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