0001145549-11-009460.txt : 20111031 0001145549-11-009460.hdr.sgml : 20111031 20110908095808 ACCESSION NUMBER: 0001145549-11-009460 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110831 FILED AS OF DATE: 20110908 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: 111079682 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 2011-08-31 0000777535 S000005087 1 N N N N 033-00480 TIAA-CREF Investment Management, LLC 801-38029 PricewaterhouseCoopers LLP Boston MA Teachers Insurance and Annuity Association None N N Y Prime 53 84 12564229744.57 3495622.48 756443.71 12566968923.34 0.0014 25.5340 2011-08-31 25.5340 2011-08-31 C000013874 1.00 12566968923.34 25.53 112057208.80 995806901.99 883749693.19 0.0000 25.5340 2011-08-31 25.5340 2011-08-31 Abbott Laboratories Abbott Laboratories 0.110000% 00282DWL0 Other Commercial Paper N First Tier Security N/A N/A 2011-09-20 2011-09-20 N N N 12250000.00 12249288.82 0.0010 N 12249592.08 12249592.08 Abbott Laboratories Abbott Laboratories 0.090000% 00282DWP1 Other Commercial Paper N First Tier Security N/A N/A 2011-09-23 2011-09-23 N N N 30000000.00 29998350.00 0.0024 N 29998851.00 29998851.00 Abbott Laboratories Abbot Laboratories 0.110000% 00282DWS5 Other Commercial Paper N First Tier Security N/A N/A 2011-09-26 2011-09-26 N N N 25000000.00 24998090.28 0.0020 N 24998917.50 24998917.50 Abbott Laboratories Abbot Laboratories 0.080000% 00282DWS5 Other Commercial Paper N First Tier Security N/A N/A 2011-09-26 2011-09-26 N N N 11350000.00 11349369.44 0.0009 N 11349508.55 11349508.55 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 0.165000% 05253CW28 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-02 2011-09-02 N N N 10000000.00 9999954.17 0.0008 N 9999944.00 9999944.00 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 39997966.67 0.0032 N 39999224.00 39999224.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 0.235000% 05253CYP5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-23 2011-11-23 N N N 4440000.00 4437594.38 0.0004 N 4437886.56 4437886.56 Bank of Montreal Bank of Montreal 0.090000% 06367KWV7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-29 2011-09-29 N N N 20000000.00 19998600.00 0.0016 N 19997740.00 19997740.00 Bank of Montreal Bank of Montreal 0.100000% 06367KWV7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-29 2011-09-29 N N N 5000000.00 4999611.11 0.0004 N 4999435.00 4999435.00 Bank of Montreal Bank of Montreal 0.200000% 06367KY29 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-02 2011-11-02 N N N 50000000.00 49982777.78 0.0040 N 49985915.00 49985915.00 Bank of Nova Scotia Bank of Nova Scotia 0.180000% 06416KW22 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-02 2011-09-02 N N N 10620000.00 10619946.90 0.0008 N 10619964.95 10619964.95 Bank of Nova Scotia Bank of Nova Scotia 0.090000% 06416KW22 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-02 2011-09-02 N N N 2600000.00 2599993.50 0.0002 N 2599991.42 2599991.42 Bank of Nova Scotia Bank of Nova Scotia 0.165000% 06416KX70 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-07 2011-10-07 N N N 15000000.00 14997525.00 0.0012 N 14998864.50 14998864.50 Bank of Nova Scotia Bank of Nova Scotia 0.175000% 06416KXB1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-11 2011-10-11 N N N 12500000.00 12497569.44 0.0010 N 12498827.50 12498827.50 Bank of Nova Scotia Bank of Nova Scotia 0.280000% 06416KZP8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-23 2011-12-23 N N N 10000000.00 9991211.11 0.0008 N 9992527.00 9992527.00 Bank of Nova Scotia Bank of Nova Scotia 0.190000% 06417D3M5 Certificate of Deposit N First Tier Security N/A N/A 2011-09-02 2011-09-02 N N N 20000000.00 20000000.00 0.0016 N 20000100.20 20000100.20 Bank of Nova Scotia Bank of Nova Scotia 0.160000% 06417D5P6 Certificate of Deposit N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N N 20000000.00 20000000.00 0.0016 N 20000632.20 20000632.20 Bank of Nova Scotia Bank of Nova Scotia 0.170000% 06417EAW3 Certificate of Deposit N First Tier Security N/A N/A 2011-10-18 2011-10-18 N N N 25000000.00 25000000.00 0.0020 N 24997332.50 24997332.50 Bank of Nova Scotia Bank of Nova Scotia 0.180000% 06417EBQ5 Certificate of Deposit N First Tier Security N/A N/A 2011-10-26 2011-10-26 N N N 43000000.00 43000000.00 0.0034 N 42995317.30 42995317.30 Bank of Nova Scotia Bank of Nova Scotia 0.180000% 06417EBS1 Certificate of Deposit N First Tier Security N/A N/A 2011-10-27 2011-10-27 N N N 50000000.00 50000000.00 0.0040 N 49994455.00 49994455.00 Bank of Nova Scotia Bank of Nova Scotia 0.210000% 06417ECB7 Certificate of Deposit N First Tier Security N/A N/A 2011-11-04 2011-11-04 N N N 50000000.00 50000000.00 0.0040 N 49991875.00 49991875.00 Bank of Nova Scotia Bank of Nova Scotia 0.210000% 06417ECE1 Certificate of Deposit N First Tier Security N/A N/A 2011-11-04 2011-11-04 N N N 50000000.00 50000000.00 0.0040 N 49991875.00 49991875.00 Bank of Nova Scotia Bank of Nova Scotia 0.280000% 06417EDJ9 Certificate of Deposit N First Tier Security N/A N/A 2011-09-01 2012-02-17 N N N 30000000.00 30000000.00 0.0024 N 29978814.00 29978814.00 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 0.0020 N 24998512.50 24998512.50 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 24998204.86 0.0020 N 24998867.50 24998867.50 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 10000844.23 0.0008 N 10002917.10 10002917.10 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 0.0040 N 50000140.50 50000140.50 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 17997750.00 0.0014 N 17998603.20 17998603.20 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 19997066.67 0.0016 N 19997994.00 19997994.00 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc. 0.230000% 0556N1X32 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 25000000.00 24994888.89 0.0020 N 24995692.50 24995692.50 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.160000% 13606X5C8 Certificate of Deposit N First Tier Security N/A N/A 2011-11-08 2011-11-08 N N N 50000000.00 50000000.00 0.0040 N 50000955.50 50000955.50 Canadian Imperial Holdings, Inc. Canadian Imperial Holdings, Inc. 0.120000% 13607FW85 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-08 2011-09-08 N N N 50000000.00 49998833.33 0.0040 N 49998210.00 49998210.00 Canadian Imperial Holdings, Inc. Canadian Imperial Holdings, Inc. 0.120000% 13607FWT9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-27 2011-09-27 N N N 100000000.00 99991333.34 0.0080 N 99985000.00 99985000.00 Canadian Imperial Holdings, Inc. Canadian Imperial Holdings, Inc. 0.140000% 13607FX43 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-04 2011-10-04 N N N 50000000.00 49993583.33 0.0040 N 49989565.00 49989565.00 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.170000% 19121AAD3 Other Commercial Paper N First Tier Security N/A N/A 2012-01-13 2012-01-13 N N N 40000000.00 39974688.89 0.0032 N 39976000.00 39976000.00 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.180000% 19121AB26 Other Commercial Paper N First Tier Security N/A N/A 2012-02-02 2012-02-02 N N N 10750000.00 10741722.50 0.0009 N 10741992.33 10741992.33 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.140000% 19121BW70 Other Commercial Paper N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N N 15000000.00 14999650.00 0.0012 N 14999737.50 14999737.50 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 5215820.34 0.0004 N 5215882.64 5215882.64 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.130000% 19121BWE5 Other Commercial Paper N First Tier Security N/A N/A 2011-09-14 2011-09-14 N N N 15795000.00 15794258.51 0.0013 N 15794447.18 15794447.18 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.160000% 19121BWG0 Other Commercial Paper N First Tier Security N/A N/A 2011-09-16 2011-09-16 N N N 20000000.00 19998666.67 0.0016 N 19999200.00 19999200.00 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.155000% 19121BWL9 Other Commercial Paper N First Tier Security N/A N/A 2011-09-20 2011-09-20 N N N 20000000.00 19998363.89 0.0016 N 19999000.00 19999000.00 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.160000% 19121BWL9 Other Commercial Paper N First Tier Security N/A N/A 2011-09-20 2011-09-20 N N N 20000000.00 19998311.11 0.0016 N 19999000.00 19999000.00 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.150000% 19121BWL9 Other Commercial Paper N First Tier Security N/A N/A 2011-09-20 2011-09-20 N N N 5200000.00 5199588.33 0.0004 N 5199740.00 5199740.00 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.145000% 19121BX46 Other Commercial Paper N First Tier Security N/A N/A 2011-10-04 2011-10-04 N N N 15000000.00 14998006.25 0.0012 N 14998654.50 14998654.50 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.180000% 19121BY37 Other Commercial Paper N First Tier Security N/A N/A 2011-11-03 2011-11-03 N N N 4770000.00 4768497.45 0.0004 N 4769041.71 4769041.71 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.130000% 19121BY78 Other Commercial Paper N First Tier Security N/A N/A 2011-11-07 2011-11-07 N N N 15000000.00 14996370.83 0.0012 N 14996742.00 14996742.00 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.150000% 19121BY86 Other Commercial Paper N First Tier Security N/A N/A 2011-11-08 2011-11-08 N N N 20000000.00 19994333.33 0.0016 N 19995554.00 19995554.00 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.145000% 19121BYA1 Other Commercial Paper N First Tier Security N/A N/A 2011-11-10 2011-11-10 N N N 15000000.00 14995770.83 0.0012 N 14996539.50 14996539.50 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.130000% 19121BYF0 Other Commercial Paper N First Tier Security N/A N/A 2011-11-15 2011-11-15 N N N 20000000.00 19994583.33 0.0016 N 19994892.00 19994892.00 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.150000% 19121BZ77 Other Commercial Paper N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N N 50000000.00 49979791.67 0.0040 N 49981625.00 49981625.00 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.140000% 19121BZD4 Other Commercial Paper N First Tier Security N/A N/A 2011-12-13 2011-12-13 N N N 10000000.00 9995994.44 0.0008 N 9995984.00 9995984.00 Colgate-Palmolive Co. Colgate-Palmolive Co. 0.070000% 19416FW67 Other Commercial Paper N First Tier Security N/A N/A 2011-09-06 2011-09-06 N N N 30000000.00 29999708.33 0.0024 N 29999700.00 29999700.00 Colgate-Palmolive Co. Colgate-Palmolive Co. 0.070000% 19416FW75 Other Commercial Paper N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N N 20000000.00 19999766.67 0.0016 N 19999766.00 19999766.00 Colgate-Palmolive Co. Colgate-Palmolive Co. 0.070000% 19416FW83 Other Commercial Paper N First Tier Security N/A N/A 2011-09-08 2011-09-08 N N N 6200000.00 6199915.61 0.0005 N 6199917.54 6199917.54 Colgate-Palmolive Co. Colgate-Palmolive Co. 0.080000% 19416FWF7 Other Commercial Paper N First Tier Security N/A N/A 2011-09-15 2011-09-15 N N N 20000000.00 19999377.78 0.0016 N 19999500.00 19999500.00 Colgate-Palmolive Co. Colgate-Palmolive Co. 0.060000% 19416FWM2 Other Commercial Paper N First Tier Security N/A N/A 2011-09-21 2011-09-21 N N N 5000000.00 4999833.33 0.0004 N 4999825.00 4999825.00 Colgate-Palmolive Co. Colgate Palmolive Co. 0.050000% 19416FWU4 Other Commercial Paper N First Tier Security N/A N/A 2011-09-28 2011-09-28 N N N 11380000.00 11379573.25 0.0009 N 11379468.55 11379468.55 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.185000% 20272EXE3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-14 2011-10-14 N N N 20000000.00 19995580.55 0.0016 N 19995656.00 19995656.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.150000% 20272EXE3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-14 2011-10-14 N N N 11960000.00 11957857.16 0.0010 N 11957402.29 11957402.29 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.220000% 20272EY44 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-04 2011-11-04 N N N 40000000.00 39984355.56 0.0032 N 39983604.00 39983604.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.270000% 20272EYU6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-28 2011-11-28 N N N 20000000.00 19986800.00 0.0016 N 19987194.00 19987194.00 DZ Bank AG Deutsche Zentral-Genossenschaftsbank DZ Bank AG Deutsche Zentral-Genossenschaftsbank 0.220000% 25154UAM6 Certificate of Deposit N First Tier Security N/A N/A 2011-09-16 2011-09-16 N N N 50000000.00 50000000.00 0.0040 N 50000220.50 50000220.50 Exxon Mobil Corp. Exxon Mobil Corp. 0.055000% 30229BWV5 Other Commercial Paper N First Tier Security N/A N/A 2011-09-29 2011-09-29 N N N 25000000.00 24998930.56 0.0020 N 24996435.00 24996435.00 Fairway Finance Corp. Fairway Finance Corp. 0.170000% 30601WW62 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-06 2011-09-06 N Y Bank of Montreal N/A N/A N 47763000.00 47761872.26 0.0038 N 47761887.12 47761887.12 Fairway Finance Corp. Fairway Finance Corp. 0.140000% 30601WW62 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-06 2011-09-06 N Y Bank of Montreal N/A N/A N 8000000.00 7999844.44 0.0006 N 7999813.60 7999813.60 Fairway Finance Corp. Fairway Finance Corp. 0.170000% 30601WW70 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-07 2011-09-07 N Y Bank of Montreal N/A N/A N 25015000.00 25014291.24 0.0020 N 25014319.59 25014319.59 Fairway Finance Corp. Fairway Finance Corp. 0.160000% 30601WWE5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-14 2011-09-14 N Y Bank of Montreal N/A N/A N 25000000.00 24998555.55 0.0020 N 24998385.00 24998385.00 Fairway Finance Corp. Fairway Finance Corp. 0.160000% 30601WWN5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-22 2011-09-22 N Y Bank of Montreal N/A N/A N 14041000.00 14039689.51 0.0011 N 14039275.77 14039275.77 Fairway Finance Corp. Fairway Finance Corp. 0.160000% 30601WXC8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-12 2011-10-12 N Y Bank of Montreal N/A N/A N 26600000.00 26595152.89 0.0021 N 26592985.58 26592985.58 Fairway Finance Corp. Fairway Finance Corp. 0.190000% 30601WXD6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-13 2011-10-13 N Y Bank of Montreal N/A N/A N 25000000.00 24994458.33 0.0020 N 24993222.50 24993222.50 Fairway Finance Corp. Fairway Finance Corp. 0.200000% 30601WXJ3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-18 2011-10-18 N Y Bank of Montreal N/A N/A N 15000000.00 14996083.33 0.0012 N 14995360.50 14995360.50 Fairway Finance Corp. Fairway Finance Corp. 0.200000% 30601WY11 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-01 2011-11-01 N Y Bank of Montreal N/A N/A N 12900000.00 12895628.33 0.0010 N 12894601.35 12894601.35 Falcon Asset Securitization Co. LLC Falcon Asset Securitization Co. LLC 0.170000% 30603BW82 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-08 2011-09-08 N Y JPMorgan Chase Bank NA N/A N/A N 45000000.00 44998512.50 0.0036 N 44999001.00 44999001.00 Falcon Asset Securitization Co. LLC Falcon Asset Securitization Co. LLC 0.170000% 30603BWE9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-14 2011-09-14 N Y JPMorgan Chase Bank NA N/A N/A N 25000000.00 24998465.28 0.0020 N 24999027.50 24999027.50 Falcon Asset Securitization Co. LLC Falcon Asset Securitization Co. LLC 0.150000% 30603BWK5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-19 2011-09-19 N Y JPMorgan Chase Bank NA N/A N/A N 30000000.00 29997750.00 0.0024 N 29998212.00 29998212.00 Falcon Asset Securitization Co. LLC Falcon Asset Securitization Co. LLC 0.170000% 30603BWN9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-22 2011-09-22 N Y JPMorgan Chase Bank NA N/A N/A N 30000000.00 29997025.00 0.0024 N 29997783.00 29997783.00 Falcon Asset Securitization Co. LLC Falcon Asset Securitization Co. LLC 0.170000% 30603BWS8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-26 2011-09-26 N Y JPMorgan Chase Bank NA N/A N/A N 4200000.00 4199504.16 0.0003 N 4199617.80 4199617.80 Falcon Asset Securitization Co. LLC Falcon Asset Securitization Co. LLC 0.200000% 30603BX32 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-03 2011-10-03 N Y JPMorgan Chase Bank NA N/A N/A N 25000000.00 24995555.56 0.0020 N 24996882.50 24996882.50 Falcon Asset Securitization Co. LLC Falcon Asset Securitization Co. LLC 0.160000% 30603BX40 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-04 2011-10-04 N Y JPMorgan Chase Bank NA N/A N/A N 25000000.00 24996333.33 0.0020 N 24996742.50 24996742.50 Falcon Asset Securitization Co. LLC Falcon Asset Securitization Co. LLC 0.180000% 30603BX65 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-06 2011-10-06 N Y JPMorgan Chase Bank NA N/A N/A N 30700000.00 30694627.50 0.0024 N 30695640.60 30695640.60 Falcon Asset Securitization Co. LLC Falcon Asset Securitization Co. LLC 0.150000% 30603BXB4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-11 2011-10-11 N Y JPMorgan Chase Bank NA N/A N/A N 35750000.00 35744041.66 0.0028 N 35743811.68 35743811.68 Federal Farm Credit Bank Federal Farm Credit Bank 0.100000% 313312LK4 Government Agency Debt N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N N 325000.00 324994.58 0.0000 N 324999.03 324999.03 Federal Farm Credit Bank Federal Farm Credit Bank 0.050000% 313312MG2 Government Agency Debt N First Tier Security N/A N/A 2011-09-28 2011-09-28 N N N 100000000.00 99996250.00 0.0080 N 99998500.00 99998500.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.100000% 313312PG9 Government Agency Debt N First Tier Security N/A N/A 2011-11-15 2011-11-15 N N N 4500000.00 4499062.50 0.0004 N 4499811.00 4499811.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.150000% 31331J5A7 Government Agency Debt N First Tier Security N/A N/A 2011-09-01 2012-02-13 N N N 90000000.00 89997716.25 0.0072 N 89962740.00 89962740.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.278900% 31331JV59 Government Agency Debt N First Tier Security N/A N/A 2011-09-26 2013-06-26 N N N 32435000.00 32470948.71 0.0026 N 32455401.62 32455401.62 Federal Farm Credit Bank Federal Farm Credit Bank 0.319800% 31331JYX5 Government Agency Debt N First Tier Security N/A N/A 2012-02-19 2013-08-19 N N N 69750000.00 69680041.97 0.0055 N 69502387.50 69502387.50 Federal Farm Credit Bank Federal Farm Credit Bank 0.217100% 31331YW55 Government Agency Debt N First Tier Security N/A N/A 2011-09-12 2013-06-12 N N N 25050000.00 25054652.14 0.0020 N 25043186.40 25043186.40 Federal Home Loan Bank Federal Home Loan Bank 0.160000% 313372EV2 Government Agency Debt N First Tier Security N/A N/A 2011-09-01 2012-01-13 N N N 170000000.00 170005180.17 0.0135 N 169952060.00 169952060.00 Federal Home Loan Bank Federal Home Loan Bank 0.135000% 313374L24 Government Agency Debt N First Tier Security N/A N/A 2011-09-01 2012-07-02 N N N 45000000.00 45000000.00 0.0036 N 44950905.00 44950905.00 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313374TH3 Government Agency Debt N First Tier Security N/A N/A 2011-09-01 2012-07-20 N N N 50000000.00 50000000.00 0.0040 N 49943000.00 49943000.00 Federal Home Loan Bank Federal Home Loan Bank 0.270000% 313375F77 Government Agency Debt N First Tier Security N/A N/A 2011-09-01 2013-08-16 N N N 100000000.00 100000000.00 0.0080 N 99909900.00 99909900.00 Federal Home Loan Bank Federal Home Loan Bank 0.260000% 313375FF9 Government Agency Debt N First Tier Security N/A N/A 2011-09-01 2013-02-22 N N N 100000000.00 100000000.00 0.0080 N 99932700.00 99932700.00 Federal Home Loan Bank Federal Home Loan Bank 0.085000% 313384LJ6 Government Agency Debt N First Tier Security N/A N/A 2011-09-06 2011-09-06 N N N 17900000.00 17899788.68 0.0014 N 17899946.30 17899946.30 Federal Home Loan Bank Federal Home Loan Bank 0.090000% 313384LK3 Government Agency Debt N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N N 17000000.00 16999745.00 0.0014 N 16999949.00 16999949.00 Federal Home Loan Bank Federal Home Loan Bank 0.085000% 313384LM9 Government Agency Debt N First Tier Security N/A N/A 2011-09-09 2011-09-09 N N N 54235000.00 54233975.57 0.0043 N 54234783.06 54234783.06 Federal Home Loan Bank Federal Home Loan Bank 0.045000% 313384LM9 Government Agency Debt N First Tier Security N/A N/A 2011-09-09 2011-09-09 N N N 29745000.00 29744702.55 0.0024 N 29744881.02 29744881.02 Federal Home Loan Bank Federal Home Loan Bank 0.080000% 313384LM9 Government Agency Debt N First Tier Security N/A N/A 2011-09-09 2011-09-09 N N N 25000000.00 24999555.56 0.0020 N 24999900.00 24999900.00 Federal Home Loan Bank Federal Home Loan Bank 0.075000% 313384LS6 Government Agency Debt N First Tier Security N/A N/A 2011-09-14 2011-09-14 N N N 50000000.00 49998645.83 0.0040 N 49999650.00 49999650.00 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384LS6 Government Agency Debt N First Tier Security N/A N/A 2011-09-14 2011-09-14 N N N 5350000.00 5349942.04 0.0004 N 5349962.56 5349962.56 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313384LS6 Government Agency Debt N First Tier Security N/A N/A 2011-09-14 2011-09-14 N N N 3350000.00 3349927.42 0.0003 N 3349976.55 3349976.55 Federal Home Loan Bank Federal Home Loan Bank 0.055000% 313384LU1 Government Agency Debt N First Tier Security N/A N/A 2011-09-16 2011-09-16 N N N 19900000.00 19899543.96 0.0016 N 19899840.80 19899840.80 Federal Home Loan Bank Federal Home Loan Bank 0.040000% 313384LX5 Government Agency Debt N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N N 19035000.00 19034619.30 0.0015 N 19034809.65 19034809.65 Federal Home Loan Bank Federal Home Loan Bank 0.045000% 313384LZ0 Government Agency Debt N First Tier Security N/A N/A 2011-09-21 2011-09-21 N N N 5849000.00 5848853.77 0.0005 N 5848935.66 5848935.66 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313384LZ0 Government Agency Debt N First Tier Security N/A N/A 2011-09-21 2011-09-21 N N N 1300000.00 1299956.66 0.0001 N 1299985.70 1299985.70 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313384MB2 Government Agency Debt N First Tier Security N/A N/A 2011-09-23 2011-09-23 N N N 70000000.00 69997861.11 0.0056 N 69999160.00 69999160.00 Federal Home Loan Bank Federal Home Loan Bank 0.055000% 313384MB2 Government Agency Debt N First Tier Security N/A N/A 2011-09-23 2011-09-23 N N N 32050000.00 32048922.76 0.0026 N 32049615.40 32049615.40 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 3514838.90 0.0003 N 3514957.82 3514957.82 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313384MG1 Government Agency Debt N First Tier Security N/A N/A 2011-09-28 2011-09-28 N N N 12200000.00 12199542.50 0.0010 N 12199817.00 12199817.00 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313384MJ5 Government Agency Debt N First Tier Security N/A N/A 2011-09-30 2011-09-30 N N N 22900000.00 22899077.64 0.0018 N 22899633.60 22899633.60 Federal Home Loan Bank Federal Home Loan Bank 0.055000% 313384MR7 Government Agency Debt N First Tier Security N/A N/A 2011-10-07 2011-10-07 N N N 40000000.00 39997800.00 0.0032 N 39999200.00 39999200.00 Federal Home Loan Bank Federal Home Loan Bank 0.045000% 313384MR7 Government Agency Debt N First Tier Security N/A N/A 2011-10-07 2011-10-07 N N N 24245000.00 24243908.98 0.0019 N 24244515.10 24244515.10 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313384MR7 Government Agency Debt N First Tier Security N/A N/A 2011-10-07 2011-10-07 N N N 21761000.00 21759694.34 0.0017 N 21760564.78 21760564.78 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313384MW6 Government Agency Debt N First Tier Security N/A N/A 2011-10-12 2011-10-12 N N N 4200000.00 4199713.00 0.0003 N 4199903.40 4199903.40 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 6499223.61 0.0005 N 6499844.00 6499844.00 Federal Home Loan Bank Federal Home Loan Bank 0.170000% 313384NB1 Government Agency Debt N First Tier Security N/A N/A 2011-10-17 2011-10-17 N N N 50000000.00 49989138.89 0.0040 N 49998700.00 49998700.00 Federal Home Loan Bank Federal Home Loan Bank 0.055000% 313384ND7 Government Agency Debt N First Tier Security N/A N/A 2011-10-19 2011-10-19 N N N 106403000.00 106395197.11 0.0085 N 106400127.12 106400127.12 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313384NE5 Government Agency Debt N First Tier Security N/A N/A 2011-10-20 2011-10-20 N N N 4230000.00 4229654.55 0.0003 N 4229885.79 4229885.79 Federal Home Loan Bank Federal Home Loan Bank 0.200000% 313384NF2 Government Agency Debt N First Tier Security N/A N/A 2011-10-21 2011-10-21 N N N 99005000.00 98977498.61 0.0079 N 99002227.86 99002227.86 Federal Home Loan Bank Federal Home Loan Bank 0.065000% 313384NF2 Government Agency Debt N First Tier Security N/A N/A 2011-10-21 2011-10-21 N N N 5800000.00 5799476.39 0.0005 N 5799837.60 5799837.60 Federal Home Loan Bank Federal Home Loan Bank 0.170000% 313384NJ4 Government Agency Debt N First Tier Security N/A N/A 2011-10-24 2011-10-24 N N N 50000000.00 49987486.11 0.0040 N 49998550.00 49998550.00 Federal Home Loan Bank Federal Home Loan Bank 0.035000% 313384NJ4 Government Agency Debt N First Tier Security N/A N/A 2011-10-24 2011-10-24 N N N 1300000.00 1299933.01 0.0001 N 1299962.30 1299962.30 Federal Home Loan Bank Federal Home Loan Bank 0.010000% 313384NK1 Government Agency Debt N First Tier Security N/A N/A 2011-10-25 2011-10-25 N N N 20000000.00 19999700.00 0.0016 N 19999400.00 19999400.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313384NL9 Government Agency Debt N First Tier Security N/A N/A 2011-10-26 2011-10-26 N N N 50000000.00 49995416.67 0.0040 N 49998450.00 49998450.00 Federal Home Loan Bank Federal Home Loan Bank 0.035000% 313384NL9 Government Agency Debt N First Tier Security N/A N/A 2011-10-26 2011-10-26 N N N 2200000.00 2199882.36 0.0002 N 2199931.80 2199931.80 Federal Home Loan Bank Federal Home Loan Bank 0.035000% 313384PQ6 Government Agency Debt N First Tier Security N/A N/A 2011-11-23 2011-11-23 N N N 50000000.00 49995965.28 0.0040 N 49997700.00 49997700.00 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313384PQ6 Government Agency Debt N First Tier Security N/A N/A 2011-11-23 2011-11-23 N N N 7850000.00 7848733.10 0.0006 N 7849638.90 7849638.90 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313384PV5 Government Agency Debt N First Tier Security N/A N/A 2011-11-28 2011-11-28 N N N 50000000.00 49984111.11 0.0040 N 49997550.00 49997550.00 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 313384RL5 Government Agency Debt N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N N 4300000.00 4298483.05 0.0003 N 4299544.20 4299544.20 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 313384SX8 Government Agency Debt N First Tier Security N/A N/A 2012-02-10 2012-02-10 N N N 14681000.00 14673072.26 0.0012 N 14677036.13 14677036.13 Federal Home Loan Bank Federal Home Loan Bank 0.105000% 313384TT6 Government Agency Debt N First Tier Security N/A N/A 2012-03-01 2012-03-01 N N N 13470000.00 13462849.68 0.0011 N 13465231.62 13465231.62 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.070000% 3128X9MQ0 Government Agency Debt N First Tier Security N/A N/A 2011-09-01 2011-11-09 N N N 151500000.00 151478736.66 0.0121 N 151457277.00 151457277.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.062000% 313396LD3 Government Agency Debt N First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 10209000.00 10209000.00 0.0008 N 10209000.00 10209000.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.020000% 313396LD3 Government Agency Debt N First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 5000000.00 5000000.00 0.0004 N 5000000.00 5000000.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.085000% 313396LJ0 Government Agency Debt N First Tier Security N/A N/A 2011-09-06 2011-09-06 N N N 6000000.00 5999929.17 0.0005 N 5999982.00 5999982.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.070000% 313396LJ0 Government Agency Debt N First Tier Security N/A N/A 2011-09-06 2011-09-06 N N N 3600000.00 3599965.00 0.0003 N 3599989.20 3599989.20 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.050000% 313396LJ0 Government Agency Debt N First Tier Security N/A N/A 2011-09-06 2011-09-06 N N N 2925000.00 2924979.69 0.0002 N 2924991.23 2924991.23 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.055000% 313396LJ0 Government Agency Debt N First Tier Security N/A N/A 2011-09-06 2011-09-06 N N N 2925000.00 2924977.66 0.0002 N 2924991.23 2924991.23 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.060000% 313396LQ4 Government Agency Debt N First Tier Security N/A N/A 2011-09-12 2011-09-12 N N N 14175000.00 14174740.12 0.0011 N 14174914.95 14174914.95 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.040000% 313396LQ4 Government Agency Debt N First Tier Security N/A N/A 2011-09-12 2011-09-12 N N N 13350000.00 13349836.83 0.0011 N 13349919.90 13349919.90 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.050000% 313396LQ4 Government Agency Debt N First Tier Security N/A N/A 2011-09-12 2011-09-12 N N N 4000000.00 3999938.89 0.0003 N 3999976.00 3999976.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.070000% 313396LQ4 Government Agency Debt N First Tier Security N/A N/A 2011-09-12 2011-09-12 N N N 1620000.00 1619965.35 0.0001 N 1619990.28 1619990.28 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.025000% 313396LT8 Government Agency Debt N First Tier Security N/A N/A 2011-09-15 2011-09-15 N N N 50000000.00 49999513.89 0.0040 N 49999600.00 49999600.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.050000% 313396LX9 Government Agency Debt N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N N 47700000.00 47698807.50 0.0038 N 47699523.00 47699523.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.070000% 313396LX9 Government Agency Debt N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N N 25000000.00 24999125.00 0.0020 N 24999750.00 24999750.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.075000% 313396LX9 Government Agency Debt N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N N 17280000.00 17279352.00 0.0014 N 17279827.20 17279827.20 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.055000% 313396LX9 Government Agency Debt N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N N 16105000.00 16104557.11 0.0013 N 16104838.95 16104838.95 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.050000% 313396LY7 Government Agency Debt N First Tier Security N/A N/A 2011-09-20 2011-09-20 N N N 42000000.00 41998891.67 0.0033 N 41999538.00 41999538.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.055000% 313396ME0 Government Agency Debt N First Tier Security N/A N/A 2011-09-26 2011-09-26 N N N 142100000.00 142094572.57 0.0113 N 142098010.60 142098010.60 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.070000% 313396MF7 Government Agency Debt N First Tier Security N/A N/A 2011-09-27 2011-09-27 N N N 50000000.00 49997472.22 0.0040 N 49999300.00 49999300.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.095000% 313396MF7 Government Agency Debt N First Tier Security N/A N/A 2011-09-27 2011-09-27 N N N 25000000.00 24998284.72 0.0020 N 24999650.00 24999650.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.050000% 313396MH3 Government Agency Debt N First Tier Security N/A N/A 2011-09-29 2011-09-29 N N N 7500000.00 7499708.33 0.0006 N 7499880.00 7499880.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.060000% 313396MN0 Government Agency Debt N First Tier Security N/A N/A 2011-10-04 2011-10-04 N N N 12760000.00 12759298.20 0.0010 N 12759770.32 12759770.32 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.100000% 313396MQ3 Government Agency Debt N First Tier Security N/A N/A 2011-10-06 2011-10-06 N N N 50000000.00 49995138.89 0.0040 N 49999050.00 49999050.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.055000% 313396MQ3 Government Agency Debt N First Tier Security N/A N/A 2011-10-06 2011-10-06 N N N 13000000.00 12999304.86 0.0010 N 12999753.00 12999753.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.040000% 313396MQ3 Government Agency Debt N First Tier Security N/A N/A 2011-10-06 2011-10-06 N N N 12440000.00 12439516.22 0.0010 N 12439763.64 12439763.64 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.075000% 313396MV2 Government Agency Debt N First Tier Security N/A N/A 2011-10-11 2011-10-11 N N N 3600000.00 3599700.00 0.0003 N 3599920.80 3599920.80 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.040000% 313396MW0 Government Agency Debt N First Tier Security N/A N/A 2011-10-12 2011-10-12 N N N 20000000.00 19999088.89 0.0016 N 19999540.00 19999540.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.070000% 313396MW0 Government Agency Debt N First Tier Security N/A N/A 2011-10-12 2011-10-12 N N N 10000000.00 9999202.78 0.0008 N 9999770.00 9999770.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.045000% 313396NB5 Government Agency Debt N First Tier Security N/A N/A 2011-10-17 2011-10-17 N N N 50000000.00 49997125.00 0.0040 N 49998700.00 49998700.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.055000% 313396NB5 Government Agency Debt N First Tier Security N/A N/A 2011-10-17 2011-10-17 N N N 12775000.00 12774102.20 0.0010 N 12774667.85 12774667.85 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.070000% 313396NC3 Government Agency Debt N First Tier Security N/A N/A 2011-10-18 2011-10-18 N N N 5400000.00 5399506.50 0.0004 N 5399859.60 5399859.60 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.060000% 313396NC3 Government Agency Debt N First Tier Security N/A N/A 2011-10-18 2011-10-18 N N N 5000000.00 4999608.33 0.0004 N 4999870.00 4999870.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.070000% 313396ND1 Government Agency Debt N First Tier Security N/A N/A 2011-10-19 2011-10-19 N N N 11520000.00 11518924.80 0.0009 N 11519688.96 11519688.96 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.060000% 313396NE9 Government Agency Debt N First Tier Security N/A N/A 2011-10-20 2011-10-20 N N N 14000000.00 13998856.67 0.0011 N 13999622.00 13999622.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.050000% 313396NT6 Government Agency Debt N First Tier Security N/A N/A 2011-11-02 2011-11-02 N N N 30000000.00 29997416.67 0.0024 N 29998980.00 29998980.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.020000% 313396NT6 Government Agency Debt N First Tier Security N/A N/A 2011-11-02 2011-11-02 N N N 6300000.00 6299783.00 0.0005 N 6299785.80 6299785.80 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.060000% 313396NT6 Government Agency Debt N First Tier Security N/A N/A 2011-11-02 2011-11-02 N N N 4100000.00 4099576.33 0.0003 N 4099860.60 4099860.60 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 2498711.11 0.0002 N 2499910.00 2499910.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.080000% 313396NV1 Government Agency Debt N First Tier Security N/A N/A 2011-11-04 2011-11-04 N N N 1943000.00 1942723.66 0.0002 N 1942930.05 1942930.05 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.050000% 313396NY5 Government Agency Debt N First Tier Security N/A N/A 2011-11-07 2011-11-07 N N N 14548000.00 14546646.24 0.0012 N 14547461.73 14547461.73 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.065000% 313396PF4 Government Agency Debt N First Tier Security N/A N/A 2011-11-14 2011-11-14 N N N 50000000.00 49993319.45 0.0040 N 49997950.00 49997950.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.030000% 313396PF4 Government Agency Debt N First Tier Security N/A N/A 2011-11-14 2011-11-14 N N N 19275000.00 19273811.37 0.0015 N 19274209.73 19274209.73 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.035000% 313396PP2 Government Agency Debt N First Tier Security N/A N/A 2011-11-22 2011-11-22 N N N 56400000.00 56395503.67 0.0045 N 56397405.60 56397405.60 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.025000% 313396PW7 Government Agency Debt N First Tier Security N/A N/A 2011-11-29 2011-11-29 N N N 50000000.00 49996909.72 0.0040 N 49997550.00 49997550.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.060000% 313396QC0 Government Agency Debt N First Tier Security N/A N/A 2011-12-05 2011-12-05 N N N 19810000.00 19806863.42 0.0016 N 19808950.07 19808950.07 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.090000% 313396QK2 Government Agency Debt N First Tier Security N/A N/A 2011-12-12 2011-12-12 N N N 9000000.00 8997705.00 0.0007 N 8999487.00 8999487.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.090000% 313396QT3 Government Agency Debt N First Tier Security N/A N/A 2011-12-20 2011-12-20 N N N 27000000.00 26992575.00 0.0021 N 26998353.00 26998353.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.130000% 313396QU0 Government Agency Debt N First Tier Security N/A N/A 2011-12-21 2011-12-21 N N N 14000000.00 13994388.33 0.0011 N 13999132.00 13999132.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.095000% 313396QU0 Government Agency Debt N First Tier Security N/A N/A 2011-12-21 2011-12-21 N N N 10000000.00 9997070.83 0.0008 N 9999380.00 9999380.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.080000% 313396RB1 Government Agency Debt N First Tier Security N/A N/A 2011-12-28 2011-12-28 N N N 25000000.00 24993444.45 0.0020 N 24998350.00 24998350.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.055000% 313396RB1 Government Agency Debt N First Tier Security N/A N/A 2011-12-28 2011-12-28 N N N 15000000.00 14997295.83 0.0012 N 14999010.00 14999010.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.120000% 313396SL8 Government Agency Debt N First Tier Security N/A N/A 2012-01-30 2012-01-30 N N N 50000000.00 49974833.34 0.0040 N 49993700.00 49993700.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.220000% 3134G1DL5 Government Agency Debt N First Tier Security N/A N/A 2011-09-01 2011-11-07 N N N 27400000.00 27402801.02 0.0022 N 27399616.40 27399616.40 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.240000% 3134G1LW2 Government Agency Debt N First Tier Security N/A N/A 2011-09-01 2012-01-09 N N N 100000000.00 100027038.66 0.0080 N 100000400.00 100000400.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.150800% 3134G2DM1 Government Agency Debt N First Tier Security N/A N/A 2011-09-04 2013-02-04 N N N 75000000.00 74956968.83 0.0060 N 74930250.00 74930250.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.155100% 3134G2GS5 Government Agency Debt N First Tier Security N/A N/A 2011-09-06 2013-05-06 N N N 22070000.00 22051309.90 0.0018 N 22079688.73 22079688.73 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.040000% 313588LK9 Government Agency Debt N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N N 23210000.00 23209845.27 0.0018 N 23209930.37 23209930.37 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.050000% 313588LK9 Government Agency Debt N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N N 12400000.00 12399896.66 0.0010 N 12399962.80 12399962.80 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.070000% 313588LK9 Government Agency Debt N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N N 7200000.00 7199916.00 0.0006 N 7199978.40 7199978.40 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.060000% 313588LK9 Government Agency Debt N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N N 3000000.00 2999970.00 0.0002 N 2999991.00 2999991.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.050000% 313588LR4 Government Agency Debt N First Tier Security N/A N/A 2011-09-13 2011-09-13 N N N 35360000.00 35359410.67 0.0028 N 35359752.48 35359752.48 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.020000% 313588LR4 Government Agency Debt N First Tier Security N/A N/A 2011-09-13 2011-09-13 N N N 29300000.00 29299804.67 0.0023 N 29299794.90 29299794.90 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.065000% 313588LS2 Government Agency Debt N First Tier Security N/A N/A 2011-09-14 2011-09-14 N N N 12600000.00 12599704.25 0.0010 N 12599911.80 12599911.80 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.045000% 313588LS2 Government Agency Debt N First Tier Security N/A N/A 2011-09-14 2011-09-14 N N N 9200000.00 9199850.50 0.0007 N 9199935.60 9199935.60 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.050000% 313588LS2 Government Agency Debt N First Tier Security N/A N/A 2011-09-14 2011-09-14 N N N 7000000.00 6999873.61 0.0006 N 6999951.00 6999951.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.060000% 313588LS2 Government Agency Debt N First Tier Security N/A N/A 2011-09-14 2011-09-14 N N N 3600000.00 3599922.00 0.0003 N 3599974.80 3599974.80 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.040000% 313588LT0 Government Agency Debt N First Tier Security N/A N/A 2011-09-15 2011-09-15 N N N 50000000.00 49999222.22 0.0040 N 49999600.00 49999600.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.050000% 313588LT0 Government Agency Debt N First Tier Security N/A N/A 2011-09-15 2011-09-15 N N N 17015000.00 17014669.15 0.0014 N 17014863.88 17014863.88 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.050000% 313588LX1 Government Agency Debt N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N N 10000000.00 9999750.00 0.0008 N 9999900.00 9999900.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.030000% 313588LZ6 Government Agency Debt N First Tier Security N/A N/A 2011-09-21 2011-09-21 N N N 50162000.00 50161163.97 0.0040 N 50161448.22 50161448.22 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.070000% 313588LZ6 Government Agency Debt N First Tier Security N/A N/A 2011-09-21 2011-09-21 N N N 40450000.00 40448426.94 0.0032 N 40449555.05 40449555.05 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 14383801.25 0.0011 N 14384841.77 14384841.77 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.050000% 313588LZ6 Government Agency Debt N First Tier Security N/A N/A 2011-09-21 2011-09-21 N N N 13000000.00 12999638.89 0.0010 N 12999857.00 12999857.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.060000% 313588MA0 Government Agency Debt N First Tier Security N/A N/A 2011-09-22 2011-09-22 N N N 7800000.00 7799727.00 0.0006 N 7799906.40 7799906.40 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.055000% 313588MA0 Government Agency Debt N First Tier Security N/A N/A 2011-09-22 2011-09-22 N N N 4680000.00 4679849.85 0.0004 N 4679943.84 4679943.84 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.070000% 313588MA0 Government Agency Debt N First Tier Security N/A N/A 2011-09-22 2011-09-22 N N N 2150000.00 2149912.21 0.0002 N 2149974.20 2149974.20 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.100000% 313588MG7 Government Agency Debt N First Tier Security N/A N/A 2011-09-28 2011-09-28 N N N 3823000.00 3822713.27 0.0003 N 3822942.66 3822942.66 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.065000% 313588MM4 Government Agency Debt N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 20205000.00 20203832.60 0.0016 N 20204636.31 20204636.31 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.100000% 313588MM4 Government Agency Debt N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 20000000.00 19998222.22 0.0016 N 19999640.00 19999640.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.045000% 313588MM4 Government Agency Debt N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 7000000.00 6999720.00 0.0006 N 6999874.00 6999874.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.050000% 313588MM4 Government Agency Debt N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 3703000.00 3702835.42 0.0003 N 3702933.35 3702933.35 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.050000% 313588MN2 Government Agency Debt N First Tier Security N/A N/A 2011-10-04 2011-10-04 N N N 6590000.00 6589697.96 0.0005 N 6589881.38 6589881.38 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.060000% 313588MN2 Government Agency Debt N First Tier Security N/A N/A 2011-10-04 2011-10-04 N N N 5600000.00 5599692.00 0.0004 N 5599899.20 5599899.20 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.100000% 313588MN2 Government Agency Debt N First Tier Security N/A N/A 2011-10-04 2011-10-04 N N N 4800000.00 4799560.00 0.0004 N 4799913.60 4799913.60 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.050000% 313588MQ5 Government Agency Debt N First Tier Security N/A N/A 2011-10-06 2011-10-06 N N N 19400000.00 19399056.95 0.0015 N 19399631.40 19399631.40 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.050000% 313588MV4 Government Agency Debt N First Tier Security N/A N/A 2011-10-11 2011-10-11 N N N 1410000.00 1409921.66 0.0001 N 1409968.98 1409968.98 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.045000% 313588MW2 Government Agency Debt N First Tier Security N/A N/A 2011-10-12 2011-10-12 N N N 50000000.00 49997437.50 0.0040 N 49998850.00 49998850.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.050000% 313588MW2 Government Agency Debt N First Tier Security N/A N/A 2011-10-12 2011-10-12 N N N 39100000.00 39097773.47 0.0031 N 39099100.70 39099100.70 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.070000% 313588MW2 Government Agency Debt N First Tier Security N/A N/A 2011-10-12 2011-10-12 N N N 16555000.00 16553680.20 0.0013 N 16554619.24 16554619.24 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.060000% 313588NE1 Government Agency Debt N First Tier Security N/A N/A 2011-10-20 2011-10-20 N N N 9200000.00 9199248.67 0.0007 N 9199751.60 9199751.60 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.060000% 313588NF8 Government Agency Debt N First Tier Security N/A N/A 2011-10-21 2011-10-21 N N N 50000000.00 49995833.33 0.0040 N 49998600.00 49998600.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.050000% 313588NJ0 Government Agency Debt N First Tier Security N/A N/A 2011-10-24 2011-10-24 N N N 6900000.00 6899492.08 0.0005 N 6899799.90 6899799.90 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.035000% 313588NJ0 Government Agency Debt N First Tier Security N/A N/A 2011-10-24 2011-10-24 N N N 2735000.00 2734859.07 0.0002 N 2734920.69 2734920.69 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 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 19996333.33 0.0016 N 19999380.00 19999380.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 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 6695976.85 0.0005 N 6696792.39 6696792.39 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.050000% 313588NT8 Government Agency Debt N First Tier Security N/A N/A 2011-11-02 2011-11-02 N N N 28900000.00 28897511.39 0.0023 N 28899017.40 28899017.40 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.200000% 313588NU5 Government Agency Debt N First Tier Security N/A N/A 2011-11-03 2011-11-03 N N N 107000000.00 106962550.00 0.0085 N 106996255.00 106996255.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.050000% 313588NY7 Government Agency Debt N First Tier Security N/A N/A 2011-11-07 2011-11-07 N N N 4000000.00 3999627.78 0.0003 N 3999852.00 3999852.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.120000% 313588PA7 Government Agency Debt N First Tier Security N/A N/A 2011-11-09 2011-11-09 N N N 6500000.00 6498505.00 0.0005 N 6499753.00 6499753.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.065000% 313588PB5 Government Agency Debt N First Tier Security N/A N/A 2011-11-10 2011-11-10 N N N 5100000.00 5099355.42 0.0004 N 5099801.10 5099801.10 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.065000% 313588PH2 Government Agency Debt N First Tier Security N/A N/A 2011-11-16 2011-11-16 N N N 40000000.00 39994511.11 0.0032 N 39998320.00 39998320.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.070000% 313588PH2 Government Agency Debt N First Tier Security N/A N/A 2011-11-16 2011-11-16 N N N 37200000.00 37194502.66 0.0030 N 37198437.60 37198437.60 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.080000% 313588PH2 Government Agency Debt N First Tier Security N/A N/A 2011-11-16 2011-11-16 N N N 7300000.00 7298767.11 0.0006 N 7299693.40 7299693.40 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.090000% 313588PN9 Government Agency Debt N First Tier Security N/A N/A 2011-11-21 2011-11-21 N N N 3400000.00 3399311.50 0.0003 N 3399847.00 3399847.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.040000% 313588PQ2 Government Agency Debt N First Tier Security N/A N/A 2011-11-23 2011-11-23 N N N 33360000.00 33356923.46 0.0027 N 33358465.44 33358465.44 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.105000% 313588PQ2 Government Agency Debt N First Tier Security N/A N/A 2011-11-23 2011-11-23 N N N 15195000.00 15191321.54 0.0012 N 15194301.03 15194301.03 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.070000% 313588PV1 Government Agency Debt N First Tier Security N/A N/A 2011-11-28 2011-11-28 N N N 5716000.00 5715021.92 0.0005 N 5715719.92 5715719.92 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.090000% 313588QC2 Government Agency Debt N First Tier Security N/A N/A 2011-12-05 2011-12-05 N N N 6000000.00 5998575.00 0.0005 N 5999682.00 5999682.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.125000% 313588QE8 Government Agency Debt N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N N 71100000.00 71076053.12 0.0057 N 71096160.60 71096160.60 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.110000% 313588QE8 Government Agency Debt N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N N 15285000.00 15280469.70 0.0012 N 15284174.61 15284174.61 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.070000% 313588QE8 Government Agency Debt N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N N 6985000.00 6983682.55 0.0006 N 6984622.81 6984622.81 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.090000% 313588QP3 Government Agency Debt N First Tier Security N/A N/A 2011-12-16 2011-12-16 N N N 6000000.00 5998410.00 0.0005 N 5999646.00 5999646.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.040000% 313588QS7 Government Agency Debt N First Tier Security N/A N/A 2011-12-19 2011-12-19 N N N 30000000.00 29996366.67 0.0024 N 29998170.00 29998170.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.120000% 313588RJ6 Government Agency Debt N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N N 20000000.00 19991666.66 0.0016 N 19997920.00 19997920.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.080000% 313588RJ6 Government Agency Debt N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N N 10000000.00 9997222.22 0.0008 N 9998960.00 9998960.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.120000% 313588RX5 Government Agency Debt N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N N 11330000.00 11324788.20 0.0009 N 11328697.05 11328697.05 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.120000% 313588SF3 Government Agency Debt N First Tier Security N/A N/A 2012-01-25 2012-01-25 N N N 10000000.00 9995133.33 0.0008 N 9998780.00 9998780.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.125000% 313588SN6 Government Agency Debt N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 26010000.00 25996182.18 0.0021 N 26003367.45 26003367.45 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.120000% 313588SN6 Government Agency Debt N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 4179000.00 4176868.71 0.0003 N 4177934.36 4177934.36 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.115000% 313588TK1 Government Agency Debt N First Tier Security N/A N/A 2012-02-22 2012-02-22 N N N 25000000.00 24986104.17 0.0020 N 24992750.00 24992750.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.160000% 313588TY1 Government Agency Debt N First Tier Security N/A N/A 2012-03-06 2012-03-06 N N N 5000000.00 4995844.45 0.0004 N 4998185.00 4998185.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.160000% 313588UY9 Government Agency Debt N First Tier Security N/A N/A 2012-03-30 2012-03-30 N N N 1112000.00 1110957.19 0.0001 N 1111544.08 1111544.08 General Electric Capital Corp. General Electric Capital Corp. 0.120000% 36959JWN9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-22 2011-09-22 N N N 40000000.00 39997200.00 0.0032 N 39997776.00 39997776.00 General Electric Capital Corp. General Electric Capital Corp. 0.120000% 36959JWT6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-27 2011-09-27 N N N 22000000.00 21998093.33 0.0018 N 21998400.60 21998400.60 General Electric Capital Corp. General Electric Capital Corp. 0.190000% 36959JXB4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-11 2011-10-11 N N N 20000000.00 19995777.78 0.0016 N 19997222.00 19997222.00 General Electric Capital Corp. General Electric Capital Corp. 0.120000% 36959JXQ1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-24 2011-10-24 N N N 50000000.00 49991166.67 0.0040 N 49989350.00 49989350.00 General Electric Capital Corp. General Electric Capital Corp. 0.170000% 36959JYU1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-28 2011-11-28 N N N 40000000.00 39983377.77 0.0032 N 39983288.00 39983288.00 General Electric Capital Corp. General Electric Capital Corp. 0.150000% 36959JZ55 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-05 2011-12-05 N N N 30700000.00 30687847.91 0.0024 N 30685101.29 30685101.29 General Electric Co. General Electric Co. 0.100000% 36960MW17 Other Commercial Paper N First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 20000000.00 20000000.00 0.0016 N 19999962.00 19999962.00 General Electric Co. General Electric Co. 0.040000% 36960MW25 Other Commercial Paper N First Tier Security N/A N/A 2011-09-02 2011-09-02 N N N 20000000.00 19999977.78 0.0016 N 19999922.00 19999922.00 General Electric Co. General Electric Co. 0.120000% 36960MW82 Other Commercial Paper N First Tier Security N/A N/A 2011-09-08 2011-09-08 N N N 25000000.00 24999416.67 0.0020 N 24999610.00 24999610.00 General Electric Co. General Electric Co. 0.130000% 36960MWU3 Other Commercial Paper N First Tier Security N/A N/A 2011-09-28 2011-09-28 N N N 42000000.00 41995905.00 0.0033 N 41996799.60 41996799.60 General Electric Co. General Electric Co. 0.130000% 36960MWV1 Other Commercial Paper N First Tier Security N/A N/A 2011-09-29 2011-09-29 N N N 30000000.00 29996966.67 0.0024 N 29997609.00 29997609.00 International Business Machines Corp. International Business Machines Corp. 0.055000% 45920GWV4 Other Commercial Paper N First Tier Security N/A N/A 2011-09-29 2011-09-29 N N N 50000000.00 49997861.11 0.0040 N 49995570.00 49995570.00 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 8910727.72 0.0007 N 8910910.89 8910910.89 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 19999600.00 0.0016 N 19999766.00 19999766.00 Johnson & Johnson Johnson & Johnson 0.090000% 47816GXJ3 Other Commercial Paper N First Tier Security N/A N/A 2011-10-18 2011-10-18 N N N 24000000.00 23997180.00 0.0019 N 23997439.20 23997439.20 JPMorgan Chase & Co. JPMorgan Chase & Co. 0.070000% 4662J1WC0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-12 2011-09-12 N N N 45000000.00 44999037.50 0.0036 N 44997511.50 44997511.50 JPMorgan Chase & Co. JPMorgan Chase & Co. 0.100000% 4662J1XB1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-11 2011-10-11 N N N 15000000.00 14998333.33 0.0012 N 14995917.00 14995917.00 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 579844.37 0.0000 N 579818.29 579818.29 JPMorgan Chase Bank NA JPMorgan Chase Bank NA 0.240000% 4662C1YH4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-17 2011-11-17 N N N 2083000.00 2081930.72 0.0002 N 2081591.89 2081591.89 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.150000% 4820P3W74 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-07 2011-09-07 N Y JPMorgan Chase Bank NA N/A N/A N 25000000.00 24999375.00 0.0020 N 24999222.50 24999222.50 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.170000% 4820P3W82 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-08 2011-09-08 N Y JPMorgan Chase Bank NA N/A N/A N 25000000.00 24999173.61 0.0020 N 24999090.00 24999090.00 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.170000% 4820P3WN9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-22 2011-09-22 N Y JPMorgan Chase Bank NA N/A N/A N 10000000.00 9999008.33 0.0008 N 9998649.00 9998649.00 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.170000% 4820P3X32 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-03 2011-10-03 N Y JPMorgan Chase Bank NA N/A N/A N 16110000.00 16107565.60 0.0013 N 16106544.41 16106544.41 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.170000% 4820P3X57 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-05 2011-10-05 N Y JPMorgan Chase Bank NA N/A N/A N 50000000.00 49991972.22 0.0040 N 49988480.00 49988480.00 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.160000% 4820P3XE8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-14 2011-10-14 N Y JPMorgan Chase Bank NA N/A N/A N 9000000.00 8998280.00 0.0007 N 8997261.30 8997261.30 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.180000% 4820P3Y15 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-01 2011-11-01 N Y JPMorgan Chase Bank NA N/A N/A N 5000000.00 4998475.00 0.0004 N 4997735.50 4997735.50 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.160000% 4820P3Y23 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-02 2011-11-02 N Y JPMorgan Chase Bank NA N/A N/A N 50000000.00 49986222.22 0.0040 N 49976900.00 49976900.00 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.200000% 4820P3Y49 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-04 2011-11-04 N Y JPMorgan Chase Bank NA N/A N/A N 42000000.00 41985066.67 0.0033 N 41979751.80 41979751.80 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.210000% 4820P3Y80 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-08 2011-11-08 N Y JPMorgan Chase Bank NA N/A N/A N 20000000.00 19992066.66 0.0016 N 19989574.00 19989574.00 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.210000% 4820P3YA5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-10 2011-11-10 N Y JPMorgan Chase Bank NA N/A N/A N 13050000.00 13044671.25 0.0010 N 13042921.68 13042921.68 Merck & Co., Inc. Merck & Co., Inc. 0.105000% 58934BW75 Other Commercial Paper N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N N 10000000.00 9999825.00 0.0008 N 9999883.00 9999883.00 Merck & Co., Inc. Merck & Co., Inc. 0.100000% 58934BW83 Other Commercial Paper N First Tier Security N/A N/A 2011-09-08 2011-09-08 N N N 30000000.00 29999416.67 0.0024 N 29999601.00 29999601.00 Merck & Co., Inc. Merck & Co., Inc. 0.105000% 58934BWC4 Other Commercial Paper N First Tier Security N/A N/A 2011-09-12 2011-09-12 N N N 30000000.00 29999037.50 0.0024 N 29999400.00 29999400.00 National Australia Funding Delaware, Inc. National Australia Funding Delaware, Inc. 0.165000% 63253KW11 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 5900000.00 5900000.00 0.0005 N 5899988.79 5899988.79 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 24999892.36 0.0020 N 24999902.50 24999902.50 National Australia Funding Delaware, Inc. National Australia Funding Delaware, Inc. 0.115000% 63253KW60 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-06 2011-09-06 N N N 30000000.00 29999520.83 0.0024 N 29999649.00 29999649.00 National Australia Funding Delaware, Inc. National Australia Funding Delaware, Inc. 0.160000% 63253KWD5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-13 2011-09-13 N N N 25000000.00 24998666.67 0.0020 N 24999367.50 24999367.50 National Australia Funding Delaware, Inc. National Australia Funding Delaware, Inc. 0.125000% 63253KWG8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-16 2011-09-16 N N N 9500000.00 9499505.21 0.0008 N 9499692.20 9499692.20 National Australia Funding Delaware, Inc. National Australia Funding Delaware, Inc. 0.200000% 63253KX36 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 20000000.00 19996444.44 0.0016 N 19998056.00 19998056.00 National Australia Funding Delaware, Inc. National Australia Funding Delaware, Inc. 0.175000% 63253KX36 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 10000000.00 9998444.44 0.0008 N 9999028.00 9999028.00 National Australia Funding Delaware, Inc. National Australia Funding Delaware, Inc. 0.200000% 63253KX51 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-05 2011-10-05 N N N 15000000.00 14997166.67 0.0012 N 14998396.50 14998396.50 National Australia Funding Delaware, Inc. National Australia Funding Delaware, Inc. 0.195000% 63253KX69 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-06 2011-10-06 N N N 25000000.00 24995260.42 0.0020 N 24997200.00 24997200.00 National Australia Funding Delaware, Inc. National Australia Funding Delaware, Inc. 0.190000% 63253KXQ5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-24 2011-10-24 N N N 20000000.00 19994405.56 0.0016 N 19995740.00 19995740.00 National Australia Funding Delaware, Inc. National Australia Funding Delaware, Inc. 0.205000% 63253KY19 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 50000000.00 49982631.95 0.0040 N 49986995.00 49986995.00 Nestle Capital Corp. Nestle Capital Corp. 0.195000% 64105GA95 Other Commercial Paper N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N N 10000000.00 9992958.33 0.0008 N 9995379.00 9995379.00 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 18344266.20 0.0015 N 18344724.83 18344724.83 Nestle Capital Corp. Nestle Capital Corp. 0.120000% 64105HWC2 Other Commercial Paper N First Tier Security N/A N/A 2011-09-12 2011-09-12 N N N 25000000.00 24999083.33 0.0020 N 24999500.00 24999500.00 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 9998576.39 0.0008 N 9999567.00 9999567.00 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 21995306.67 0.0018 N 21998708.60 21998708.60 Nestle Capital Corp. Nestle Capital Corp. 0.125000% 64105HXC1 Other Commercial Paper N First Tier Security N/A N/A 2011-10-12 2011-10-12 N N N 40000000.00 39994305.56 0.0032 N 39996452.00 39996452.00 Nestle Capital Corp. Nestle Capital Corp. 0.125000% 64105HXD9 Other Commercial Paper N First Tier Security N/A N/A 2011-10-13 2011-10-13 N N N 22000000.00 21996791.66 0.0018 N 21997976.00 21997976.00 Nestle Capital Corp. Nestle Capital Corp. 0.120000% 64105HXQ0 Other Commercial Paper N First Tier Security N/A N/A 2011-10-24 2011-10-24 N N N 40000000.00 39992933.33 0.0032 N 39995200.00 39995200.00 Nestle Capital Corp. Nestle Capital Corp. 0.120000% 64105HY30 Other Commercial Paper N First Tier Security N/A N/A 2011-11-03 2011-11-03 N N N 10000000.00 9997900.00 0.0008 N 9998524.00 9998524.00 Nestle Capital Corp. Nestle Capital Corp. 0.150000% 64105HY97 Other Commercial Paper N First Tier Security N/A N/A 2011-11-09 2011-11-09 N N N 33000000.00 32990512.50 0.0026 N 32994416.40 32994416.40 Nestle Capital Corp. Nestle Capital Corp. 0.150000% 64105HYF3 Other Commercial Paper N First Tier Security N/A N/A 2011-11-15 2011-11-15 N N N 10000000.00 9996875.00 0.0008 N 9998079.00 9998079.00 Nestle Capital Corp. Nestle Capital Corp. 0.150000% 64105HYG1 Other Commercial Paper N First Tier Security N/A N/A 2011-11-16 2011-11-16 N N N 13165000.00 13160831.09 0.0010 N 13162438.09 13162438.09 Nestle Capital Corp. Nestle Capital Corp. 0.130000% 64105HYN6 Other Commercial Paper N First Tier Security N/A N/A 2011-11-22 2011-11-22 N N N 10000000.00 9997038.89 0.0008 N 9997810.00 9997810.00 Nestle Capital Corp. Nestle Capital Corp. 0.170000% 64105HYW6 Other Commercial Paper N First Tier Security N/A N/A 2011-11-30 2011-11-30 N N N 50000000.00 49978750.00 0.0040 N 49987235.00 49987235.00 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 29998466.67 0.0024 N 29999004.00 29999004.00 Novartis Finance Corp. Novartis Finance Corp. 0.060000% 6698M5WF2 Other Commercial Paper N First Tier Security N/A N/A 2011-09-15 2011-09-15 N N N 14010000.00 14009673.10 0.0011 N 14009183.22 14009183.22 Novartis Finance Corp. Novartis Finance Corp. 0.100000% 6698M5WF2 Other Commercial Paper N First Tier Security N/A N/A 2011-09-15 2011-09-15 N N N 6815000.00 6814734.97 0.0005 N 6814602.69 6814602.69 Novartis Finance Corp. Novartis Finance Corp. 0.100000% 6698M5XB0 Other Commercial Paper N First Tier Security N/A N/A 2011-10-11 2011-10-11 N N N 25000000.00 24997222.22 0.0020 N 24994050.00 24994050.00 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 9997111.11 0.0008 N 9997620.00 9997620.00 Novartis Finance Corp. Novartis Finance Corp. 0.110000% 6698M5XE4 Other Commercial Paper N First Tier Security N/A N/A 2011-10-14 2011-10-14 N N N 23595000.00 23591899.88 0.0019 N 23588742.61 23588742.61 Novartis Finance Corp. Novartis Finance Corp. 0.100000% 6698M5XE4 Other Commercial Paper N First Tier Security N/A N/A 2011-10-14 2011-10-14 N N N 14405000.00 14403279.40 0.0011 N 14401179.79 14401179.79 Old Line Funding LLC Old Line Funding LLC 0.170000% 67983UWD1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-13 2011-09-13 N Y Royal Bank of Canada N/A N/A N 25024000.00 25022581.97 0.0020 N 25023366.89 25023366.89 Old Line Funding LLC Old Line Funding LLC 0.170000% 67983UWL3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-20 2011-09-20 N Y Royal Bank of Canada N/A N/A N 37700000.00 37696617.47 0.0030 N 37698179.09 37698179.09 Old Line Funding LLC Old Line Funding LLC 0.170000% 67983UWM1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-21 2011-09-21 N Y Royal Bank of Canada N/A N/A N 30000000.00 29997166.67 0.0024 N 29998425.00 29998425.00 Old Line Funding LLC Old Line Funding LLC 0.180000% 67983UWM1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-21 2011-09-21 N Y Royal Bank of Canada N/A N/A N 15000000.00 14998500.00 0.0012 N 14999212.50 14999212.50 Old Line Funding LLC Old Line Funding LLC 0.170000% 67983UX57 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-05 2011-10-05 N Y Royal Bank of Canada N/A N/A N 50000000.00 49991972.22 0.0040 N 49994655.00 49994655.00 Old Line Funding LLC Old Line Funding LLC 0.170000% 67983UXE8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-14 2011-10-14 N Y Royal Bank of Canada N/A N/A N 17000000.00 16996548.05 0.0014 N 16997341.20 16997341.20 Old Line Funding LLC Old Line Funding LLC 0.190000% 67983UXH1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-17 2011-10-17 N Y Royal Bank of Canada N/A N/A N 44300000.00 44289244.94 0.0035 N 44292309.52 44292309.52 Old Line Funding LLC Old Line Funding LLC 0.170000% 67983UXJ7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-18 2011-10-18 N Y Royal Bank of Canada N/A N/A N 10778000.00 10775607.88 0.0009 N 10776073.97 10776073.97 Old Line Funding LLC Old Line Funding LLC 0.190000% 67983UXS7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-26 2011-10-26 N Y Royal Bank of Canada N/A N/A N 9000000.00 8997387.50 0.0007 N 8997969.60 8997969.60 Old Line Funding LLC Old Line Funding LLC 0.250000% 67983UY15 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-01 2011-11-01 N Y Royal Bank of Canada N/A N/A N 17000000.00 16992798.61 0.0014 N 16995578.30 16995578.30 Old Line Funding LLC Old Line Funding LLC 0.200000% 67983UYE7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-14 2011-11-14 N Y Royal Bank of Canada N/A N/A N 10000000.00 9995888.89 0.0008 N 9996667.00 9996667.00 Old Line Funding LLC Old Line Funding LLC 0.205000% 67983UYG2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-16 2011-11-16 N Y Royal Bank of Canada N/A N/A N 22000000.00 21990478.89 0.0017 N 21992423.20 21992423.20 Old Line Funding LLC Old Line Funding LLC 0.220000% 67983UYN7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-22 2011-11-22 N Y Royal Bank of Canada N/A N/A N 11000000.00 10994487.78 0.0009 N 10995815.60 10995815.60 Private Export Funding Corp. Private Export Funding Corp. 0.120000% 7426M5WK6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N N 20000000.00 19998800.00 0.0016 N 19998800.00 19998800.00 Private Export Funding Corp. Private Export Funding Corp. 0.150000% 7426M5X41 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-04 2011-10-04 N N N 20000000.00 19997250.00 0.0016 N 19997388.00 19997388.00 Private Export Funding Corp. Private Export Funding Corp. 0.170000% 7426M5X41 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-04 2011-10-04 N N N 10000000.00 9998441.67 0.0008 N 9998694.00 9998694.00 Private Export Funding Corp. Private Export Funding Corp. 0.120000% 7426M5X58 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-05 2011-10-05 N N N 12445000.00 12443589.57 0.0010 N 12443309.97 12443309.97 Private Export Funding Corp. Private Export Funding Corp. 0.150000% 7426M5X66 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-06 2011-10-06 N N N 12550000.00 12548169.79 0.0010 N 12548217.90 12548217.90 Private Export Funding Corp. Private Export Funding Corp. 0.150000% 7426M5XQ2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-24 2011-10-24 N N N 25000000.00 24994479.17 0.0020 N 24993550.00 24993550.00 Private Export Funding Corp. Private Export Funding Corp. 0.150000% 7426M5XT6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-27 2011-10-27 N N N 23000000.00 22994633.33 0.0018 N 22993589.90 22993589.90 Private Export Funding Corp. Private Export Funding Corp. 0.150000% 7426M5Y73 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-07 2011-11-07 N N N 25000000.00 24993020.83 0.0020 N 24990980.00 24990980.00 Private Export Funding Corp. Private Export Funding Corp. 0.140000% 7426M5Y81 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-08 2011-11-08 N N N 20000000.00 19994711.11 0.0016 N 19992640.00 19992640.00 Private Export Funding Corp. Private Export Funding Corp. 0.130000% 7426M5Y99 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-09 2011-11-09 N N N 40000000.00 39990033.33 0.0032 N 39984988.00 39984988.00 Private Export Funding Corp. Private Export Funding Corp. 0.190000% 7426M5YF5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-15 2011-11-15 N N N 30000000.00 29988125.00 0.0024 N 29987271.00 29987271.00 Private Export Funding Corp. Private Export Funding Corp. 0.170000% 7426M5YF5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-15 2011-11-15 N N N 21000000.00 20992562.50 0.0017 N 20991089.70 20991089.70 Private Export Funding Corp. Private Export Funding Corp. 0.150000% 7426M5YN8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-22 2011-11-22 N N N 10375000.00 10371455.21 0.0008 N 10369952.56 10369952.56 Private Export Funding Corp. Private Export Funding Corp. 0.170000% 7426M5YV0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-29 2011-11-29 N N N 24200000.00 24189829.28 0.0019 N 24186690.00 24186690.00 Private Export Funding Corp. Private Export Funding Corp. 0.200000% 7426M5Z15 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 15000000.00 14992416.67 0.0012 N 14991451.50 14991451.50 Private Export Funding Corp. Private Export Funding Corp. 0.165000% 7426M5ZE7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-14 2011-12-14 N N N 20000000.00 19990466.67 0.0016 N 19986000.00 19986000.00 Procter & Gamble Co. (The) Procter & Gamble Co. (The) 0.100000% 74271UWV8 Other Commercial Paper N First Tier Security N/A N/A 2011-09-29 2011-09-29 N N N 30000000.00 29997666.67 0.0024 N 29998551.00 29998551.00 Procter & Gamble Co. (The) Procter & Gamble Co. (The) 0.120000% 74271UXB1 Other Commercial Paper N First Tier Security N/A N/A 2011-10-11 2011-10-11 N N N 38925000.00 38919809.99 0.0031 N 38921675.81 38921675.81 Procter & Gamble Co. (The) Procter & Gamble Co. (The) 0.100000% 74271UXB1 Other Commercial Paper N First Tier Security N/A N/A 2011-10-11 2011-10-11 N N N 20000000.00 19997777.78 0.0016 N 19998292.00 19998292.00 Procter & Gamble Co. (The) Procter & Gamble Co. (The) 0.100000% 74271UXH8 Other Commercial Paper N First Tier Security N/A N/A 2011-10-17 2011-10-17 N N N 29896000.00 29892179.96 0.0024 N 29892878.86 29892878.86 Procter & Gamble Co. (The) Procter & Gamble Co. (The) 0.100000% 74271UXK1 Other Commercial Paper N First Tier Security N/A N/A 2011-10-19 2011-10-19 N N N 50000000.00 49993333.33 0.0040 N 49994555.00 49994555.00 Procter & Gamble Co. (The) Procter & Gamble Co. (The) 0.115000% 74271UY38 Other Commercial Paper N First Tier Security N/A N/A 2011-11-03 2011-11-03 N N N 42500000.00 42491446.87 0.0034 N 42493727.00 42493727.00 Procter & Gamble Co. (The) Procter & Gamble Co. (The) 0.150000% 74271UY79 Other Commercial Paper N First Tier Security N/A N/A 2011-11-07 2011-11-07 N N N 15000000.00 14995812.50 0.0012 N 14997591.00 14997591.00 Procter & Gamble Co. (The) Procter & Gamble Co. (The) 0.110000% 74271UY79 Other Commercial Paper N First Tier Security N/A N/A 2011-11-07 2011-11-07 N N N 9750000.00 9748003.96 0.0008 N 9748434.15 9748434.15 Procter & Gamble Co. (The) Procter & Gamble Co. (The) 0.160000% 74271UZ29 Other Commercial Paper N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N N 25000000.00 24989777.77 0.0020 N 24993412.50 24993412.50 Procter & Gamble Co. (The) Procter & Gamble Co. (The) 0.150000% 74271UZ52 Other Commercial Paper N First Tier Security N/A N/A 2011-12-05 2011-12-05 N N N 22460000.00 22451109.58 0.0018 N 22453771.84 22453771.84 Procter & Gamble Co. (The) Procter & Gamble Co. (The) 0.165000% 74271UZC7 Other Commercial Paper N First Tier Security N/A N/A 2011-12-12 2011-12-12 N N N 16000000.00 15992520.00 0.0013 N 15995009.60 15995009.60 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 17745885.78 0.0014 N 17744795.20 17744795.20 Province of Ontario Canada Province of Ontario Canada 0.100000% 68323KWW8 Other Commercial Paper N First Tier Security N/A N/A 2011-09-30 2011-09-30 N N N 25000000.00 24997986.11 0.0020 N 24996250.00 24996250.00 Province of Ontario Canada Province of Ontario Canada 0.090000% 68323KX72 Other Commercial Paper N First Tier Security N/A N/A 2011-10-07 2011-10-07 N N N 14300000.00 14298713.00 0.0011 N 14297075.65 14297075.65 Province of Ontario Canada Province of Ontario Canada 0.100000% 68323KXE7 Other Commercial Paper N First Tier Security N/A N/A 2011-10-14 2011-10-14 N N N 48750000.00 48744177.08 0.0039 N 48737071.50 48737071.50 Province of Ontario Canada Province of Ontario Canada 0.120000% 68323KXR8 Other Commercial Paper N First Tier Security N/A N/A 2011-10-25 2011-10-25 N N N 28100000.00 28094942.00 0.0022 N 28089695.73 28089695.73 Province of Ontario Canada Province of Ontario Canada 0.090000% 68323KY71 Other Commercial Paper N First Tier Security N/A N/A 2011-11-07 2011-11-07 N N N 50000000.00 49991625.00 0.0040 N 49975350.00 49975350.00 Province of Ontario Canada Province of Ontario Canada 0.090000% 68323KYG1 Other Commercial Paper N First Tier Security N/A N/A 2011-11-16 2011-11-16 N N N 50000000.00 49990500.00 0.0040 N 49970805.00 49970805.00 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 19999041.67 0.0016 N 19999800.00 19999800.00 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 10149520.69 0.0008 N 10149898.50 10149898.50 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 19998658.33 0.0016 N 19999734.00 19999734.00 Royal Bank of Canada Royal Bank of Canada 0.130000% 78009BYM8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-21 2011-11-21 N N N 40000000.00 39988300.00 0.0032 N 39991344.00 39991344.00 Royal Bank of Canada Royal Bank of Canada 0.140000% 78009BYU0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-28 2011-11-28 N N N 9782000.00 9778652.38 0.0008 N 9779606.34 9779606.34 Royal Bank of Canada Royal Bank of Canada 0.150000% 78009BZT2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-27 2011-12-27 N N N 35000000.00 34982937.50 0.0028 N 34986346.50 34986346.50 Royal Bank of Canada Royal Bank of Canada 0.160000% 78009BZT2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-27 2011-12-27 N N N 7355000.00 7351175.40 0.0006 N 7352130.81 7352130.81 Royal Bank of Canada Royal Bank of Canada 0.290000% 78009J6R1 Certificate of Deposit N First Tier Security N/A N/A 2011-09-01 2012-07-11 N N N 90000000.00 90000000.00 0.0072 N 89979210.00 89979210.00 Royal Bank of Canada Royal Bank of Canada 0.260000% 78009J6V2 Certificate of Deposit N First Tier Security N/A N/A 2012-01-13 2012-01-13 N N N 25000000.00 25000000.00 0.0020 N 24998117.50 24998117.50 Royal Bank of Canada Royal Bank of Canada 0.320800% 78009JZB4 Certificate of Deposit N First Tier Security N/A N/A 2011-09-27 2012-01-27 N N N 40000000.00 40009897.21 0.0032 N 40015760.40 40015760.40 Sheffield Receivables Corp. Sheffield Receivables Corp. 0.155000% 82124MWD8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-13 2011-09-13 N Y Barclays Bank Plc N/A N/A N 20000000.00 19998966.67 0.0016 N 19998822.00 19998822.00 Sheffield Receivables Corp. Sheffield Receivables Corp. 0.150000% 82124MWF3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-15 2011-09-15 N Y Barclays Bank Plc N/A N/A N 15000000.00 14999125.00 0.0012 N 14998938.00 14998938.00 Sheffield Receivables Corp. Sheffield Receivables Corp. 0.190000% 82124MX54 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-05 2011-10-05 N Y Barclays Bank Plc N/A N/A N 25000000.00 24995513.89 0.0020 N 24994725.00 24994725.00 Sheffield Receivables Corp. Sheffield Receivables Corp. 0.180000% 82124MXL9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-20 2011-10-20 N Y Barclays Bank Plc N/A N/A N 10000000.00 9997550.00 0.0008 N 9996764.00 9996764.00 Sheffield Receivables Corp. Sheffield Receivables Corp. 0.200000% 82124MXM7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-21 2011-10-21 N Y Barclays Bank Plc N/A N/A N 25000000.00 24993055.55 0.0020 N 24991712.50 24991712.50 Sheffield Receivables Corp. Sheffield Receivables Corp. 0.250000% 82124MXQ8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-24 2011-10-24 N Y Barclays Bank Plc N/A N/A N 37000000.00 36986381.94 0.0029 N 36986902.00 36986902.00 Straight-A Funding LLC Straight-A Funding LLC 0.160000% 86257C6H0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-07 2011-10-07 N N N 10000000.00 9998400.00 0.0008 N 9998517.00 9998517.00 Straight-A Funding LLC Straight-A Funding LLC 0.190000% 86257EAC2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-18 2011-11-18 N N N 15000000.00 14993825.00 0.0012 N 14996938.50 14996938.50 Straight-A Funding LLC Straight-A Funding LLC 0.160000% 86257GZF3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-04 2011-10-04 N N N 9000000.00 8998680.00 0.0007 N 8998790.40 8998790.40 Straight-A Funding LLC Straight-A Funding LLC 0.160000% 86257JYY7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-04 2011-10-04 N N N 29385000.00 29380690.20 0.0023 N 29381050.66 29381050.66 Straight-A Funding LLC Straight-A Funding LLC 0.470000% 86257JYZ4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-05 2011-10-05 N N N 35000000.00 34984463.89 0.0028 N 34995110.50 34995110.50 Straight-A Funding LLC Straight-A Funding LLC 0.160000% 86257JZF7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-11 2011-10-11 N N N 45000000.00 44992000.00 0.0036 N 44992431.00 44992431.00 Straight-A Funding LLC Straight-A Funding LLC 0.140000% 86257KA87 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-20 2011-09-20 N N N 15000000.00 14998891.67 0.0012 N 14998848.00 14998848.00 Straight-A Funding LLC Straight-A Funding LLC 0.160000% 86257KB45 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-07 2011-10-07 N N N 20000000.00 19996800.00 0.0016 N 19997034.00 19997034.00 Straight-A Funding LLC Straight-A Funding LLC 0.190000% 86257KE26 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-08 2011-11-08 N N N 20000000.00 19992822.22 0.0016 N 19993138.00 19993138.00 Straight-A Funding LLC Straight-A Funding LLC 0.190000% 86257KE75 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-14 2011-11-14 N N N 12716000.00 12711033.69 0.0010 N 12711099.25 12711099.25 Straight-A Funding LLC Straight-A Funding LLC 0.160000% 86257KZA5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-02 2011-09-02 N N N 48230000.00 48229785.64 0.0038 N 48229676.86 48229676.86 Straight-A Funding LLC Straight-A Funding LLC 0.120000% 86257KZQ0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-13 2011-09-13 N N N 50000000.00 49998000.00 0.0040 N 49997700.00 49997700.00 Straight-A Funding LLC Straight-A Funding LLC 0.160000% 86257L6C1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-05 2011-10-05 N N N 13400000.00 13397975.11 0.0011 N 13398128.02 13398128.02 Straight-A Funding LLC Straight-A Funding LLC 0.160000% 86257MT91 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-26 2011-09-26 N N N 7126000.00 7125208.22 0.0006 N 7125279.56 7125279.56 Straight-A Funding LLC Straight-A Funding LLC 0.160000% 86257MU40 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 19704000.00 19701197.65 0.0016 N 19701434.54 19701434.54 Straight-A Funding LLC Straight-A Funding LLC 0.190000% 86257MY61 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-08 2011-11-08 N N N 28000000.00 27989951.11 0.0022 N 27990393.20 27990393.20 Straight-A Funding LLC Straight-A Funding LLC 0.190000% 86257MZ29 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-10 2011-11-10 N N N 22000000.00 21991872.22 0.0017 N 21992161.40 21992161.40 Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.140000% 89112Y2F9 Certificate of Deposit N First Tier Security N/A N/A 2011-09-23 2011-09-23 N N N 50000000.00 50000000.00 0.0040 N 50001915.50 50001915.50 Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.160000% 89112Y2R3 Certificate of Deposit N First Tier Security N/A N/A 2011-10-25 2011-10-25 N N N 45000000.00 45000000.00 0.0036 N 45002061.45 45002061.45 Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.240000% 89112Y2V4 Certificate of Deposit N First Tier Security N/A N/A 2011-11-28 2011-11-28 N N N 16000000.00 16000000.00 0.0013 N 16002371.36 16002371.36 Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.270000% 89112Y3Z4 Certificate of Deposit N First Tier Security N/A N/A 2011-12-09 2011-12-09 N N N 20000000.00 20000000.00 0.0016 N 20002218.20 20002218.20 Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.140000% 89112YT94 Certificate of Deposit N First Tier Security N/A N/A 2011-09-09 2011-09-09 N N N 40600000.00 40600000.00 0.0032 N 40600609.41 40600609.41 Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.170000% 89112YU68 Certificate of Deposit N First Tier Security N/A N/A 2011-10-12 2011-10-12 N N N 20000000.00 20000000.00 0.0016 N 20000932.20 20000932.20 Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.170000% 89112YZ63 Certificate of Deposit N First Tier Security N/A N/A 2011-10-19 2011-10-19 N N N 45000000.00 45000000.00 0.0036 N 45002448.45 45002448.45 Toronto-Dominion Holdings U.S.A., Inc. Toronto-Dominion Holdings U.S.A., Inc. 0.135000% 89116FWS5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-26 2011-09-26 N N N 11000000.00 10998968.75 0.0009 N 10999364.20 10999364.20 Toronto-Dominion Holdings U.S.A., Inc. Toronto-Dominion Holdings U.S.A., Inc. 0.150000% 89116FWV8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-29 2011-09-29 N N N 20000000.00 19997666.67 0.0016 N 19998712.00 19998712.00 Toronto-Dominion Holdings U.S.A., Inc. Toronto-Dominion Holdings U.S.A., Inc. 0.200000% 89116FYJ3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-18 2011-11-18 N N N 20000000.00 19991333.33 0.0016 N 19995040.00 19995040.00 Toronto-Dominion Holdings U.S.A., Inc. Toronto-Dominion Holdings U.S.A., Inc. 0.200000% 89116FYP9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-23 2011-11-23 N N N 15000000.00 14993083.33 0.0012 N 14995939.50 14995939.50 Toronto-Dominion Holdings U.S.A., Inc. Toronto-Dominion Holdings U.S.A., Inc. 0.210000% 89116FZL7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-20 2011-12-20 N N N 10000000.00 9993583.33 0.0008 N 9995868.00 9995868.00 U.S. Bank NA U.S. Bank NA 0.350000% 9033A0BE9 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-14 2012-02-14 N N N 22000000.00 21964494.44 0.0017 N 21949991.80 21949991.80 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 19997005.56 0.0016 N 19999640.00 19999640.00 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 17198454.87 0.0014 N 17199690.40 17199690.40 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 16637485.97 0.0013 N 16639700.48 16639700.48 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 78983863.15 0.0063 N 78995813.00 78995813.00 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 29993840.00 0.0024 N 29998410.00 29998410.00 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 24995134.03 0.0020 N 24998675.00 24998675.00 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 15317054.50 0.0012 N 15324187.78 15324187.78 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 9996053.75 0.0008 N 9999470.00 9999470.00 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 4859038.46 0.0004 N 4859742.42 4859742.42 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 4629108.73 0.0004 N 4629754.61 4629754.61 U.S. Treasury Bill U.S. Treasury Bill 0.050000% 9127952Y6 Treasury Debt N First Tier Security N/A N/A 2012-01-12 2012-01-12 N N N 3250000.00 3249399.66 0.0003 N 3249701.00 3249701.00 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 30000000.00 0.0024 N 30000000.00 30000000.00 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 22000000.00 0.0018 N 22000000.00 22000000.00 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 34998128.47 0.0028 N 34999580.00 34999580.00 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 24998104.17 0.0020 N 24999650.00 24999650.00 U.S. Treasury Bill U.S. Treasury Bill 0.025000% 9127953P4 Treasury Debt N First Tier Security N/A N/A 2011-10-13 2011-10-13 N N N 22800000.00 22799335.00 0.0018 N 22799680.80 22799680.80 U.S. Treasury Bill U.S. Treasury Bill 0.027500% 9127953P4 Treasury Debt N First Tier Security N/A N/A 2011-10-13 2011-10-13 N N N 21700000.00 21699303.79 0.0017 N 21699696.20 21699696.20 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 16597927.77 0.0013 N 16599767.60 16599767.60 U.S. Treasury Bill U.S. Treasury Bill 0.085000% 9127953T6 Treasury Debt N First Tier Security N/A N/A 2011-11-10 2011-11-10 N N N 25000000.00 24995868.05 0.0020 N 24998775.00 24998775.00 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 22666032.75 0.0018 N 22668889.17 22668889.17 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 9998541.67 0.0008 N 9999510.00 9999510.00 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 27063768.26 0.0022 N 27068402.87 27068402.87 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 17785967.60 0.0014 N 17788950.39 17788950.39 U.S. Treasury Bill U.S. Treasury Bill 0.105000% 9127953U3 Treasury Debt N First Tier Security N/A N/A 2011-11-25 2011-11-25 N N N 14000000.00 13996529.17 0.0011 N 13999174.00 13999174.00 U.S. Treasury Bill U.S. Treasury Bill 0.085000% 9127953V1 Treasury Debt N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 17000000.00 16996347.36 0.0014 N 16999269.00 16999269.00 U.S. Treasury Bill U.S. Treasury Bill 0.095000% 9127953V1 Treasury Debt N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 16910000.00 16905939.25 0.0013 N 16909272.87 16909272.87 U.S. Treasury Bill U.S. Treasury Bill 0.100000% 9127953V1 Treasury Debt N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 10800000.00 10797270.00 0.0009 N 10799535.60 10799535.60 U.S. Treasury Bill U.S. Treasury Bill 0.065000% 9127953X7 Treasury Debt N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N N 9750000.00 9748274.79 0.0008 N 9749610.00 9749610.00 U.S. Treasury Bill U.S. Treasury Bill 0.077500% 9127953Y5 Treasury Debt N First Tier Security N/A N/A 2011-12-22 2011-12-22 N N N 25000000.00 24993972.22 0.0020 N 24998825.00 24998825.00 U.S. Treasury Bill U.S. Treasury Bill 0.105100% 9127953Z2 Treasury Debt N First Tier Security N/A N/A 2011-12-29 2011-12-29 N N N 20000000.00 19993058.33 0.0016 N 19999000.00 19999000.00 U.S. Treasury Bill U.S. Treasury Bill 0.099500% 9127953Z2 Treasury Debt N First Tier Security N/A N/A 2011-12-29 2011-12-29 N N N 5000000.00 4998355.49 0.0004 N 4999750.00 4999750.00 U.S. Treasury Note U.S. Treasury Note 1.125000% 912828KA7 Treasury Debt N First Tier Security N/A N/A 2011-12-15 2011-12-15 N N N 121815000.00 122133428.47 0.0097 N 122195671.88 122195671.88 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 52025000.00 52212629.83 0.0042 N 52232267.60 52232267.60 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 61320000.00 61635865.66 0.0049 N 61686509.64 61686509.64 U.S. Treasury Note U.S. Treasury Note 1.375000% 912828KG4 Treasury Debt N First Tier Security N/A N/A 2012-03-15 2012-03-15 N N N 4600000.00 4630355.91 0.0004 N 4632163.20 4632163.20 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 149398443.46 0.0119 N 149428042.59 149428042.59 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 101713918.22 0.0081 N 101725424.30 101725424.30 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 104685000.00 104961793.41 0.0084 N 105040719.63 105040719.63 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 158463365.59 0.0126 N 158523194.71 158523194.71 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 100085000.00 100436880.53 0.0080 N 100487341.70 100487341.70 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 7025000.00 7056838.16 0.0006 N 7062583.75 7062583.75 U.S. Treasury Note U.S. Treasury Note 1.000000% 912828NB2 Treasury Debt N First Tier Security N/A N/A 2012-04-30 2012-04-30 N N N 93205000.00 93727506.45 0.0075 N 93768890.25 93768890.25 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 70000000.00 70263980.93 0.0056 N 70338800.00 70338800.00 U.S. Treasury Note U.S. Treasury Note 0.625000% 912828NS5 Treasury Debt N First Tier Security N/A N/A 2012-06-30 2012-06-30 N N N 77125000.00 77463308.59 0.0062 N 77450467.50 77450467.50 United Parcel Service, Inc. United Parcel Service, Inc. 0.100000% 9113A3W18 Other Commercial Paper N First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 6000000.00 6000000.00 0.0005 N 5999989.80 5999989.80 Variable Funding Capital Co. LLC Variable Funding Capital Co. LLC 0.150000% 92217MWC7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-12 2011-09-12 N Y Wells Fargo Bank NA N/A N/A N 30715000.00 30713592.23 0.0024 N 30713473.46 30713473.46 Variable Funding Capital Co. LLC Variable Funding Capital Co. LLC 0.150000% 92217MWD5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-13 2011-09-13 N Y Wells Fargo Bank NA N/A N/A N 50000000.00 49997500.00 0.0040 N 49997240.00 49997240.00 Variable Funding Capital Co. LLC Variable Funding Capital Co. LLC 0.150000% 92217MWG8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-16 2011-09-16 N Y Wells Fargo Bank NA N/A N/A N 45500000.00 45497156.25 0.0036 N 45496664.85 45496664.85 Variable Funding Capital Co. LLC Variable Funding Capital Co. LLC 0.170000% 92217MX36 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-03 2011-10-03 N Y Wells Fargo Bank NA N/A N/A N 50000000.00 49992444.44 0.0040 N 49990650.00 49990650.00 Variable Funding Capital Co. LLC Variable Funding Capital Co. LLC 0.170000% 92217MXL6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-20 2011-10-20 N Y Wells Fargo Bank NA N/A N/A N 69000000.00 68984034.17 0.0055 N 68978630.70 68978630.70 Variable Funding Capital Co. LLC Variable Funding Capital Co. LLC 0.170000% 92217MXR3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-25 2011-10-25 N Y Wells Fargo Bank NA N/A N/A N 25000000.00 24993625.00 0.0020 N 24991330.00 24991330.00 Variable Funding Capital Co. LLC Variable Funding Capital Co. LLC 0.200000% 92217MXR3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-25 2011-10-25 N Y Wells Fargo Bank NA N/A N/A N 25000000.00 24992500.00 0.0020 N 24991330.00 24991330.00 Variable Funding Capital Co. LLC Variable Funding Capital Co. LLC 0.180000% 92217MXS1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-26 2011-10-26 N Y Wells Fargo Bank NA N/A N/A N 34500000.00 34490512.50 0.0027 N 34487818.05 34487818.05 Wal-Mart Stores, Inc. Wal-Mart Stores, Inc. 0.075000% 93114FW83 Other Commercial Paper N First Tier Security N/A N/A 2011-09-08 2011-09-08 N N N 30000000.00 29999562.50 0.0024 N 29999601.00 29999601.00 Wal-Mart Stores, Inc. Wal-Mart Stores, Inc. 0.065000% 93114FWP5 Other Commercial Paper N First Tier Security N/A N/A 2011-09-23 2011-09-23 N N N 30000000.00 29998808.33 0.0024 N 29998851.00 29998851.00 Westpac Banking Corp. Westpac Banking Corp. 0.300000% 9612C0A33 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 25000000.00 24974166.66 0.0020 N 24987587.50 24987587.50 Westpac Banking Corp. Westpac Banking Corp. 0.350000% 9612C0AB5 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-11 2012-01-11 N N N 30000000.00 29961500.00 0.0024 N 29983485.00 29983485.00 Westpac Banking Corp. Westpac Banking Corp. 0.375000% 9612C0BA6 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-10 2012-02-10 N N N 10000000.00 9983125.00 0.0008 N 9992167.00 9992167.00 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 31744074.10 0.0025 N 31744577.79 31744577.79 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 9099469.17 0.0007 N 9099858.04 9099858.04 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 5799436.11 0.0005 N 5799806.86 5799806.86 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 7998055.56 0.0006 N 7999088.00 7999088.00 Westpac Banking Corp. Westpac Banking Corp. 0.270000% 9612C1Z83 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N N 16870000.00 16857600.55 0.0013 N 16862624.44 16862624.44 Westpac Banking Corp. Westpac Banking Corp. 0.275000% 9612C1Z83 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N N 13130000.00 13120170.73 0.0010 N 13124259.56 13124259.56