paper N First Tier Security N/A N/A 2010-12-28 2010-12-28 N N N 15800000.00 15797393.00 0.0013 N 15797664.76 15797664.76 General Electric Co. General Electric Co. 0.200000% 36960MM75 Other Commercial Paper N First Tier Security N/A N/A 2010-12-07 2010-12-07 N N N 50000000.00 49998333.33 0.0041 N 49998155.00 49998155.00 Johnson & Johnson Johnson & Johnson 0.200000% 47816GNE5 Other Commercial Paper N First Tier Security N/A N/A 2011-01-14 2011-01-14 N N N 53450000.00 53436934.44 0.0044 N 53437305.63 53437305.63 Johnson & Johnson Johnson & Johnson 0.170000% 47816GN54 Other Commercial Paper N First Tier Security N/A N/A 2011-01-05 2011-01-05 N N N 25000000.00 24995868.06 0.0021 N 24995700.00 24995700.00 Johnson & Johnson Johnson & Johnson 0.210000% 47816GQ93 Other Commercial Paper N First Tier Security N/A N/A 2011-03-09 2011-03-09 N N N 18823000.00 18812239.52 0.0016 N 18811819.14 18811819.14 Lloyds TSB Bank PLC Lloyds TSB Bank PLC 0.255000% 53943SNL7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-20 2011-01-20 N N N 25000000.00 24991145.83 0.0021 N 24989375.00 24989375.00 National Australia Funding Delaware, Inc. National Australia Funding Delaware, Inc. 0.280000% 63253KMH7 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-17 2010-12-17 N N N 50000000.00 49993777.78 0.0041 N 49995515.00 49995515.00 National Australia Funding Delaware, Inc. National Australia Funding Delaware, Inc. 0.280000% 63253KM20 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-02 2010-12-02 N N N 25000000.00 24999805.56 0.0021 N 24999735.00 24999735.00 Nestle Capital Corp. Nestle Capital Corp. 0.230000% 64105HMX7 Other Commercial Paper N First Tier Security N/A N/A 2010-12-31 2010-12-31 N N N 7440000.00 7438574.00 0.0006 N 7438962.12 7438962.12 Nestle Capital Corp. Nestle Capital Corp. 0.240000% 64105HNE8 Other Commercial Paper N First Tier Security N/A N/A 2011-01-14 2011-01-14 N N N 42505000.00 42492531.87 0.0035 N 42494905.06 42494905.06 Nestle Capital Corp. Nestle Capital Corp. 0.200000% 64105HPA4 Other Commercial Paper N First Tier Security N/A N/A 2011-02-10 2011-02-10 N N N 11520000.00 11515456.00 0.0009 N 11515161.60 11515161.60 Old Line Funding LLC Old Line Funding LLC 0.270000% 67983UM67 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-06 2010-12-06 N Y Royal Bank of Canada N/A N/A Y Special Purpose Entity FERRARM N/A N/A 20000000.00 19999250.00 0.0016 N 19999366.00 19999366.00 Old Line Funding LLC Old Line Funding LLC 0.270000% 67983UM83 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-08 2010-12-08 N Y Royal Bank of Canada N/A N/A Y Special Purpose Entity FERRARM N/A N/A 30871000.00 30869379.27 0.0025 N 30869697.24 30869697.24 Old Line Funding LLC Old Line Funding LLC 0.260000% 67983UN41 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-04 2011-01-04 N Y Royal Bank of Canada N/A N/A Y Special Purpose Entity FERRARM N/A N/A 5200000.00 5198723.11 0.0004 N 5199039.56 5199039.56 Private Export Funding Corp. Private Export Funding Corp. 0.270000% 7426M5ND2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-13 2011-01-13 N N N 20000000.00 19993550.00 0.0016 N 19994142.00 19994142.00 Bank of Nova Scotia Bank of Nova Scotia 0.250000% 06417DTH8 Certificate of Deposit N First Tier Security N/A N/A 2011-02-24 2011-02-24 N N N 20000000.00 20000000.00 0.0016 N 19998568.00 19998568.00 Private Export Funding Corp. Private Export Funding Corp. 0.250000% 7426M5Q23 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-02 2011-03-02 N N N 25000000.00 24984201.39 0.0021 N 24984517.50 24984517.50 Private Export Funding Corp. Private Export Funding Corp. 0.290000% 7426M5Q80 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-08 2011-03-08 N N N 22000000.00 21982809.44 0.0018 N 21985128.00 21985128.00 Private Export Funding Corp. Private Export Funding Corp. 0.400000% 7426M5U69 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N N 15000000.00 14963833.34 0.0012 N 14971144.50 14971144.50 Procter & Gamble Co. (The) Procter & Gamble Co. (The) 0.220000% 74271UN55 Other Commercial Paper N First Tier Security N/A N/A 2011-01-05 2011-01-05 N N N 44500000.00 44490481.94 0.0037 N 44492346.00 44492346.00 Procter & Gamble Co. (The) Procter & Gamble Co. (The) 0.260000% 74271UR44 Other Commercial Paper N First Tier Security N/A N/A 2011-04-04 2011-04-04 N N N 18615000.00 18598329.24 0.0015 N 18599616.56 18599616.56 Rabobank Nederland NV Rabobank Nederland NV 0.240000% 74977JKN1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-02-08 2011-02-08 N N N 30000000.00 30000000.00 0.0025 N 29996499.00 29996499.00 Rabobank U.S.A. Financial Corp. Rabobank U.S.A. Financial Corp. 0.280000% 74977LMV6 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-29 2010-12-29 N N N 10000000.00 9997822.22 0.0008 N 9998711.00 9998711.00 Rabobank U.S.A. Financial Corp. Rabobank U.S.A. Financial Corp. 0.260000% 74977LP76 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-02-07 2011-02-07 N N N 5000000.00 4997544.45 0.0004 N 4997987.50 4997987.50 Rabobank Nederland NV Rabobank Nederland NV 0.330000% 74977MMJ1 Certificate of Deposit N First Tier Security N/A N/A 2011-03-11 2011-03-11 N N N 63550000.00 63557027.46 0.0052 N 63549955.52 63549955.52 Royal Bank of Canada Royal Bank of Canada 0.265000% 78009BRR5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-25 2011-04-25 N N N 50000000.00 49946631.94 0.0041 N 49944640.00 49944640.00 Sheffield Receivables Corp. Sheffield Receivables Corp. 0.280000% 82124MM15 Asset Backed Commercial Paper N Unrated Security N/A N/A 2010-12-01 2010-12-01 N Y Barclays Bank Plc N/A N/A Y Special Purpose Entity FERRARM N/A N/A 24855000.00 24855000.00 0.0021 N 24854813.59 24854813.59 Societe Generale North America, Inc. Societe Generale North America, Inc. 0.310000% 83365SNT6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-27 2011-01-27 N N Y Special Purpose Entity FERRARM N/A N/A 1605000.00 1604212.21 0.0001 N 1604224.30 1604224.30 Societe Generale North America, Inc. Societe Generale North America, Inc. 0.300000% 83365SN74 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-07 2011-01-07 N N Y Special Purpose Entity FERRARM N/A N/A 1400000.00 1399568.34 0.0001 N 1399569.92 1399569.92 Straight-A Funding LLC Straight-A Funding LLC 0.250000% 86257JSE8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-10 2010-12-10 N N N 17000000.00 16998937.50 0.0014 N 16999133.00 16999133.00 Straight-A Funding LLC Straight-A Funding LLC 0.260000% 86257JTG2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 40000000.00 39982088.89 0.0033 N 39980192.00 39980192.00 Straight-A Funding LLC Straight-A Funding LLC 0.250000% 86257KRQ9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-14 2010-12-14 N N N 29000000.00 28997381.94 0.0024 N 28997871.40 28997871.40 Straight-A Funding LLC Straight-A Funding LLC 0.250000% 86257LJ29 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-10 2011-02-10 N N N 20000000.00 19990138.89 0.0016 N 19988320.00 19988320.00 Straight-A Funding LLC Straight-A Funding LLC 0.255000% 86257MVX5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-10 2010-12-10 N N N 24000000.00 23998470.00 0.0020 N 23998776.00 23998776.00 Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.250000% 89112YLN1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-13 2011-01-13 N N N 40000000.00 40000000.00 0.0033 N 39999996.00 39999996.00 Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.230000% 89112YNR0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-27 2011-01-27 N N N 25000000.00 25000000.00 0.0021 N 24999195.00 24999195.00 Toronto-Dominion Holdings U.S.A., Inc. Toronto-Dominion Holdings U.S.A., Inc. 0.220000% 89116FMM9 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-21 2010-12-21 N N N 10000000.00 9998777.78 0.0008 N 9998833.00 9998833.00 U.S. Bank NA U.S. Bank NA 0.250000% 90344WBS3 Financial Company Commercial Paper N Unrated Security N/A N/A 2011-01-11 2011-01-11 N N N 76170000.00 76170000.00 0.0063 N 76174440.71 76174440.71 U.S. Treasury Bill U.S. Treasury Bill 0.153000% 912795UK5 Treasury Debt N First Tier Security N/A N/A 2010-12-16 2010-12-16 N N N 30000000.00 29998087.50 0.0025 N 29998590.00 29998590.00 U.S. Treasury Bill U.S. Treasury Bill 0.170000% 912795V40 Treasury Debt N First Tier Security N/A N/A 2011-02-10 2011-02-10 N N N 5675000.00 5673097.30 0.0005 N 5673376.95 5673376.95 U.S. Treasury Bill U.S. Treasury Bill 0.160000% 912795W98 Treasury Debt N First Tier Security N/A N/A 2010-12-02 2010-12-02 N N N 42500000.00 42499811.11 0.0035 N 42499915.00 42499915.00 U.S. Treasury Bill U.S. Treasury Bill 0.152000% 912795X30 Treasury Debt N First Tier Security N/A N/A 2010-12-09 2010-12-09 N N N 37000000.00 36998750.22 0.0031 N 36999149.00 36999149.00 U.S. Treasury Bill U.S. Treasury Bill 0.156000% 912795X30 Treasury Debt N First Tier Security N/A N/A 2010-12-09 2010-12-09 N N N 25000000.00 24999133.33 0.0021 N 24999425.00 24999425.00 U.S. Treasury Bill U.S. Treasury Bill 0.155000% 912795X30 Treasury Debt N First Tier Security N/A N/A 2010-12-09 2010-12-09 N N N 5075000.00 5074825.19 0.0004 N 5074883.28 5074883.28 U.S. Treasury Bill U.S. Treasury Bill 0.155500% 912795X30 Treasury Debt N First Tier Security N/A N/A 2010-12-09 2010-12-09 N N N 20000000.00 19999308.89 0.0016 N 19999540.00 19999540.00 U.S. Treasury Bill U.S. Treasury Bill 0.160100% 912795X48 Treasury Debt N First Tier Security N/A N/A 2010-12-23 2010-12-23 N N N 16500000.00 16498386.67 0.0014 N 16498432.50 16498432.50 U.S. Treasury Bill U.S. Treasury Bill 0.155000% 912795X48 Treasury Debt N First Tier Security N/A N/A 2010-12-23 2010-12-23 N N N 30000000.00 29997158.33 0.0025 N 29997150.00 29997150.00 U.S. Treasury Bill U.S. Treasury Bill 0.147000% 912795X48 Treasury Debt N First Tier Security N/A N/A 2010-12-23 2010-12-23 N N N 13530000.00 13528784.55 0.0011 N 13528714.65 13528714.65 U.S. Treasury Bill U.S. Treasury Bill 0.195000% 912795X55 Treasury Debt N First Tier Security N/A N/A 2010-12-30 2010-12-30 N N N 12700000.00 12698005.04 0.0010 N 12698260.10 12698260.10 U.S. Treasury Bill U.S. Treasury Bill 0.167000% 912795X55 Treasury Debt N First Tier Security N/A N/A 2010-12-30 2010-12-30 N N N 16200000.00 16197820.65 0.0013 N 16197780.60 16197780.60 U.S. Treasury Bill U.S. Treasury Bill 0.149000% 912795X55 Treasury Debt N First Tier Security N/A N/A 2010-12-30 2010-12-30 N N N 325000.00 324960.99 0.0000 N 324955.48 324955.48 U.S. Treasury Bill U.S. Treasury Bill 0.152500% 912795X55 Treasury Debt N First Tier Security N/A N/A 2010-12-30 2010-12-30 N N N 17825000.00 17822810.25 0.0015 N 17822557.98 17822557.98 U.S. Treasury Bill U.S. Treasury Bill 0.150500% 912795X89 Treasury Debt N First Tier Security N/A N/A 2011-01-20 2011-01-20 N N N 25800000.00 25794607.08 0.0021 N 25794814.20 25794814.20 U.S. Treasury Bill U.S. Treasury Bill 0.156500% 912795X89 Treasury Debt N First Tier Security N/A N/A 2011-01-20 2011-01-20 N N N 30000000.00 29993479.16 0.0025 N 29993970.00 29993970.00 U.S. Treasury Bill U.S. Treasury Bill 0.142500% 912795X89 Treasury Debt N First Tier Security N/A N/A 2011-01-20 2011-01-20 N N N 100000000.00 99980208.32 0.0082 N 99979900.00 99979900.00 U.S. Treasury Bill U.S. Treasury Bill 0.133000% 9127952B6 Treasury Debt N First Tier Security N/A N/A 2011-02-17 2011-02-17 N N N 30000000.00 29991355.00 0.0025 N 29990910.00 29990910.00 U.S. Treasury Bill U.S. Treasury Bill 0.195000% 9127952G5 Treasury Debt N First Tier Security N/A N/A 2011-03-17 2011-03-17 N N N 30000000.00 29983216.66 0.0025 N 29985420.00 29985420.00 U.S. Treasury Bill U.S. Treasury Bill 0.191000% 9127952G5 Treasury Debt N First Tier Security N/A N/A 2011-03-17 2011-03-17 N N N 40000000.00 39977504.44 0.0033 N 39980560.00 39980560.00 U.S. Treasury Bill U.S. Treasury Bill 0.185500% 9127952G5 Treasury Debt N First Tier Security N/A N/A 2011-03-17 2011-03-17 N N N 13530000.00 13522609.99 0.0011 N 13523424.42 13523424.42 U.S. Treasury Bill U.S. Treasury Bill 0.160500% 9127952G5 Treasury Debt N First Tier Security N/A N/A 2011-03-17 2011-03-17 N N N 16470000.00 16462216.55 0.0014 N 16461995.58 16461995.58 U.S. Treasury Bill U.S. Treasury Bill 0.140000% 9127952H3 Treasury Debt N First Tier Security N/A N/A 2011-03-24 2011-03-24 N N N 30000000.00 29986816.66 0.0025 N 29984460.00 29984460.00 U.S. Treasury Bill U.S. Treasury Bill 0.170000% 9127952L4 Treasury Debt N First Tier Security N/A N/A 2011-04-14 2011-04-14 N N N 30000000.00 29981016.66 0.0025 N 29980470.00 29980470.00 U.S. Treasury Bill U.S. Treasury Bill 0.165000% 9127952L4 Treasury Debt N First Tier Security N/A N/A 2011-04-14 2011-04-14 N N N 1110000.00 1109318.28 0.0001 N 1109277.39 1109277.39 U.S. Treasury Bill U.S. Treasury Bill 0.171000% 9127952M2 Treasury Debt N First Tier Security N/A N/A 2011-04-21 2011-04-21 N N N 30000000.00 29979907.50 0.0025 N 29979780.00 29979780.00 U.S. Treasury Bill U.S. Treasury Bill 0.145000% 9127952M2 Treasury Debt N First Tier Security N/A N/A 2011-04-21 2011-04-21 N N N 26270000.00 26255080.82 0.0022 N 26252294.02 26252294.02 U.S. Treasury Bill U.S. Treasury Bill 0.171100% 9127952M2 Treasury Debt N First Tier Security N/A N/A 2011-04-21 2011-04-21 N N N 35000000.00 34976558.75 0.0029 N 34976410.00 34976410.00 U.S. Treasury Bill U.S. Treasury Bill 0.170000% 9127952M2 Treasury Debt N First Tier Security N/A N/A 2011-04-21 2011-04-21 N N N 10000000.00 9993341.67 0.0008 N 9993260.00 9993260.00 U.S. Treasury Bill U.S. Treasury Bill 0.170100% 9127952N0 Treasury Debt N First Tier Security N/A N/A 2011-04-28 2011-04-28 N N N 15000000.00 14989516.67 0.0012 N 14989215.00 14989215.00 U.S. Treasury Bill U.S. Treasury Bill 0.191500% 9127952N0 Treasury Debt N First Tier Security N/A N/A 2011-04-28 2011-04-28 N N N 25000000.00 24980318.06 0.0021 N 24982025.00 24982025.00 U.S. Treasury Bill U.S. Treasury Bill 0.160100% 9127952Q3 Treasury Debt N First Tier Security N/A N/A 2011-05-12 2011-05-12 N N N 24035000.00 24017694.80 0.0020 N 24014450.08 24014450.08 U.S. Treasury Bill U.S. Treasury Bill 0.171000% 9127952Q3 Treasury Debt N First Tier Security N/A N/A 2011-05-12 2011-05-12 N N N 25000000.00 24980762.50 0.0021 N 24978625.00 24978625.00 U.S. Treasury Bill U.S. Treasury Bill 0.176000% 9127952Q3 Treasury Debt N First Tier Security N/A N/A 2011-05-12 2011-05-12 N N N 5000000.00 4996040.00 0.0004 N 4995725.00 4995725.00 U.S. Treasury Bill U.S. Treasury Bill 0.180000% 9127952Q3 Treasury Debt N First Tier Security N/A N/A 2011-05-12 2011-05-12 N N N 30000000.00 29975700.00 0.0025 N 29974350.00 29974350.00 U.S. Treasury Bill U.S. Treasury Bill 0.186000% 9127952Q3 Treasury Debt N First Tier Security N/A N/A 2011-05-12 2011-05-12 N N N 15965000.00 15951637.30 0.0013 N 15951349.93 15951349.93 U.S. Treasury Bill U.S. Treasury Bill 0.183200% 9127952R1 Treasury Debt N First Tier Security N/A N/A 2011-05-19 2011-05-19 N N N 30000000.00 29974227.50 0.0025 N 29972550.00 29972550.00 U.S. Treasury Bill U.S. Treasury Bill 0.187500% 9127952R1 Treasury Debt N First Tier Security N/A N/A 2011-05-19 2011-05-19 N N N 30000000.00 29973593.75 0.0025 N 29972550.00 29972550.00 U.S. Treasury Bill U.S. Treasury Bill 0.203000% 9127952R1 Treasury Debt N First Tier Security N/A N/A 2011-05-19 2011-05-19 N N N 41330000.00 41290613.66 0.0034 N 41292183.05 41292183.05 U.S. Treasury Note U.S. Treasury Note 0.875000% 912828JV3 Treasury Debt N First Tier Security N/A N/A 2010-12-31 2010-12-31 N N N 21750000.00 21762341.69 0.0018 N 21761049.00 21761049.00 U.S. Treasury Note U.S. Treasury Note 0.875000% 912828JY7 Treasury Debt N First Tier Security N/A N/A 2011-01-31 2011-01-31 N N N 47750000.00 47791355.58 0.0039 N 47804100.75 47804100.75 U.S. Treasury Note U.S. Treasury Note 0.875000% 912828KE9 Treasury Debt N First Tier Security N/A N/A 2011-02-28 2011-02-28 N N N 143830000.00 144051118.07 0.0119 N 144071634.40 144071634.40 U.S. Treasury Note U.S. Treasury Note 0.875000% 912828KH2 Treasury Debt N First Tier Security N/A N/A 2011-03-31 2011-03-31 N N N 145000000.00 145333997.03 0.0120 N 145317260.00 145317260.00 U.S. Treasury Note U.S. Treasury Note 0.875000% 912828KL3 Treasury Debt N First Tier Security N/A N/A 2011-04-30 2011-04-30 N N N 192875000.00 193378704.83 0.0160 N 193394798.13 193394798.13 U.S. Treasury Note U.S. Treasury Note 0.875000% 912828KU3 Treasury Debt N First Tier Security N/A N/A 2011-05-31 2011-05-31 N N N 112500000.00 112858889.80 0.0093 N 112864725.00 112864725.00 U.S. Treasury Note U.S. Treasury Note 1.125000% 912828LF5 Treasury Debt N First Tier Security N/A N/A 2011-06-30 2011-06-30 N N N 100000000.00 100525852.97 0.0083 N 100511700.00 100511700.00 U.S. Treasury Note U.S. Treasury Note 1.000000% 912828LG3 Treasury Debt N First Tier Security N/A N/A 2011-07-31 2011-07-31 N N N 32000000.00 32162431.91 0.0027 N 32160000.00 32160000.00 Variable Funding Capital Co. LLC Variable Funding Capital Co. LLC 0.250000% 92217MMP9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-23 2010-12-23 N N Y Special Purpose Entity FERRARM N/A N/A 50000000.00 49992361.11 0.0041 N 49991695.00 49991695.00 Variable Funding Capital Co. LLC Variable Funding Capital Co. LLC 0.240000% 92217MM38 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-03 2010-12-03 N N Y Special Purpose Entity FERRARM N/A N/A 30000000.00 29999600.00 0.0025 N 29999349.00 29999349.00 Variable Funding Capital Co. LLC Variable Funding Capital Co. LLC 0.280000% 92217MNR4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-25 2011-01-25 N N Y Special Purpose Entity FERRARM N/A N/A 300000.00 299871.67 0.0000 N 299875.41 299875.41 Wal-Mart Stores, Inc. Wal-Mart Stores, Inc. 0.190000% 93114FME1 Other Commercial Paper N First Tier Security N/A N/A 2010-12-14 2010-12-14 N N N 7270000.00 7269501.20 0.0006 N 7269547.81 7269547.81 Wal-Mart Stores, Inc. Wal-Mart Stores, Inc. 0.200000% 93114FME1 Other Commercial Paper N First Tier Security N/A N/A 2010-12-14 2010-12-14 N N N 10000000.00 9999277.78 0.0008 N 9999378.00 9999378.00 Wal-Mart Stores, Inc. Wal-Mart Stores, Inc. 0.220000% 93114FMF8 Other Commercial Paper N First Tier Security N/A N/A 2010-12-15 2010-12-15 N N N 12200000.00 12198956.22 0.0010 N 12199186.26 12199186.26 Wal-Mart Stores, Inc. Wal-Mart Stores, Inc. 0.200000% 93114FMF8 Other Commercial Paper N First Tier Security N/A N/A 2010-12-15 2010-12-15 N N N 2160000.00 2159832.00 0.0002 N 2159855.93 2159855.93 Wal-Mart Stores, Inc. Wal-Mart Stores, Inc. 0.200000% 93114FMM3 Other Commercial Paper N First Tier Security N/A N/A 2010-12-21 2010-12-21 N N N 10000000.00 9998888.89 0.0008 N 9999067.00 9999067.00 Wal-Mart Stores, Inc. Wal-Mart Stores, Inc. 0.190000% 93114FMN1 Other Commercial Paper N First Tier Security N/A N/A 2010-12-22 2010-12-22 N N N 15000000.00 14998337.50 0.0012 N 14998533.00 14998533.00 Wal-Mart Stores, Inc. Wal-Mart Stores, Inc. 0.210000% 93114FM27 Other Commercial Paper N First Tier Security N/A N/A 2010-12-02 2010-12-02 N N N 20000000.00 19999883.33 0.0016 N 19999822.00 19999822.00 Wal-Mart Stores, Inc. Wal-Mart Stores, Inc. 0.200000% 93114FM76 Other Commercial Paper N First Tier Security N/A N/A 2010-12-07 2010-12-07 N N N 12710000.00 12709576.33 0.0010 N 12709604.72 12709604.72 Wal-Mart Stores, Inc. Wal-Mart Stores, Inc. 0.190000% 93114FM76 Other Commercial Paper N First Tier Security N/A N/A 2010-12-07 2010-12-07 N N N 13000000.00 12999588.33 0.0011 N 12999595.70 12999595.70 Wal-Mart Stores, Inc. Wal-Mart Stores, Inc. 0.230000% 93114FNC4 Other Commercial Paper N First Tier Security N/A N/A 2011-01-12 2011-01-12 N N N 50000000.00 49986583.33 0.0041 N 49988890.00 49988890.00 Westpac Banking Corp. Westpac Banking Corp. 0.260000% 9612C1P19 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 20000000.00 19991044.44 0.0016 N 19986630.00 19986630.00 Westpac Banking Corp. Westpac Banking Corp. 0.410000% 9612C1TE7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-14 2011-06-14 N N N 3000000.00 2993337.50 0.0002 N 2991980.40 2991980.40 Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.240000% 89112YPD9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-02-25 2011-02-25 N N N 30000000.00 30000000.00 0.0025 N 29998551.00 29998551.00 Westpac Banking Corp. Westpac Banking Corp. 0.270000% 9612C1P76 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-02-07 2011-02-07 N N N 20000000.00 19989800.00 0.0016 N 19985204.00 19985204.00 -----END PRIVACY-ENHANCED MESSAGE-----