0001145549-11-005252.txt : 20110628
0001145549-11-005252.hdr.sgml : 20110628
20110506103650
ACCESSION NUMBER: 0001145549-11-005252
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110429
FILED AS OF DATE: 20110506
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: 11817300
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
2011-04-29
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
66
11824881095.89
19879375.20
720773.00
11844039698.09
0.0021
25.5363
2011-04-29
25.5363
2011-04-29
C000013874
1.00
11844039698.09
25.53
-88360813.00
248368798.00
336729611.00
0.0000
25.5363
2011-04-29
25.5363
2011-04-29
Abbott Laboratories
Abbott Laboratories 0.170000%
00282DSA9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-10
2011-05-10
N
N
N
25000000.00
24998819.44
0.0021
N
24999160.00
24999160.00
Abbott Laboratories
Abbott Laboratories 0.190000%
00282DSH4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-17
2011-05-17
N
N
N
4525000.00
4524594.01
0.0004
N
4524751.13
4524751.13
Abbott Laboratories
Abbott Laboratories 0.170000%
00282DSP6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-23
2011-05-23
N
N
N
20000000.00
19997827.78
0.0017
N
19998534.00
19998534.00
Abbott Laboratories
Abbot Laboratories 0.170000%
00282DSQ4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-24
2011-05-24
N
N
N
8274000.00
8273062.28
0.0007
N
8273367.87
8273367.87
Abbott Laboratories
Abbott Laboratories 0.200000%
00282DT67
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-06
2011-06-06
N
N
N
17140000.00
17136476.78
0.0014
N
17137919.20
17137919.20
Abbott Laboratories
Abbott Laboratories 0.180000%
00282DTL4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-20
2011-06-20
N
N
N
28300000.00
28292783.50
0.0024
N
28294727.71
28294727.71
Abbott Laboratories
Abbott Laboratories 0.165000%
00282DUC2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-12
2011-07-12
N
N
N
26900000.00
26890999.71
0.0023
N
26892258.18
26892258.18
Abbott Laboratories
Abbott Laboratories 0.160000%
00282DUC2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-12
2011-07-12
N
N
N
10000000.00
9996755.55
0.0008
N
9997122.00
9997122.00
Abbott Laboratories
Abbott Laboratories 0.160000%
00282DUJ7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-18
2011-07-18
N
N
N
33000000.00
32988413.34
0.0028
N
32989733.70
32989733.70
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
18175621.33
0.0015
N
18175758.26
18175758.26
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
24999305.55
0.0021
N
24999582.50
24999582.50
American Honda Finance Corp.
American Honda Finance Corp. 0.235000%
02665KT31
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-03
2011-06-03
N
N
N
31600000.00
31592986.55
0.0027
N
31593762.16
31593762.16
Australia & New Zealand Banking Group Ltd.
Australia & New Zealand Banking Group Ltd. 0.330000%
05253CVA1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-10
2011-08-10
N
N
N
7300000.00
7293174.50
0.0006
N
7296992.40
7296992.40
Australia & New Zealand Banking Group Ltd.
Australia & New Zealand Banking Group Ltd. 0.305000%
05253CW77
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
N
40000000.00
39955944.45
0.0034
N
39975548.00
39975548.00
Bank of Nova Scotia
Bank of Nova Scotia 0.100000%
06416KS50
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-05
2011-05-05
N
N
N
3610000.00
3609949.86
0.0003
N
3609933.94
3609933.94
Bank of Nova Scotia
Bank of Nova Scotia 0.140000%
06416KSH4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-17
2011-05-17
N
N
N
2580000.00
2579829.43
0.0002
N
2579858.10
2579858.10
Bank of Nova Scotia
Bank of Nova Scotia 0.240000%
06416KSR2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-25
2011-05-25
N
N
N
10000000.00
9998333.33
0.0008
N
9999206.00
9999206.00
Bank of Nova Scotia
Bank of Nova Scotia 0.275000%
06416KSR2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-25
2011-05-25
N
N
N
10000000.00
9998090.28
0.0008
N
9999206.00
9999206.00
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
19995263.89
0.0017
N
19998026.00
19998026.00
Bank of Nova Scotia
Bank of Nova Scotia 0.260000%
06416KSX9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-31
2011-05-31
N
N
N
15000000.00
14996641.67
0.0013
N
14998519.50
14998519.50
Bank of Nova Scotia
Bank of Nova Scotia 0.135000%
06416KT18
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-01
2011-06-01
N
N
N
15000000.00
14998200.00
0.0013
N
14998459.50
14998459.50
Bank of Nova Scotia
Bank of Nova Scotia 0.260000%
06416KTD2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-13
2011-06-13
N
N
N
10000000.00
9996822.22
0.0008
N
9998500.00
9998500.00
Bank of Nova Scotia
Bank of Nova Scotia 0.160000%
06416KTT7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-27
2011-06-27
N
N
N
30000000.00
29992266.66
0.0025
N
29993166.00
29993166.00
Bank of Nova Scotia
Bank of Nova Scotia 0.195000%
06416KU81
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-08
2011-07-08
N
N
N
20000000.00
19992525.00
0.0017
N
19994556.00
19994556.00
Bank of Nova Scotia
Bank of Nova Scotia 0.180000%
06416KUV0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-29
2011-07-29
N
N
N
15000000.00
14993250.00
0.0013
N
14994691.50
14994691.50
Bank of Nova Scotia
Bank of Nova Scotia 0.270000%
06417DC52
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-03
2011-06-03
N
N
N
25000000.00
25000000.00
0.0021
N
25002427.75
25002427.75
Bank of Nova Scotia
Bank of Nova Scotia 0.270000%
06417DD51
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-07
2011-06-07
N
N
N
30000000.00
30000000.00
0.0025
N
30003246.30
30003246.30
Bank of Nova Scotia
Bank of Nova Scotia 0.260000%
06417DJ55
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-30
2011-06-30
N
N
N
25000000.00
25000000.00
0.0021
N
25003872.75
25003872.75
Bank of Nova Scotia
Bank of Nova Scotia 0.200000%
06417DT21
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-19
2011-07-19
N
N
N
30000000.00
30000000.00
0.0025
N
30000675.30
30000675.30
Bank of Nova Scotia
Bank of Nova Scotia 0.190000%
06417DU94
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-28
2011-07-28
N
N
N
50000000.00
50000000.00
0.0042
N
50000000.00
50000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.270000%
06417DYL3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-03
2011-05-03
N
N
N
40000000.00
40000000.00
0.0034
N
40000576.40
40000576.40
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
0.0034
N
40516737.22
40516737.22
Barclays Bank PLC
Barclays Bank PLC 0.363800%
06740MSK0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-19
2011-06-20
N
N
N
25000000.00
25000000.00
0.0021
N
25003600.25
25003600.25
Barclays Bank PLC
Barclays Bank PLC 0.410000%
06740MZH9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-13
2011-12-13
N
N
N
25000000.00
25000000.00
0.0021
N
24981060.00
24981060.00
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
14993475.00
0.0013
N
14998144.50
14998144.50
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
29988075.00
0.0025
N
29991360.00
29991360.00
Barclays U.S. Funding Corp.
Barclays U.S. Funding Corp. 0.270000%
06737JU52
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
N
22455000.00
22443884.78
0.0019
N
22446350.33
22446350.33
Barclays U.S. Funding Corp.
Barclays U.S. Funding Corp. 0.270000%
06737JUM5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-21
2011-07-21
N
N
N
40000000.00
39975400.00
0.0034
N
39979436.00
39979436.00
Barclays U.S. Funding Corp.
Barclays U.S. Funding Corp. 0.260000%
06737JUR4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-25
2011-07-25
N
N
N
10000000.00
9993788.89
0.0008
N
9994514.00
9994514.00
BNP Paribas
BNP Paribas 0.320000%
0556M55K7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-24
2011-06-24
N
N
N
45960000.00
45960000.00
0.0039
N
45968572.00
45968572.00
BNP Paribas
BNP Paribas 0.350000%
0556M56N0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-08
2011-08-08
N
N
N
14985000.00
14986244.89
0.0013
N
14985837.81
14985837.81
BNP Paribas
BNP Paribas 0.330000%
0556M56T7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-04
2011-08-04
N
N
N
30000000.00
30000000.00
0.0025
N
29999994.00
29999994.00
BNP Paribas
BNP Paribas 0.330000%
0556M5W27
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-13
2011-05-13
N
N
N
30000000.00
30000000.00
0.0025
N
30002331.30
30002331.30
BNP Paribas
BNP Paribas 0.360000%
0556M5Z99
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-21
2011-06-21
N
N
N
25000000.00
25000000.00
0.0021
N
25005882.75
25005882.75
BNP Paribas
BNP Paribas 0.310000%
05572WBK1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
50000000.00
50000000.00
0.0042
N
49991330.00
49991330.00
BNP Paribas Finance, Inc.
BNP Paribas Finance, Inc. 0.110000%
0556N1SL8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-20
2011-05-20
N
N
N
25000000.00
24998472.22
0.0021
N
24998250.00
24998250.00
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
24992465.28
0.0021
N
24996200.00
24996200.00
BNP Paribas Finance, Inc.
BNP Paribas Finance, Inc. 0.270000%
0556N1U50
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
N
7000000.00
6996535.00
0.0006
N
6997303.60
6997303.60
BNP Paribas Finance, Inc.
BNP Paribas Finance, Inc. 0.305000%
0556N1VK6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-19
2011-08-19
N
N
N
23340000.00
23318050.67
0.0020
N
23321701.44
23321701.44
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.150000%
13606X2F4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-29
2011-06-29
N
N
N
44600000.00
44600000.00
0.0038
N
44600000.00
44600000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.270000%
13606XN20
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-10
2011-05-10
N
N
N
50000000.00
50000000.00
0.0042
N
50002290.50
50002290.50
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.240000%
13606XX37
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-04
2011-08-04
N
N
N
30000000.00
30000000.00
0.0025
N
30003228.30
30003228.30
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
26747027.78
0.0023
N
26748231.83
26748231.83
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
21615646.04
0.0018
N
21616571.05
21616571.05
Coca-Cola Co. (The)
Coca-Cola Co. (The) 0.200000%
19121BSK6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-19
2011-05-19
N
N
N
25000000.00
24997361.11
0.0021
N
24998055.00
24998055.00
Coca-Cola Co. (The)
Coca-Cola Co. (The) 0.160000%
19121BSK6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-19
2011-05-19
N
N
N
10000000.00
9999155.55
0.0008
N
9999222.00
9999222.00
Coca-Cola Co. (The)
Coca-Cola Co. (The) 0.150000%
19121BSS9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-26
2011-05-26
N
N
N
10000000.00
9998916.67
0.0008
N
9998950.00
9998950.00
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
5098831.25
0.0004
N
5099310.99
5099310.99
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
8998045.00
0.0008
N
8998749.00
8998749.00
Coca-Cola Co. (The)
Coca-Cola Co. (The) 0.190000%
19121BT74
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-07
2011-06-07
N
N
N
20000000.00
19995988.89
0.0017
N
19996836.00
19996836.00
Coca-Cola Co. (The)
Coca-Cola Co. (The) 0.235000%
19121BTD1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-13
2011-06-13
N
N
N
20000000.00
19994255.55
0.0017
N
19996250.00
19996250.00
Coca-Cola Co. (The)
Coca-Cola Co. (The) 0.160000%
19121BTN9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-22
2011-06-22
N
N
N
5818000.00
5816629.54
0.0005
N
5816586.23
5816586.23
Coca-Cola Co. (The)
Coca-Cola Co. (The) 0.200000%
19121BU64
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
N
26175000.00
26165257.08
0.0022
N
26166595.21
26166595.21
Coca-Cola Co. (The)
Coca-Cola Co. (The) 0.200000%
19121BUK3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-19
2011-07-19
N
N
N
25000000.00
24988888.89
0.0021
N
24990437.50
24990437.50
Coca-Cola Co. (The)
Coca-Cola Co. (The) 0.195000%
19121BUL1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-20
2011-07-20
N
N
N
22055000.00
22045323.37
0.0019
N
22046460.30
22046460.30
Coca-Cola Co. (The)
Coca-Cola Co. (The) 0.240000%
19121BV30
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
N
25410000.00
25393907.00
0.0021
N
25398344.43
25398344.43
Coca-Cola Co. (The)
Coca-Cola Co. (The) 0.245000%
19121BV30
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
N
20610000.00
20596675.06
0.0017
N
20600546.19
20600546.19
Coca-Cola Co. (The)
Coca-Cola Co. (The) 0.215000%
19121BVQ9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-24
2011-08-24
N
N
N
16000000.00
15988915.56
0.0013
N
15990692.80
15990692.80
Colgate-Palmolive Co.
Colgate-Palmolive Co. 0.120000%
19416FSG0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-16
2011-05-16
N
N
N
10000000.00
9999466.67
0.0008
N
9999481.00
9999481.00
Colgate-Palmolive Co.
Colgate-Palmolive Co. 0.110000%
19416FSL9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-20
2011-05-20
N
N
N
11800000.00
11799278.89
0.0010
N
11799242.44
11799242.44
Colgate-Palmolive Co.
Colgate-Palmolive Co. 0.100000%
19416FSQ8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-24
2011-05-24
N
N
N
40000000.00
39997333.33
0.0034
N
39996944.00
39996944.00
Colgate-Palmolive Co.
Colgate-Palmolive Co. 0.100000%
19416FST2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-27
2011-05-27
N
N
N
17650000.00
17648676.25
0.0015
N
17648489.16
17648489.16
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
49996752.50
0.0042
N
49998640.00
49998640.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.260000%
20272ESQ2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-24
2011-05-24
N
N
N
9650000.00
9648327.33
0.0008
N
9649048.51
9649048.51
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.205000%
20272EUC0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-12
2011-07-12
N
N
N
15000000.00
14993764.58
0.0013
N
14993401.50
14993401.50
Credit Agricole North America, Inc.
Credit Agricole North America, Inc. 0.120000%
22532CS21
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-02
2011-05-02
N
N
N
5970000.00
5969960.20
0.0005
N
5969955.23
5969955.23
Credit Agricole North America, Inc.
Credit Agricole North America, Inc. 0.260000%
22532CS39
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-03
2011-05-03
N
N
N
3893000.00
3892915.65
0.0003
N
3892961.07
3892961.07
Credit Agricole North America, Inc.
Credit Agricole North America, Inc. 0.110000%
22532CSD7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-13
2011-05-13
N
N
N
25000000.00
24999006.95
0.0021
N
24998950.00
24998950.00
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
5748993.75
0.0005
N
5749645.23
5749645.23
Credit Agricole North America, Inc.
Credit Agricole North America, Inc. 0.265000%
22532CST2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-27
2011-05-27
N
N
N
24500000.00
24495130.62
0.0021
N
24496969.35
24496969.35
Credit Agricole North America, Inc.
Credit Agricole North America, Inc. 0.210000%
22532CT12
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-01
2011-06-01
N
N
N
20000000.00
19996266.67
0.0017
N
19996846.00
19996846.00
Credit Agricole North America, Inc.
Credit Agricole North America, Inc. 0.200000%
22532CT87
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-08
2011-06-08
N
N
N
15000000.00
14996750.00
0.0013
N
14997049.50
14997049.50
Credit Agricole North America, Inc.
Credit Agricole North America, Inc. 0.180000%
22532CU10
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
30000000.00
29990700.00
0.0025
N
29989344.00
29989344.00
Credit Agricole North America, Inc.
Credit Agricole North America, Inc. 0.245000%
22532CUE2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
N
N
25000000.00
24987239.58
0.0021
N
24988600.00
24988600.00
Credit Agricole North America, Inc.
Credit Agricole North America, Inc. 0.240000%
22532CUT9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-27
2011-07-27
N
N
N
20000000.00
19988266.67
0.0017
N
19988678.00
19988678.00
Deutsche Bank AG
Deutsche Bank AG 0.280000%
25154TM87
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-18
2011-05-18
N
N
N
50000000.00
50000000.00
0.0042
N
50004220.50
50004220.50
Deutsche Bank AG
Deutsche Bank AG 0.310000%
25154TV46
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
50000000.00
50000000.00
0.0042
N
50010050.00
50010050.00
Deutsche Bank Financial LLC
Deutsche Bank Financial LLC 0.230000%
25153KSQ1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-24
2011-05-24
N
N
N
25000000.00
24996166.66
0.0021
N
24997015.00
24997015.00
Deutsche Bank Financial LLC
Deutsche Bank Financial LLC 0.270000%
25153KTT4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-27
2011-06-27
N
N
N
25000000.00
24989125.00
0.0021
N
24990617.50
24990617.50
Deutsche Bank Financial LLC
Deutsche Bank Financial LLC 0.230000%
25153KU88
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-08
2011-07-08
N
N
N
20000000.00
19991183.33
0.0017
N
19990666.00
19990666.00
Deutsche Bank Financial LLC
Deutsche Bank Financial LLC 0.210000%
25153KUN5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-22
2011-07-22
N
N
N
30000000.00
29985475.00
0.0025
N
29982219.00
29982219.00
Fairway Finance Corp.
Fairway Finance Corp. 0.220000%
30601WS42
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-04
2011-05-04
N
Y
Bank of Montreal
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
12000000.00
11999706.67
0.0010
N
11999782.80
11999782.80
Fairway Finance Corp.
Fairway Finance Corp. 0.170000%
30601WSB6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-11
2011-05-11
N
Y
Bank of Montreal
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
8950000.00
8949535.10
0.0008
N
8949537.29
8949537.29
Fairway Finance Corp.
Fairway Finance Corp. 0.185000%
30601WSB6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-11
2011-05-11
N
Y
Bank of Montreal
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
5055000.00
5054714.25
0.0004
N
5054738.66
5054738.66
Fairway Finance Corp.
Fairway Finance Corp. 0.180000%
30601WSB6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-11
2011-05-11
N
Y
Bank of Montreal
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
5000000.00
4999725.00
0.0004
N
4999741.50
4999741.50
Fairway Finance Corp.
Fairway Finance Corp. 0.170000%
30601WSL4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-20
2011-05-20
N
Y
Bank of Montreal
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
15017000.00
15015581.73
0.0013
N
15015423.22
15015423.22
Fairway Finance Corp.
Fairway Finance Corp. 0.170000%
30601WSR1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-25
2011-05-25
N
Y
Bank of Montreal
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
10000000.00
9998819.45
0.0008
N
9998657.00
9998657.00
Fairway Finance Corp.
Fairway Finance Corp. 0.200000%
30601WT82
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-08
2011-06-08
N
Y
Bank of Montreal
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
21810000.00
21805274.50
0.0018
N
21805079.66
21805079.66
Fairway Finance Corp.
Fairway Finance Corp. 0.260000%
30601WT90
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-09
2011-06-09
N
Y
Bank of Montreal
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
26621000.00
26613309.49
0.0022
N
26614784.00
26614784.00
Fairway Finance Corp.
Fairway Finance Corp. 0.260000%
30601WTD1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-13
2011-06-13
N
Y
Bank of Montreal
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
10030000.00
10026812.69
0.0008
N
10027367.13
10027367.13
Fairway Finance Corp.
Fairway Finance Corp. 0.190000%
30601WTG4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-16
2011-06-16
N
Y
Bank of Montreal
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
7567000.00
7565122.96
0.0006
N
7564860.81
7564860.81
Fairway Finance Corp.
Fairway Finance Corp. 0.180000%
30601WTP4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-23
2011-06-23
N
Y
Bank of Montreal
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
11173000.00
11169983.29
0.0009
N
11169296.15
11169296.15
Fairway Finance Corp.
Fairway Finance Corp. 0.180000%
30601WTT6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-27
2011-06-27
N
Y
Bank of Montreal
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
20000000.00
19994200.00
0.0017
N
19992822.00
19992822.00
Fairway Finance Corp.
Fairway Finance Corp. 0.205000%
30601WUK3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-19
2011-07-19
N
Y
Bank of Montreal
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
24835000.00
24823686.28
0.0021
N
24822316.77
24822316.77
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
16999277.50
0.0014
N
16999932.00
16999932.00
Federal Farm Credit Bank
Federal Farm Credit Bank 0.190000%
31331GYQ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-02
2011-06-17
N
N
N
20000000.00
20000802.25
0.0017
N
20002140.00
20002140.00
Federal Farm Credit Bank
Federal Farm Credit Bank 0.160000%
31331J5A7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-02
2012-02-13
N
N
N
90000000.00
89995999.97
0.0076
N
90004680.00
90004680.00
Federal Farm Credit Bank
Federal Farm Credit Bank 0.400000%
31331JPR8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-01
2011-06-01
N
N
N
45000000.00
44998031.34
0.0038
N
45008145.00
45008145.00
Federal Farm Credit Bank
Federal Farm Credit Bank 0.128800%
31331JSC8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-15
2011-07-15
N
N
N
45000000.00
44999468.39
0.0038
N
45000810.00
45000810.00
Federal Farm Credit Bank
Federal Farm Credit Bank 0.115900%
31331JSE4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-16
2011-05-16
N
N
N
40000000.00
39999736.31
0.0034
N
40001720.00
40001720.00
Federal Home Loan Bank
Federal Home Loan Bank 0.175000%
313370Q35
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-02
2011-08-12
N
N
N
100000000.00
100000000.00
0.0084
N
100016900.00
100016900.00
Federal Home Loan Bank
Federal Home Loan Bank 0.170000%
313372EV2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-02
2012-01-13
N
N
N
120000000.00
119995715.90
0.0101
N
120019440.00
120019440.00
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
24999513.89
0.0021
N
24999975.00
24999975.00
Federal Home Loan Bank
Federal Home Loan Bank 0.140000%
313384FD6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-04
2011-05-04
N
N
N
10000000.00
9999844.44
0.0008
N
9999990.00
9999990.00
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
38979187.92
0.0033
N
38979922.04
38979922.04
Federal Home Loan Bank
Federal Home Loan Bank 0.135000%
313384FF1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-06
2011-05-06
N
N
N
23050000.00
23049481.38
0.0019
N
23049953.90
23049953.90
Federal Home Loan Bank
Federal Home Loan Bank 0.130000%
313384FF1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-06
2011-05-06
N
N
N
3500000.00
3499924.17
0.0003
N
3499993.00
3499993.00
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
2244917.68
0.0002
N
2244995.51
2244995.51
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
313384FL8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-11
2011-05-11
N
N
N
25900000.00
25899208.61
0.0022
N
25899870.50
25899870.50
Federal Home Loan Bank
Federal Home Loan Bank 0.105000%
313384FL8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-11
2011-05-11
N
N
N
25000000.00
24999197.92
0.0021
N
24999875.00
24999875.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384FN4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-13
2011-05-13
N
N
N
16800000.00
16799332.67
0.0014
N
16799899.20
16799899.20
Federal Home Loan Bank
Federal Home Loan Bank 0.140000%
313384FN4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-13
2011-05-13
N
N
N
3539000.00
3538821.08
0.0003
N
3538978.77
3538978.77
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
9999377.78
0.0008
N
9999920.00
9999920.00
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
313384FS3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-17
2011-05-17
N
N
N
20960000.00
20959010.22
0.0018
N
20959832.32
20959832.32
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384FT1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-18
2011-05-18
N
N
N
40000000.00
39997800.00
0.0034
N
39999640.00
39999640.00
Federal Home Loan Bank
Federal Home Loan Bank 0.115000%
313384FT1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-18
2011-05-18
N
N
N
26143000.00
26141496.78
0.0022
N
26142764.71
26142764.71
Federal Home Loan Bank
Federal Home Loan Bank 0.150000%
313384FT1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-18
2011-05-18
N
N
N
25445000.00
25443091.63
0.0021
N
25444771.00
25444771.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384FV6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-20
2011-05-20
N
N
N
34865000.00
34862869.36
0.0029
N
34864651.35
34864651.35
Federal Home Loan Bank
Federal Home Loan Bank 0.115000%
313384FV6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-20
2011-05-20
N
N
N
30000000.00
29998083.33
0.0025
N
29999700.00
29999700.00
Federal Home Loan Bank
Federal Home Loan Bank 0.145000%
313384FY0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-23
2011-05-23
N
N
N
40000000.00
39996294.44
0.0034
N
39999520.00
39999520.00
Federal Home Loan Bank
Federal Home Loan Bank 0.115000%
313384GA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-25
2011-05-25
N
N
N
20000000.00
19998402.78
0.0017
N
19999740.00
19999740.00
Federal Home Loan Bank
Federal Home Loan Bank 0.150000%
313384GA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-25
2011-05-25
N
N
N
6000000.00
5999375.00
0.0005
N
5999922.00
5999922.00
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
49994375.00
0.0042
N
49999300.00
49999300.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384GC7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-27
2011-05-27
N
N
N
6735000.00
6734444.36
0.0006
N
6734905.71
6734905.71
Federal Home Loan Bank
Federal Home Loan Bank 0.150000%
313384GK9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-03
2011-06-03
N
N
N
40000000.00
39994333.33
0.0034
N
39999280.00
39999280.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384GK9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-03
2011-06-03
N
N
N
35460000.00
35456316.10
0.0030
N
35459361.72
35459361.72
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313384GK9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-03
2011-06-03
N
N
N
14800000.00
14798322.66
0.0012
N
14799733.60
14799733.60
Federal Home Loan Bank
Federal Home Loan Bank 0.125000%
313384GQ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-08
2011-06-08
N
N
N
25000000.00
24996614.58
0.0021
N
24999475.00
24999475.00
Federal Home Loan Bank
Federal Home Loan Bank 0.065000%
313384GQ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-08
2011-06-08
N
N
N
20000000.00
19998591.67
0.0017
N
19999580.00
19999580.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313384GQ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-08
2011-06-08
N
N
N
15745000.00
15743976.58
0.0013
N
15744669.36
15744669.36
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313384GS2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-10
2011-06-10
N
N
N
64130000.00
64121235.56
0.0054
N
64128589.14
64128589.14
Federal Home Loan Bank
Federal Home Loan Bank 0.065000%
313384GS2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-10
2011-06-10
N
N
N
30000000.00
29997779.17
0.0025
N
29999340.00
29999340.00
Federal Home Loan Bank
Federal Home Loan Bank 0.075000%
313384GS2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-10
2011-06-10
N
N
N
20000000.00
19998291.67
0.0017
N
19999560.00
19999560.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313384GS2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-10
2011-06-10
N
N
N
10500000.00
10499282.50
0.0009
N
10499769.00
10499769.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313384GX1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-15
2011-06-15
N
N
N
25000000.00
24998083.33
0.0021
N
24999400.00
24999400.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313384GX1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-15
2011-06-15
N
N
N
25000000.00
24996166.67
0.0021
N
24999400.00
24999400.00
Federal Home Loan Bank
Federal Home Loan Bank 0.080000%
313384GX1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-15
2011-06-15
N
N
N
24250000.00
24247521.11
0.0020
N
24249418.00
24249418.00
Federal Home Loan Bank
Federal Home Loan Bank 0.125000%
313384GX1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-15
2011-06-15
N
N
N
23860000.00
23856189.03
0.0020
N
23859427.36
23859427.36
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313384GZ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-17
2011-06-17
N
N
N
50000000.00
49995333.34
0.0042
N
49998700.00
49998700.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313384HG7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-24
2011-06-24
N
N
N
80000000.00
79991444.43
0.0068
N
79997680.00
79997680.00
Federal Home Loan Bank
Federal Home Loan Bank 0.065000%
313384HM4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-29
2011-06-29
N
N
N
40000000.00
39995666.67
0.0034
N
39998720.00
39998720.00
Federal Home Loan Bank
Federal Home Loan Bank 0.130000%
313384HP7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
30000000.00
29993283.33
0.0025
N
29997990.00
29997990.00
Federal Home Loan Bank
Federal Home Loan Bank 0.080000%
313384HP7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
10000000.00
9998622.22
0.0008
N
9999330.00
9999330.00
Federal Home Loan Bank
Federal Home Loan Bank 0.085000%
313384JB6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-13
2011-07-13
N
N
N
19000000.00
18996680.27
0.0016
N
18998480.00
18998480.00
Federal Home Loan Bank
Federal Home Loan Bank 0.085000%
313384JJ9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-20
2011-07-20
N
N
N
15000000.00
14997131.25
0.0013
N
14998680.00
14998680.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
3133XVTK7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-02
2011-05-26
N
N
N
50000000.00
49995309.66
0.0042
N
50000750.00
50000750.00
Federal Home Loan Bank
Federal Home Loan Bank 0.131000%
3133XWKY4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-11
2011-07-11
N
N
N
120000000.00
119995151.55
0.0101
N
119996280.00
119996280.00
Federal Home Loan Bank
Federal Home Loan Bank 0.140000%
3133XYF34
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-02
2011-05-06
N
N
N
25000000.00
24999874.25
0.0021
N
25000075.00
25000075.00
Federal Home Loan Bank
Federal Home Loan Bank 0.220000%
3133XYPW9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-02
2011-05-26
N
N
N
90000000.00
90000000.00
0.0076
N
90006840.00
90006840.00
Federal Home Loan Bank
Federal Home Loan Bank 0.270000%
3133XYRG2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-02
2011-06-01
N
N
N
90000000.00
90001591.16
0.0076
N
90011700.00
90011700.00
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.080000%
3128X9MQ0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-02
2011-11-09
N
N
N
151500000.00
151440524.32
0.0128
N
151459246.50
151459246.50
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
19999522.22
0.0017
N
20000000.00
20000000.00
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
19569673.83
0.0017
N
19569980.43
19569980.43
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
2099955.67
0.0002
N
2099997.90
2099997.90
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
4409834.63
0.0004
N
4409982.36
4409982.36
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.120000%
313396FJ7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-09
2011-05-09
N
N
N
3715000.00
3714888.55
0.0003
N
3714985.14
3714985.14
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
24998500.00
0.0021
N
24999800.00
24999800.00
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
19998755.56
0.0017
N
19999840.00
19999840.00
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
49995368.05
0.0042
N
49999400.00
49999400.00
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
41996243.33
0.0035
N
41999496.00
41999496.00
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.130000%
313396FY4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-23
2011-05-23
N
N
N
20000000.00
19998338.89
0.0017
N
19999760.00
19999760.00
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.150000%
313396FY4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-23
2011-05-23
N
N
N
8685000.00
8684167.69
0.0007
N
8684895.78
8684895.78
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.110000%
313396FZ1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-24
2011-05-24
N
N
N
30000000.00
29997800.00
0.0025
N
29999640.00
29999640.00
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
5613251.47
0.0005
N
5613932.63
5613932.63
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
3114605.43
0.0003
N
3114962.62
3114962.62
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
9998263.89
0.0008
N
9999870.00
9999870.00
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.110000%
313396GA5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-25
2011-05-25
N
N
N
3000000.00
2999770.83
0.0003
N
2999961.00
2999961.00
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.120000%
313396GN7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-06
2011-06-06
N
N
N
25000000.00
24996916.66
0.0021
N
24999525.00
24999525.00
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.115000%
313396GN7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-06
2011-06-06
N
N
N
11909000.00
11907592.42
0.0010
N
11908773.73
11908773.73
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.120000%
313396GP2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-07
2011-06-07
N
N
N
44715000.00
44709336.10
0.0038
N
44714105.70
44714105.70
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
7842344.04
0.0007
N
7843843.12
7843843.12
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.120000%
313396GV9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-13
2011-06-13
N
N
N
40000000.00
39994133.33
0.0034
N
39999080.00
39999080.00
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.122000%
313396GV9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-13
2011-06-13
N
N
N
4980000.00
4979257.42
0.0004
N
4979885.46
4979885.46
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
39988950.00
0.0034
N
39998920.00
39998920.00
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
5375247.99
0.0005
N
5376854.82
5376854.82
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.075000%
313396HC0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-20
2011-06-20
N
N
N
4300000.00
4299543.12
0.0004
N
4299883.90
4299883.90
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
2702234.15
0.0002
N
2702927.02
2702927.02
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.120000%
313396HE6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-22
2011-06-22
N
N
N
4016000.00
4015290.50
0.0003
N
4015887.55
4015887.55
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.070000%
313396HK2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-27
2011-06-27
N
N
N
19000000.00
18997857.22
0.0016
N
18999411.00
18999411.00
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
4658079.69
0.0004
N
4659655.16
4659655.16
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.080000%
313396HZ9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-11
2011-07-11
N
N
N
16049000.00
16046432.16
0.0014
N
16047748.18
16047748.18
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.080000%
313396JG9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-18
2011-07-18
N
N
N
18670000.00
18666722.38
0.0016
N
18668394.38
18668394.38
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.085000%
313396JJ3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-20
2011-07-20
N
N
N
8350000.00
8348403.07
0.0007
N
8349265.20
8349265.20
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
2496213.89
0.0002
N
2498450.00
2498450.00
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.230000%
3134G1DL5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-02
2011-11-07
N
N
N
27400000.00
27407984.98
0.0023
N
27413672.60
27413672.60
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.250000%
3134G1LW2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-02
2012-01-09
N
N
N
100000000.00
100052829.38
0.0084
N
100071000.00
100071000.00
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
7309805.06
0.0006
N
7310000.00
7310000.00
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
1199968.33
0.0001
N
1200000.00
1200000.00
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
19999622.22
0.0017
N
19999980.00
19999980.00
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.115000%
313588FE0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-05
2011-05-05
N
N
N
4932000.00
4931921.23
0.0004
N
4931990.14
4931990.14
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
2249774.37
0.0002
N
2249979.75
2249979.75
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
39996111.11
0.0034
N
39999480.00
39999480.00
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
24997482.64
0.0021
N
24999675.00
24999675.00
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.115000%
313588GH2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-01
2011-06-01
N
N
N
25000000.00
24997444.44
0.0021
N
24999575.00
24999575.00
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.115000%
313588GQ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-08
2011-06-08
N
N
N
78593000.00
78583208.62
0.0066
N
78591349.55
78591349.55
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.120000%
313588GQ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-08
2011-06-08
N
N
N
25000000.00
24996750.00
0.0021
N
24999475.00
24999475.00
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.075000%
313588GQ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-08
2011-06-08
N
N
N
6770000.00
6769449.94
0.0006
N
6769857.83
6769857.83
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.150000%
313588GQ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-08
2011-06-08
N
N
N
700000.00
699886.25
0.0001
N
699985.30
699985.30
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.070000%
313588GV1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-13
2011-06-13
N
N
N
20000000.00
19998288.89
0.0017
N
19999540.00
19999540.00
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.130000%
313588GX7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-15
2011-06-15
N
N
N
2300000.00
2299617.95
0.0002
N
2299944.80
2299944.80
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.070000%
313588HC2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-20
2011-06-20
N
N
N
47705000.00
47700269.25
0.0040
N
47703711.97
47703711.97
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.080000%
313588HC2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-20
2011-06-20
N
N
N
25000000.00
24997166.66
0.0021
N
24999325.00
24999325.00
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.070000%
313588HL2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-28
2011-06-28
N
N
N
20000000.00
19997705.56
0.0017
N
19999360.00
19999360.00
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.065000%
313588HM0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-29
2011-06-29
N
N
N
4000000.00
3999566.67
0.0003
N
3999872.00
3999872.00
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.075000%
313588HV0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
N
N
N
24690000.00
24686502.25
0.0021
N
24688197.63
24688197.63
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.070000%
313588HV0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
N
N
N
16750000.00
16747785.28
0.0014
N
16748777.25
16748777.25
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.065000%
313588HV0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
N
N
N
8870000.00
8868910.96
0.0007
N
8869352.49
8869352.49
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
49978930.55
0.0042
N
49996000.00
49996000.00
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.075000%
313588JB2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-13
2011-07-13
N
N
N
25000000.00
24996145.83
0.0021
N
24998000.00
24998000.00
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.067500%
313588JB2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-13
2011-07-13
N
N
N
13900000.00
13898071.37
0.0012
N
13898888.00
13898888.00
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.080000%
313588JB2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-13
2011-07-13
N
N
N
4490000.00
4489261.64
0.0004
N
4489640.80
4489640.80
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.080000%
313588JJ5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-20
2011-07-20
N
N
N
30000000.00
29994599.99
0.0025
N
29997360.00
29997360.00
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.070000%
313588JJ5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-20
2011-07-20
N
N
N
20500000.00
20496771.25
0.0017
N
20498196.00
20498196.00
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.095000%
313588KD6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-08
2011-08-08
N
N
N
30394000.00
30385979.36
0.0026
N
30388194.75
30388194.75
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.150000%
313588LZ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-21
2011-09-21
N
N
N
14385000.00
14376369.00
0.0012
N
14379332.31
14379332.31
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
19999583.33
0.0017
N
19999934.00
19999934.00
General Electric Capital Corp.
General Electric Capital Corp. 0.200000%
36959JSQ7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-24
2011-05-24
N
N
N
20000000.00
19997333.33
0.0017
N
19998834.00
19998834.00
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
49981597.22
0.0042
N
49992350.00
49992350.00
General Electric Capital Corp.
General Electric Capital Corp. 0.220000%
36959JTT0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-27
2011-06-27
N
N
N
20000000.00
19992911.11
0.0017
N
19996428.00
19996428.00
General Electric Capital Corp.
General Electric Capital Corp. 0.220000%
36959JTV5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-29
2011-06-29
N
N
N
22675000.00
22666685.83
0.0019
N
22670734.83
22670734.83
General Electric Capital Corp.
General Electric Capital Corp. 0.250000%
36959JU68
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
N
20000000.00
19990694.44
0.0017
N
19995542.00
19995542.00
General Electric Capital Corp.
General Electric Capital Corp. 0.230000%
36959JUC5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-12
2011-07-12
N
N
N
40000000.00
39981344.44
0.0034
N
39989804.00
39989804.00
General Electric Capital Corp.
General Electric Capital Corp. 0.240000%
36959JUU5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-28
2011-07-28
N
N
N
40000000.00
39976266.67
0.0034
N
39986004.00
39986004.00
General Electric Co.
General Electric Co. 0.140000%
36960MS61
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-06
2011-05-06
N
N
N
40000000.00
39999066.67
0.0034
N
39999768.00
39999768.00
General Electric Co.
General Electric Co. 0.130000%
36960MSC8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-12
2011-05-12
N
N
N
25000000.00
24998916.67
0.0021
N
24999457.50
24999457.50
General Electric Co.
General Electric Co. 0.160000%
36960MT78
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-07
2011-06-07
N
N
N
10000000.00
9998311.11
0.0008
N
9999025.00
9999025.00
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
11999866.67
0.0010
N
11999889.60
11999889.60
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
13999720.00
0.0012
N
13999829.20
13999829.20
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
19998861.11
0.0017
N
19999328.00
19999328.00
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
19998833.33
0.0017
N
19999328.00
19999328.00
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
7299531.58
0.0006
N
7299732.09
7299732.09
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
33897429.25
0.0029
N
33898549.08
33898549.08
Johnson & Johnson
Johnson & Johnson 0.175000%
47816GSK6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-19
2011-05-19
N
N
N
20000000.00
19998152.78
0.0017
N
19998778.00
19998778.00
Johnson & Johnson
Johnson & Johnson 0.170000%
47816GT25
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-02
2011-06-02
N
N
N
20000000.00
19996883.33
0.0017
N
19997866.00
19997866.00
Johnson & Johnson
Johnson & Johnson 0.190000%
47816GT90
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-09
2011-06-09
N
N
N
19936000.00
19931791.29
0.0017
N
19933344.52
19933344.52
Johnson & Johnson
Johnson & Johnson 0.200000%
47816GTG4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-16
2011-06-16
N
N
N
10500000.00
10497258.33
0.0009
N
10498264.35
10498264.35
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
49980458.34
0.0042
N
49986780.00
49986780.00
Johnson & Johnson
Johnson & Johnson 0.200000%
47816GUD9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-13
2011-07-13
N
N
N
9000000.00
8996300.00
0.0008
N
8997374.70
8997374.70
Johnson & Johnson
Johnson & Johnson 0.180000%
47816GUS6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-26
2011-07-26
N
N
N
10000000.00
9995650.00
0.0008
N
9996578.00
9996578.00
Johnson & Johnson
Johnson & Johnson 0.200000%
47816GV30
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
N
15000000.00
14992083.33
0.0013
N
14994319.50
14994319.50
Johnson & Johnson
Johnson & Johnson 0.170000%
47816GV30
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
N
6249000.00
6246196.63
0.0005
N
6246633.50
6246633.50
Johnson & Johnson
Johnson & Johnson 0.220000%
47816GW62
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-06
2011-09-06
N
N
N
8911000.00
8903975.16
0.0008
N
8905625.78
8905625.78
JPMorgan Chase & Co.
JPMorgan Chase & Co. 0.150000%
4662J1UD0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-13
2011-07-13
N
N
N
25000000.00
24992291.66
0.0021
N
24987240.00
24987240.00
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
8869864.49
0.0007
N
8869911.30
8869911.30
Lloyds TSB Bank PLC
Lloyds TSB Bank PLC 0.220000%
53943SS57
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-05
2011-05-05
N
N
N
3000000.00
2999908.33
0.0003
N
2999940.00
2999940.00
Lloyds TSB Bank PLC
Lloyds TSB Bank PLC 0.235000%
53943SS65
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-06
2011-05-06
N
N
N
20000000.00
19999216.67
0.0017
N
19999534.00
19999534.00
Lloyds TSB Bank PLC
Lloyds TSB Bank PLC 0.235000%
53943SST5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-27
2011-05-27
N
N
N
25000000.00
24995593.75
0.0021
N
24996325.00
24996325.00
Lloyds TSB Bank PLC
Lloyds TSB Bank PLC 0.215000%
53943STE7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-14
2011-06-14
N
N
N
25000000.00
24993281.25
0.0021
N
24993260.00
24993260.00
Lloyds TSB Bank PLC
Lloyds TSB Bank PLC 0.275000%
53943SU13
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
52525000.00
52500123.57
0.0044
N
52503585.56
52503585.56
Merck & Co., Inc.
Merck & Co., Inc. 0.140000%
58934BSG0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-16
2011-05-16
N
N
N
10300000.00
10299359.11
0.0009
N
10299465.43
10299465.43
National Australia Funding Delaware, Inc.
National Australia Funding Delaware, Inc. 0.185000%
63253KS57
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-05
2011-05-05
N
N
N
20000000.00
19999486.11
0.0017
N
19999900.00
19999900.00
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
39997300.00
0.0034
N
39999500.00
39999500.00
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
24993666.67
0.0021
N
24997937.50
24997937.50
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
24993354.17
0.0021
N
24997875.00
24997875.00
National Australia Funding Delaware, Inc.
National Australia Funding Delaware, Inc. 0.135000%
63253KT72
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-07
2011-06-07
N
N
N
20000000.00
19997150.00
0.0017
N
19998050.00
19998050.00
National Australia Funding Delaware, Inc.
National Australia Funding Delaware, Inc. 0.255000%
63253KU13
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
25000000.00
24989020.83
0.0021
N
24995057.50
24995057.50
National Australia Funding Delaware, Inc.
National Australia Funding Delaware, Inc. 0.200000%
63253KU62
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
N
8000000.00
7997022.22
0.0007
N
7998216.80
7998216.80
National Australia Funding Delaware, Inc.
National Australia Funding Delaware, Inc. 0.190000%
63253KUB1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-11
2011-07-11
N
N
N
10000000.00
9996200.00
0.0008
N
9997506.00
9997506.00
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
24999388.89
0.0021
N
24999617.50
24999617.50
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
13799578.33
0.0012
N
13799747.46
13799747.46
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
36658167.00
0.0031
N
36658878.20
36658878.20
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
16998130.00
0.0014
N
16999012.30
16999012.30
Nestle Capital Corp.
Nestle Capital Corp. 0.120000%
64105HT69
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-06
2011-06-06
N
N
N
30000000.00
29996300.00
0.0025
N
29996358.00
29996358.00
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
16445942.33
0.0014
N
16448002.97
16448002.97
Nestle Capital Corp.
Nestle Capital Corp. 0.130000%
64105HT69
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-06
2011-06-06
N
N
N
10000000.00
9998663.89
0.0008
N
9998786.00
9998786.00
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
14995966.67
0.0013
N
14997750.00
14997750.00
Nestle Capital Corp.
Nestle Capital Corp. 0.160000%
64105HTW2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-30
2011-06-30
N
N
N
20000000.00
19994577.77
0.0017
N
19995178.00
19995178.00
Nestle Capital Corp.
Nestle Capital Corp. 0.150000%
64105HTW2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-30
2011-06-30
N
N
N
10000000.00
9997458.33
0.0008
N
9997589.00
9997589.00
Nestle Capital Corp.
Nestle Capital Corp. 0.225000%
64105HU83
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-08
2011-07-08
N
N
N
6400000.00
6397240.00
0.0005
N
6398257.92
6398257.92
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
24986381.94
0.0021
N
24992707.50
24992707.50
Nestle Capital Corp.
Nestle Capital Corp. 0.205000%
64105HUD2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-13
2011-07-13
N
N
N
20000000.00
19991572.22
0.0017
N
19994166.00
19994166.00
Nestle Capital Corp.
Nestle Capital Corp. 0.215000%
64105HUE0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
N
N
10000000.00
9995520.84
0.0008
N
9997044.00
9997044.00
Nestle Capital Corp.
Nestle Capital Corp. 0.200000%
64105HV25
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-02
2011-08-02
N
N
N
10000000.00
9994777.78
0.0008
N
9996253.00
9996253.00
Nestle Capital Corp.
Nestle Capital Corp. 0.190000%
64105HVA7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-10
2011-08-10
N
N
N
20750000.00
20738829.58
0.0018
N
20741451.00
20741451.00
Nestle Capital Corp.
Nestle Capital Corp. 0.159900%
64105HVQ2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-24
2011-08-24
N
N
N
15600000.00
15591961.52
0.0013
N
15592446.48
15592446.48
Nestle Capital Corp.
Nestle Capital Corp. 0.205000%
64105HWS7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-26
2011-09-26
N
N
N
10000000.00
9991515.28
0.0008
N
9991667.00
9991667.00
Nestle Capital Corp.
Nestle Capital Corp. 0.240000%
64105HX31
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
22000000.00
21977120.00
0.0019
N
21980811.60
21980811.60
Novartis Finance Corp.
Novartis Finance Corp. 0.110000%
6698M5S34
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-03
2011-05-03
N
Y
Novartis AG
N/A
N/A
N
28100000.00
28099742.42
0.0024
N
28099719.00
28099719.00
Novartis Finance Corp.
Novartis Finance Corp. 0.120000%
6698M5S42
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-04
2011-05-04
N
Y
Novartis AG
N/A
N/A
N
5000000.00
4999933.33
0.0004
N
4999937.50
4999937.50
Novartis Finance Corp.
Novartis Finance Corp. 0.080000%
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
10000000.00
9999800.00
0.0008
N
9999728.00
9999728.00
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
5174702.44
0.0004
N
5174859.24
5174859.24
Novartis Finance Corp.
Novartis Finance Corp. 0.245000%
6698M5UE7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
Y
Novartis AG
N/A
N/A
N
14200000.00
14192752.08
0.0012
N
14193524.80
14193524.80
Novartis Finance Corp.
Novartis Finance Corp. 0.270000%
6698M5V89
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-08
2011-08-08
N
Y
Novartis AG
N/A
N/A
N
20000000.00
19985000.00
0.0017
N
19986478.00
19986478.00
Novartis Finance Corp.
Novartis Finance Corp. 0.260000%
6698M5V89
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-08
2011-08-08
N
Y
Novartis AG
N/A
N/A
N
10500000.00
10492416.67
0.0009
N
10492900.95
10492900.95
Novartis Finance Corp.
Novartis Finance Corp. 0.230000%
6698M5W96
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-09
2011-09-09
N
Y
Novartis AG
N/A
N/A
N
30000000.00
29974700.00
0.0025
N
29969298.00
29969298.00
Novartis Finance Corp.
Novartis Finance Corp. 0.260000%
6698M5XB0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-11
2011-10-11
N
Y
Novartis AG
N/A
N/A
N
10000000.00
9988155.55
0.0008
N
9985333.00
9985333.00
Old Line Funding LLC
Old Line Funding LLC 0.270000%
67983US46
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-04
2011-05-04
N
Y
Royal Bank of Canada
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
45000000.00
44998650.00
0.0038
N
44999811.00
44999811.00
Old Line Funding LLC
Old Line Funding LLC 0.260000%
67983USB0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-11
2011-05-11
N
Y
Royal Bank of Canada
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
20000000.00
19998411.11
0.0017
N
19999634.00
19999634.00
Old Line Funding LLC
Old Line Funding LLC 0.180000%
67983USB0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-11
2011-05-11
N
Y
Royal Bank of Canada
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
14815000.00
14814185.18
0.0013
N
14814728.89
14814728.89
Old Line Funding LLC
Old Line Funding LLC 0.160000%
67983USG9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-16
2011-05-16
N
Y
Royal Bank of Canada
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
12500000.00
12499111.11
0.0011
N
12499568.75
12499568.75
Old Line Funding LLC
Old Line Funding LLC 0.260000%
67983UT29
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-02
2011-06-02
N
Y
Royal Bank of Canada
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
45000000.00
44989275.00
0.0038
N
44996175.00
44996175.00
Old Line Funding LLC
Old Line Funding LLC 0.250000%
67983UTE3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-14
2011-06-14
N
Y
Royal Bank of Canada
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
27000000.00
26991562.50
0.0023
N
26996859.90
26996859.90
Old Line Funding LLC
Old Line Funding LLC 0.180000%
67983UTH6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-17
2011-06-17
N
Y
Royal Bank of Canada
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
19700000.00
19695272.00
0.0017
N
19697452.79
19697452.79
Old Line Funding LLC
Old Line Funding LLC 0.250000%
67983UTU7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-28
2011-06-28
N
Y
Royal Bank of Canada
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
10000000.00
9995902.78
0.0008
N
9998167.00
9998167.00
Old Line Funding LLC
Old Line Funding LLC 0.210000%
67983UU50
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
Y
Royal Bank of Canada
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
50000000.00
49980750.00
0.0042
N
49989115.00
49989115.00
Old Line Funding LLC
Old Line Funding LLC 0.220000%
67983UU76
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
N
Y
Royal Bank of Canada
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
16028000.00
16021339.48
0.0014
N
16024344.01
16024344.01
Old Line Funding LLC
Old Line Funding LLC 0.220000%
67983UUC5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-12
2011-07-12
N
Y
Royal Bank of Canada
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
10000000.00
9995538.89
0.0008
N
9997451.00
9997451.00
Old Line Funding LLC
Old Line Funding LLC 0.200000%
67983UUR2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-25
2011-07-25
N
Y
Royal Bank of Canada
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
12750000.00
12743908.33
0.0011
N
12745778.48
12745778.48
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
14998854.17
0.0013
N
14999566.50
14999566.50
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
19997638.89
0.0017
N
19999150.00
19999150.00
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
9998750.00
0.0008
N
9999558.00
9999558.00
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
24994270.83
0.0021
N
24997160.00
24997160.00
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
29991983.33
0.0025
N
29996211.00
29996211.00
Private Export Funding Corp.
Private Export Funding Corp. 0.240000%
7426M5TE4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-14
2011-06-14
N
N
N
13000000.00
12996100.00
0.0011
N
12998000.60
12998000.60
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
16594005.55
0.0014
N
16596929.00
16596929.00
Private Export Funding Corp.
Private Export Funding Corp. 0.240000%
7426M5TU8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-28
2011-06-28
N
N
N
20000000.00
19992133.33
0.0017
N
19995666.00
19995666.00
Private Export Funding Corp.
Private Export Funding Corp. 0.245000%
7426M5TV6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-29
2011-06-29
N
N
N
25000000.00
24989791.67
0.0021
N
24994450.00
24994450.00
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
9992850.00
0.0008
N
9997450.00
9997450.00
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
14988833.33
0.0013
N
14996089.50
14996089.50
Private Export Funding Corp.
Private Export Funding Corp. 0.245000%
7426M5U85
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-08
2011-07-08
N
N
N
25000000.00
24988260.42
0.0021
N
24993195.00
24993195.00
Private Export Funding Corp.
Private Export Funding Corp. 0.245000%
7426M5UF9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-15
2011-07-15
N
N
N
20000000.00
19989655.55
0.0017
N
19993712.00
19993712.00
Private Export Funding Corp.
Private Export Funding Corp. 0.250000%
7426M5UF9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-15
2011-07-15
N
N
N
20000000.00
19989444.44
0.0017
N
19993712.00
19993712.00
Private Export Funding Corp.
Private Export Funding Corp. 0.260000%
7426M5UR3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-25
2011-07-25
N
N
N
25000000.00
24984472.22
0.0021
N
24990515.00
24990515.00
Private Export Funding Corp.
Private Export Funding Corp. 0.190000%
7426M5VB7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-11
2011-08-11
N
N
N
20000000.00
19989127.78
0.0017
N
19989946.00
19989946.00
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
11149690.28
0.0009
N
11149829.41
11149829.41
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
56696708.25
0.0048
N
56697919.11
56697919.11
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
10749178.82
0.0009
N
10749605.48
10749605.48
Procter & Gamble Co. (The)
Procter & Gamble Co. (The) 0.190000%
74271USR2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-25
2011-05-25
N
N
N
20000000.00
19997361.11
0.0017
N
19998412.00
19998412.00
Procter & Gamble Co. (The)
Procter & Gamble Co. (The) 0.190000%
74271UT91
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-09
2011-06-09
N
N
N
30000000.00
29993666.67
0.0025
N
29996004.00
29996004.00
Procter & Gamble Co. (The)
Procter & Gamble Co. (The) 0.200000%
74271UT91
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-09
2011-06-09
N
N
N
1355000.00
1354698.89
0.0001
N
1354819.51
1354819.51
Procter & Gamble Co. (The)
Procter & Gamble Co. (The) 0.210000%
74271UT91
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-09
2011-06-09
N
N
N
309000.00
308927.90
0.0000
N
308958.84
308958.84
Procter & Gamble Co. (The)
Procter & Gamble Co. (The) 0.190000%
74271UTF7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-15
2011-06-15
N
N
N
20000000.00
19995144.44
0.0017
N
19996788.00
19996788.00
Procter & Gamble Co. (The)
Procter & Gamble Co. (The) 0.180000%
74271UTF7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-15
2011-06-15
N
N
N
10000000.00
9997700.00
0.0008
N
9998394.00
9998394.00
Procter & Gamble Co. (The)
Procter & Gamble Co. (The) 0.200000%
74271UTF7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-15
2011-06-15
N
N
N
10000000.00
9997444.44
0.0008
N
9998394.00
9998394.00
Procter & Gamble Co. (The)
Procter & Gamble Co. (The) 0.150000%
74271UTG5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-16
2011-06-16
N
N
N
25000000.00
24995104.16
0.0021
N
24995867.50
24995867.50
Procter & Gamble Co. (The)
Procter & Gamble Co. (The) 0.130000%
74271UTG5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-16
2011-06-16
N
N
N
24815000.00
24810788.34
0.0021
N
24810898.08
24810898.08
Procter & Gamble Co. (The)
Procter & Gamble Co. (The) 0.140000%
74271UTG5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-16
2011-06-16
N
N
N
4005000.00
4004267.98
0.0003
N
4004337.97
4004337.97
Procter & Gamble Co. (The)
Procter & Gamble Co. (The) 0.160000%
74271UTM2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-21
2011-06-21
N
N
N
30000000.00
29993066.67
0.0025
N
29994213.00
29994213.00
Procter & Gamble Co. (The)
Procter & Gamble Co. (The) 0.170000%
74271UTW0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-30
2011-06-30
N
N
N
20000000.00
19994238.89
0.0017
N
19995178.00
19995178.00
Province of Ontario Canada
Province of Ontario Canada 2.625000%
683234B31
Other Note
N
First Tier Security
N/A
N/A
2012-01-20
2012-01-20
N
N
N
17600000.00
17874182.49
0.0015
N
17889027.20
17889027.20
Province of Ontario Canada
Province of Ontario Canada 0.140000%
68323KS52
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-05
2011-05-05
N
N
N
30000000.00
29999416.67
0.0025
N
29999550.00
29999550.00
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
24998541.67
0.0021
N
24999235.00
24999235.00
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
47493402.78
0.0040
N
47494922.25
47494922.25
Province of Ontario Canada
Province of Ontario Canada 0.120000%
68323KTE2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-14
2011-06-14
N
N
N
50000000.00
49992500.00
0.0042
N
49988435.00
49988435.00
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
17796291.67
0.0015
N
17798586.68
17798586.68
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
12446825.25
0.0011
N
12448631.75
12448631.75
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
29990775.00
0.0025
N
29995869.00
29995869.00
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
19993736.11
0.0017
N
19997246.00
19997246.00
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
19423582.70
0.0016
N
19427324.49
19427324.49
Rabobank U.S.A. Financial Corp.
Rabobank U.S.A. Financial Corp. 0.240000%
74977LTD9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-13
2011-06-13
N
N
N
10000000.00
9997066.66
0.0008
N
9998500.00
9998500.00
Rabobank U.S.A. Financial Corp.
Rabobank U.S.A. Financial Corp. 0.240000%
74977LTH0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-17
2011-06-17
N
N
N
30400000.00
30390272.00
0.0026
N
30394828.96
30394828.96
Rabobank U.S.A. Financial Corp.
Rabobank U.S.A. Financial Corp. 0.275000%
74977LU54
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
N
25000000.00
24987395.83
0.0021
N
24993485.00
24993485.00
Rabobank U.S.A. Financial Corp.
Rabobank U.S.A. Financial Corp. 0.270000%
74977LU54
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
N
10000000.00
9995050.00
0.0008
N
9997394.00
9997394.00
Rabobank U.S.A. Financial Corp.
Rabobank U.S.A. Financial Corp. 0.180000%
74977LV38
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
N
50000000.00
49976250.00
0.0042
N
49981065.00
49981065.00
Rabobank U.S.A. Financial Corp.
Rabobank U.S.A. Financial Corp. 0.265000%
74977LV53
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
N
25000000.00
24982149.30
0.0021
N
24990267.50
24990267.50
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
19979194.44
0.0017
N
19991240.00
19991240.00
Rabobank U.S.A. Financial Corp.
Rabobank U.S.A. Financial Corp. 0.230000%
74977LVF1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-15
2011-08-15
N
N
N
10000000.00
9993163.88
0.0008
N
9995620.00
9995620.00
Rabobank U.S.A. Financial Corp.
Rabobank U.S.A. Financial Corp. 0.345000%
74977LW60
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-06
2011-09-06
N
N
N
20000000.00
19975275.00
0.0017
N
19987938.00
19987938.00
Rabobank U.S.A. Financial Corp.
Rabobank U.S.A. Financial Corp. 0.340000%
74977LW60
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-06
2011-09-06
N
N
N
10150000.00
10137633.92
0.0009
N
10143878.54
10143878.54
Rabobank U.S.A. Financial Corp.
Rabobank U.S.A. Financial Corp. 0.345000%
74977LW86
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-08
2011-09-08
N
N
N
20000000.00
19974891.67
0.0017
N
19987534.00
19987534.00
Royal Bank of Canada
Royal Bank of Canada 0.110000%
78009BSC7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-12
2011-05-12
N
N
N
30000000.00
29998900.00
0.0025
N
29998809.00
29998809.00
Royal Bank of Canada
Royal Bank of Canada 0.140000%
78009BTG7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-16
2011-06-16
N
N
N
21200000.00
21196125.11
0.0018
N
21196495.64
21196495.64
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
34987968.75
0.0030
N
34992650.00
34992650.00
Royal Bank of Canada
Royal Bank of Canada 0.250000%
78009BVF6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-15
2011-08-15
N
N
N
27685000.00
27664428.51
0.0023
N
27672873.97
27672873.97
Royal Bank of Canada
Royal Bank of Canada 0.312600%
78009JZB4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-27
2012-01-27
N
N
N
40000000.00
40018189.47
0.0034
N
40029200.40
40029200.40
Sheffield Receivables Corp.
Sheffield Receivables Corp. 0.270000%
82124MS50
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-05
2011-05-05
N
Y
Barclays Bank Plc
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
15000000.00
14999437.50
0.0013
N
14999674.50
14999674.50
Sheffield Receivables Corp.
Sheffield Receivables Corp. 0.175000%
82124MSA9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-10
2011-05-10
N
Y
Barclays Bank Plc
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
25000000.00
24998784.72
0.0021
N
24998855.00
24998855.00
Sheffield Receivables Corp.
Sheffield Receivables Corp. 0.270000%
82124MSD3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-13
2011-05-13
N
Y
Barclays Bank Plc
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
25000000.00
24997562.50
0.0021
N
24998395.00
24998395.00
Sheffield Receivables Corp.
Sheffield Receivables Corp. 0.180000%
82124MSH4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-17
2011-05-17
N
Y
Barclays Bank Plc
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
20000000.00
19998300.00
0.0017
N
19998250.00
19998250.00
Sheffield Receivables Corp.
Sheffield Receivables Corp. 0.260000%
82124MSK7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-19
2011-05-19
N
Y
Barclays Bank Plc
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
30000000.00
29995883.33
0.0025
N
29997033.00
29997033.00
Sheffield Receivables Corp.
Sheffield Receivables Corp. 0.160000%
82124MSL5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-20
2011-05-20
N
Y
Barclays Bank Plc
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
15000000.00
14998666.66
0.0013
N
14998425.00
14998425.00
Sheffield Receivables Corp.
Sheffield Receivables Corp. 0.230000%
82124MSQ4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-24
2011-05-24
N
Y
Barclays Bank Plc
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
30000000.00
29995400.00
0.0025
N
29996166.00
29996166.00
Sheffield Receivables Corp.
Sheffield Receivables Corp. 0.190000%
82124MT67
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-06
2011-06-06
N
Y
Barclays Bank Plc
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
30000000.00
29994141.67
0.0025
N
29993634.00
29993634.00
Sheffield Receivables Corp.
Sheffield Receivables Corp. 0.190000%
82124MT83
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-08
2011-06-08
N
Y
Barclays Bank Plc
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
2820000.00
2819419.55
0.0002
N
2819363.81
2819363.81
Sheffield Receivables Corp.
Sheffield Receivables Corp. 0.185000%
82124MTG5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-16
2011-06-16
N
Y
Barclays Bank Plc
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
35325000.00
35316468.03
0.0030
N
35315013.62
35315013.62
Sheffield Receivables Corp.
Sheffield Receivables Corp. 0.190000%
82124MTM2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-21
2011-06-21
N
Y
Barclays Bank Plc
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
19480000.00
19474653.82
0.0016
N
19473834.58
19473834.58
Sheffield Receivables Corp.
Sheffield Receivables Corp. 0.200000%
82124MUK4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-19
2011-07-19
N
Y
Barclays Bank Plc
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
10000000.00
9995555.56
0.0008
N
9994893.00
9994893.00
Societe Generale
Societe Generale 0.260000%
83369RYJ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-13
2011-06-13
N
N
N
25000000.00
25000000.00
0.0021
N
25001250.25
25001250.25
Societe Generale North America, Inc.
Societe Generale North America, Inc. 0.235000%
83365SS53
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-05
2011-05-05
N
N
Y
Special Purpose Entity
FERRARM
N/A
N/A
30000000.00
29999020.83
0.0025
N
29999400.00
29999400.00
Societe Generale North America, Inc.
Societe Generale North America, Inc. 0.180000%
83365SSA2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-10
2011-05-10
N
N
Y
Special Purpose Entity
FERRARM
N/A
N/A
20000000.00
19999000.00
0.0017
N
19999206.00
19999206.00
Societe Generale North America, Inc.
Societe Generale North America, Inc. 0.150000%
83365SSC8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-12
2011-05-12
N
N
Y
Special Purpose Entity
FERRARM
N/A
N/A
25000000.00
24998750.00
0.0021
N
24998782.50
24998782.50
Societe Generale North America, Inc.
Societe Generale North America, Inc. 0.170000%
83365SSC8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-12
2011-05-12
N
N
Y
Special Purpose Entity
FERRARM
N/A
N/A
19600000.00
19598889.33
0.0017
N
19599045.48
19599045.48
Societe Generale North America, Inc.
Societe Generale North America, Inc. 0.130000%
83365SSD6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-13
2011-05-13
N
N
Y
Special Purpose Entity
FERRARM
N/A
N/A
30000000.00
29998591.66
0.0025
N
29998389.00
29998389.00
Societe Generale North America, Inc.
Societe Generale North America, Inc. 0.200000%
83365SSH7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-17
2011-05-17
N
N
Y
Special Purpose Entity
FERRARM
N/A
N/A
4430000.00
4429581.61
0.0004
N
4429678.83
4429678.83
Societe Generale North America, Inc.
Societe Generale North America, Inc. 0.210000%
83365SSH7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-17
2011-05-17
N
N
Y
Special Purpose Entity
FERRARM
N/A
N/A
2770000.00
2769725.31
0.0002
N
2769799.18
2769799.18
Societe Generale North America, Inc.
Societe Generale North America, Inc. 0.170000%
83365SSQ7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-24
2011-05-24
N
N
Y
Special Purpose Entity
FERRARM
N/A
N/A
14500000.00
14498356.67
0.0012
N
14498268.70
14498268.70
Straight-A Funding LLC
Straight-A Funding LLC 0.200000%
86257C3G5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-11
2011-07-11
N
N
N
10000000.00
9996000.00
0.0008
N
9995654.00
9995654.00
Straight-A Funding LLC
Straight-A Funding LLC 0.250000%
86257GVJ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-17
2011-05-17
N
N
N
21050000.00
21047514.93
0.0018
N
21048473.88
21048473.88
Straight-A Funding LLC
Straight-A Funding LLC 0.200000%
86257GWM1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
N
9000000.00
8996650.00
0.0008
N
8996293.80
8996293.80
Straight-A Funding LLC
Straight-A Funding LLC 0.200000%
86257JWX1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
N
29339000.00
29328079.37
0.0025
N
29326918.20
29326918.20
Straight-A Funding LLC
Straight-A Funding LLC 0.190000%
86257JXG7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-18
2011-07-18
N
N
N
45000000.00
44981237.50
0.0038
N
44977000.50
44977000.50
Straight-A Funding LLC
Straight-A Funding LLC 0.250000%
86257KVV3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-03
2011-05-03
N
N
N
19000000.00
18999604.17
0.0016
N
18999726.40
18999726.40
Straight-A Funding LLC
Straight-A Funding LLC 0.250000%
86257KWC4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-12
2011-05-12
N
N
N
5000000.00
4999583.33
0.0004
N
4999751.50
4999751.50
Straight-A Funding LLC
Straight-A Funding LLC 0.250000%
86257KWF7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-16
2011-05-16
N
N
N
29563000.00
29559715.22
0.0025
N
29560998.58
29560998.58
Straight-A Funding LLC
Straight-A Funding LLC 0.250000%
86257KWK6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-17
2011-05-17
N
N
N
17990000.00
17987876.18
0.0015
N
17988695.73
17988695.73
Straight-A Funding LLC
Straight-A Funding LLC 0.250000%
86257KWM2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-20
2011-05-20
N
N
N
24600000.00
24596583.33
0.0021
N
24597847.50
24597847.50
Straight-A Funding LLC
Straight-A Funding LLC 0.250000%
86257KWN0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-01
2011-06-01
N
N
N
14500000.00
14496777.78
0.0012
N
14497872.85
14497872.85
Straight-A Funding LLC
Straight-A Funding LLC 0.250000%
86257KWR1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-06
2011-06-06
N
N
N
23600000.00
23593936.11
0.0020
N
23596023.40
23596023.40
Straight-A Funding LLC
Straight-A Funding LLC 0.250000%
86257KWU4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-06
2011-06-06
N
N
N
25000000.00
24993576.39
0.0021
N
24995787.50
24995787.50
Straight-A Funding LLC
Straight-A Funding LLC 0.200000%
86257KXN9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
N
N
N
15000000.00
14994333.33
0.0013
N
14993704.50
14993704.50
Straight-A Funding LLC
Straight-A Funding LLC 0.200000%
86257KXR0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-12
2011-07-12
N
N
N
20000000.00
19991888.89
0.0017
N
19990792.00
19990792.00
Straight-A Funding LLC
Straight-A Funding LLC 0.200000%
86257L2N1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-08
2011-07-08
N
N
N
13500000.00
13494825.00
0.0011
N
13494224.70
13494224.70
Straight-A Funding LLC
Straight-A Funding LLC 0.200000%
86257LZ88
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-22
2011-06-22
N
N
N
27500000.00
27491902.78
0.0023
N
27492162.50
27492162.50
Straight-A Funding LLC
Straight-A Funding LLC 0.250000%
86257ME63
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-05
2011-05-05
N
N
N
18555000.00
18554355.73
0.0016
N
18554597.36
18554597.36
Straight-A Funding LLC
Straight-A Funding LLC 0.250000%
86257MF62
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-16
2011-05-16
N
N
N
31175000.00
31171536.11
0.0026
N
31172889.45
31172889.45
Toronto-Dominion Bank (The)
Toronto-Dominion Bank (The) 0.300000%
89112YMT7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-09
2011-05-09
N
N
N
25000000.00
25000000.00
0.0021
N
25001110.25
25001110.25
Toronto-Dominion Bank (The)
Toronto-Dominion Bank (The) 0.230000%
89112YVF7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-17
2011-05-17
N
N
N
35000000.00
35000000.00
0.0030
N
35001575.35
35001575.35
Toronto-Dominion Bank (The)
Toronto-Dominion Bank (The) 0.270000%
89112YVX8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
N
N
N
20000000.00
20000000.00
0.0017
N
20003830.20
20003830.20
Toronto-Dominion Bank (The)
Toronto-Dominion Bank (The) 0.270000%
89112YWD1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
N
N
N
40000000.00
40000000.00
0.0034
N
40007660.40
40007660.40
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
17995240.00
0.0015
N
17997672.60
17997672.60
Toronto-Dominion Holdings U.S.A., Inc.
Toronto-Dominion Holdings U.S.A., Inc. 0.160000%
89116FT91
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-09
2011-06-09
N
N
N
20000000.00
19996444.45
0.0017
N
19996880.00
19996880.00
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
29984156.25
0.0025
N
29995020.00
29995020.00
U.S. Treasury Bill
U.S. Treasury Bill 0.152500%
9127952A8
Treasury Debt
N
First Tier Security
N/A
N/A
2011-08-25
2011-08-25
N
N
N
20000000.00
19990087.50
0.0017
N
19996680.00
19996680.00
U.S. Treasury Bill
U.S. Treasury Bill 0.110000%
9127952K6
Treasury Debt
N
First Tier Security
N/A
N/A
2011-10-20
2011-10-20
N
N
N
20000000.00
19989427.78
0.0017
N
19990780.00
19990780.00
U.S. Treasury Bill
U.S. Treasury Bill 0.111000%
9127952K6
Treasury Debt
N
First Tier Security
N/A
N/A
2011-10-20
2011-10-20
N
N
N
16640000.00
16631123.94
0.0014
N
16632328.96
16632328.96
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
15304259.15
0.0013
N
15316540.60
15316540.60
U.S. Treasury Bill
U.S. Treasury Bill 0.184500%
9127952P5
Treasury Debt
N
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
N
N
10000000.00
9989698.75
0.0008
N
9994480.00
9994480.00
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
29998200.00
0.0025
N
29999880.00
29999880.00
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
24998575.00
0.0021
N
24999900.00
24999900.00
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
24033718.13
0.0020
N
24034903.86
24034903.86
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
15964010.17
0.0013
N
15964936.14
15964936.14
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
4999706.67
0.0004
N
4999980.00
4999980.00
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
41325571.95
0.0035
N
41329669.36
41329669.36
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
29997102.50
0.0025
N
29999760.00
29999760.00
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
29997031.25
0.0025
N
29999760.00
29999760.00
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
17697858.79
0.0015
N
17699769.90
17699769.90
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
16838041.88
0.0014
N
16839781.08
16839781.08
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
29995500.00
0.0025
N
29999220.00
29999220.00
U.S. Treasury Bill
U.S. Treasury Bill 0.122000%
9127952U4
Treasury Debt
N
First Tier Security
N/A
N/A
2011-06-09
2011-06-09
N
N
N
20000000.00
19997288.89
0.0017
N
19999480.00
19999480.00
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
19996333.33
0.0017
N
19999480.00
19999480.00
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
28693817.54
0.0024
N
28699569.50
28699569.50
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
19995430.55
0.0017
N
19999700.00
19999700.00
U.S. Treasury Bill
U.S. Treasury Bill 0.141000%
9127952V2
Treasury Debt
N
First Tier Security
N/A
N/A
2011-06-16
2011-06-16
N
N
N
10000000.00
9998159.17
0.0008
N
9999850.00
9999850.00
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
24993775.00
0.0021
N
24999100.00
24999100.00
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
19994450.00
0.0017
N
19999280.00
19999280.00
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
9997431.11
0.0008
N
9999540.00
9999540.00
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
22751630.96
0.0019
N
22758839.24
22758839.24
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
19992666.67
0.0017
N
19998980.00
19998980.00
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
5767884.33
0.0005
N
5769705.73
5769705.73
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
24989693.06
0.0021
N
24998500.00
24998500.00
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
24988350.70
0.0021
N
24995725.00
24995725.00
U.S. Treasury Bill
U.S. Treasury Bill 0.158100%
9127953F6
Treasury Debt
N
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
30000000.00
29983673.33
0.0025
N
29993910.00
29993910.00
U.S. Treasury Bill
U.S. Treasury Bill 0.155000%
9127953F6
Treasury Debt
N
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
22000000.00
21988254.44
0.0019
N
21995534.00
21995534.00
U.S. Treasury Bill
U.S. Treasury Bill 0.107000%
9127953P4
Treasury Debt
N
First Tier Security
N/A
N/A
2011-10-13
2011-10-13
N
N
N
16600000.00
16591809.75
0.0014
N
16593194.00
16593194.00
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
29999370.83
0.0025
N
29999970.00
29999970.00
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
29999354.17
0.0025
N
29999970.00
29999970.00
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
37780722.42
0.0032
N
37784357.66
37784357.66
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
23087036.78
0.0019
N
23089607.47
23089607.47
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
3764482.31
0.0003
N
3764936.00
3764936.00
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
76625000.00
77032238.60
0.0065
N
77088964.38
77088964.38
U.S. Treasury Note
U.S. Treasury Note 1.125000%
912828KB5
Treasury Debt
N
First Tier Security
N/A
N/A
2012-01-15
2012-01-15
N
N
N
16025000.00
16127220.87
0.0014
N
16132047.00
16132047.00
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
41000000.00
41348292.03
0.0035
N
41381177.00
41381177.00
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
192875000.00
0.0163
N
192875000.00
192875000.00
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
112561467.32
0.0095
N
112570312.50
112570312.50
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
100152023.85
0.0085
N
100168000.00
100168000.00
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
32061750.97
0.0027
N
32073760.00
32073760.00
U.S. Treasury Note
U.S. Treasury Note 1.000000%
912828LT5
Treasury Debt
N
First Tier Security
N/A
N/A
2011-10-31
2011-10-31
N
N
N
127415000.00
127941307.00
0.0108
N
127962502.26
127962502.26
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
26063147.32
0.0022
N
26078208.00
26078208.00
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
101650000.00
101987223.67
0.0086
N
102027223.15
102027223.15
U.S. Treasury Note
U.S. Treasury Note 0.875000%
912828MJ6
Treasury Debt
N
First Tier Security
N/A
N/A
2012-01-31
2012-01-31
N
N
N
91515000.00
91945400.70
0.0078
N
91983282.26
91983282.26
U.S. Treasury Note
U.S. Treasury Note 0.750000%
912828MM9
Treasury Debt
N
First Tier Security
N/A
N/A
2011-11-30
2011-11-30
N
N
N
128245000.00
128651629.19
0.0109
N
128690907.88
128690907.88
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
22310000.00
22411054.72
0.0019
N
22433820.50
22433820.50
U.S. Treasury Note
U.S. Treasury Note 1.000000%
912828MU1
Treasury Debt
N
First Tier Security
N/A
N/A
2012-03-31
2012-03-31
N
N
N
3745000.00
3770206.73
0.0003
N
3770765.60
3770765.60
Unilever Capital Corp.
Unilever Capital Corp. 0.180000%
90477ES39
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-03
2011-05-03
N
N
N
25725000.00
25724614.13
0.0022
N
25724542.10
25724542.10
Variable Funding Capital Co. LLC
Variable Funding Capital Co. LLC 0.240000%
92217MS40
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-04
2011-05-04
N
N
Y
Special Purpose Entity
FERRARM
N/A
N/A
10000000.00
9999733.33
0.0008
N
9999833.00
9999833.00
Variable Funding Capital Co. LLC
Variable Funding Capital Co. LLC 0.270000%
92217MS65
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-06
2011-05-06
N
N
Y
Special Purpose Entity
FERRARM
N/A
N/A
23090000.00
23088960.95
0.0019
N
23089462.00
23089462.00
Variable Funding Capital Co. LLC
Variable Funding Capital Co. LLC 0.230000%
92217MSL2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-20
2011-05-20
N
N
Y
Special Purpose Entity
FERRARM
N/A
N/A
15610000.00
15608005.39
0.0013
N
15608451.49
15608451.49
Variable Funding Capital Co. LLC
Variable Funding Capital Co. LLC 0.150000%
92217MST5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-27
2011-05-27
N
N
Y
Special Purpose Entity
FERRARM
N/A
N/A
20000000.00
19997750.00
0.0017
N
19997232.00
19997232.00
Variable Funding Capital Co. LLC
Variable Funding Capital Co. LLC 0.230000%
92217MT23
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-02
2011-06-02
N
N
Y
Special Purpose Entity
FERRARM
N/A
N/A
10000000.00
9997891.67
0.0008
N
9998253.00
9998253.00
Variable Funding Capital Co. LLC
Variable Funding Capital Co. LLC 0.340000%
92217MU54
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
Y
Special Purpose Entity
FERRARM
N/A
N/A
25000000.00
24984416.67
0.0021
N
24990135.00
24990135.00
Variable Funding Capital Co. LLC
Variable Funding Capital Co. LLC 0.200000%
92217MUE5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
N
Y
Special Purpose Entity
FERRARM
N/A
N/A
45000000.00
44981250.00
0.0038
N
44979574.50
44979574.50
Variable Funding Capital Co. LLC
Variable Funding Capital Co. LLC 0.195000%
92217MUL9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-20
2011-07-20
N
N
Y
Special Purpose Entity
FERRARM
N/A
N/A
44000000.00
43980695.00
0.0037
N
43978250.80
43978250.80
Variable Funding Capital Co. LLC
Variable Funding Capital Co. LLC 0.200000%
92217MUL9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-20
2011-07-20
N
N
Y
Special Purpose Entity
FERRARM
N/A
N/A
26048000.00
26036278.40
0.0022
N
26035124.47
26035124.47
Wal-Mart Stores, Inc.
Wal-Mart Stores, Inc. 0.095000%
93114FSH8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-17
2011-05-17
N
N
N
35000000.00
34998429.86
0.0030
N
34998075.00
34998075.00
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
8413768.14
0.0007
N
8414431.99
8414431.99
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
2998462.50
0.0003
N
2999385.30
2999385.30
Westpac Banking Corp.
Westpac Banking Corp. 0.260000%
9612C1U54
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
N
4655000.00
4652781.12
0.0004
N
4653486.66
4653486.66
Westpac Banking Corp.
Westpac Banking Corp. 0.190000%
9612C1UR6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-25
2011-07-25
N
N
N
20000000.00
19990922.22
0.0017
N
19990914.00
19990914.00
Westpac Banking Corp.
Westpac Banking Corp. 0.240000%
9612C1V20
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-02
2011-08-02
N
N
N
30000000.00
29981200.00
0.0025
N
29984667.00
29984667.00
Westpac Banking Corp.
Westpac Banking Corp. 0.300000%
9612C1V87
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-08
2011-08-08
N
N
N
36431000.00
36400640.83
0.0031
N
36410795.37
36410795.37
Westpac Banking Corp.
Westpac Banking Corp. 0.230000%
9612C1VK0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-19
2011-08-19
N
N
N
25000000.00
24982270.84
0.0021
N
24984107.50
24984107.50
Westpac Banking Corp.
Westpac Banking Corp. 0.350000%
9612C1W78
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
N
9100000.00
9088498.61
0.0008
N
9092571.67
9092571.67
Westpac Banking Corp.
Westpac Banking Corp. 0.250000%
9612C1WF0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-15
2011-09-15
N
N
N
5800000.00
5794441.67
0.0005
N
5794722.58
5794722.58