0001145549-11-003153.txt : 20110429 0001145549-11-003153.hdr.sgml : 20110429 20110307104204 ACCESSION NUMBER: 0001145549-11-003153 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110228 FILED AS OF DATE: 20110307 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: 11667047 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 2011-02-28 0000777535 S000005087 1 N N N N 033-00480 TIAA-CREF Investment Management, LLC 801-38029 PricewaterhouseCoopers LLP Boston MA N N Y Prime 49 67 11919347297.60 3454786.69 9874560.00 11912927524.29 0.0023 25.5348 2011-02-28 25.5348 2011-02-28 C000013874 1.00 11912927524.29 25.53 31248744.00 258563573.00 227314829.00 0.0000 25.5348 2011-02-28 25.5348 2011-02-28 Fairway Finance Corp. 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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 14978975.00 0.0013 N 14990136.00 14990136.00 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp. 0.270000% 06737JTN5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-22 2011-06-22 N N N 30000000.00 29974575.00 0.0025 N 29972070.00 29972070.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.285000% 20272EQA9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-10 2011-03-10 N N N 25000000.00 24998218.75 0.0021 N 24998902.50 24998902.50 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.285000% 20272EQF8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-15 2011-03-15 N N N 22480000.00 22477508.47 0.0019 N 22478408.42 22478408.42 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.260000% 20272EQ76 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-07 2011-03-07 N N N 5470000.00 5469762.97 0.0005 N 5469840.28 5469840.28 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.270000% 20272EQ76 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-07 2011-03-07 N N N 5580000.00 5579748.90 0.0005 N 5579837.06 5579837.06 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.265000% 20272ERT7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-27 2011-04-27 N N N 25000000.00 24989510.42 0.0021 N 24989647.50 24989647.50 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.275000% 20272ER42 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-04 2011-04-04 N N N 25000000.00 24993506.94 0.0021 N 24994337.50 24994337.50 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.275000% 20272ER59 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-05 2011-04-05 N N N 20000000.00 19994652.78 0.0017 N 19995320.00 19995320.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.259800% 20272ES90 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-09 2011-05-09 N N N 50000000.00 49975102.50 0.0042 N 49974430.00 49974430.00 Credit Agricole North America, Inc. Credit Agricole North America, Inc. 0.255000% 22532CQE7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-14 2011-03-14 N N N 30000000.00 29997237.50 0.0025 N 29998041.00 29998041.00 Credit Agricole North America, Inc. Credit Agricole North America, Inc. 0.295000% 22532CQM9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-21 2011-03-21 N N N 23000000.00 22996230.55 0.0019 N 22997315.90 22997315.90 Credit Agricole North America, Inc. Credit Agricole North America, Inc. 0.255000% 22532CQ80 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-08 2011-03-08 N N N 23315000.00 23313843.96 0.0020 N 23314207.29 23314207.29 Credit Agricole North America, Inc. Credit Agricole North America, Inc. 0.275000% 22532CRF3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-15 2011-04-15 N N N 25000000.00 24991406.25 0.0021 N 24992302.50 24992302.50 Credit Agricole North America, Inc. Credit Agricole North America, Inc. 0.350000% 22532CSJ4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-18 2011-05-18 N N N 5750000.00 5745639.58 0.0005 N 5746643.73 5746643.73 Deutsche Bank Financial LLC Deutsche Bank Financial LLC 0.260000% 25153KQV2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-29 2011-03-29 N N N 25760000.00 25754790.75 0.0022 N 25754667.68 25754667.68 Deutsche Bank Financial LLC Deutsche Bank Financial LLC 0.270000% 25153KQ83 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-08 2011-03-08 N N N 25000000.00 24998687.50 0.0021 N 24998982.50 24998982.50 General Electric Capital Corp. General Electric Capital Corp. 0.240000% 36959JQE6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-14 2011-03-14 N N N 50000000.00 49995666.67 0.0042 N 49996930.00 49996930.00 General Electric Capital Corp. General Electric Capital Corp. 0.230000% 36959JQM8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-21 2011-03-21 N N N 5495000.00 5494297.86 0.0005 N 5494487.32 5494487.32 General Electric Capital Corp. General Electric Capital Corp. 0.230000% 36959JQV8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-29 2011-03-29 N N N 20000000.00 19996422.22 0.0017 N 19997422.00 19997422.00 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 2159497.80 0.0002 N 2159687.02 2159687.02 General Electric Capital Corp. General Electric Capital Corp. 0.260000% 36959JR62 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-06 2011-04-06 N N N 30000000.00 29992200.00 0.0025 N 29994789.00 29994789.00 General Electric Capital Corp. General Electric Capital Corp. 0.250000% 36959JS38 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-03 2011-05-03 N N N 20000000.00 19991250.00 0.0017 N 19992782.00 19992782.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.230000% 4497W1QE9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-14 2011-03-14 N N N 50000000.00 49995847.22 0.0042 N 49996150.00 49996150.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.250000% 4497W1QH2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-17 2011-03-17 N N N 30000000.00 29996666.67 0.0025 N 29997024.00 29997024.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.250000% 4497W1R40 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-04 2011-04-04 N N N 25000000.00 24994097.22 0.0021 N 24993607.50 24993607.50 Canadian Imperial Holdings, Inc. Canadian Imperial Holdings, Inc. 0.220000% 13607FRB4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-11 2011-04-11 N N N 32900000.00 32891756.72 0.0028 N 32889712.17 32889712.17 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc. 0.310000% 0556N1QE6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-14 2011-03-14 N N N 25000000.00 24997201.39 0.0021 N 24998367.50 24998367.50 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc. 0.270000% 0556N1QP1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-23 2011-03-23 N N N 19050000.00 19046856.75 0.0016 N 19047481.59 19047481.59 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc. 0.240000% 0556N1Q89 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-08 2011-03-08 N N N 25000000.00 24998833.33 0.0021 N 24999150.00 24999150.00 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc. 0.260000% 0556N1RK1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-19 2011-04-19 N N N 25000000.00 24991152.78 0.0021 N 24991422.50 24991422.50 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc. 0.270000% 0556N1R62 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-06 2011-04-06 N N N 23200000.00 23193736.00 0.0019 N 23194397.20 23194397.20 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc. 0.350000% 0556N1SX2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-31 2011-05-31 N N N 25000000.00 24977881.95 0.0021 N 24982622.50 24982622.50 American Honda Finance Corp. American Honda Finance Corp. 0.230000% 02665KQM2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-21 2011-03-21 N N N 17560000.00 17557756.22 0.0015 N 17557643.45 17557643.45 American Honda Finance Corp. American Honda Finance Corp. 0.225000% 02665KQP5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-23 2011-03-23 N N N 2725000.00 2724625.31 0.0002 N 2724587.44 2724587.44 American Honda Finance Corp. American Honda Finance Corp. 0.230000% 02665KQ18 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 25000000.00 25000000.00 0.0021 N 24999875.00 24999875.00 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 11999916.67 0.0010 N 11999880.00 11999880.00 American Honda Finance Corp. American Honda Finance Corp. 0.250000% 02665KQ34 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-03 2011-03-03 N N N 9700000.00 9699865.28 0.0008 N 9699854.50 9699854.50 American Honda Finance Corp. American Honda Finance Corp. 0.240000% 02665KRJ8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-18 2011-04-18 N N N 8650000.00 8647232.00 0.0007 N 8646762.31 8646762.31 American Honda Finance Corp. American Honda Finance Corp. 0.230000% 02665KRL3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-20 2011-04-20 N N N 23340000.00 23332544.17 0.0020 N 23330808.71 23330808.71 American Honda Finance Corp. American Honda Finance Corp. 0.240000% 02665KRS8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-26 2011-04-26 N N N 8000000.00 7997013.33 0.0007 N 7996377.60 7996377.60 American Honda Finance Corp. American Honda Finance Corp. 0.250000% 02665KS32 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-03 2011-05-03 N N N 18176000.00 18168048.00 0.0015 N 18166597.56 18166597.56 American Honda Finance Corp. American Honda Finance Corp. 0.250000% 02665KS40 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-04 2011-05-04 N N N 25000000.00 24988888.89 0.0021 N 24986820.00 24986820.00 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 24996770.83 0.0021 N 24998445.00 24998445.00 Bank of Montreal Bank of Montreal 0.230000% 06367KR43 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-04 2011-04-04 N N N 20340000.00 20335581.70 0.0017 N 20334799.06 20334799.06 Bank of Nova Scotia Bank of Nova Scotia 0.235000% 06416KQF0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-15 2011-03-15 N N N 20000000.00 19998172.22 0.0017 N 19998834.00 19998834.00 Bank of Nova Scotia Bank of Nova Scotia 0.280000% 06416KQM5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-21 2011-03-21 N N N 25000000.00 24996111.11 0.0021 N 24997957.50 24997957.50 Bank of Nova Scotia Bank of Nova Scotia 0.270000% 06416KR51 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-05 2011-04-05 N N N 10000000.00 9997375.00 0.0008 N 9998480.00 9998480.00 Lloyds TSB Bank PLC Lloyds TSB Bank PLC 0.260000% 53943SQG5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-16 2011-03-16 N N N 36000000.00 35996100.00 0.0030 N 35996720.40 35996720.40 Lloyds TSB Bank PLC Lloyds TSB Bank PLC 0.240000% 53943SQG5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-16 2011-03-16 N N N 8700000.00 8699130.00 0.0007 N 8699207.43 8699207.43 Lloyds TSB Bank PLC Lloyds TSB Bank PLC 0.275000% 53943SS24 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-02 2011-05-02 N N N 8870000.00 8865799.07 0.0007 N 8865483.40 8865483.40 Private Export Funding Corp. Private Export Funding Corp. 0.240000% 7426M5TE4 Financial Company Commercial Paper N Unrated Security N/A N/A 2011-06-14 2011-06-14 N N N 13000000.00 12990900.00 0.0011 N 12991732.00 12991732.00 Private Export Funding Corp. Private Export Funding Corp. 0.260000% 7426M5UR3 Financial Company Commercial Paper N Unrated Security N/A N/A 2011-07-25 2011-07-25 N N N 25000000.00 24973638.89 0.0021 N 24972845.00 24972845.00 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 20998541.67 0.0018 N 20999069.70 20999069.70 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 20997958.33 0.0018 N 20998687.50 20998687.50 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 24999826.39 0.0021 N 24999805.00 24999805.00 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 20999720.00 0.0018 N 20999754.30 20999754.30 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 28499430.00 0.0024 N 28499555.40 28499555.40 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 21998759.44 0.0018 N 21999307.00 21999307.00 Private Export Funding Corp. Private Export Funding Corp. 0.210000% 7426M5Q80 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-08 2011-03-08 N N N 2185000.00 2184910.78 0.0002 N 2184931.17 2184931.17 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 9993963.89 0.0008 N 9997900.00 9997900.00 Private Export Funding Corp. Private Export Funding Corp. 0.250000% 7426M5SB1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-11 2011-05-11 N N N 15000000.00 14992604.17 0.0013 N 14994180.00 14994180.00 Private Export Funding Corp. Private Export Funding Corp. 0.250000% 7426M5SH8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-17 2011-05-17 N N N 20000000.00 19989305.56 0.0017 N 19991506.00 19991506.00 Private Export Funding Corp. Private Export Funding Corp. 0.250000% 7426M5SJ4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-18 2011-05-18 N N N 10000000.00 9994583.33 0.0008 N 9995699.00 9995699.00 Private Export Funding Corp. Private Export Funding Corp. 0.250000% 7426M5TM6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-21 2011-06-21 N N N 16600000.00 16587088.89 0.0014 N 16588380.00 16588380.00 Private Export Funding Corp. Private Export Funding Corp. 0.250000% 7426M5T20 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-02 2011-06-02 N N N 25000000.00 24983854.17 0.0021 N 24986682.50 24986682.50 Private Export Funding Corp. Private Export Funding Corp. 0.260000% 7426M5T61 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-06 2011-06-06 N N N 30000000.00 29978983.33 0.0025 N 29983014.00 29983014.00 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 9986350.00 0.0008 N 9991545.00 9991545.00 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 14978833.33 0.0013 N 14987182.50 14987182.50 National Australia Funding Delaware, Inc. National Australia Funding Delaware, Inc. 0.270000% 63253KS99 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-09 2011-05-09 N N N 40000000.00 39979300.00 0.0034 N 39983900.00 39983900.00 National Australia Funding Delaware, Inc. National Australia Funding Delaware, Inc. 0.285000% 63253KT15 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-01 2011-06-01 N N N 25000000.00 24981791.67 0.0021 N 24985662.50 24985662.50 National Australia Funding Delaware, Inc. National Australia Funding Delaware, Inc. 0.290000% 63253KT23 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-02 2011-06-02 N N N 25000000.00 24981270.84 0.0021 N 24985442.50 24985442.50 Toronto-Dominion Holdings U.S.A., Inc. Toronto-Dominion Holdings U.S.A., Inc. 0.210000% 89116FQ37 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-03 2011-03-03 N N N 20000000.00 19999766.67 0.0017 N 19999734.00 19999734.00 Toronto-Dominion Holdings U.S.A., Inc. Toronto-Dominion Holdings U.S.A., Inc. 0.235000% 89116FQ78 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-07 2011-03-07 N N N 27000000.00 26998942.50 0.0023 N 26999160.30 26999160.30 Toronto-Dominion Holdings U.S.A., Inc. Toronto-Dominion Holdings U.S.A., Inc. 0.220000% 89116FQ78 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-07 2011-03-07 N N N 18000000.00 17999340.00 0.0015 N 17999440.20 17999440.20 Toronto-Dominion Holdings U.S.A., Inc. Toronto-Dominion Holdings U.S.A., Inc. 0.280000% 89116FT34 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-03 2011-06-03 N N N 18000000.00 17986840.00 0.0015 N 17988931.80 17988931.80 Toyota Motor Credit Corp. Toyota Motor Credit Corp. 0.250000% 89233HQV9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-29 2011-03-29 N N N 40000000.00 39992222.22 0.0034 N 39993268.00 39993268.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp. 0.280000% 89233HRS5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-26 2011-04-26 N N N 44545000.00 44525598.18 0.0037 N 44527649.72 44527649.72 U.S. Bank NA U.S. Bank NA 0.230000% 9033E1QU1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-28 2011-03-28 N N N 30000000.00 29994825.00 0.0025 N 29994798.00 29994798.00 U.S. Bank NA U.S. Bank NA 0.250000% 90344WDE2 Financial Company Commercial Paper N Unrated Security N/A N/A 2011-03-15 2011-03-15 N N N 75000000.00 75000000.00 0.0063 N 75002812.50 75002812.50 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 49994097.22 0.0042 N 49996500.00 49996500.00 Royal Bank of Canada Royal Bank of Canada 0.220000% 78009BQ47 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-04 2011-03-04 N N N 39665000.00 39664272.81 0.0033 N 39664381.23 39664381.23 Royal Bank of Canada Royal Bank of Canada 0.245000% 78009BRB0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-11 2011-04-11 N N N 25000000.00 24993024.31 0.0021 N 24995217.50 24995217.50 Royal Bank of Canada Royal Bank of Canada 0.245000% 78009BRK0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-19 2011-04-19 N N N 3945000.00 3943684.45 0.0003 N 3944030.32 3944030.32 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 49979756.94 0.0042 N 49985610.00 49985610.00 Bank of Nova Scotia Bank of Nova Scotia 0.275000% 06416KSX9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-31 2011-05-31 N N N 20000000.00 19986097.22 0.0017 N 19989216.00 19989216.00 Rabobank U.S.A. Financial Corp. Rabobank U.S.A. Financial Corp. 0.270000% 74977LQA8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-10 2011-03-10 N N N 12500000.00 12499156.25 0.0010 N 12499513.75 12499513.75 Rabobank U.S.A. Financial Corp. Rabobank U.S.A. Financial Corp. 0.250000% 74977LQA8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-10 2011-03-10 N N N 6800000.00 6799575.00 0.0006 N 6799735.48 6799735.48 Rabobank U.S.A. Financial Corp. Rabobank U.S.A. Financial Corp. 0.280000% 74977LQM2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-21 2011-03-21 N N N 5000000.00 4999222.22 0.0004 N 4999591.50 4999591.50 Rabobank U.S.A. Financial Corp. Rabobank U.S.A. Financial Corp. 0.290000% 74977LQ42 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-04 2011-03-04 N N N 6350000.00 6349846.54 0.0005 N 6349900.94 6349900.94 Rabobank U.S.A. Financial Corp. Rabobank U.S.A. Financial Corp. 0.285000% 74977LRF6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-15 2011-04-15 N N N 10000000.00 9996437.50 0.0008 N 9997815.00 9997815.00 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 6747862.50 0.0006 N 6748844.40 6748844.40 Rabobank U.S.A. Financial Corp. Rabobank U.S.A. Financial Corp. 0.300000% 74977LSR9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-25 2011-05-25 N N N 17800000.00 17787391.66 0.0015 N 17791197.90 17791197.90 Rabobank U.S.A. Financial Corp. Rabobank U.S.A. Financial Corp. 0.290000% 74977LTA5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-10 2011-06-10 N N N 19430000.00 19414191.53 0.0016 N 19417998.09 19417998.09 Rabobank U.S.A. Financial Corp. Rabobank U.S.A. Financial Corp. 0.270000% 74977LTA5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-10 2011-06-10 N N N 30000000.00 29977275.00 0.0025 N 29981469.00 29981469.00 Rabobank U.S.A. Financial Corp. Rabobank U.S.A. Financial Corp. 0.275000% 74977LTA5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-10 2011-06-10 N N N 20000000.00 19984569.44 0.0017 N 19987646.00 19987646.00 Societe Generale North America, Inc. Societe Generale North America, Inc. 0.270000% 83365SQF3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-15 2011-03-15 N N Y Special Purpose Entity FERRARM N/A N/A 8540000.00 8539103.30 0.0007 N 8539288.62 8539288.62 Societe Generale North America, Inc. Societe Generale North America, Inc. 0.200000% 83365SQ14 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-01 2011-03-01 N N Y Special Purpose Entity FERRARM N/A N/A 25000000.00 25000000.00 0.0021 N 24999875.00 24999875.00 Societe Generale North America, Inc. Societe Generale North America, Inc. 0.260000% 83365SQ97 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-09 2011-03-09 N N Y Special Purpose Entity FERRARM N/A N/A 25000000.00 24998555.55 0.0021 N 24998845.00 24998845.00 Societe Generale North America, Inc. Societe Generale North America, Inc. 0.300000% 83365SR13 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-01 2011-04-01 N N Y Special Purpose Entity FERRARM N/A N/A 25000000.00 24993541.66 0.0021 N 24994200.00 24994200.00 Toronto-Dominion Holdings U.S.A., Inc. Toronto-Dominion Holdings U.S.A., Inc. 0.200000% 89116FQQ6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-24 2011-03-24 N N N 25000000.00 24996805.55 0.0021 N 24997332.50 24997332.50 General Electric Capital Corp. General Electric Capital Corp. 0.250000% 36959JTN3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-22 2011-06-22 N N N 50000000.00 49960763.89 0.0042 N 49962635.00 49962635.00 Westpac Banking Corp. Westpac Banking Corp. 0.310000% 9612C1SH1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-17 2011-05-17 N N N 8415000.00 8409420.38 0.0007 N 8410550.99 8410550.99 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 2996412.50 0.0003 N 2997559.20 2997559.20 Rabobank U.S.A. Financial Corp. Rabobank U.S.A. Financial Corp. 0.270000% 74977LT31 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-03 2011-06-03 N N N 12450000.00 12441222.75 0.0010 N 12443001.86 12443001.86 Rabobank U.S.A. Financial Corp. Rabobank U.S.A. Financial Corp. 0.350000% 74977LVF1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-15 2011-08-15 N N N 20000000.00 19967527.77 0.0017 N 19973866.00 19973866.00 Royal Bank of Canada Royal Bank of Canada 0.225000% 78009BTQ5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-24 2011-06-24 N N N 35000000.00 34974843.75 0.0029 N 34974401.00 34974401.00 Societe Generale North America, Inc. Societe Generale North America, Inc. 0.235000% 83365SQJ5 Financial Company Commercial Paper N Unrated Security N/A N/A 2011-03-18 2011-03-18 N N Y Special Purpose Entity FERRARM N/A N/A 25000000.00 24997225.70 0.0021 N 24997312.50 24997312.50 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.140000% 3128X9MQ0 Government Agency Debt N First Tier Security N/A N/A 2011-03-01 2011-11-09 N N N 151500000.00 151422034.47 0.0127 N 151402888.50 151402888.50 Federal Home Loan Bank Federal Home Loan Bank 0.180000% 3133XVTK7 Government Agency Debt N First Tier Security N/A N/A 2011-03-01 2011-05-26 N N N 50000000.00 49984485.79 0.0042 N 49994850.00 49994850.00 Federal Home Loan Bank Federal Home Loan Bank 0.164000% 3133XWKY4 Government Agency Debt N First Tier Security N/A N/A 2011-03-11 2011-07-11 N N N 120000000.00 119991111.17 0.0101 N 119976240.00 119976240.00 Federal Home Loan Bank Federal Home Loan Bank Series 1 0.200000% 3133XYF34 Government Agency Debt N First Tier Security N/A N/A 2011-03-01 2011-05-06 N N N 25000000.00 24998616.73 0.0021 N 24998975.00 24998975.00 Federal Home Loan Bank Federal Home Loan Bank Series 2 0.280000% 3133XYPW9 Government Agency Debt N First Tier Security N/A N/A 2011-03-01 2011-05-26 N N N 90000000.00 90000000.00 0.0076 N 90011430.00 90011430.00 Federal Home Loan Bank Federal Home Loan Bank Series 1 0.330000% 3133XYRG2 Government Agency Debt N First Tier Security N/A N/A 2011-03-01 2011-06-01 N N N 90000000.00 90004574.59 0.0076 N 90023040.00 90023040.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.250000% 31331GYQ6 Government Agency Debt N First Tier Security N/A N/A 2011-03-01 2011-06-17 N N N 20000000.00 20001805.07 0.0017 N 20001380.00 20001380.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.400000% 31331JPR8 Government Agency Debt N First Tier Security N/A N/A 2011-03-01 2011-06-01 N N N 45000000.00 44994340.11 0.0038 N 45013725.00 45013725.00 Federal Farm Credit Bank Federal Farm Credit Bank Series 1 0.175800% 31331JSC8 Government Agency Debt N First Tier Security N/A N/A 2011-03-15 2011-07-15 N N N 45000000.00 44999048.70 0.0038 N 44993925.00 44993925.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.164800% 31331JSE4 Government Agency Debt N First Tier Security N/A N/A 2011-03-16 2011-05-16 N N N 40000000.00 39998747.48 0.0034 N 39997360.00 39997360.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.220000% 31331J5A7 Government Agency Debt N First Tier Security N/A N/A 2011-03-01 2012-02-13 N N N 90000000.00 89995169.52 0.0076 N 89983710.00 89983710.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.165000% 313312DK3 Government Agency Debt N First Tier Security N/A N/A 2011-03-23 2011-03-23 N N N 55010000.00 55004453.15 0.0046 N 55007634.57 55007634.57 Federal Farm Credit Bank Federal Farm Credit Bank 0.195000% 313312DM9 Government Agency Debt N First Tier Security N/A N/A 2011-03-25 2011-03-25 N N N 30350000.00 30346054.50 0.0025 N 30348573.55 30348573.55 Federal Farm Credit Bank Federal Farm Credit Bank 0.170000% 313312FJ4 Government Agency Debt N First Tier Security N/A N/A 2011-05-09 2011-05-09 N N N 17000000.00 16994460.84 0.0014 N 16996736.00 16996736.00 Federal Home Loan Bank Federal Home Loan Bank Series 3 0.235000% 313370Q35 Government Agency Debt N First Tier Security N/A N/A 2011-03-01 2011-08-12 N N N 100000000.00 100000000.00 0.0084 N 100002600.00 100002600.00 Federal Home Loan Bank Federal Home Loan Bank 0.230000% 313372EV2 Government Agency Debt N First Tier Security N/A N/A 2011-03-01 2012-01-13 N N N 120000000.00 119994719.59 0.0101 N 119992320.00 119992320.00 Federal Home Loan Bank Federal Home Loan Bank 0.165000% 313384CN7 Government Agency Debt N First Tier Security N/A N/A 2011-03-02 2011-03-02 N N N 32733000.00 32732849.97 0.0027 N 32732934.53 32732934.53 Federal Home Loan Bank Federal Home Loan Bank 0.175000% 313384CQ0 Government Agency Debt N First Tier Security N/A N/A 2011-03-04 2011-03-04 N N N 20000000.00 19999708.33 0.0017 N 19999880.00 19999880.00 Federal Home Loan Bank Federal Home Loan Bank 0.165000% 313384CQ0 Government Agency Debt N First Tier Security N/A N/A 2011-03-04 2011-03-04 N N N 20000000.00 19999725.00 0.0017 N 19999880.00 19999880.00 Federal Home Loan Bank Federal Home Loan Bank 0.160000% 313384CV9 Government Agency Debt N First Tier Security N/A N/A 2011-03-09 2011-03-09 N N N 51525000.00 51523168.00 0.0043 N 51524175.60 51524175.60 Federal Home Loan Bank Federal Home Loan Bank 0.170000% 313384CX5 Government Agency Debt N First Tier Security N/A N/A 2011-03-11 2011-03-11 N N N 8100000.00 8099617.50 0.0007 N 8099846.10 8099846.10 Federal Home Loan Bank Federal Home Loan Bank 0.165000% 313384CX5 Government Agency Debt N First Tier Security N/A N/A 2011-03-11 2011-03-11 N N N 45000000.00 44997937.50 0.0038 N 44999145.00 44999145.00 Federal Home Loan Bank Federal Home Loan Bank 0.165000% 313384DC0 Government Agency Debt N First Tier Security N/A N/A 2011-03-16 2011-03-16 N N N 30000000.00 29997937.50 0.0025 N 29999130.00 29999130.00 Federal Home Loan Bank Federal Home Loan Bank 0.150000% 313384DC0 Government Agency Debt N First Tier Security N/A N/A 2011-03-16 2011-03-16 N N N 15000000.00 14999062.50 0.0013 N 14999565.00 14999565.00 Federal Home Loan Bank Federal Home Loan Bank 0.160000% 313384DE6 Government Agency Debt N First Tier Security N/A N/A 2011-03-18 2011-03-18 N N N 17585000.00 17583671.35 0.0015 N 17584419.70 17584419.70 Federal Home Loan Bank Federal Home Loan Bank 0.160000% 313384DK2 Government Agency Debt N First Tier Security N/A N/A 2011-03-23 2011-03-23 N N N 39525000.00 39521135.34 0.0033 N 39523300.43 39523300.43 Federal Home Loan Bank Federal Home Loan Bank 0.170000% 313384DK2 Government Agency Debt N First Tier Security N/A N/A 2011-03-23 2011-03-23 N N N 25000000.00 24997402.77 0.0021 N 24998925.00 24998925.00 Federal Home Loan Bank Federal Home Loan Bank 0.175000% 313384DK2 Government Agency Debt N First Tier Security N/A N/A 2011-03-23 2011-03-23 N N N 25000000.00 24997326.39 0.0021 N 24998925.00 24998925.00 Federal Home Loan Bank Federal Home Loan Bank 0.170000% 313384DM8 Government Agency Debt N First Tier Security N/A N/A 2011-03-25 2011-03-25 N N N 40000000.00 39995466.67 0.0034 N 39998120.00 39998120.00 Federal Home Loan Bank Federal Home Loan Bank 0.170000% 313384DX4 Government Agency Debt N First Tier Security N/A N/A 2011-04-04 2011-04-04 N N N 9100000.00 9098538.95 0.0008 N 9099308.40 9099308.40 Federal Home Loan Bank Federal Home Loan Bank 0.170000% 313384DZ9 Government Agency Debt N First Tier Security N/A N/A 2011-04-06 2011-04-06 N N N 13630000.00 13627682.90 0.0011 N 13628909.60 13628909.60 Federal Home Loan Bank Federal Home Loan Bank 0.170000% 313384EB1 Government Agency Debt N First Tier Security N/A N/A 2011-04-08 2011-04-08 N N N 25000000.00 24995513.89 0.0021 N 24997900.00 24997900.00 Federal Home Loan Bank Federal Home Loan Bank 0.175000% 313384EG0 Government Agency Debt N First Tier Security N/A N/A 2011-04-13 2011-04-13 N N N 40000000.00 39991638.89 0.0034 N 39996160.00 39996160.00 Federal Home Loan Bank Federal Home Loan Bank 0.172000% 313384EJ4 Government Agency Debt N First Tier Security N/A N/A 2011-04-15 2011-04-15 N N N 40750000.00 40741238.75 0.0034 N 40745925.00 40745925.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313384EJ4 Government Agency Debt N First Tier Security N/A N/A 2011-04-15 2011-04-15 N N N 8920000.00 8918550.50 0.0007 N 8919108.00 8919108.00 Federal Home Loan Bank Federal Home Loan Bank 0.135000% 313384EJ4 Government Agency Debt N First Tier Security N/A N/A 2011-04-15 2011-04-15 N N N 20000000.00 19996625.00 0.0017 N 19998000.00 19998000.00 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 313384EP0 Government Agency Debt N First Tier Security N/A N/A 2011-04-20 2011-04-20 N N N 24810000.00 24805865.00 0.0021 N 24807246.09 24807246.09 Federal Home Loan Bank Federal Home Loan Bank 0.180000% 313384EW5 Government Agency Debt N First Tier Security N/A N/A 2011-04-27 2011-04-27 N N N 25000000.00 24992875.00 0.0021 N 24996825.00 24996825.00 Federal Home Loan Bank Federal Home Loan Bank 0.175000% 313384EW5 Government Agency Debt N First Tier Security N/A N/A 2011-04-27 2011-04-27 N N N 30000000.00 29991687.50 0.0025 N 29996190.00 29996190.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313384EW5 Government Agency Debt N First Tier Security N/A N/A 2011-04-27 2011-04-27 N N N 5690000.00 5688828.81 0.0005 N 5689277.37 5689277.37 Federal Home Loan Bank Federal Home Loan Bank 0.175000% 313384FD6 Government Agency Debt N First Tier Security N/A N/A 2011-05-04 2011-05-04 N N N 25000000.00 24992222.22 0.0021 N 24995550.00 24995550.00 Federal Home Loan Bank Federal Home Loan Bank 0.220000% 313384FF1 Government Agency Debt N First Tier Security N/A N/A 2011-05-06 2011-05-06 N N N 2245000.00 2244094.52 0.0002 N 2244589.17 2244589.17 Federal Home Loan Bank Federal Home Loan Bank 0.125000% 313384FF1 Government Agency Debt N First Tier Security N/A N/A 2011-05-06 2011-05-06 N N N 38980000.00 38971067.08 0.0033 N 38972866.66 38972866.66 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313384FR5 Government Agency Debt N First Tier Security N/A N/A 2011-05-16 2011-05-16 N N N 10000000.00 9997044.45 0.0008 N 9997890.00 9997890.00 Federal Home Loan Bank Federal Home Loan Bank 0.150000% 313384GC7 Government Agency Debt N First Tier Security N/A N/A 2011-05-27 2011-05-27 N N N 50000000.00 49981875.00 0.0042 N 49987900.00 49987900.00 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 10000000.00 0.0008 N 10000000.00 10000000.00 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 4589640.45 0.0004 N 4589944.92 4589944.92 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.160000% 313396CT8 Government Agency Debt N First Tier Security N/A N/A 2011-03-07 2011-03-07 N N N 52585000.00 52583597.73 0.0044 N 52584368.98 52584368.98 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.165000% 313396DA8 Government Agency Debt N First Tier Security N/A N/A 2011-03-14 2011-03-14 N N N 6600000.00 6599606.75 0.0006 N 6599835.00 6599835.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.160000% 313396DA8 Government Agency Debt N First Tier Security N/A N/A 2011-03-14 2011-03-14 N N N 10488000.00 10487394.03 0.0009 N 10487737.80 10487737.80 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 16998810.00 0.0014 N 16999541.00 16999541.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.155000% 313396DH3 Government Agency Debt N First Tier Security N/A N/A 2011-03-21 2011-03-21 N N N 17840000.00 17838463.78 0.0015 N 17839304.24 17839304.24 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.150000% 313396DH3 Government Agency Debt N First Tier Security N/A N/A 2011-03-21 2011-03-21 N N N 15000000.00 14998750.00 0.0013 N 14999415.00 14999415.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.170000% 313396DH3 Government Agency Debt N First Tier Security N/A N/A 2011-03-21 2011-03-21 N N N 3000000.00 2999716.67 0.0003 N 2999883.00 2999883.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.165000% 313396DH3 Government Agency Debt N First Tier Security N/A N/A 2011-03-21 2011-03-21 N N N 40000000.00 39996333.33 0.0034 N 39998440.00 39998440.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.160000% 313396DQ3 Government Agency Debt N First Tier Security N/A N/A 2011-03-28 2011-03-28 N N N 12480000.00 12478502.40 0.0010 N 12479351.04 12479351.04 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.165000% 313396DQ3 Government Agency Debt N First Tier Security N/A N/A 2011-03-28 2011-03-28 N N N 39535000.00 39530107.54 0.0033 N 39532944.18 39532944.18 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.170000% 313396DQ3 Government Agency Debt N First Tier Security N/A N/A 2011-03-28 2011-03-28 N N N 55875000.00 55867875.94 0.0047 N 55872094.50 55872094.50 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.170000% 313396DX8 Government Agency Debt N First Tier Security N/A N/A 2011-04-04 2011-04-04 N N N 83000000.00 82986673.89 0.0070 N 82993692.00 82993692.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.120000% 313396DX8 Government Agency Debt N First Tier Security N/A N/A 2011-04-04 2011-04-04 N N N 3175000.00 3174640.17 0.0003 N 3174758.70 3174758.70 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.170000% 313396EE9 Government Agency Debt N First Tier Security N/A N/A 2011-04-11 2011-04-11 N N N 30000000.00 29994191.66 0.0025 N 29997270.00 29997270.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.175000% 313396EE9 Government Agency Debt N First Tier Security N/A N/A 2011-04-11 2011-04-11 N N N 30000000.00 29994020.83 0.0025 N 29997270.00 29997270.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.190000% 313396EM1 Government Agency Debt N First Tier Security N/A N/A 2011-04-18 2011-04-18 N N N 40000000.00 39989866.67 0.0034 N 39995720.00 39995720.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.170000% 313396EM1 Government Agency Debt N First Tier Security N/A N/A 2011-04-18 2011-04-18 N N N 50775000.00 50763491.01 0.0043 N 50769567.08 50769567.08 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.175000% 313396EM1 Government Agency Debt N First Tier Security N/A N/A 2011-04-18 2011-04-18 N N N 46297000.00 46286197.36 0.0039 N 46292046.22 46292046.22 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.180000% 313396EQ2 Government Agency Debt N First Tier Security N/A N/A 2011-04-21 2011-04-21 N N N 16100000.00 16095894.50 0.0014 N 16098180.70 16098180.70 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.175000% 313396EU3 Government Agency Debt N First Tier Security N/A N/A 2011-04-25 2011-04-25 N N N 28850000.00 28842286.63 0.0024 N 28846480.30 28846480.30 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.175000% 313396EV1 Government Agency Debt N First Tier Security N/A N/A 2011-04-26 2011-04-26 N N N 15900000.00 15895671.67 0.0013 N 15898028.40 15898028.40 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 19985188.89 0.0017 N 19996560.00 19996560.00 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 19563150.50 0.0016 N 19566575.25 19566575.25 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.190000% 313396FD0 Government Agency Debt N First Tier Security N/A N/A 2011-05-04 2011-05-04 N N N 2100000.00 2099290.67 0.0002 N 2099626.20 2099626.20 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.150000% 313396FJ7 Government Agency Debt N First Tier Security N/A N/A 2011-05-09 2011-05-09 N N N 4410000.00 4408732.13 0.0004 N 4409153.28 4409153.28 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.135000% 313396FR9 Government Agency Debt N First Tier Security N/A N/A 2011-05-16 2011-05-16 N N N 25000000.00 24992875.00 0.0021 N 24994725.00 24994725.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.140000% 313396FR9 Government Agency Debt N First Tier Security N/A N/A 2011-05-16 2011-05-16 N N N 20000000.00 19994088.89 0.0017 N 19995780.00 19995780.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.140000% 313396FY4 Government Agency Debt N First Tier Security N/A N/A 2011-05-23 2011-05-23 N N N 42000000.00 41986443.33 0.0035 N 41990298.00 41990298.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.145000% 313396FY4 Government Agency Debt N First Tier Security N/A N/A 2011-05-23 2011-05-23 N N N 50000000.00 49983284.72 0.0042 N 49988450.00 49988450.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.190000% 313396FZ1 Government Agency Debt N First Tier Security N/A N/A 2011-05-24 2011-05-24 N N N 3115000.00 3113619.02 0.0003 N 3114274.21 3114274.21 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.200000% 313396FZ1 Government Agency Debt N First Tier Security N/A N/A 2011-05-24 2011-05-24 N N N 5614000.00 5611380.14 0.0005 N 5612691.94 5612691.94 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 9994097.22 0.0008 N 9997640.00 9997640.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.200000% 313396GP2 Government Agency Debt N First Tier Security N/A N/A 2011-06-07 2011-06-07 N N N 7844000.00 7839729.38 0.0007 N 7841435.01 7841435.01 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.230000% 313396HC0 Government Agency Debt N First Tier Security N/A N/A 2011-06-20 2011-06-20 N N N 5377000.00 5373186.81 0.0005 N 5375010.51 5375010.51 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.195000% 313396HC0 Government Agency Debt N First Tier Security N/A N/A 2011-06-20 2011-06-20 N N N 40000000.00 39975950.00 0.0034 N 39985200.00 39985200.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.200000% 313396HC0 Government Agency Debt N First Tier Security N/A N/A 2011-06-20 2011-06-20 N N N 2703000.00 2701333.15 0.0002 N 2701999.89 2701999.89 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.215000% 313396HW6 Government Agency Debt N First Tier Security N/A N/A 2011-07-08 2011-07-08 N N N 4660000.00 4656409.86 0.0004 N 4657660.68 4657660.68 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.290000% 313396NV1 Government Agency Debt N First Tier Security N/A N/A 2011-11-04 2011-11-04 N N N 2500000.00 2495005.55 0.0002 N 2497072.50 2497072.50 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.290000% 3134G1DL5 Government Agency Debt N First Tier Security N/A N/A 2011-03-01 2011-11-07 N N N 27400000.00 27410493.35 0.0023 N 27410439.40 27410439.40 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.310000% 3134G1LW2 Government Agency Debt N First Tier Security N/A N/A 2011-03-01 2012-01-09 N N N 100000000.00 100065308.76 0.0084 N 100061800.00 100061800.00 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 15000000.00 0.0013 N 15000000.00 15000000.00 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 6000000.00 0.0005 N 6000000.00 6000000.00 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 10000000.00 0.0008 N 10000000.00 10000000.00 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 15000000.00 0.0013 N 15000000.00 15000000.00 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 41358000.00 0.0035 N 41358000.00 41358000.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.190000% 313588CN3 Government Agency Debt N First Tier Security N/A N/A 2011-03-02 2011-03-02 N N N 10333000.00 10332945.46 0.0009 N 10332979.33 10332979.33 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 23299139.19 0.0020 N 23299673.80 23299673.80 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 10949537.67 0.0009 N 10949824.80 10949824.80 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.160000% 313588CV5 Government Agency Debt N First Tier Security N/A N/A 2011-03-09 2011-03-09 N N N 41485000.00 41483524.98 0.0035 N 41484336.24 41484336.24 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.165000% 313588DA0 Government Agency Debt N First Tier Security N/A N/A 2011-03-14 2011-03-14 N N N 40000000.00 39997616.67 0.0034 N 39999000.00 39999000.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.160000% 313588DA0 Government Agency Debt N First Tier Security N/A N/A 2011-03-14 2011-03-14 N N N 9500000.00 9499451.11 0.0008 N 9499762.50 9499762.50 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.165000% 313588DC6 Government Agency Debt N First Tier Security N/A N/A 2011-03-16 2011-03-16 N N N 15000000.00 14998968.75 0.0013 N 14999565.00 14999565.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.160000% 313588DC6 Government Agency Debt N First Tier Security N/A N/A 2011-03-16 2011-03-16 N N N 49807000.00 49803679.53 0.0042 N 49805555.60 49805555.60 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.170000% 313588DK8 Government Agency Debt N First Tier Security N/A N/A 2011-03-23 2011-03-23 N N N 14700000.00 14698472.83 0.0012 N 14699367.90 14699367.90 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 1419469.87 0.0001 N 1419923.32 1419923.32 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.160000% 313588DS1 Government Agency Debt N First Tier Security N/A N/A 2011-03-30 2011-03-30 N N N 25000000.00 24996777.78 0.0021 N 24998600.00 24998600.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.175000% 313588DZ5 Government Agency Debt N First Tier Security N/A N/A 2011-04-06 2011-04-06 N N N 42125000.00 42117628.12 0.0035 N 42121630.00 42121630.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.170000% 313588DZ5 Government Agency Debt N First Tier Security N/A N/A 2011-04-06 2011-04-06 N N N 39800000.00 39793234.00 0.0033 N 39796816.00 39796816.00 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 12568555.31 0.0011 N 12573855.68 12573855.68 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.195000% 313588EG6 Government Agency Debt N First Tier Security N/A N/A 2011-04-13 2011-04-13 N N N 56554000.00 56540827.63 0.0047 N 56548570.82 56548570.82 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.185000% 313588EG6 Government Agency Debt N First Tier Security N/A N/A 2011-04-13 2011-04-13 N N N 13000000.00 12997127.36 0.0011 N 12998752.00 12998752.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.170000% 313588EG6 Government Agency Debt N First Tier Security N/A N/A 2011-04-13 2011-04-13 N N N 68336000.00 68322123.99 0.0057 N 68329439.74 68329439.74 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.130000% 313588EM3 Government Agency Debt N First Tier Security N/A N/A 2011-04-18 2011-04-18 N N N 20000000.00 19996533.34 0.0017 N 19997860.00 19997860.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.175000% 313588EP6 Government Agency Debt N First Tier Security N/A N/A 2011-04-20 2011-04-20 N N N 28205000.00 28198144.61 0.0024 N 28201869.25 28201869.25 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.170000% 313588EP6 Government Agency Debt N First Tier Security N/A N/A 2011-04-20 2011-04-20 N N N 20000000.00 19995277.78 0.0017 N 19997780.00 19997780.00 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 979416.08 0.0001 N 979880.44 979880.44 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.170000% 313588EU5 Government Agency Debt N First Tier Security N/A N/A 2011-04-25 2011-04-25 N N N 38175000.00 38165085.10 0.0032 N 38170342.65 38170342.65 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.175000% 313588EU5 Government Agency Debt N First Tier Security N/A N/A 2011-04-25 2011-04-25 N N N 30000000.00 29991979.17 0.0025 N 29996340.00 29996340.00 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 1209115.35 0.0001 N 1209849.96 1209849.96 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 2092403.90 0.0002 N 2093740.34 2093740.34 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.120000% 313588EV3 Government Agency Debt N First Tier Security N/A N/A 2011-04-26 2011-04-26 N N N 585000.00 584890.80 0.0000 N 584927.46 584927.46 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.175000% 313588EW1 Government Agency Debt N First Tier Security N/A N/A 2011-04-27 2011-04-27 N N N 37462000.00 37451619.90 0.0031 N 37457242.33 37457242.33 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.170000% 313588EW1 Government Agency Debt N First Tier Security N/A N/A 2011-04-27 2011-04-27 N N N 8490000.00 8487714.77 0.0007 N 8488921.77 8488921.77 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 1199018.33 0.0001 N 1199793.60 1199793.60 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 7303957.07 0.0006 N 7308742.68 7308742.68 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.170000% 313588FD2 Government Agency Debt N First Tier Security N/A N/A 2011-05-04 2011-05-04 N N N 20000000.00 19993955.56 0.0017 N 19996440.00 19996440.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.190000% 313588FU4 Government Agency Debt N First Tier Security N/A N/A 2011-05-19 2011-05-19 N N N 2250000.00 2249061.87 0.0002 N 2249507.25 2249507.25 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.140000% 313588GA7 Government Agency Debt N First Tier Security N/A N/A 2011-05-25 2011-05-25 N N N 40000000.00 39986777.78 0.0034 N 39990560.00 39990560.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.145000% 313588GA7 Government Agency Debt N First Tier Security N/A N/A 2011-05-25 2011-05-25 N N N 25000000.00 24991440.97 0.0021 N 24994100.00 24994100.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.205000% 313588JB2 Government Agency Debt N First Tier Security N/A N/A 2011-07-13 2011-07-13 N N N 50000000.00 49961847.22 0.0042 N 49973950.00 49973950.00 Nestle Capital Corp. Nestle Capital Corp. 0.240000% 64105HQE5 Other Commercial Paper N First Tier Security N/A N/A 2011-03-14 2011-03-14 N N N 2500000.00 2499783.33 0.0002 N 2499864.00 2499864.00 Nestle Capital Corp. Nestle Capital Corp. 0.200000% 64105HQ70 Other Commercial Paper N First Tier Security N/A N/A 2011-03-07 2011-03-07 N N N 15000000.00 14999500.00 0.0013 N 14999592.00 14999592.00 Nestle Capital Corp. Nestle Capital Corp. 0.180000% 64105HRB0 Other Commercial Paper N First Tier Security N/A N/A 2011-04-11 2011-04-11 N N N 30000000.00 29993850.00 0.0025 N 29994261.00 29994261.00 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 17326418.47 0.0015 N 17327781.76 17327781.76 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 21059880.03 0.0018 N 21061798.12 21061798.12 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 30927631.45 0.0026 N 30930297.88 30930297.88 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 19975532.25 0.0017 N 19976963.04 19976963.04 Nestle Capital Corp. Nestle Capital Corp. 0.200000% 64105HR79 Other Commercial Paper N First Tier Security N/A N/A 2011-04-07 2011-04-07 N N N 15990000.00 15986713.17 0.0013 N 15987366.45 15987366.45 Nestle Capital Corp. Nestle Capital Corp. 0.220000% 64105HSJ2 Other Commercial Paper N First Tier Security N/A N/A 2011-05-18 2011-05-18 N N N 17000000.00 16991896.66 0.0014 N 16992426.50 16992426.50 Nestle Capital Corp. Nestle Capital Corp. 0.220000% 64105HS45 Other Commercial Paper N First Tier Security N/A N/A 2011-05-04 2011-05-04 N N N 25000000.00 24990222.22 0.0021 N 24991287.50 24991287.50 Nestle Capital Corp. Nestle Capital Corp. 0.220000% 64105HS52 Other Commercial Paper N First Tier Security N/A N/A 2011-05-05 2011-05-05 N N N 13800000.00 13794518.33 0.0012 N 13795091.34 13795091.34 Nestle Capital Corp. Nestle Capital Corp. 0.200000% 64105HS94 Other Commercial Paper N First Tier Security N/A N/A 2011-05-09 2011-05-09 N N N 36660000.00 36645947.00 0.0031 N 36645955.55 36645955.55 Nestle Capital Corp. Nestle Capital Corp. 0.220000% 64105HTD4 Other Commercial Paper N First Tier Security N/A N/A 2011-06-13 2011-06-13 N N N 15000000.00 14990466.67 0.0013 N 14990374.50 14990374.50 Nestle Capital Corp. Nestle Capital Corp. 0.240000% 64105HT69 Other Commercial Paper N First Tier Security N/A N/A 2011-06-06 2011-06-06 N N N 16450000.00 16439362.33 0.0014 N 16440371.82 16440371.82 Nestle Capital Corp. Nestle Capital Corp. 0.265000% 64105HUD2 Other Commercial Paper N First Tier Security N/A N/A 2011-07-13 2011-07-13 N N N 25000000.00 24975340.28 0.0021 N 24976095.00 24976095.00 Nestle Capital Corp. Nestle Capital Corp. 0.215000% 64105HUE0 Other Commercial Paper N Unrated Security N/A N/A 2011-07-14 2011-07-14 N N N 10000000.00 9991937.50 0.0008 N 9990291.00 9990291.00 Novartis Finance Corp. Novartis Finance Corp. 0.170000% 6698M5Q28 Other Commercial Paper N First Tier Security N/A N/A 2011-03-02 2011-03-02 N Y Novartis AG N/A N/A N 21000000.00 20999900.83 0.0018 N 20999825.70 20999825.70 Novartis Finance Corp. Novartis Finance Corp. 0.200000% 6698M5RE1 Other Commercial Paper N First Tier Security N/A N/A 2011-04-14 2011-04-14 N Y Novartis AG N/A N/A N 17780000.00 17775690.46 0.0015 N 17774666.00 17774666.00 Novartis Finance Corp. Novartis Finance Corp. 0.190000% 6698M5RF8 Other Commercial Paper N First Tier Security N/A N/A 2011-04-15 2011-04-15 N Y Novartis AG N/A N/A N 14000000.00 13996675.00 0.0012 N 13995689.40 13995689.40 Novartis Finance Corp. Novartis Finance Corp. 0.190000% 6698M5RK7 Other Commercial Paper N First Tier Security N/A N/A 2011-04-19 2011-04-19 N Y Novartis AG N/A N/A N 30000000.00 29992241.66 0.0025 N 29989707.00 29989707.00 Novartis Finance Corp. Novartis Finance Corp. 0.230000% 6698M5S91 Other Commercial Paper N First Tier Security N/A N/A 2011-05-09 2011-05-09 N Y Novartis AG N/A N/A N 5175000.00 5172718.68 0.0004 N 5172353.51 5172353.51 Province of Ontario Canada Province of Ontario Canada 0.230000% 68323KR61 Other Commercial Paper N First Tier Security N/A N/A 2011-04-06 2011-04-06 N N N 50000000.00 49988500.00 0.0042 N 49987925.00 49987925.00 Province of Ontario Canada Province of Ontario Canada 0.230000% 68323KR79 Other Commercial Paper N First Tier Security N/A N/A 2011-04-07 2011-04-07 N N N 28080000.00 28073362.20 0.0024 N 28073033.35 28073033.35 Province of Ontario Canada Province of Ontario Canada 0.230000% 68323KR87 Other Commercial Paper N First Tier Security N/A N/A 2011-04-08 2011-04-08 N N N 26900000.00 26893469.28 0.0023 N 26893121.67 26893121.67 Province of Ontario Canada Province of Ontario Canada 0.210000% 68323KSA1 Other Commercial Paper N First Tier Security N/A N/A 2011-05-10 2011-05-10 N N N 25000000.00 24989791.67 0.0021 N 24986982.50 24986982.50 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 32380552.92 0.0027 N 32383577.06 32383577.06 Procter & Gamble Co. (The) Procter & Gamble Co. (The) 0.210000% 74271URD4 Other Commercial Paper N First Tier Security N/A N/A 2011-04-13 2011-04-13 N N N 5220000.00 5218690.65 0.0004 N 5218928.33 5218928.33 Procter & Gamble Co. (The) Procter & Gamble Co. (The) 0.180000% 74271URK8 Other Commercial Paper N First Tier Security N/A N/A 2011-04-19 2011-04-19 N N N 20000000.00 19995100.00 0.0017 N 19995084.00 19995084.00 Procter & Gamble Co. (The) Procter & Gamble Co. (The) 0.195000% 74271URV4 Other Commercial Paper N First Tier Security N/A N/A 2011-04-29 2011-04-29 N N N 9675000.00 9671908.03 0.0008 N 9671935.93 9671935.93 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 18610428.98 0.0016 N 18612285.93 18612285.93 Procter & Gamble Co. (The) Procter & Gamble Co. (The) 0.180000% 74271UR77 Other Commercial Paper N First Tier Security N/A N/A 2011-04-07 2011-04-07 N N N 30600000.00 30594339.00 0.0026 N 30594960.18 30594960.18 Abbott Laboratories Abbott Laboratories 0.170000% 00282DQW3 Other Commercial Paper N Unrated Security N/A N/A 2011-03-30 2011-03-30 N N N 8600000.00 8598822.27 0.0007 N 8598996.38 8598996.38 Abbott Laboratories Abbott Laboratories 0.190000% 00282DSH4 Other Commercial Paper N Unrated Security N/A N/A 2011-05-17 2011-05-17 N N N 4525000.00 4523161.09 0.0004 N 4523019.41 4523019.41 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 24993666.66 0.0021 N 24995720.00 24995720.00 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 10744699.65 0.0009 N 10745743.00 10745743.00 Procter & Gamble Co. (The) Procter & Gamble Co. (The) 0.190000% 74271USB7 Other Commercial Paper N First Tier Security N/A N/A 2011-05-11 2011-05-11 N N N 56700000.00 56678753.25 0.0048 N 56677546.80 56677546.80 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 11145044.44 0.0009 N 11146114.23 11146114.23 Procter & Gamble International Funding SCA Procter & Gamble International Funding SCA 0.160000% 74273MQF6 Other Commercial Paper N First Tier Security N/A N/A 2011-03-15 2011-03-15 N N N 8700000.00 8699458.67 0.0007 N 8699492.79 8699492.79 Procter & Gamble International Funding SCA Procter & Gamble International Funding SCA 0.190000% 74273MQ33 Other Commercial Paper N First Tier Security N/A N/A 2011-03-03 2011-03-03 N N N 30000000.00 29999683.33 0.0025 N 29999649.00 29999649.00 Merck & Co., Inc. Merck & Co., Inc. 0.180000% 58934BQG2 Other Commercial Paper N First Tier Security N/A N/A 2011-03-16 2011-03-16 N N N 2870000.00 2869784.75 0.0002 N 2869821.49 2869821.49 Merck & Co., Inc. Merck & Co., Inc. 0.190000% 58934BQJ6 Other Commercial Paper N First Tier Security N/A N/A 2011-03-18 2011-03-18 N N N 6122000.00 6121450.72 0.0005 N 6121571.46 6121571.46 Merck & Co., Inc. Merck & Co., Inc. 0.190000% 58934BQ49 Other Commercial Paper N First Tier Security N/A N/A 2011-03-04 2011-03-04 N N N 15970000.00 15969747.14 0.0013 N 15969750.87 15969750.87 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.210000% 19121BQH5 Other Commercial Paper N First Tier Security N/A N/A 2011-03-17 2011-03-17 N N N 20000000.00 19998133.33 0.0017 N 19998394.00 19998394.00 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 39993333.33 0.0034 N 39995276.00 39995276.00 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.200000% 19121BQV4 Other Commercial Paper N First Tier Security N/A N/A 2011-03-29 2011-03-29 N N N 9100000.00 9098584.44 0.0008 N 9098754.21 9098754.21 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.230000% 19121BQX0 Other Commercial Paper N First Tier Security N/A N/A 2011-03-31 2011-03-31 N N N 3345000.00 3344358.88 0.0003 N 3344504.61 3344504.61 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.210000% 19121BQ28 Other Commercial Paper N First Tier Security N/A N/A 2011-03-02 2011-03-02 N N N 4000000.00 3999976.67 0.0003 N 3999962.40 3999962.40 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.230000% 19121BRB7 Other Commercial Paper N First Tier Security N/A N/A 2011-04-11 2011-04-11 N N N 6300000.00 6298349.75 0.0005 N 6298574.31 6298574.31 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.230000% 19121BR50 Other Commercial Paper N First Tier Security N/A N/A 2011-04-05 2011-04-05 N N N 25000000.00 24994409.72 0.0021 N 24995450.00 24995450.00 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.230000% 19121BR84 Other Commercial Paper N First Tier Security N/A N/A 2011-04-08 2011-04-08 N N N 52000000.00 51987375.55 0.0044 N 51989407.60 51989407.60 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.220000% 19121BR84 Other Commercial Paper N First Tier Security N/A N/A 2011-04-08 2011-04-08 N N N 8000000.00 7998142.22 0.0007 N 7998370.40 7998370.40 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.245000% 19121BSG5 Other Commercial Paper N First Tier Security N/A N/A 2011-05-16 2011-05-16 N N N 21618000.00 21606818.69 0.0018 N 21607318.54 21607318.54 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.250000% 19121BSG5 Other Commercial Paper N First Tier Security N/A N/A 2011-05-16 2011-05-16 N N N 26750000.00 26735881.94 0.0022 N 26736782.83 26736782.83 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.250000% 19121BT25 Other Commercial Paper N First Tier Security N/A N/A 2011-06-02 2011-06-02 N N N 5100000.00 5096706.25 0.0004 N 5096764.05 5096764.05 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.230000% 19121BT33 Other Commercial Paper N First Tier Security N/A N/A 2011-06-03 2011-06-03 N N N 9000000.00 8994595.00 0.0008 N 8994229.20 8994229.20 Johnson & Johnson Johnson & Johnson 0.210000% 47816GQN2 Other Commercial Paper N First Tier Security N/A N/A 2011-03-22 2011-03-22 N N N 9615000.00 9613822.16 0.0008 N 9614176.96 9614176.96 Johnson & Johnson Johnson & Johnson 0.210000% 47816GQW2 Other Commercial Paper N First Tier Security N/A N/A 2011-03-30 2011-03-30 N N N 19090000.00 19086770.60 0.0016 N 19087772.20 19087772.20 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 18822121.59 0.0016 N 18822341.20 18822341.20 Johnson & Johnson Johnson & Johnson 0.195000% 47816GRE1 Other Commercial Paper N First Tier Security N/A N/A 2011-04-14 2011-04-14 N N N 25000000.00 24994041.67 0.0021 N 24994687.50 24994687.50 Johnson & Johnson Johnson & Johnson 0.210000% 47816GSA8 Other Commercial Paper N First Tier Security N/A N/A 2011-05-10 2011-05-10 N N N 20000000.00 19991833.33 0.0017 N 19992230.00 19992230.00 Johnson & Johnson Johnson & Johnson 0.205000% 47816GSA8 Other Commercial Paper N First Tier Security N/A N/A 2011-05-10 2011-05-10 N N N 20000000.00 19992027.77 0.0017 N 19992230.00 19992230.00 Johnson & Johnson Johnson & Johnson 0.210000% 47816GSB6 Other Commercial Paper N First Tier Security N/A N/A 2011-05-11 2011-05-11 N N N 7300000.00 7296976.58 0.0006 N 7297109.20 7297109.20 Johnson & Johnson Johnson & Johnson 0.210000% 47816GSD2 Other Commercial Paper N First Tier Security N/A N/A 2011-05-13 2011-05-13 N N N 33900000.00 33885564.25 0.0028 N 33886131.51 33886131.51 Johnson & Johnson Johnson & Johnson 0.200000% 47816GS26 Other Commercial Paper N First Tier Security N/A N/A 2011-05-02 2011-05-02 N N N 12000000.00 11995866.67 0.0010 N 11995968.00 11995968.00 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 13994120.00 0.0012 N 13995196.60 13995196.60 Johnson & Johnson Johnson & Johnson 0.210000% 47816GU64 Other Commercial Paper N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N N 50000000.00 49962958.34 0.0042 N 49956800.00 49956800.00 General Electric Co. General Electric Co. 0.220000% 36960MQ71 Other Commercial Paper N First Tier Security N/A N/A 2011-03-07 2011-03-07 N N N 50000000.00 49998166.67 0.0042 N 49998640.00 49998640.00 General Electric Co. General Electric Co. 0.220000% 36960MQ89 Other Commercial Paper N First Tier Security N/A N/A 2011-03-08 2011-03-08 N N N 30000000.00 29998716.67 0.0025 N 29999046.00 29999046.00 General Electric Co. General Electric Co. 0.210000% 36960MQ89 Other Commercial Paper N First Tier Security N/A N/A 2011-03-08 2011-03-08 N N N 12000000.00 11999510.00 0.0010 N 11999618.40 11999618.40 General Electric Co. General Electric Co. 0.200000% 36960MR13 Other Commercial Paper N First Tier Security N/A N/A 2011-04-01 2011-04-01 N N N 30000000.00 29994833.34 0.0025 N 29995653.00 29995653.00 Procter & Gamble International Funding SCA Procter & Gamble International Funding SCA 0.170000% 74273MQW9 Other Commercial Paper N Unrated Security N/A N/A 2011-03-30 2011-03-30 N N N 8500000.00 8498835.97 0.0007 N 8499008.05 8499008.05 Novartis Securities Investment Ltd. Novartis Securities Investment Ltd. 0.235000% 66989NTD7 Other Commercial Paper N First Tier Security N/A N/A 2011-06-13 2011-06-13 N Y Novartis AG N/A N/A N 20000000.00 19986422.22 0.0017 N 19983376.00 19983376.00 Province of Ontario Canada Province of Ontario Canada 0.200000% 68323KSR4 Other Commercial Paper N First Tier Security N/A N/A 2011-05-25 2011-05-25 N N N 47500000.00 47477569.44 0.0040 N 47469476.50 47469476.50 Wal-Mart Stores, Inc. Wal-Mart Stores, Inc. 0.200000% 93114FRB2 Other Commercial Paper N First Tier Security N/A N/A 2011-04-11 2011-04-11 N N N 29200000.00 29193348.89 0.0025 N 29194414.04 29194414.04 Wal-Mart Stores, Inc. Wal-Mart Stores, Inc. 0.190000% 93114FRJ5 Other Commercial Paper N First Tier Security N/A N/A 2011-04-18 2011-04-18 N N N 45000000.00 44988600.00 0.0038 N 44989281.00 44989281.00 Unilever Capital Corp. Unilever Capital Corp. 0.180000% 90477ES39 Other Commercial Paper N Unrated Security N/A N/A 2011-05-03 2011-05-03 N N N 25725000.00 25716896.63 0.0022 N 25713886.80 25713886.80 Wal-Mart Stores, Inc. Wal-Mart Stores, Inc. 0.165000% 93114FQH0 Other Commercial Paper N First Tier Security N/A N/A 2011-03-17 2011-03-17 N N N 27520000.00 27517981.86 0.0023 N 27518180.93 27518180.93 Wal-Mart Stores, Inc. Wal-Mart Stores, Inc. 0.170000% 93114FQU1 Other Commercial Paper N First Tier Security N/A N/A 2011-03-28 2011-03-28 N N N 30000000.00 29996175.00 0.0025 N 29996733.00 29996733.00 Wal-Mart Stores, Inc. Wal-Mart Stores, Inc. 0.170000% 93114FQV9 Other Commercial Paper N First Tier Security N/A N/A 2011-03-29 2011-03-29 N N N 30000000.00 29996033.33 0.0025 N 29996616.00 29996616.00 Colgate-Palmolive Co. Colgate-Palmolive Co. 0.150000% 19416FQR8 Other Commercial Paper N First Tier Security N/A N/A 2011-03-25 2011-03-25 N N N 18600000.00 18598140.00 0.0016 N 18598192.08 18598192.08 Province of Ontario Canada Province of Ontario Canada Series G 2.625000% 683234B31 Other Note N First Tier Security N/A N/A 2012-01-20 2012-01-20 N N N 17600000.00 17936261.54 0.0015 N 17949483.20 17949483.20 U.S. Treasury Bill U.S. Treasury Bill 0.152600% 9127953E9 Treasury Debt N First Tier Security N/A N/A 2011-08-18 2011-08-18 N N N 25000000.00 24981996.53 0.0021 N 24980875.00 24980875.00 U.S. Treasury Bill U.S. Treasury Bill 0.155000% 912795VE8 Treasury Debt N First Tier Security N/A N/A 2011-05-05 2011-05-05 N N N 30000000.00 29991604.17 0.0025 N 29993220.00 29993220.00 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 29991820.83 0.0025 N 29993220.00 29993220.00 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 46527894.52 0.0039 N 46528836.75 46528836.75 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 35698393.50 0.0030 N 35699107.50 35699107.50 U.S. Treasury Bill U.S. Treasury Bill 0.147000% 912795V99 Treasury Debt N First Tier Security N/A N/A 2011-03-10 2011-03-10 N N N 25000000.00 24999081.25 0.0021 N 24999375.00 24999375.00 U.S. Treasury Bill U.S. Treasury Bill 0.135000% 912795V99 Treasury Debt N First Tier Security N/A N/A 2011-03-10 2011-03-10 N N N 5840000.00 5839802.90 0.0005 N 5839854.00 5839854.00 U.S. Treasury Bill U.S. Treasury Bill 0.143500% 912795V99 Treasury Debt N First Tier Security N/A N/A 2011-03-10 2011-03-10 N N N 26000000.00 25999067.25 0.0022 N 25999350.00 25999350.00 U.S. Treasury Bill U.S. Treasury Bill 0.150100% 912795W64 Treasury Debt N First Tier Security N/A N/A 2011-06-02 2011-06-02 N N N 3765000.00 3763541.06 0.0003 N 3763618.25 3763618.25 U.S. Treasury Bill U.S. Treasury Bill 0.123500% 912795W64 Treasury Debt N First Tier Security N/A N/A 2011-06-02 2011-06-02 N N N 37785000.00 37772945.01 0.0032 N 37771132.91 37771132.91 U.S. Treasury Bill U.S. Treasury Bill 0.140000% 912795W64 Treasury Debt N First Tier Security N/A N/A 2011-06-02 2011-06-02 N N N 23090000.00 23081649.11 0.0019 N 23081525.97 23081525.97 U.S. Treasury Bill U.S. Treasury Bill 0.162600% 9127952A8 Treasury Debt N First Tier Security N/A N/A 2011-08-25 2011-08-25 N N N 30000000.00 29976031.25 0.0025 N 29974920.00 29974920.00 U.S. Treasury Bill U.S. Treasury Bill 0.160000% 9127952D2 Treasury Debt N First Tier Security N/A N/A 2011-03-03 2011-03-03 N N N 28445000.00 28444747.15 0.0024 N 28444886.22 28444886.22 U.S. Treasury Bill U.S. Treasury Bill 0.156000% 9127952D2 Treasury Debt N First Tier Security N/A N/A 2011-03-03 2011-03-03 N N N 30000000.00 29999740.00 0.0025 N 29999880.00 29999880.00 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 29997466.67 0.0025 N 29998530.00 29998530.00 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 39996604.44 0.0034 N 39998040.00 39998040.00 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 13528884.53 0.0011 N 13529337.03 13529337.03 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 16468825.14 0.0014 N 16469192.97 16469192.97 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 29997316.67 0.0025 N 29997690.00 29997690.00 U.S. Treasury Bill U.S. Treasury Bill 0.100000% 9127952H3 Treasury Debt N First Tier Security N/A N/A 2011-03-24 2011-03-24 N N N 20000000.00 19998722.22 0.0017 N 19998460.00 19998460.00 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 29993766.67 0.0025 N 29995890.00 29995890.00 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 1109776.15 0.0001 N 1109847.93 1109847.93 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 29992732.50 0.0025 N 29994480.00 29994480.00 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 26264603.70 0.0022 N 26265166.32 26265166.32 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 34991521.25 0.0029 N 34993560.00 34993560.00 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 9997591.67 0.0008 N 9998160.00 9998160.00 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 14995891.67 0.0013 N 14997105.00 14997105.00 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 24992286.81 0.0021 N 24995175.00 24995175.00 U.S. Treasury Bill U.S. Treasury Bill 0.242900% 9127952P5 Treasury Debt N First Tier Security N/A N/A 2011-11-17 2011-11-17 N N N 15325000.00 15298067.85 0.0013 N 15304771.00 15304771.00 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 24027308.80 0.0020 N 24029375.81 24029375.81 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 24991450.00 0.0021 N 24994150.00 24994150.00 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 4998240.00 0.0004 N 4998830.00 4998830.00 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 29989200.00 0.0025 N 29992980.00 29992980.00 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 15959061.02 0.0013 N 15961264.19 15961264.19 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 29987952.50 0.0025 N 29991450.00 29991450.00 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 29987656.25 0.0025 N 29991450.00 29991450.00 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 41311588.63 0.0035 N 41318220.95 41318220.95 U.S. Treasury Bill U.S. Treasury Bill 0.167500% 9127952S9 Treasury Debt N First Tier Security N/A N/A 2011-05-26 2011-05-26 N N N 17700000.00 17692917.54 0.0015 N 17694088.20 17694088.20 U.S. Treasury Bill U.S. Treasury Bill 0.161000% 9127952S9 Treasury Debt N First Tier Security N/A N/A 2011-05-26 2011-05-26 N N N 16840000.00 16833523.15 0.0014 N 16834375.44 16834375.44 U.S. Treasury Bill U.S. Treasury Bill 0.165000% 9127952U4 Treasury Debt N First Tier Security N/A N/A 2011-06-09 2011-06-09 N N N 20000000.00 19990833.33 0.0017 N 19992220.00 19992220.00 U.S. Treasury Bill U.S. Treasury Bill 0.135000% 9127952U4 Treasury Debt N First Tier Security N/A N/A 2011-06-09 2011-06-09 N N N 30000000.00 29988750.00 0.0025 N 29988330.00 29988330.00 U.S. Treasury Bill U.S. Treasury Bill 0.175200% 9127952V2 Treasury Debt N First Tier Security N/A N/A 2011-06-16 2011-06-16 N N N 20000000.00 19989597.22 0.0017 N 19991560.00 19991560.00 U.S. Treasury Bill U.S. Treasury Bill 0.165000% 9127952V2 Treasury Debt N First Tier Security N/A N/A 2011-06-16 2011-06-16 N N N 28700000.00 28685925.05 0.0024 N 28687888.60 28687888.60 U.S. Treasury Bill U.S. Treasury Bill 0.185200% 9127952W0 Treasury Debt N First Tier Security N/A N/A 2011-06-23 2011-06-23 N N N 20000000.00 19988283.33 0.0017 N 19991140.00 19991140.00 U.S. Treasury Bill U.S. Treasury Bill 0.166000% 9127952W0 Treasury Debt N First Tier Security N/A N/A 2011-06-23 2011-06-23 N N N 25000000.00 24986858.33 0.0021 N 24988925.00 24988925.00 U.S. Treasury Bill U.S. Treasury Bill 0.136000% 9127952X8 Treasury Debt N First Tier Security N/A N/A 2011-07-07 2011-07-07 N N N 10000000.00 9995164.45 0.0008 N 9995020.00 9995020.00 U.S. Treasury Bill U.S. Treasury Bill 0.176000% 9127952Z3 Treasury Debt N First Tier Security N/A N/A 2011-07-14 2011-07-14 N N N 5770000.00 5766191.80 0.0005 N 5766861.12 5766861.12 U.S. Treasury Bill U.S. Treasury Bill 0.176200% 9127952Z3 Treasury Debt N First Tier Security N/A N/A 2011-07-14 2011-07-14 N N N 20000000.00 19986800.00 0.0017 N 19989120.00 19989120.00 U.S. Treasury Bill U.S. Treasury Bill 0.176500% 9127952Z3 Treasury Debt N First Tier Security N/A N/A 2011-07-14 2011-07-14 N N N 22760000.00 22744935.73 0.0019 N 22747618.56 22747618.56 U.S. Treasury Bill U.S. Treasury Bill 0.181200% 9127953A7 Treasury Debt N First Tier Security N/A N/A 2011-07-21 2011-07-21 N N N 25000000.00 24982151.39 0.0021 N 24985500.00 24985500.00 U.S. Treasury Note U.S. Treasury Note 1.125000% 912828KA7 Treasury Debt N First Tier Security N/A N/A 2011-12-15 2011-12-15 N N N 66625000.00 67069016.78 0.0056 N 67088243.63 67088243.63 U.S. Treasury Note U.S. Treasury Note 1.375000% 912828KC3 Treasury Debt N First Tier Security N/A N/A 2012-02-15 2012-02-15 N N N 20000000.00 20195333.90 0.0017 N 20205460.00 20205460.00 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 145083499.26 0.0122 N 145079315.00 145079315.00 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 193076481.94 0.0162 N 193093527.38 193093527.38 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 112680436.32 0.0095 N 112697775.00 112697775.00 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 100301555.49 0.0084 N 100320300.00 100320300.00 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 32102023.35 0.0027 N 32110016.00 32110016.00 U.S. Treasury Note U.S. Treasury Note 1.000000% 912828LV0 Treasury Debt N First Tier Security N/A N/A 2011-08-31 2011-08-31 N N N 26000000.00 26093950.89 0.0022 N 26104598.00 26104598.00 U.S. Treasury Note U.S. Treasury Note 1.000000% 912828LW8 Treasury Debt N First Tier Security N/A N/A 2011-09-30 2011-09-30 N N N 40000000.00 40173122.52 0.0034 N 40185920.00 40185920.00 U.S. Treasury Note U.S. Treasury Note 0.875000% 912828MQ0 Treasury Debt N First Tier Security N/A N/A 2012-02-29 2012-02-29 N N N 18420000.00 18517527.98 0.0016 N 18525730.80 18525730.80