0001145549-11-006289.txt : 20110801 0001145549-11-006289.hdr.sgml : 20110801 20110607111239 ACCESSION NUMBER: 0001145549-11-006289 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110531 FILED AS OF DATE: 20110607 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: 11897519 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 2011-05-31 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 63 11825060591.96 3644351.14 947330.09 11827757613.01 0.0018 25.5357 2011-05-31 25.5357 2011-05-31 C000013874 1.00 11827757613.01 25.53 -11970834.00 251086754.00 263057588.00 0.0000 25.5357 2011-05-31 25.5357 2011-05-31 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 17139523.89 0.0014 N 17139828.60 17139828.60 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 28297311.50 0.0024 N 28299057.61 28299057.61 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 26894945.04 0.0023 N 26897613.97 26897613.97 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 9998177.78 0.0008 N 9999113.00 9999113.00 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 32993106.66 0.0028 N 32996478.90 32996478.90 Abbott Laboratories Abbott Laboratories 0.120000% 00282DUS7 Other Commercial Paper N First Tier Security N/A N/A 2011-07-26 2011-07-26 N N N 30000000.00 29994500.00 0.0025 N 29996268.00 29996268.00 Abbott Laboratories Abbott Laboratories 0.110000% 00282DV15 Other Commercial Paper N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 7600000.00 7598583.44 0.0006 N 7598939.80 7598939.80 Abbott Laboratories Abbott Laboratories 0.140000% 00282DV15 Other Commercial Paper N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 4740000.00 4738875.57 0.0004 N 4739338.77 4739338.77 Abbott Laboratories Abbott Laboratories 0.120000% 00282DVP2 Other Commercial Paper N First Tier Security N/A N/A 2011-08-23 2011-08-23 N N N 13440000.00 13436281.60 0.0011 N 13436989.44 13436989.44 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 31599587.44 0.0027 N 31599684.00 31599684.00 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 7295315.83 0.0006 N 7298747.32 7298747.32 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 39966788.89 0.0034 N 39988340.00 39988340.00 Bank of Montreal Bank of Montreal 0.120000% 06366UX45 Certificate of Deposit N First Tier Security N/A N/A 2011-07-07 2011-07-07 N N N 50000000.00 50000000.00 0.0042 N 49999485.00 49999485.00 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 15000000.00 0.0013 N 14999974.50 14999974.50 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 9999133.33 0.0008 N 9999783.00 9999783.00 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 29996533.33 0.0025 N 29998650.00 29998650.00 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 19995991.67 0.0017 N 19998502.00 19998502.00 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 14995650.00 0.0013 N 14998033.50 14998033.50 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 25000292.75 25000292.75 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 30000816.30 30000816.30 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 25002707.75 25002707.75 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 30001632.30 30001632.30 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 50002415.50 50002415.50 Bank of Nova Scotia Bank of Nova Scotia 0.200000% 06417DY33 Certificate of Deposit N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N N 50000000.00 50000000.00 0.0042 N 49999995.50 49999995.50 Barclays Bank PLC Barclays Bank PLC 0.347000% 06740MSK0 Certificate of Deposit N First Tier Security N/A N/A 2011-06-20 2011-06-20 N N N 25000000.00 25000000.00 0.0021 N 25001825.25 25001825.25 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 24993185.00 24993185.00 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp. 0.270000% 06737JTN5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-22 2011-06-22 N N N 30000000.00 29995275.00 0.0025 N 29997579.00 29997579.00 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 22449273.98 0.0019 N 22451573.37 22451573.37 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 39985000.00 0.0034 N 39990140.00 39990140.00 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 9996100.00 0.0008 N 9997296.00 9997296.00 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp. 0.235000% 06737JWC5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-12 2011-09-12 N N N 25000000.00 24983190.97 0.0021 N 24983100.00 24983100.00 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 45965819.00 45965819.00 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 14985846.53 0.0013 N 14987866.78 14987866.78 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 30004326.30 30004326.30 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 25003352.75 25003352.75 BNP Paribas BNP Paribas 0.470000% 05572WAV8 Certificate of Deposit N First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 10000000.00 10002117.49 0.0008 N 10002980.10 10002980.10 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 50002570.50 50002570.50 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 6998215.00 0.0006 N 6998931.80 6998931.80 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 23324378.40 0.0020 N 23329263.60 23329263.60 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc. 0.250000% 0556N1WK5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N N 18000000.00 17986250.00 0.0015 N 17986624.20 17986624.20 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc. 0.240000% 0556N1WP4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-23 2011-09-23 N N N 20000000.00 19984800.00 0.0017 N 19984348.00 19984348.00 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 44601436.57 44601436.57 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 30004329.30 30004329.30 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 5099964.58 0.0004 N 5099974.50 5099974.50 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 8999885.00 0.0008 N 8999932.50 8999932.50 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 19999366.67 0.0017 N 19999650.00 19999650.00 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 19998433.33 0.0017 N 19999350.00 19999350.00 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 5817456.99 0.0005 N 5817680.01 5817680.01 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 26169910.42 0.0022 N 26172434.85 26172434.85 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 24993333.34 0.0021 N 24996257.50 24996257.50 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 22049146.24 0.0019 N 22051630.00 22051630.00 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 25399327.80 0.0021 N 25404895.13 25404895.13 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 20601163.46 0.0017 N 20605859.45 20605859.45 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.170000% 19121BVN6 Other Commercial Paper N First Tier Security N/A N/A 2011-08-22 2011-08-22 N N N 25000000.00 24990319.44 0.0021 N 24992795.00 24992795.00 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.160000% 19121BVN6 Other Commercial Paper N First Tier Security N/A N/A 2011-08-22 2011-08-22 N N N 11000000.00 10995991.11 0.0009 N 10996829.80 10996829.80 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.135000% 19121BVP1 Other Commercial Paper N First Tier Security N/A N/A 2011-08-23 2011-08-23 N N N 4422000.00 4420623.65 0.0004 N 4420699.93 4420699.93 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.140000% 19121BVP1 Other Commercial Paper N First Tier Security N/A N/A 2011-08-23 2011-08-23 N N N 3971000.00 3969718.25 0.0003 N 3969832.53 3969832.53 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 15991973.33 0.0014 N 15995201.60 15995201.60 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.155000% 19121BW96 Other Commercial Paper N First Tier Security N/A N/A 2011-09-09 2011-09-09 N N N 5216000.00 5213754.23 0.0004 N 5213994.97 5213994.97 Colgate-Palmolive Co. Colgate-Palmolive Co. 0.070000% 19416FT61 Other Commercial Paper N First Tier Security N/A N/A 2011-06-06 2011-06-06 N N N 15350000.00 15349850.76 0.0013 N 15349846.50 15349846.50 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.150000% 20272EU55 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 2100000.00 2099702.50 0.0002 N 2099679.54 2099679.54 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 14996497.92 0.0013 N 14997094.50 14997094.50 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.190000% 20272EVJ4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-18 2011-08-18 N N N 25000000.00 24989708.33 0.0021 N 24988752.50 24988752.50 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.170000% 20272EVR6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-25 2011-08-25 N N N 48700000.00 48680452.35 0.0041 N 48674987.68 48674987.68 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.180000% 20272EVR6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-25 2011-08-25 N N N 40000000.00 39983000.00 0.0034 N 39979456.00 39979456.00 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 20000000.00 0.0017 N 19999950.00 19999950.00 Credit Agricole North America, Inc. Credit Agricole North America, Inc. 0.150000% 22532CT79 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-07 2011-06-07 N N N 30000000.00 29999250.00 0.0025 N 29999475.00 29999475.00 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 14999416.67 0.0013 N 14999686.50 14999686.50 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 29995500.00 0.0025 N 29996100.00 29996100.00 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 24992684.03 0.0021 N 24994835.00 24994835.00 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 19992533.33 0.0017 N 19994364.00 19994364.00 Deutsche Bank AG Deutsche Bank AG 0.200000% 25154T3C9 Certificate of Deposit N First Tier Security N/A N/A 2011-08-18 2011-08-18 N N N 50000000.00 50000000.00 0.0042 N 49998900.00 49998900.00 Deutsche Bank AG Deutsche Bank AG 0.310000% 25154TV46 Certificate of Deposit N First Tier Security N/A N/A 2011-08-11 2011-08-11 N N N 50000000.00 50000000.00 0.0042 N 50009985.50 50009985.50 Deutsche Bank Financial LLC Deutsche Bank Financial LLC 0.100000% 25153KT31 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-03 2011-06-03 N N N 9800000.00 9799945.56 0.0008 N 9799902.00 9799902.00 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 24995125.00 0.0021 N 24996757.50 24996757.50 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 19995272.22 0.0017 N 19995968.00 19995968.00 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 29991075.00 0.0025 N 29991117.00 29991117.00 Fairway Finance Corp. Fairway Finance Corp. 0.120000% 30601WT74 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-07 2011-06-07 N Y Bank of Montreal N/A N/A N 11625000.00 11624767.50 0.0010 N 11624683.80 11624683.80 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 21809151.83 0.0018 N 21809317.35 21809317.35 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 26619461.90 0.0023 N 26620049.63 26620049.63 Fairway Finance Corp. 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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 11171770.97 0.0009 N 11171858.12 11171858.12 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 19997400.00 0.0017 N 19997600.00 19997600.00 Fairway Finance Corp. Fairway Finance Corp. 0.160000% 30601WUD9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-13 2011-07-13 N Y Bank of Montreal N/A N/A Y Special Purpose Entity FERRARM N/A N/A 20000000.00 19996266.67 0.0017 N 19995772.00 19995772.00 Fairway Finance Corp. 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LLC 0.170000% 30603BVQ3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-24 2011-08-24 N Y JPMorgan Chase Bank NA N/A N/A Y Special Purpose Entity FERRARM N/A N/A 16000000.00 15993653.34 0.0014 N 15993388.80 15993388.80 Federal Farm Credit Bank Federal Farm Credit Bank 0.190000% 31331GYQ6 Government Agency Debt N First Tier Security N/A N/A 2011-06-01 2011-06-17 N N N 20000000.00 20000267.42 0.0017 N 20000520.00 20000520.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.160000% 31331J5A7 Government Agency Debt N First Tier Security N/A N/A 2011-06-01 2012-02-13 N N N 90000000.00 89996442.89 0.0076 N 89990640.00 89990640.00 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 45000000.00 0.0038 N 45000000.00 45000000.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.108000% 31331JSC8 Government Agency Debt N First Tier Security N/A N/A 2011-06-15 2011-07-15 N N N 45000000.00 44999692.23 0.0038 N 45002115.00 45002115.00 Federal Home Loan Bank Federal Home Loan Bank 0.175000% 313370Q35 Government Agency Debt N First Tier Security N/A N/A 2011-06-01 2011-08-12 N N N 100000000.00 100000000.00 0.0085 N 100007800.00 100007800.00 Federal Home Loan Bank Federal Home Loan Bank 0.180000% 313372EV2 Government Agency Debt N First Tier Security N/A N/A 2011-06-01 2012-01-13 N N N 120000000.00 119996247.26 0.0101 N 120001320.00 120001320.00 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 39999666.67 0.0034 N 39999960.00 39999960.00 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 35459783.30 0.0030 N 35459964.54 35459964.54 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 14799901.34 0.0013 N 14799985.20 14799985.20 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 24999392.36 0.0021 N 24999900.00 24999900.00 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 19999747.22 0.0017 N 19999920.00 19999920.00 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 15744816.31 0.0013 N 15744937.02 15744937.02 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 64128076.10 0.0054 N 64129679.36 64129679.36 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 29999512.50 0.0025 N 29999850.00 29999850.00 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 19999625.00 0.0017 N 19999900.00 19999900.00 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 10499842.50 0.0009 N 10499947.50 10499947.50 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 24999416.67 0.0021 N 24999800.00 24999800.00 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 24998833.33 0.0021 N 24999800.00 24999800.00 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 24249245.56 0.0021 N 24249806.00 24249806.00 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 23858840.14 0.0020 N 23859809.12 23859809.12 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 49998444.45 0.0042 N 49999550.00 49999550.00 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 79996422.21 0.0068 N 79998960.00 79998960.00 Federal Home Loan Bank Federal Home Loan Bank 0.045000% 313384HL6 Government Agency Debt N First Tier Security N/A N/A 2011-06-28 2011-06-28 N N N 40000000.00 39998650.00 0.0034 N 39999400.00 39999400.00 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 39997977.78 0.0034 N 39999360.00 39999360.00 Federal Home Loan Bank Federal Home Loan Bank 0.045000% 313384HM4 Government Agency Debt N First Tier Security N/A N/A 2011-06-29 2011-06-29 N N N 20000000.00 19999300.00 0.0017 N 19999680.00 19999680.00 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384HM4 Government Agency Debt N First Tier Security N/A N/A 2011-06-29 2011-06-29 N N N 10000000.00 9999766.67 0.0008 N 9999840.00 9999840.00 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 29996750.00 0.0025 N 29999010.00 29999010.00 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 9999333.33 0.0008 N 9999670.00 9999670.00 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384HU6 Government Agency Debt N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N N 8315000.00 8314757.48 0.0007 N 8314675.72 8314675.72 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 18998115.83 0.0016 N 18999107.00 18999107.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313384JB6 Government Agency Debt N First Tier Security N/A N/A 2011-07-13 2011-07-13 N N N 15377000.00 15375923.61 0.0013 N 15376277.28 15376277.28 Federal Home Loan Bank Federal Home Loan Bank 0.045000% 313384JC4 Government Agency Debt N First Tier Security N/A N/A 2011-07-14 2011-07-14 N N N 20000000.00 19998925.00 0.0017 N 19999040.00 19999040.00 Federal Home Loan Bank Federal Home Loan Bank 0.045000% 313384JD2 Government Agency Debt N First Tier Security N/A N/A 2011-07-15 2011-07-15 N N N 40000000.00 39997800.00 0.0034 N 39998040.00 39998040.00 Federal Home Loan Bank Federal Home Loan Bank 0.040000% 313384JD2 Government Agency Debt N First Tier Security N/A N/A 2011-07-15 2011-07-15 N N N 38520000.00 38518116.79 0.0033 N 38518112.52 38518112.52 Federal Home Loan Bank Federal Home Loan Bank 0.045000% 313384JJ9 Government Agency Debt N First Tier Security N/A N/A 2011-07-20 2011-07-20 N N N 24600000.00 24598493.25 0.0021 N 24598671.60 24598671.60 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 14998264.58 0.0013 N 14999190.00 14999190.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313384JL4 Government Agency Debt N First Tier Security N/A N/A 2011-07-22 2011-07-22 N N N 35381000.00 35377992.62 0.0030 N 35378983.28 35378983.28 Federal Home Loan Bank Federal Home Loan Bank 0.065000% 313384JL4 Government Agency Debt N First Tier Security N/A N/A 2011-07-22 2011-07-22 N N N 13000000.00 12998802.91 0.0011 N 12999259.00 12999259.00 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313384JL4 Government Agency Debt N First Tier Security N/A N/A 2011-07-22 2011-07-22 N N N 3590000.00 3589745.71 0.0003 N 3589795.37 3589795.37 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313384JR1 Government Agency Debt N First Tier Security N/A N/A 2011-07-27 2011-07-27 N N N 39200000.00 39196951.11 0.0033 N 39197569.60 39197569.60 Federal Home Loan Bank Federal Home Loan Bank 0.065000% 313384JT7 Government Agency Debt N First Tier Security N/A N/A 2011-07-29 2011-07-29 N N N 30000000.00 29996858.33 0.0025 N 29998080.00 29998080.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313384JT7 Government Agency Debt N First Tier Security N/A N/A 2011-07-29 2011-07-29 N N N 19440000.00 19438120.80 0.0016 N 19438755.84 19438755.84 Federal Home Loan Bank Federal Home Loan Bank 0.055000% 313384JT7 Government Agency Debt N First Tier Security N/A N/A 2011-07-29 2011-07-29 N N N 16133000.00 16131570.43 0.0014 N 16131967.49 16131967.49 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313384JT7 Government Agency Debt N First Tier Security N/A N/A 2011-07-29 2011-07-29 N N N 7132000.00 7131425.47 0.0006 N 7131543.55 7131543.55 Federal Home Loan Bank Federal Home Loan Bank 0.065000% 313384KA6 Government Agency Debt N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N N 30000000.00 29996479.16 0.0025 N 29997840.00 29997840.00 Federal Home Loan Bank Federal Home Loan Bank 0.065000% 313384KN8 Government Agency Debt N First Tier Security N/A N/A 2011-08-17 2011-08-17 N N N 50000000.00 49993048.61 0.0042 N 49995700.00 49995700.00 Federal Home Loan Bank Federal Home Loan Bank 0.075000% 313384KN8 Government Agency Debt N First Tier Security N/A N/A 2011-08-17 2011-08-17 N N N 20000000.00 19996791.67 0.0017 N 19998280.00 19998280.00 Federal Home Loan Bank Federal Home Loan Bank 0.075000% 313384MB2 Government Agency Debt N First Tier Security N/A N/A 2011-09-23 2011-09-23 N N N 3515000.00 3514165.19 0.0003 N 3514444.63 3514444.63 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 313384MY2 Government Agency Debt N First Tier Security N/A N/A 2011-10-14 2011-10-14 N N N 6500000.00 6497562.50 0.0005 N 6498297.00 6498297.00 Federal Home Loan Bank Federal Home Loan Bank 0.102000% 3133XWKY4 Government Agency Debt N First Tier Security N/A N/A 2011-06-11 2011-07-11 N N N 120000000.00 119997306.41 0.0101 N 119998800.00 119998800.00 Federal Home Loan Bank Federal Home Loan Bank 0.270000% 3133XYRG2 Government Agency Debt N First Tier Security N/A N/A 2011-06-01 2011-06-01 N N N 90000000.00 90000000.00 0.0076 N 90000000.00 90000000.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.080000% 3128X9MQ0 Government Agency Debt N First Tier Security N/A N/A 2011-06-01 2011-11-09 N N N 151500000.00 151450385.58 0.0128 N 151451520.00 151451520.00 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 24999583.33 0.0021 N 24999925.00 24999925.00 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 11908809.79 0.0010 N 11908964.27 11908964.27 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 44714105.70 0.0038 N 44714865.86 44714865.86 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 7843738.53 0.0007 N 7843976.47 7843976.47 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 39998400.00 0.0034 N 39999720.00 39999720.00 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 4979797.48 0.0004 N 4979965.14 4979965.14 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 39995883.33 0.0034 N 39999560.00 39999560.00 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 5376347.29 0.0005 N 5376940.85 5376940.85 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 4299829.79 0.0004 N 4299952.70 4299952.70 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 2702714.68 0.0002 N 2702970.27 2702970.27 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.040000% 313396HD8 Government Agency Debt N First Tier Security N/A N/A 2011-06-21 2011-06-21 N N N 12050000.00 12049732.22 0.0010 N 12049867.45 12049867.45 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 4015718.88 0.0003 N 4015951.81 4015951.81 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.040000% 313396HK2 Government Agency Debt N First Tier Security N/A N/A 2011-06-27 2011-06-27 N N N 56825000.00 56823358.40 0.0048 N 56824204.45 56824204.45 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 18999039.44 0.0016 N 18999734.00 18999734.00 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 4658970.27 0.0004 N 4659808.94 4659808.94 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.025000% 313396HZ9 Government Agency Debt N First Tier Security N/A N/A 2011-07-11 2011-07-11 N N N 30000000.00 29999166.66 0.0025 N 29998680.00 29998680.00 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 16047573.42 0.0014 N 16048293.84 16048293.84 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.060000% 313396JG9 Government Agency Debt N First Tier Security N/A N/A 2011-07-18 2011-07-18 N N N 50000000.00 49996083.33 0.0042 N 49997400.00 49997400.00 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 18668050.02 0.0016 N 18669029.16 18669029.16 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.035000% 313396JG9 Government Agency Debt N First Tier Security N/A N/A 2011-07-18 2011-07-18 N N N 15000000.00 14999314.58 0.0013 N 14999220.00 14999220.00 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 8349033.95 0.0007 N 8349549.10 8349549.10 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.040000% 313396JL8 Government Agency Debt N First Tier Security N/A N/A 2011-07-22 2011-07-22 N N N 20000000.00 19998866.67 0.0017 N 19998860.00 19998860.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.050000% 313396JP9 Government Agency Debt N First Tier Security N/A N/A 2011-07-25 2011-07-25 N N N 47694000.00 47690422.95 0.0040 N 47691138.36 47691138.36 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.051000% 313396JP9 Government Agency Debt N First Tier Security N/A N/A 2011-07-25 2011-07-25 N N N 14510000.00 14508911.75 0.0012 N 14509129.40 14509129.40 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.051000% 313396JR5 Government Agency Debt N First Tier Security N/A N/A 2011-07-27 2011-07-27 N N N 10300000.00 10299198.89 0.0009 N 10299361.40 10299361.40 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.055000% 313396JW4 Government Agency Debt N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 17756000.00 17754345.23 0.0015 N 17754792.59 17754792.59 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.060000% 313396JW4 Government Agency Debt N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 13400000.00 13398637.66 0.0011 N 13399088.80 13399088.80 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.070000% 313396KD4 Government Agency Debt N First Tier Security N/A N/A 2011-08-08 2011-08-08 N N N 14725000.00 14723053.03 0.0012 N 14723880.90 14723880.90 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 2496858.33 0.0002 N 2499025.00 2499025.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.230000% 3134G1DL5 Government Agency Debt N First Tier Security N/A N/A 2011-06-01 2011-11-07 N N N 27400000.00 27406647.18 0.0023 N 27408959.80 27408959.80 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.250000% 3134G1LW2 Government Agency Debt N First Tier Security N/A N/A 2011-06-01 2012-01-09 N N N 100000000.00 100046173.72 0.0085 N 100049600.00 100049600.00 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 25000000.00 0.0021 N 25000000.00 25000000.00 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 78591242.57 0.0066 N 78592685.63 78592685.63 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 24999416.67 0.0021 N 24999900.00 24999900.00 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 6769901.27 0.0006 N 6769972.92 6769972.92 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 699979.58 0.0001 N 699997.20 699997.20 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 19999533.33 0.0017 N 19999860.00 19999860.00 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 2299883.72 0.0002 N 2299981.60 2299981.60 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 47703237.56 0.0040 N 47704475.25 47704475.25 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 24998944.44 0.0021 N 24999725.00 24999725.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.036000% 313588HE8 Government Agency Debt N First Tier Security N/A N/A 2011-06-22 2011-06-22 N N N 9000000.00 8999811.00 0.0008 N 8999892.00 8999892.00 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 19998950.00 0.0017 N 19999700.00 19999700.00 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 3999797.78 0.0003 N 3999936.00 3999936.00 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 24688148.25 0.0021 N 24689012.40 24689012.40 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 16748827.50 0.0014 N 16749330.00 16749330.00 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 8869423.45 0.0007 N 8869645.20 8869645.20 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 49988041.67 0.0042 N 49997650.00 49997650.00 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 24997812.50 0.0021 N 24998825.00 24998825.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.045000% 313588JB2 Government Agency Debt N First Tier Security N/A N/A 2011-07-13 2011-07-13 N N N 22760000.00 22758805.10 0.0019 N 22758930.28 22758930.28 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 13898905.37 0.0012 N 13899346.70 13899346.70 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 4489580.93 0.0004 N 4489788.97 4489788.97 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.040000% 313588JG1 Government Agency Debt N First Tier Security N/A N/A 2011-07-18 2011-07-18 N N N 20000000.00 19998955.56 0.0017 N 19998960.00 19998960.00 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 29996733.33 0.0025 N 29998380.00 29998380.00 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 20498046.81 0.0017 N 20498893.00 20498893.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.065000% 313588JJ5 Government Agency Debt N First Tier Security N/A N/A 2011-07-20 2011-07-20 N N N 6348000.00 6347438.38 0.0005 N 6347657.21 6347657.21 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.045000% 313588JK2 Government Agency Debt N First Tier Security N/A N/A 2011-07-21 2011-07-21 N N N 68781000.00 68776701.18 0.0058 N 68777148.26 68777148.26 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.040000% 313588JK2 Government Agency Debt N First Tier Security N/A N/A 2011-07-21 2011-07-21 N N N 3300000.00 3299816.67 0.0003 N 3299815.20 3299815.20 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.065000% 313588JP1 Government Agency Debt N First Tier Security N/A N/A 2011-07-25 2011-07-25 N N N 50000000.00 49995125.00 0.0042 N 49997000.00 49997000.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.050000% 313588JP1 Government Agency Debt N First Tier Security N/A N/A 2011-07-25 2011-07-25 N N N 25000000.00 24998125.00 0.0021 N 24998500.00 24998500.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.045000% 313588JR7 Government Agency Debt N First Tier Security N/A N/A 2011-07-27 2011-07-27 N N N 38700000.00 38697291.00 0.0033 N 38697600.60 38697600.60 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.040000% 313588JR7 Government Agency Debt N First Tier Security N/A N/A 2011-07-27 2011-07-27 N N N 36374000.00 36371736.73 0.0031 N 36371744.81 36371744.81 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.050000% 313588JR7 Government Agency Debt N First Tier Security N/A N/A 2011-07-27 2011-07-27 N N N 5555000.00 5554567.94 0.0005 N 5554655.59 5554655.59 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.100000% 313588JY2 Government Agency Debt N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N N 907000.00 906841.28 0.0001 N 906936.51 906936.51 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 30388545.96 0.0026 N 30391690.06 30391690.06 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.070000% 313588KF1 Government Agency Debt N First Tier Security N/A N/A 2011-08-10 2011-08-10 N N N 30000000.00 29995916.67 0.0025 N 29997660.00 29997660.00 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 14378287.00 0.0012 N 14382755.94 14382755.94 Federal National Mortgage Assoc. Federal National Mortgage Association 0.120000% 313588NL5 Government Agency Debt N First Tier Security N/A N/A 2011-10-26 2011-10-26 N N N 20000000.00 19990200.00 0.0017 N 19994280.00 19994280.00 Federal National Mortgage Assoc. Federal National Mortgage Association 0.100000% 313588NL5 Government Agency Debt N First Tier Security N/A N/A 2011-10-26 2011-10-26 N N N 6697000.00 6694265.40 0.0006 N 6695084.66 6695084.66 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 49992708.33 0.0042 N 49997220.00 49997220.00 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 19996822.22 0.0017 N 19998546.00 19998546.00 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 22671120.06 0.0019 N 22673192.80 22673192.80 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 19995138.89 0.0017 N 19997920.00 19997920.00 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 39989522.22 0.0034 N 39994960.00 39994960.00 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 39984800.00 0.0034 N 39992332.00 39992332.00 General Electric Co. General Electric Co. 0.120000% 36960MT78 Other Commercial Paper N First Tier Security N/A N/A 2011-06-07 2011-06-07 N N N 12000000.00 11999760.00 0.0010 N 11999836.80 11999836.80 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 9999733.33 0.0008 N 9999864.00 9999864.00 General Electric Co. General Electric Co. 0.110000% 36960MTN3 Other Commercial Paper N First Tier Security N/A N/A 2011-06-22 2011-06-22 N N N 15000000.00 14999037.50 0.0013 N 14999166.00 14999166.00 General Electric Co. General Electric Co. 0.130000% 36960MTP8 Other Commercial Paper N First Tier Security N/A N/A 2011-06-23 2011-06-23 N N N 40000000.00 39996822.22 0.0034 N 39997648.00 39997648.00 General Electric Co. General Electric Co. 0.130000% 36960MU19 Other Commercial Paper N First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 30000000.00 29996750.00 0.0025 N 29997390.00 29997390.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.150000% 4497W1T89 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-08 2011-06-08 N N N 25300000.00 25299262.08 0.0021 N 25299301.72 25299301.72 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 19999905.55 0.0017 N 19999934.00 19999934.00 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 19935158.26 0.0017 N 19935700.96 19935700.96 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 10499125.00 0.0009 N 10499719.65 10499719.65 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 49989791.66 0.0042 N 49996600.00 49996600.00 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 8997900.00 0.0008 N 8999172.00 8999172.00 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 9997250.00 0.0008 N 9998756.00 9998756.00 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 14994750.00 0.0013 N 14997786.00 14997786.00 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 6247140.92 0.0005 N 6248077.65 6248077.65 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 8905717.75 0.0008 N 8908453.24 8908453.24 Johnson & Johnson Johnson & Johnson 0.120000% 47816GW70 Other Commercial Paper N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N N 20000000.00 19993466.67 0.0017 N 19994170.00 19994170.00 JPMorgan Chase & Co. JPMorgan Chase & Co. 0.100000% 4662J1TQ3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-24 2011-06-24 N N N 10500000.00 10499329.17 0.0009 N 10498831.35 10498831.35 JPMorgan Chase & Co. JPMorgan Chase & Co. 0.100000% 4662J1UB4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-11 2011-07-11 N N N 40000000.00 39995555.55 0.0034 N 39991116.00 39991116.00 JPMorgan Chase & Co. JPMorgan Chase & Co. 0.100000% 4662J1UC2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-12 2011-07-12 N N N 20000000.00 19997722.22 0.0017 N 19995426.00 19995426.00 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 24995625.00 0.0021 N 24994117.50 24994117.50 JPMorgan Chase Bank NA JPMorgan Chase Bank NA 0.210000% 4662C1XH5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-17 2011-10-17 N N N 580000.00 579533.10 0.0000 N 579211.72 579211.72 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.140000% 4820P3TN3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-22 2011-06-22 N Y JPMorgan Chase Bank NA N/A N/A N 20000000.00 19998366.66 0.0017 N 19997800.00 19997800.00 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.130000% 4820P3TU7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-28 2011-06-28 N Y JPMorgan Chase Bank NA N/A N/A N 50000000.00 49995125.00 0.0042 N 49993000.00 49993000.00 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.150000% 4820P3UL5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-20 2011-07-20 N Y JPMorgan Chase Bank NA N/A N/A N 20000000.00 19995916.66 0.0017 N 19994362.00 19994362.00 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.170000% 4820P3VG5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-16 2011-08-16 N Y JPMorgan Chase Bank NA N/A N/A N 15000000.00 14994616.67 0.0013 N 14992909.50 14992909.50 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.170000% 4820P3VH3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-17 2011-08-17 N Y JPMorgan Chase Bank NA N/A N/A N 42425000.00 42409573.79 0.0036 N 42404593.58 42404593.58 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 24998059.03 0.0021 N 24998580.00 24998580.00 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 52512963.02 0.0044 N 52516811.35 52516811.35 Lloyds TSB Bank PLC Lloyds TSB Bank PLC 0.180000% 53943SUC9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-12 2011-07-12 N N N 25000000.00 24994875.00 0.0021 N 24994282.50 24994282.50 Lloyds TSB Bank PLC Lloyds TSB Bank PLC 0.205000% 53943SUK1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-19 2011-07-19 N N N 16500000.00 16495490.00 0.0014 N 16495441.05 16495441.05 Lloyds TSB Bank PLC Lloyds TSB Bank PLC 0.235000% 53943SV95 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-09 2011-08-09 N N N 20000000.00 19990991.66 0.0017 N 19991328.00 19991328.00 Merck & Co., Inc. Merck & Co., Inc. 0.110000% 58934BTF1 Other Commercial Paper N First Tier Security N/A N/A 2011-06-15 2011-06-15 N N N 35000000.00 34998502.78 0.0030 N 34999125.00 34999125.00 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 25000000.00 0.0021 N 24999952.50 24999952.50 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 24999798.61 0.0021 N 24999902.50 24999902.50 National Australia Funding Delaware, Inc. National Australia Funding Delaware, Inc. 0.100000% 63253KT64 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-06 2011-06-06 N N N 11000000.00 10999847.22 0.0009 N 10999871.30 10999871.30 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 19999550.00 0.0017 N 19999728.00 19999728.00 National Australia Funding Delaware, Inc. National Australia Funding Delaware, Inc. 0.130000% 63253KT98 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-09 2011-06-09 N N N 20000000.00 19999422.22 0.0017 N 19999626.00 19999626.00 National Australia Funding Delaware, Inc. National Australia Funding Delaware, Inc. 0.130000% 63253KU13 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 25000000.00 24997291.67 0.0021 N 24997825.00 24997825.00 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 24994687.50 0.0021 N 24997825.00 24997825.00 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 7998444.44 0.0007 N 7999168.00 7999168.00 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 9997888.89 0.0008 N 9998781.00 9998781.00 National Australia Funding Delaware, Inc. National Australia Funding Delaware, Inc. 0.120000% 63253KUC9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-12 2011-07-12 N N N 20000000.00 19997266.67 0.0017 N 19997480.00 19997480.00 National Australia Funding Delaware, Inc. National Australia Funding Delaware, Inc. 0.155000% 63253KW29 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-02 2011-09-02 N N N 25000000.00 24989989.58 0.0021 N 24989947.50 24989947.50 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 29999500.00 0.0025 N 29999700.00 29999700.00 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 16449451.67 0.0014 N 16449835.50 16449835.50 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 9999819.44 0.0008 N 9999900.00 9999900.00 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 14998900.00 0.0013 N 14999674.50 14999674.50 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 19997422.22 0.0017 N 19999000.00 19999000.00 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 9998791.67 0.0008 N 9999500.00 9999500.00 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 6398520.00 0.0005 N 6399520.64 6399520.64 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 24992270.83 0.0021 N 24997700.00 24997700.00 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 19995216.66 0.0017 N 19998160.00 19998160.00 Nestle Capital Corp. Nestle Capital Corp. 0.130000% 64105HUD2 Other Commercial Paper N First Tier Security N/A N/A 2011-07-13 2011-07-13 N N N 550000.00 549916.58 0.0000 N 549949.40 549949.40 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 9997431.95 0.0008 N 9999034.00 9999034.00 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 9996555.55 0.0008 N 9998565.00 9998565.00 Nestle Capital Corp. Nestle Capital Corp. 0.120000% 64105HV90 Other Commercial Paper N First Tier Security N/A N/A 2011-08-09 2011-08-09 N N N 40000000.00 39990800.00 0.0034 N 39993232.00 39993232.00 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 20742334.03 0.0018 N 20746439.30 20746439.30 Nestle Capital Corp. Nestle Capital Corp. 0.125000% 64105HVF6 Other Commercial Paper N First Tier Security N/A N/A 2011-08-15 2011-08-15 N N N 14965000.00 14961102.87 0.0013 N 14962125.22 14962125.22 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 15594179.03 0.0013 N 15596427.60 15596427.60 Nestle Capital Corp. Nestle Capital Corp. 0.180000% 64105HW99 Other Commercial Paper N First Tier Security N/A N/A 2011-09-09 2011-09-09 N N N 18345000.00 18335827.50 0.0016 N 18339492.83 18339492.83 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 9993337.50 0.0008 N 9996099.00 9996099.00 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 21981813.34 0.0019 N 21990603.80 21990603.80 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 N N 14200000.00 14195844.53 0.0012 N 14197066.28 14197066.28 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 N N 20000000.00 19989800.00 0.0017 N 19992640.00 19992640.00 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 N N 10500000.00 10494843.33 0.0009 N 10496136.00 10496136.00 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 N N 30000000.00 29980833.33 0.0025 N 29980557.00 29980557.00 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 N N 10000000.00 9990466.66 0.0008 N 9990431.00 9990431.00 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 44999675.00 0.0038 N 44999824.50 44999824.50 Old Line Funding LLC Old Line Funding LLC 0.160000% 67983UT60 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-06 2011-06-06 N Y Royal Bank of Canada N/A N/A Y Special Purpose Entity FERRARM N/A N/A 25000000.00 24999444.44 0.0021 N 24999707.50 24999707.50 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 26997562.50 0.0023 N 26999076.60 26999076.60 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 19698424.00 0.0017 N 19699162.75 19699162.75 Old Line Funding LLC Old Line Funding LLC 0.140000% 67983UTP8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-23 2011-06-23 N Y Royal Bank of Canada N/A N/A Y Special Purpose Entity FERRARM N/A N/A 14895000.00 14893725.65 0.0013 N 14894124.17 14894124.17 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 9998125.00 0.0008 N 9999238.00 9999238.00 Old Line Funding LLC Old Line Funding LLC 0.150000% 67983UTW3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-30 2011-06-30 N Y Royal Bank of Canada N/A N/A Y Special Purpose Entity FERRARM N/A N/A 1289000.00 1288844.25 0.0001 N 1288892.63 1288892.63 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 49990083.34 0.0042 N 49994995.00 49994995.00 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 16024473.84 0.0014 N 16026270.58 16026270.58 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 9997494.44 0.0008 N 9998740.00 9998740.00 Old Line Funding LLC Old Line Funding LLC 0.160000% 67983UUK7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-19 2011-07-19 N Y Royal Bank of Canada N/A N/A Y Special Purpose Entity FERRARM N/A N/A 25000000.00 24994666.67 0.0021 N 24996155.00 24996155.00 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 12746175.00 0.0011 N 12747721.58 12747721.58 Old Line Funding LLC Old Line Funding LLC 0.180000% 67983UVA8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-10 2011-08-10 N Y Royal Bank of Canada N/A N/A Y Special Purpose Entity FERRARM N/A N/A 17012000.00 17006045.80 0.0014 N 17007604.10 17007604.10 Old Line Funding LLC Old Line Funding LLC 0.170000% 67983UVN0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-22 2011-08-22 N Y Royal Bank of Canada N/A N/A Y Special Purpose Entity FERRARM N/A N/A 20000000.00 19992255.55 0.0017 N 19993406.00 19993406.00 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 24999826.39 0.0021 N 24999890.00 24999890.00 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 29998916.67 0.0025 N 29999601.00 29999601.00 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 12998873.33 0.0011 N 12999508.60 12999508.60 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 16597694.44 0.0014 N 16599128.50 16599128.50 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 19996400.00 0.0017 N 19998472.00 19998472.00 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 24995236.11 0.0021 N 24998005.00 24998005.00 Private Export Funding Corp. Private Export Funding Corp. 0.120000% 7426M5TW4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-30 2011-06-30 N N N 15000000.00 14998550.00 0.0013 N 14998750.50 14998750.50 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 9996316.66 0.0008 N 9998992.00 9998992.00 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 14994166.67 0.0013 N 14998440.00 14998440.00 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 24993704.86 0.0021 N 24997212.50 24997212.50 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 19994011.11 0.0017 N 19997250.00 19997250.00 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 19993888.89 0.0017 N 19997250.00 19997250.00 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 24990250.00 0.0021 N 24995785.00 24995785.00 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 19992505.56 0.0017 N 19994960.00 19994960.00 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 29998733.33 0.0025 N 29999550.00 29999550.00 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 1354939.78 0.0001 N 1354979.68 1354979.68 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 308985.58 0.0000 N 308995.37 308995.37 Procter & Gamble Co. (The) Procter & Gamble Co. (The) 0.120000% 74271UTF7 Other Commercial Paper N First Tier Security N/A N/A 2011-06-15 2011-06-15 N N N 20000000.00 19999066.67 0.0017 N 19999500.00 19999500.00 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 19998522.22 0.0017 N 19999500.00 19999500.00 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 9999300.00 0.0008 N 9999750.00 9999750.00 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 9999222.22 0.0008 N 9999750.00 9999750.00 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 24998437.50 0.0021 N 24999332.50 24999332.50 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 24813655.85 0.0021 N 24814337.44 24814337.44 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 4004766.38 0.0003 N 4004893.07 4004893.07 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 29997333.33 0.0025 N 29998950.00 29998950.00 Procter & Gamble Co. (The) Procter & Gamble Co. (The) 0.120000% 74271UTM2 Other Commercial Paper N First Tier Security N/A N/A 2011-06-21 2011-06-21 N N N 20000000.00 19998666.67 0.0017 N 19999300.00 19999300.00 Procter & Gamble Co. (The) Procter & Gamble Co. (The) 0.110000% 74271UTN0 Other Commercial Paper N First Tier Security N/A N/A 2011-06-22 2011-06-22 N N N 20000000.00 19998716.67 0.0017 N 19999266.00 19999266.00 Procter & Gamble Co. (The) Procter & Gamble Co. (The) 0.110000% 74271UTP5 Other Commercial Paper N First Tier Security N/A N/A 2011-06-23 2011-06-23 N N N 24500000.00 24498353.05 0.0021 N 24499061.65 24499061.65 Procter & Gamble Co. (The) Procter & Gamble Co. (The) 0.090000% 74271UTQ3 Other Commercial Paper N First Tier Security N/A N/A 2011-06-24 2011-06-24 N N N 10000000.00 9999425.00 0.0008 N 9999600.00 9999600.00 Procter & Gamble Co. (The) Procter & Gamble Co. (The) 0.110000% 74271UTU4 Other Commercial Paper N First Tier Security N/A N/A 2011-06-28 2011-06-28 N N N 34500000.00 34497153.75 0.0029 N 34498388.85 34498388.85 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 19997261.11 0.0017 N 19999000.00 19999000.00 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 17841073.66 0.0015 N 17858332.80 17858332.80 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 49997833.33 0.0042 N 49997745.00 49997745.00 Province of Ontario Canada Province of Ontario Canada 0.110000% 68323KV33 Other Commercial Paper N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N N 49600000.00 49590452.00 0.0042 N 49583686.56 49583686.56 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 12449813.25 0.0011 N 12449937.75 12449937.75 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 29997975.00 0.0025 N 29999499.00 29999499.00 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 19998625.00 0.0017 N 19999666.00 19999666.00 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 19428591.32 0.0016 N 19429675.52 19429675.52 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 9999200.00 0.0008 N 9999783.00 9999783.00 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 30396757.33 0.0026 N 30399139.68 30399139.68 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 24993506.94 0.0021 N 24998372.50 24998372.50 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 9997450.00 0.0008 N 9999349.00 9999349.00 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 49984250.00 0.0042 N 49992620.00 49992620.00 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 24988038.19 0.0021 N 24996150.00 24996150.00 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 19985416.66 0.0017 N 19996158.00 19996158.00 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 9995208.33 0.0008 N 9998079.00 9998079.00 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 19981408.33 0.0017 N 19994284.00 19994284.00 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 10140701.47 0.0009 N 10147099.13 10147099.13 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 19981025.00 0.0017 N 19994056.00 19994056.00 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 21198763.33 0.0018 N 21199433.96 21199433.96 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 34994968.75 0.0030 N 34998600.00 34998600.00 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 27670580.73 0.0023 N 27679681.71 27679681.71 Royal Bank of Canada Royal Bank of Canada 0.292400% 78009JZB4 Certificate of Deposit N First Tier Security N/A N/A 2011-06-27 2012-01-27 N N N 40000000.00 40016049.54 0.0034 N 40026000.40 40026000.40 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 29999208.33 0.0025 N 29999301.00 29999301.00 Sheffield Receivables Corp. Sheffield Receivables Corp. 0.120000% 82124MT75 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-07 2011-06-07 N Y Barclays Bank Plc N/A N/A Y Special Purpose Entity FERRARM N/A N/A 10000000.00 9999800.00 0.0008 N 9999728.00 9999728.00 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 2819895.82 0.0002 N 2819911.73 2819911.73 Sheffield Receivables Corp. Sheffield Receivables Corp. 0.140000% 82124MTD2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-13 2011-06-13 N Y Barclays Bank Plc N/A N/A Y Special Purpose Entity FERRARM N/A N/A 50000000.00 49997666.67 0.0042 N 49997330.00 49997330.00 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 35322277.03 0.0030 N 35322612.03 35322612.03 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 19477943.78 0.0016 N 19478182.52 19478182.52 Sheffield Receivables Corp. Sheffield Receivables Corp. 0.170000% 82124MU81 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-08 2011-07-08 N Y Barclays Bank Plc N/A N/A Y Special Purpose Entity FERRARM N/A N/A 29000000.00 28994933.05 0.0025 N 28994765.50 28994765.50 Sheffield Receivables Corp. Sheffield Receivables Corp. 0.160000% 82124MUJ7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-18 2011-07-18 N Y Barclays Bank Plc N/A N/A Y Special Purpose Entity FERRARM N/A N/A 20000000.00 19995822.22 0.0017 N 19995146.00 19995146.00 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 9997333.33 0.0008 N 9997509.00 9997509.00 Sheffield Receivables Corp. Sheffield Receivables Corp. 0.160000% 82124MUS7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-26 2011-07-26 N Y Barclays Bank Plc N/A N/A Y Special Purpose Entity FERRARM N/A N/A 10000000.00 9997555.56 0.0008 N 9997091.00 9997091.00 Sheffield Receivables Corp. Sheffield Receivables Corp. 0.180000% 82124MVJ6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-18 2011-08-18 N Y Barclays Bank Plc N/A N/A Y Special Purpose Entity FERRARM N/A N/A 22000000.00 21991420.00 0.0019 N 21990199.00 21990199.00 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 25000632.75 25000632.75 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 9997777.78 0.0008 N 9998660.00 9998660.00 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 8998250.00 0.0008 N 8998974.00 8998974.00 Straight-A Funding LLC Straight-A Funding LLC 0.170000% 86257GXT5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-10 2011-08-10 N N N 20687000.00 20680161.80 0.0017 N 20680146.40 20680146.40 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 29333295.19 0.0025 N 29335655.35 29335655.35 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 44988837.50 0.0038 N 44992440.00 44992440.00 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 14500000.00 0.0012 N 14499968.10 14499968.10 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 23599180.55 0.0020 N 23599686.12 23599686.12 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 24999131.94 0.0021 N 24999667.50 24999667.50 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 14997000.00 0.0013 N 14998237.50 14998237.50 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 19995444.44 0.0017 N 19997246.00 19997246.00 Straight-A Funding LLC Straight-A Funding LLC 0.190000% 86257KYE8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 19000000.00 18993883.06 0.0016 N 18994993.50 18994993.50 Straight-A Funding LLC Straight-A Funding LLC 0.160000% 86257KYM0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-26 2011-07-26 N N N 19000000.00 18995355.56 0.0016 N 18995802.90 18995802.90 Straight-A Funding LLC Straight-A Funding LLC 0.170000% 86257KYP3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N N 5003000.00 5001464.36 0.0004 N 5001532.62 5001532.62 Straight-A Funding LLC Straight-A Funding LLC 0.170000% 86257KYQ1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-09 2011-08-09 N N N 25000000.00 24991854.17 0.0021 N 24991882.50 24991882.50 Straight-A Funding LLC Straight-A Funding LLC 0.170000% 86257KYT5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-10 2011-08-10 N N N 18500000.00 18493884.73 0.0016 N 18493870.95 18493870.95 Straight-A Funding LLC Straight-A Funding LLC 0.170000% 86257KYV0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-09 2011-08-09 N N N 24500000.00 24492017.08 0.0021 N 24492044.85 24492044.85 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 13497225.00 0.0011 N 13498351.65 13498351.65 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 27496791.67 0.0023 N 27498300.50 27498300.50 Straight-A Funding LLC Straight-A Funding LLC 0.170000% 86257MN63 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-12 2011-08-12 N N N 35500000.00 35487930.00 0.0030 N 35487617.60 35487617.60 Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.150000% 89112YE33 Certificate of Deposit N First Tier Security N/A N/A 2011-07-21 2011-07-21 N N N 44500000.00 44500000.00 0.0038 N 44499368.10 44499368.10 Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.170000% 89112YE41 Certificate of Deposit N First Tier Security N/A N/A 2011-08-15 2011-08-15 N N N 50000000.00 50000000.00 0.0042 N 49998945.00 49998945.00 Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.165000% 89112YF24 Certificate of Deposit N First Tier Security N/A N/A 2011-08-18 2011-08-18 N N N 45000000.00 45000000.00 0.0038 N 44998519.50 44998519.50 Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.170000% 89112YF57 Certificate of Deposit N First Tier Security N/A N/A 2011-08-23 2011-08-23 N N N 37000000.00 37000000.00 0.0031 N 36999137.90 36999137.90 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 20002258.20 20002258.20 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 40004516.40 40004516.40 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 17999720.00 0.0015 N 17999879.40 17999879.40 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 19999288.89 0.0017 N 19999600.00 19999600.00 Toronto-Dominion Holdings U.S.A., Inc. Toronto-Dominion Holdings U.S.A., Inc. 0.150000% 89116FUF5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-15 2011-07-15 N N N 25000000.00 24995416.66 0.0021 N 24997187.50 24997187.50 Toronto-Dominion Holdings U.S.A., Inc. Toronto-Dominion Holdings U.S.A., Inc. 0.150000% 89116FUV0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-29 2011-07-29 N N N 15000000.00 14996375.00 0.0013 N 14997787.50 14997787.50 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 29988489.58 0.0025 N 29996310.00 29996310.00 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 19992798.61 0.0017 N 19997540.00 19997540.00 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 19991383.34 0.0017 N 19993980.00 19993980.00 U.S. Treasury Bill U.S. Treasury Bill 0.066000% 9127952K6 Treasury Debt N First Tier Security N/A N/A 2011-10-20 2011-10-20 N N N 17200000.00 17195553.80 0.0015 N 17194822.80 17194822.80 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 16632765.76 0.0014 N 16634991.36 16634991.36 U.S. Treasury Bill U.S. Treasury Bill 0.095500% 9127952P5 Treasury Debt N First Tier Security N/A N/A 2011-11-17 2011-11-17 N N N 79000000.00 78964582.76 0.0067 N 78962949.00 78962949.00 U.S. Treasury Bill U.S. Treasury Bill 0.096000% 9127952P5 Treasury Debt N First Tier Security N/A N/A 2011-11-17 2011-11-17 N N N 30000000.00 29986480.00 0.0025 N 29985930.00 29985930.00 U.S. Treasury Bill U.S. Treasury Bill 0.091000% 9127952P5 Treasury Debt N First Tier Security N/A N/A 2011-11-17 2011-11-17 N N N 25000000.00 24989320.14 0.0021 N 24988275.00 24988275.00 U.S. Treasury Bill U.S. Treasury Bill 0.242900% 9127952P5 Treasury Debt N First Tier Security N/A N/A 2011-11-17 2011-11-17 N N N 15325000.00 15307561.17 0.0013 N 15317812.58 15317812.58 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 9991338.75 0.0008 N 9995310.00 9995310.00 U.S. Treasury Bill U.S. Treasury Bill 0.092500% 9127952P5 Treasury Debt N First Tier Security N/A N/A 2011-11-17 2011-11-17 N N N 4860000.00 4857889.61 0.0004 N 4857720.66 4857720.66 U.S. Treasury Bill U.S. Treasury Bill 0.090000% 9127952P5 Treasury Debt N First Tier Security N/A N/A 2011-11-17 2011-11-17 N N N 4630000.00 4628043.83 0.0004 N 4627828.53 4627828.53 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 29999100.00 0.0025 N 29999880.00 29999880.00 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 19999457.78 0.0017 N 19999920.00 19999920.00 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 19999266.67 0.0017 N 19999920.00 19999920.00 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 28698026.87 0.0024 N 28699684.30 28699684.30 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 19998541.67 0.0017 N 19999780.00 19999780.00 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 9999412.50 0.0008 N 9999890.00 9999890.00 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 24997463.89 0.0021 N 24999475.00 24999475.00 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 19997738.89 0.0017 N 19999580.00 19999580.00 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 9998640.00 0.0008 N 9999800.00 9999800.00 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 22755201.75 0.0019 N 22759408.24 22759408.24 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 19995795.55 0.0017 N 19999480.00 19999480.00 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 5768787.02 0.0005 N 5769849.98 5769849.98 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 24993715.28 0.0021 N 24999300.00 24999300.00 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 24991739.58 0.0021 N 24997450.00 24997450.00 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 29987886.66 0.0025 N 29995620.00 29995620.00 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 21991285.55 0.0019 N 21996788.00 21996788.00 U.S. Treasury Bill U.S. Treasury Bill 0.055000% 9127953M1 Treasury Debt N First Tier Security N/A N/A 2011-10-06 2011-10-06 N N N 35000000.00 34993209.02 0.0030 N 34992580.00 34992580.00 U.S. Treasury Bill U.S. Treasury Bill 0.065000% 9127953P4 Treasury Debt N First Tier Security N/A N/A 2011-10-13 2011-10-13 N N N 25000000.00 24993951.39 0.0021 N 24993500.00 24993500.00 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 16593388.59 0.0014 N 16595684.00 16595684.00 U.S. Treasury Bill U.S. Treasury Bill 0.090000% 9127953T6 Treasury Debt N First Tier Security N/A N/A 2011-11-10 2011-11-10 N N N 22670000.00 22660818.65 0.0019 N 22660115.88 22660115.88 U.S. Treasury Bill U.S. Treasury Bill 0.075000% 9127953T6 Treasury Debt N First Tier Security N/A N/A 2011-11-10 2011-11-10 N N N 10000000.00 9996625.00 0.0008 N 9995640.00 9995640.00 U.S. Treasury Bill U.S. Treasury Bill 0.097500% 9127953U3 Treasury Debt N First Tier Security N/A N/A 2011-11-25 2011-11-25 N N N 27070000.00 27057023.32 0.0023 N 27055355.13 27055355.13 U.S. Treasury Bill U.S. Treasury Bill 0.096000% 9127953U3 Treasury Debt N First Tier Security N/A N/A 2011-11-25 2011-11-25 N N N 17790000.00 17781603.12 0.0015 N 17780375.61 17780375.61 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 37784870.38 0.0032 N 37784962.22 37784962.22 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 23089910.20 0.0020 N 23089976.91 23089976.91 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 3764984.31 0.0003 N 3764996.24 3764996.24 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 121815000.00 122412432.45 0.0103 N 122466953.88 122466953.88 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 16114639.84 0.0014 N 16122031.38 16122031.38 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 41309991.88 0.0035 N 41350755.00 41350755.00 U.S. Treasury Note U.S. Treasury Note 1.125000% 912828LF5 Treasury Debt N First Tier Security N/A N/A 2011-06-30 2011-06-30 N N N 100000000.00 100072273.63 0.0085 N 100078100.00 100078100.00 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 32040272.37 0.0027 N 32048736.00 32048736.00 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 149195000.00 149710390.09 0.0127 N 149737025.44 149737025.44 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 26046718.75 0.0022 N 26057902.00 26057902.00 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 101916693.24 0.0086 N 101947834.50 101947834.50 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 91895499.18 0.0078 N 91954729.58 91954729.58 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 158245000.00 158686583.75 0.0134 N 158745687.18 158745687.18 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 22400452.26 0.0019 N 22427573.70 22427573.70 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 3767806.09 0.0003 N 3770016.60 3770016.60 U.S. Treasury Note U.S. Treasury Note 0.750000% 912828NE6 Treasury Debt N First Tier Security N/A N/A 2012-05-31 2012-05-31 N N N 50000000.00 50231012.66 0.0042 N 50260000.00 50260000.00 Unilever Capital Corp. Unilever Capital Corp. 0.080000% 90477ET87 Other Commercial Paper N First Tier Security N/A N/A 2011-06-08 2011-06-08 N N N 24480000.00 24479619.20 0.0021 N 24479402.69 24479402.69 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 9999936.11 0.0008 N 9999928.00 9999928.00 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 24991972.22 0.0021 N 24996185.00 24996185.00 Variable Funding Capital Co. LLC Variable Funding Capital Co. LLC 0.160000% 92217MU62 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N Y Special Purpose Entity FERRARM N/A N/A 25000000.00 24996111.11 0.0021 N 24996050.00 24996050.00 Variable Funding Capital Co. LLC Variable Funding Capital Co. LLC 0.160000% 92217MU88 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-08 2011-07-08 N N Y Special Purpose Entity FERRARM N/A N/A 41700000.00 41693142.67 0.0035 N 41692915.17 41692915.17 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 44989250.00 0.0038 N 44990703.00 44990703.00 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 43988321.67 0.0037 N 43989426.80 43989426.80 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 26040909.16 0.0022 N 26041740.67 26041740.67 Variable Funding Capital Co. LLC Variable Funding Capital Co. LLC 0.150000% 92217MUN5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-22 2011-07-22 N N Y Special Purpose Entity FERRARM N/A N/A 20000000.00 19995750.00 0.0017 N 19994944.00 19994944.00 Variable Funding Capital Co. LLC Variable Funding Capital Co. LLC 0.150000% 92217MUU9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-28 2011-07-28 N N Y Special Purpose Entity FERRARM N/A N/A 10000000.00 9997625.00 0.0008 N 9997116.00 9997116.00 Wal-Mart Stores, Inc. Wal-Mart Stores, Inc. 0.090000% 93114FT79 Other Commercial Paper N First Tier Security N/A N/A 2011-06-07 2011-06-07 N N N 25000000.00 24999625.00 0.0021 N 24999707.50 24999707.50 Wal-Mart Stores, Inc. Wal-Mart Stores, Inc. 0.090000% 93114FTE4 Other Commercial Paper N First Tier Security N/A N/A 2011-06-14 2011-06-14 N N N 50000000.00 49998375.00 0.0042 N 49998835.00 49998835.00 Wal-Mart Stores, Inc. Wal-Mart Stores, Inc. 0.090000% 93114FTM6 Other Commercial Paper N First Tier Security N/A N/A 2011-06-21 2011-06-21 N N N 20000000.00 19999000.00 0.0017 N 19999300.00 19999300.00 Wal-Mart Stores, Inc. Wal-Mart Stores, Inc. 0.080000% 93114FTP9 Other Commercial Paper N First Tier Security N/A N/A 2011-06-23 2011-06-23 N N N 26400000.00 26398709.34 0.0022 N 26398988.88 26398988.88 Wal-Mart Stores, Inc. Wal-Mart Stores, Inc. 0.090000% 93114FTQ7 Other Commercial Paper N First Tier Security N/A N/A 2011-06-24 2011-06-24 N N N 5800000.00 5799666.50 0.0005 N 5799768.00 5799768.00 Westpac Banking Corp. Westpac Banking Corp. 0.410000% 9612C1TE7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-14 2011-06-14 N N N 3000000.00 2999555.83 0.0003 N 2999906.70 2999906.70 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 4653856.94 0.0004 N 4654503.78 4654503.78 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 19994300.00 0.0017 N 19996842.00 19996842.00 Westpac Banking Corp. Westpac Banking Corp. 0.195000% 9612C1V12 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 18000000.00 17994052.50 0.0015 N 17996828.40 17996828.40 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 29987600.00 0.0025 N 29994540.00 29994540.00 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 36410355.77 0.0031 N 36423178.26 36423178.26 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 24987381.95 0.0021 N 24992982.50 24992982.50 Westpac Banking Corp. Westpac Banking Corp. 0.210000% 9612C1W60 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-06 2011-09-06 N N N 31745000.00 31727037.62 0.0027 N 31732238.51 31732238.51 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 9091329.72 0.0008 N 9096271.73 9096271.73 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 5795730.55 0.0005 N 5797298.94 5797298.94 Westpac Banking Corp. Westpac Banking Corp. 0.250000% 9612C1X69 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-06 2011-10-06 N N N 8000000.00 7992944.45 0.0007 N 7995098.40 7995098.40