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.
Fairway Finance Corp. 0.125000%
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
10000000.00
9999722.22
0.0008
N
9999643.00
9999643.00
Fairway Finance Corp.
Fairway Finance Corp. 0.260000%
30601WTD1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-13
2011-06-13
N
Y
Bank of Montreal
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
10030000.00
10029130.73
0.0008
N
10029464.40
10029464.40
Fairway Finance Corp.
Fairway Finance Corp. 0.190000%
30601WTG4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-16
2011-06-16
N
Y
Bank of Montreal
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
7567000.00
7566400.95
0.0006
N
7566488.47
7566488.47
Fairway Finance Corp.
Fairway Finance Corp. 0.180000%
30601WTP4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-23
2011-06-23
N
Y
Bank of Montreal
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
11173000.00
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.
Fairway Finance Corp. 0.205000%
30601WUK3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-19
2011-07-19
N
Y
Bank of Montreal
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
24835000.00
24828211.77
0.0021
N
24828813.60
24828813.60
Fairway Finance Corp.
Fairway Finance Corp. 0.170000%
30601WUN7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-22
2011-07-22
N
Y
Bank of Montreal
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
32000000.00
31992293.33
0.0027
N
31991449.60
31991449.60
Fairway Finance Corp.
Fairway Finance Corp. 0.180000%
30601WVK2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-19
2011-08-19
N
Y
Bank of Montreal
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
9098000.00
9094406.29
0.0008
N
9093895.89
9093895.89
Falcon Asset Securitization Co. LLC
Falcon Asset Securitization Co. LLC 0.140000%
30603BTN3
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
Y
Special Purpose Entity
FERRARM
N/A
N/A
36000000.00
35997060.00
0.0030
N
35997339.60
35997339.60
Falcon Asset Securitization Co. LLC
Falcon Asset Securitization Co. LLC 0.150000%
30603BUK7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-19
2011-07-19
N
Y
JPMorgan Chase Bank NA
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
49200000.00
49190160.00
0.0042
N
49190425.68
49190425.68
Falcon Asset Securitization Co. LLC
Falcon Asset Securitization Co. LLC 0.160000%
30603BVB6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-11
2011-08-11
N
Y
JPMorgan Chase Bank NA
N/A
N/A
Y
Special Purpose Entity
FERRARM
N/A
N/A
24000000.00
23992426.67
0.0020
N
23992224.00
23992224.00
Falcon Asset Securitization Co. LLC
Falcon Asset Securitization Co. 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