0001145549-11-010570.txt : 20111128 0001145549-11-010570.hdr.sgml : 20111128 20111007112154 ACCESSION NUMBER: 0001145549-11-010570 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110930 FILED AS OF DATE: 20111007 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: 111131228 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 2011-09-30 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 56 104 12507474340.78 5390131.21 775946.28 12512088525.71 0.0015 25.5332 2011-09-30 25.5332 2011-09-30 C000013874 1.00 12512088525.71 25.53 -54880462.89 420844014.94 475724477.83 0.0000 25.5332 2011-09-30 25.5332 2011-09-30 Abbott Laboratories Abbott Laboratories 0.050000% 00282DX47 Other Commercial Paper N First Tier Security N/A N/A 2011-10-04 2011-10-04 N N N 18550000.00 18549922.71 0.0015 N 18549875.72 18549875.72 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 4438463.88 0.0004 N 4439120.88 4439120.88 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 0.270000% 05253CZM1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-21 2011-12-21 N N N 15000000.00 14990887.50 0.0012 N 14993200.50 14993200.50 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 49991111.11 0.0040 N 49994410.00 49994410.00 Bank of Montreal Bank of Montreal 0.140000% 06367KZ10 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 25000000.00 24994069.45 0.0020 N 24994360.00 24994360.00 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 14999587.50 0.0012 N 14999824.50 14999824.50 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 12499392.36 0.0010 N 12499771.25 12499771.25 Bank of Nova Scotia Bank of Nova Scotia 0.270000% 06416KZ29 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N N 10000000.00 9995350.00 0.0008 N 9997725.00 9997725.00 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 9993544.44 0.0008 N 9995333.00 9995333.00 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 24999375.00 24999375.00 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 42998757.30 42998757.30 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 49998500.00 49998500.00 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 49997080.00 49997080.00 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 49997080.00 49997080.00 Bank of Nova Scotia Bank of Nova Scotia 0.280000% 06417EDJ9 Certificate of Deposit N First Tier Security N/A N/A 2011-10-03 2012-02-17 N N N 30000000.00 30000000.00 0.0024 N 29978814.00 29978814.00 Bank of Nova Scotia Bank of Nova Scotia 0.280000% 06417EEV1 Certificate of Deposit N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N N 19000000.00 19000000.00 0.0015 N 18997524.30 18997524.30 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 25001505.25 25001505.25 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 10000429.03 0.0008 N 10001772.10 10001772.10 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 24999680.55 0.0020 N 24999730.00 24999730.00 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 50002165.50 50002165.50 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.320000% 13606X5P9 Certificate of Deposit N First Tier Security N/A N/A 2012-03-08 2012-03-08 N N N 50000000.00 50000000.00 0.0040 N 49990600.00 49990600.00 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 49999416.67 0.0040 N 49999110.00 49999110.00 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.170000% 19121AA50 Other Commercial Paper N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N N 12675000.00 12669254.00 0.0010 N 12670390.10 12670390.10 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 39980355.56 0.0032 N 39983668.00 39983668.00 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.160000% 19121AAH4 Other Commercial Paper N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N N 4393000.00 4390891.36 0.0004 N 4391097.83 4391097.83 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 10743335.00 0.0009 N 10744289.60 10744289.60 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.200000% 19121AC58 Other Commercial Paper N First Tier Security N/A N/A 2012-03-05 2012-03-05 N N N 19530000.00 19513074.00 0.0016 N 19515094.70 19515094.70 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 14999818.75 0.0012 N 14999850.00 14999850.00 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 4769212.95 0.0004 N 4769572.13 4769572.13 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.100000% 19121BY45 Other Commercial Paper N First Tier Security N/A N/A 2011-11-04 2011-11-04 N N N 7340000.00 7339306.78 0.0006 N 7339307.84 7339307.84 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 14997995.83 0.0012 N 14998401.00 14998401.00 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 19996833.33 0.0016 N 19997790.00 19997790.00 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 14997583.33 0.0012 N 14998206.00 14998206.00 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.100000% 19121BYE3 Other Commercial Paper N First Tier Security N/A N/A 2011-11-14 2011-11-14 N N N 10000000.00 9998777.78 0.0008 N 9998625.00 9998625.00 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 19996750.00 0.0016 N 19997188.00 19997188.00 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.100000% 19121BYV5 Other Commercial Paper N First Tier Security N/A N/A 2011-11-29 2011-11-29 N N N 10200000.00 10198328.33 0.0008 N 10198130.34 10198130.34 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 49986041.67 0.0040 N 49989140.00 49989140.00 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.130000% 19121BZ93 Other Commercial Paper N First Tier Security N/A N/A 2011-12-09 2011-12-09 N N N 10000000.00 9997508.34 0.0008 N 9997725.00 9997725.00 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.130000% 19121BZC6 Other Commercial Paper N First Tier Security N/A N/A 2011-12-12 2011-12-12 N N N 10000000.00 9997400.00 0.0008 N 9997587.00 9997587.00 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 9997161.11 0.0008 N 9997554.00 9997554.00 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.120000% 19121BZL6 Other Commercial Paper N First Tier Security N/A N/A 2011-12-20 2011-12-20 N N N 25000000.00 24993333.33 0.0020 N 24993025.00 24993025.00 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.125000% 19121BZL6 Other Commercial Paper N First Tier Security N/A N/A 2011-12-20 2011-12-20 N N N 9350000.00 9347402.78 0.0007 N 9347391.35 9347391.35 Colgate-Palmolive Co. Colgate-Palmolive Co. 0.030000% 19416FXM1 Other Commercial Paper N First Tier Security N/A N/A 2011-10-21 2011-10-21 N N N 30000000.00 29999500.00 0.0024 N 29998950.00 29998950.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.390000% 20272DBP4 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-23 2012-02-23 N N N 4860000.00 4852365.75 0.0004 N 4851958.16 4851958.16 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 19998663.89 0.0016 N 19998820.00 19998820.00 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 11959352.17 0.0010 N 11959294.36 11959294.36 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 39991688.89 0.0032 N 39992740.00 39992740.00 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 19991300.00 0.0016 N 19992582.00 19992582.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.275000% 20272EZ27 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N N 20000000.00 19990527.78 0.0016 N 19991810.00 19991810.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.275000% 20272EZ68 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N N 30000000.00 29984875.00 0.0024 N 29986656.00 29986656.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.275000% 20272EZ76 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N N 10000000.00 9994881.94 0.0008 N 9995448.00 9995448.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.280000% 20272EZ76 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N N 1960000.00 1958978.62 0.0002 N 1959107.81 1959107.81 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.275000% 20272EZ92 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-09 2011-12-09 N N N 16417000.00 16408346.87 0.0013 N 16409242.97 16409242.97 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 26598699.56 0.0021 N 26598491.78 26598491.78 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 24998416.67 0.0020 N 24998465.00 24998465.00 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 14998583.33 0.0012 N 14998650.00 14998650.00 Fairway Finance Corp. Fairway Finance Corp. 0.170000% 30601WXR5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-25 2011-10-25 N Y Bank of Montreal N/A N/A N 27236000.00 27232913.25 0.0022 N 27232407.57 27232407.57 Fairway Finance Corp. Fairway Finance Corp. 0.170000% 30601WXU8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-28 2011-10-28 N Y Bank of Montreal N/A N/A N 35675000.00 35670451.44 0.0029 N 35669727.24 35669727.24 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 12897778.33 0.0010 N 12897776.04 12897776.04 Fairway Finance Corp. Fairway Finance Corp. 0.190000% 30601WYE3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-14 2011-11-14 N Y Bank of Montreal N/A N/A N 7095000.00 7093352.38 0.0006 N 7093048.88 7093048.88 Fairway Finance Corp. Fairway Finance Corp. 0.190000% 30601WYN3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-22 2011-11-22 N Y Bank of Montreal N/A N/A N 15000000.00 14995883.34 0.0012 N 14994898.50 14994898.50 Fairway Finance Corp. Fairway Finance Corp. 0.230000% 30601WZ77 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-07 2011-12-07 N Y Bank of Montreal N/A N/A N 22018000.00 22008575.07 0.0018 N 22007228.79 22007228.79 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 24999722.22 0.0020 N 24999895.00 24999895.00 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 24999666.67 0.0020 N 24999860.00 24999860.00 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 30699232.50 0.0025 N 30699745.19 30699745.19 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 35748510.42 0.0029 N 35749453.03 35749453.03 Falcon Asset Securitization Co. LLC Falcon Asset Securitization Co. 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2013-09-23 N N N 100000000.00 99992005.28 0.0080 N 99897300.00 99897300.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.235000% 31331YW55 Government Agency Debt N First Tier Security N/A N/A 2011-10-12 2013-06-12 N N N 25050000.00 25054437.43 0.0020 N 25046643.30 25046643.30 Federal Home Loan Bank Federal Home Loan Bank 0.160000% 313372EV2 Government Agency Debt N First Tier Security N/A N/A 2011-10-03 2012-01-13 N N N 170000000.00 170004020.45 0.0136 N 169969570.00 169969570.00 Federal Home Loan Bank Federal Home Loan Bank 0.145000% 313374L24 Government Agency Debt N First Tier Security N/A N/A 2011-10-03 2012-07-02 N N N 45000000.00 45000000.00 0.0036 N 44963505.00 44963505.00 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313374TH3 Government Agency Debt N First Tier Security N/A N/A 2011-10-03 2012-07-20 N N N 50000000.00 50000000.00 0.0040 N 49957950.00 49957950.00 Federal Home Loan Bank Federal Home Loan Bank 0.270000% 313375F77 Government Agency Debt N First Tier 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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 19999866.67 0.0016 N 19999760.00 19999760.00 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 49997916.67 0.0040 N 49999350.00 49999350.00 Federal Home Loan Bank Federal Home Loan Bank 0.011000% 313384NL9 Government Agency Debt N First Tier Security N/A N/A 2011-10-26 2011-10-26 N N N 9015000.00 9014931.13 0.0007 N 9014882.81 9014882.81 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 2199946.53 0.0002 N 2199971.40 2199971.40 Federal Home Loan Bank Federal Home Loan Bank 0.015000% 313384NN5 Government Agency Debt N First Tier Security N/A N/A 2011-10-28 2011-10-28 N N N 50000000.00 49999437.50 0.0040 N 49999300.00 49999300.00 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384NT2 Government Agency Debt N First Tier Security N/A N/A 2011-11-02 2011-11-02 N N N 20000000.00 19999466.66 0.0016 N 19999660.00 19999660.00 Federal Home Loan Bank Federal Home Loan Bank 0.011000% 313384NU9 Government Agency Debt N First Tier Security N/A N/A 2011-11-03 2011-11-03 N N N 5000000.00 4999949.59 0.0004 N 4999915.00 4999915.00 Federal Home Loan Bank Federal Home Loan Bank 0.025000% 313384NV7 Government Agency Debt N First Tier Security N/A N/A 2011-11-04 2011-11-04 N N N 12585000.00 12584702.86 0.0010 N 12584773.47 12584773.47 Federal Home Loan Bank Federal Home Loan Bank 0.040000% 313384PF0 Government Agency Debt N First Tier Security N/A N/A 2011-11-14 2011-11-14 N N N 4000000.00 3999804.44 0.0003 N 3999908.00 3999908.00 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384PH6 Government Agency Debt N First Tier Security N/A N/A 2011-11-16 2011-11-16 N N N 22500000.00 22499137.50 0.0018 N 22499460.00 22499460.00 Federal Home Loan Bank Federal Home Loan Bank 0.025000% 313384PH6 Government Agency Debt N First Tier Security N/A N/A 2011-11-16 2011-11-16 N N N 21800000.00 21799303.61 0.0017 N 21799476.80 21799476.80 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384PK9 Government Agency Debt N First Tier Security N/A N/A 2011-11-18 2011-11-18 N N N 87000000.00 86996520.00 0.0070 N 86997738.00 86997738.00 Federal Home Loan Bank Federal Home Loan Bank 0.015000% 313384PK9 Government Agency Debt N First Tier Security N/A N/A 2011-11-18 2011-11-18 N N N 17500000.00 17499650.00 0.0014 N 17499545.00 17499545.00 Federal Home Loan Bank Federal Home Loan Bank 0.010000% 313384PK9 Government Agency Debt N First Tier Security N/A N/A 2011-11-18 2011-11-18 N N N 6500000.00 6499913.33 0.0005 N 6499831.00 6499831.00 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 49997423.61 0.0040 N 49998600.00 49998600.00 Federal Home Loan Bank Federal Home Loan Bank 0.025000% 313384PQ6 Government Agency Debt N First Tier Security N/A N/A 2011-11-23 2011-11-23 N N N 4463000.00 4462835.73 0.0004 N 4462875.04 4462875.04 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 2950000.00 2949695.99 0.0002 N 2949917.40 2949917.40 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 49989527.78 0.0040 N 49998450.00 49998450.00 Federal Home Loan Bank Federal Home Loan Bank 0.020000% 313384PZ6 Government Agency Debt N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N N 26700000.00 26699080.34 0.0021 N 26699118.90 26699118.90 Federal Home Loan Bank Federal Home Loan Bank 0.040000% 313384PZ6 Government Agency Debt N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N N 5000000.00 4999655.56 0.0004 N 4999835.00 4999835.00 Federal Home Loan Bank Federal Home Loan Bank 0.040000% 313384QE2 Government Agency Debt N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N N 17715000.00 17713681.22 0.0014 N 17714362.26 17714362.26 Federal Home Loan Bank Federal Home Loan Bank 0.022500% 313384QG7 Government Agency Debt N First Tier Security N/A N/A 2011-12-09 2011-12-09 N N N 55650000.00 55647600.09 0.0044 N 55647940.95 55647940.95 Federal Home Loan Bank Federal Home Loan Bank 0.040000% 313384QG7 Government Agency Debt N First Tier Security N/A N/A 2011-12-09 2011-12-09 N N N 15519000.00 15517810.21 0.0012 N 15518425.80 15518425.80 Federal Home Loan Bank Federal Home Loan Bank 0.045000% 313384QM4 Government Agency Debt N First Tier Security N/A N/A 2011-12-14 2011-12-14 N N N 20000000.00 19998150.00 0.0016 N 19999200.00 19999200.00 Federal Home Loan Bank Federal Home Loan Bank 0.040000% 313384QP7 Government Agency Debt N First Tier Security N/A N/A 2011-12-16 2011-12-16 N N N 16210000.00 16208631.15 0.0013 N 16209335.39 16209335.39 Federal Home Loan Bank Federal Home Loan Bank 0.020000% 313384QU6 Government Agency Debt N First Tier Security N/A N/A 2011-12-21 2011-12-21 N N N 22000000.00 21999010.00 0.0018 N 21999032.00 21999032.00 Federal Home Loan Bank Federal Home Loan Bank 0.024300% 313384QW2 Government Agency Debt N First Tier Security N/A N/A 2011-12-23 2011-12-23 N N N 26225000.00 26223533.77 0.0021 N 26223819.88 26223819.88 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384QW2 Government Agency Debt N First Tier Security N/A N/A 2011-12-23 2011-12-23 N N N 26200000.00 26198187.83 0.0021 N 26198821.00 26198821.00 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 4298841.39 0.0003 N 4299772.10 4299772.10 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 313384SQ3 Government Agency Debt N First Tier Security N/A N/A 2012-02-03 2012-02-03 N N N 2205000.00 2204234.38 0.0002 N 2204850.06 2204850.06 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 14674540.36 0.0012 N 14679942.97 14679942.97 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 13464028.30 0.0011 N 13468316.25 13468316.25 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.070000% 3128X9MQ0 Government Agency Debt N First Tier Security N/A N/A 2011-10-03 2011-11-09 N N N 151500000.00 151487981.60 0.0121 N 151478790.00 151478790.00 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 12759936.20 0.0010 N 12759987.24 12759987.24 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 49999305.56 0.0040 N 49999900.00 49999900.00 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 12999900.69 0.0010 N 12999974.00 12999974.00 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 12439930.89 0.0010 N 12439975.12 12439975.12 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 3599925.00 0.0003 N 3599985.60 3599985.60 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 19999755.56 0.0016 N 19999900.00 19999900.00 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 9999786.11 0.0008 N 9999950.00 9999950.00 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 49999000.00 0.0040 N 49999600.00 49999600.00 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 12774687.72 0.0010 N 12774897.80 12774897.80 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 5399821.50 0.0004 N 5399956.80 5399956.80 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 4999858.33 0.0004 N 4999960.00 4999960.00 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 11519596.80 0.0009 N 11519896.32 11519896.32 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.011000% 313396NE9 Government Agency Debt N First Tier Security N/A N/A 2011-10-20 2011-10-20 N N N 26000000.00 25999849.06 0.0021 N 25999766.00 25999766.00 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 13999556.67 0.0011 N 13999874.00 13999874.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.011000% 313396NR0 Government Agency Debt N First Tier Security N/A N/A 2011-10-31 2011-10-31 N N N 3024000.00 3023972.28 0.0002 N 3023951.62 3023951.62 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 29998666.67 0.0024 N 29999490.00 29999490.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.011000% 313396NT6 Government Agency Debt N First Tier Security N/A N/A 2011-11-02 2011-11-02 N N N 17082000.00 17081832.98 0.0014 N 17081709.61 17081709.61 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.015000% 313396NT6 Government Agency Debt N First Tier Security N/A N/A 2011-11-02 2011-11-02 N N N 12740000.00 12739830.13 0.0010 N 12739783.42 12739783.42 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.030000% 313396NT6 Government Agency Debt N First Tier Security N/A N/A 2011-11-02 2011-11-02 N N N 9000000.00 8999760.00 0.0007 N 8999847.00 8999847.00 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 6299888.00 0.0005 N 6299892.90 6299892.90 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 4099781.33 0.0003 N 4099930.30 4099930.30 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 2499315.28 0.0002 N 2499955.00 2499955.00 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 1942853.20 0.0002 N 1942965.03 1942965.03 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 14547252.39 0.0012 N 14547723.59 14547723.59 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 49996027.78 0.0040 N 49998850.00 49998850.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.040000% 313396PF4 Government Agency Debt N First Tier Security N/A N/A 2011-11-14 2011-11-14 N N N 40000000.00 39998044.44 0.0032 N 39999080.00 39999080.00 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 19274293.25 0.0015 N 19274556.68 19274556.68 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.030000% 313396PG2 Government Agency Debt N First Tier Security N/A N/A 2011-11-15 2011-11-15 N N N 6300000.00 6299763.75 0.0005 N 6299848.80 6299848.80 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 56397148.66 0.0045 N 56398420.80 56398420.80 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.025000% 313396PP2 Government Agency Debt N First Tier Security N/A N/A 2011-11-22 2011-11-22 N N N 24600000.00 24599111.67 0.0020 N 24599311.20 24599311.20 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 49997951.39 0.0040 N 49998400.00 49998400.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.040000% 313396PY3 Government Agency Debt N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 11136000.00 11135245.22 0.0009 N 11135632.51 11135632.51 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.045000% 313396QC0 Government Agency Debt N First Tier Security N/A N/A 2011-12-05 2011-12-05 N N N 68100000.00 68094466.88 0.0054 N 68097616.50 68097616.50 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.040000% 313396QC0 Government Agency Debt N First Tier Security N/A N/A 2011-12-05 2011-12-05 N N N 21030000.00 21028481.16 0.0017 N 21029263.95 21029263.95 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 19807853.92 0.0016 N 19809306.65 19809306.65 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 8998380.00 0.0007 N 8999649.00 8999649.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.040000% 313396QT3 Government Agency Debt N First Tier Security N/A N/A 2011-12-20 2011-12-20 N N N 40000000.00 39996444.44 0.0032 N 39998280.00 39998280.00 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 26994600.00 0.0022 N 26998839.00 26998839.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.045000% 313396QT3 Government Agency Debt N First Tier Security N/A N/A 2011-12-20 2011-12-20 N N N 8675000.00 8674132.50 0.0007 N 8674626.98 8674626.98 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 13995905.00 0.0011 N 13999384.00 13999384.00 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 9997862.50 0.0008 N 9999560.00 9999560.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.030000% 313396RA3 Government Agency Debt N First Tier Security N/A N/A 2011-12-27 2011-12-27 N N N 40000000.00 39997100.00 0.0032 N 39998120.00 39998120.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.025000% 313396RA3 Government Agency Debt N First Tier Security N/A N/A 2011-12-27 2011-12-27 N N N 20000000.00 19998791.67 0.0016 N 19999060.00 19999060.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.040000% 313396RA3 Government Agency Debt N First Tier Security N/A N/A 2011-12-27 2011-12-27 N N N 17637000.00 17635295.09 0.0014 N 17636171.06 17636171.06 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 24995111.11 0.0020 N 24998800.00 24998800.00 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 14997983.33 0.0012 N 14999280.00 14999280.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.080000% 313396RQ8 Government Agency Debt N First Tier Security N/A N/A 2012-01-10 2012-01-10 N N N 4444000.00 4443002.57 0.0004 N 4443755.58 4443755.58 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 49979833.34 0.0040 N 49996700.00 49996700.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.100000% 313396SU8 Government Agency Debt N First Tier Security N/A N/A 2012-02-07 2012-02-07 N N N 16000000.00 15994266.67 0.0013 N 15998864.00 15998864.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.110000% 313396TA1 Government Agency Debt N First Tier Security N/A N/A 2012-02-13 2012-02-13 N N N 9150000.00 9146225.63 0.0007 N 9149322.90 9149322.90 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.050000% 313396TB9 Government Agency Debt N First Tier Security N/A N/A 2012-02-14 2012-02-14 N N N 10000000.00 9998111.11 0.0008 N 9999260.00 9999260.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.100000% 313396TJ2 Government Agency Debt N First Tier Security N/A N/A 2012-02-21 2012-02-21 N N N 9615000.00 9611180.71 0.0008 N 9614250.03 9614250.03 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.100000% 313396TL7 Government Agency Debt N First Tier Security N/A N/A 2012-02-23 2012-02-23 N N N 43500000.00 43482479.17 0.0035 N 43496563.50 43496563.50 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.110000% 313396TX1 Government Agency Debt N First Tier Security N/A N/A 2012-03-05 2012-03-05 N N N 30000000.00 29985700.00 0.0024 N 29996160.00 29996160.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.080000% 313396UG6 Government Agency Debt N First Tier Security N/A N/A 2012-03-14 2012-03-14 N N N 7950000.00 7947085.00 0.0006 N 7948918.80 7948918.80 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.085000% 313396UM3 Government Agency Debt N First Tier Security N/A N/A 2012-03-19 2012-03-19 N N N 50000000.00 49979930.55 0.0040 N 49993000.00 49993000.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.090000% 313396UM3 Government Agency Debt N First Tier Security N/A N/A 2012-03-19 2012-03-19 N N N 14810000.00 14803705.75 0.0012 N 14807926.60 14807926.60 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.085000% 313396UU5 Government Agency Debt N First Tier Security N/A N/A 2012-03-26 2012-03-26 N N N 25000000.00 24989552.08 0.0020 N 24996350.00 24996350.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.115000% 313396UV3 Government Agency Debt N First Tier Security N/A N/A 2012-03-27 2012-03-27 N N N 10375000.00 10369100.66 0.0008 N 10373474.88 10373474.88 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.160000% 313396WZ2 Government Agency Debt N First Tier Security N/A N/A 2012-05-18 2012-05-18 N N N 6800000.00 6793048.89 0.0005 N 6797844.40 6797844.40 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.220000% 3134G1DL5 Government Agency Debt N First Tier Security N/A N/A 2011-10-03 2011-11-07 N N N 27400000.00 27401546.83 0.0022 N 27400027.40 27400027.40 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.240000% 3134G1LW2 Government Agency Debt N First Tier Security N/A N/A 2011-10-03 2012-01-09 N N N 100000000.00 100020798.98 0.0080 N 100003800.00 100003800.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.171500% 3134G2DM1 Government Agency Debt N First Tier Security N/A N/A 2011-10-04 2013-02-04 N N N 144500000.00 144427673.21 0.0115 N 144407953.50 144407953.50 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.171800% 3134G2GS5 Government Agency Debt N First Tier Security N/A N/A 2011-10-06 2013-05-06 N N N 22070000.00 22052224.59 0.0018 N 22082579.90 22082579.90 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 20204927.04 0.0016 N 20205000.00 20205000.00 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 19999888.89 0.0016 N 20000000.00 20000000.00 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 6999982.50 0.0006 N 7000000.00 7000000.00 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 3702989.71 0.0003 N 3703000.00 3703000.00 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 6589972.54 0.0005 N 6589993.41 6589993.41 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 5599972.00 0.0004 N 5599994.40 5599994.40 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 4799960.00 0.0004 N 4799995.20 4799995.20 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 19399865.28 0.0016 N 19399961.20 19399961.20 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 1409980.42 0.0001 N 1409994.36 1409994.36 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 49999312.50 0.0040 N 49999750.00 49999750.00 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 39099402.64 0.0031 N 39099804.50 39099804.50 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 16554645.91 0.0013 N 16554917.23 16554917.23 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 9199708.67 0.0007 N 9199917.20 9199917.20 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 49998333.33 0.0040 N 49999500.00 49999500.00 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 6899779.58 0.0006 N 6899917.20 6899917.20 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 2734938.84 0.0002 N 2734967.18 2734967.18 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 19998333.33 0.0016 N 19999740.00 19999740.00 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 6696534.93 0.0005 N 6696912.94 6696912.94 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.015000% 313588NN1 Government Agency Debt N First Tier Security N/A N/A 2011-10-28 2011-10-28 N N N 2610000.00 2609970.64 0.0002 N 2609963.46 2609963.46 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 28898715.55 0.0023 N 28899508.70 28899508.70 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 106980383.33 0.0086 N 106998181.00 106998181.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.025000% 313588NY7 Government Agency Debt N First Tier Security N/A N/A 2011-11-07 2011-11-07 N N N 32560000.00 32559163.39 0.0026 N 32559381.36 32559381.36 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 3999794.44 0.0003 N 3999924.00 3999924.00 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 6499155.00 0.0005 N 6499863.50 6499863.50 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.030000% 313588PB5 Government Agency Debt N First Tier Security N/A N/A 2011-11-10 2011-11-10 N N N 36260000.00 36258791.33 0.0029 N 36259238.54 36259238.54 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 5099631.67 0.0004 N 5099892.90 5099892.90 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.011000% 313588PF6 Government Agency Debt N First Tier Security N/A N/A 2011-11-14 2011-11-14 N N N 14300000.00 14299807.74 0.0011 N 14299671.10 14299671.10 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 39996677.78 0.0032 N 39999040.00 39999040.00 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 37196672.66 0.0030 N 37199107.20 37199107.20 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 7299253.78 0.0006 N 7299824.80 7299824.80 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 3399566.50 0.0003 N 3399908.20 3399908.20 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 33358035.46 0.0027 N 33359065.92 33359065.92 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 15192651.10 0.0012 N 15194574.54 15194574.54 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 5715355.36 0.0005 N 5715822.80 5715822.80 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.035000% 313588PY5 Government Agency Debt N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 15000000.00 14999110.41 0.0012 N 14999505.00 14999505.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.015000% 313588PY5 Government Agency Debt N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 2925000.00 2924925.65 0.0002 N 2924903.48 2924903.48 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.020000% 313588PZ2 Government Agency Debt N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N N 13850000.00 13849522.94 0.0011 N 13849542.95 13849542.95 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 5999025.00 0.0005 N 5999790.00 5999790.00 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 71083459.38 0.0057 N 71097440.40 71097440.40 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 15281870.82 0.0012 N 15284449.74 15284449.74 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.020000% 313588QE8 Government Agency Debt N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N N 8400000.00 8399687.33 0.0007 N 8399697.60 8399697.60 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 6984090.01 0.0006 N 6984748.54 6984748.54 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.040000% 313588QM0 Government Agency Debt N First Tier Security N/A N/A 2011-12-14 2011-12-14 N N N 33619000.00 33616235.77 0.0027 N 33617655.24 33617655.24 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 5998860.00 0.0005 N 5999754.00 5999754.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.045000% 313588QS7 Government Agency Debt N First Tier Security N/A N/A 2011-12-19 2011-12-19 N N N 50000000.00 49995062.50 0.0040 N 49997850.00 49997850.00 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 29997366.67 0.0024 N 29998710.00 29998710.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.020000% 313588QU2 Government Agency Debt N First Tier Security N/A N/A 2011-12-21 2011-12-21 N N N 19221000.00 19220135.06 0.0015 N 19220154.28 19220154.28 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.015000% 313588QU2 Government Agency Debt N First Tier Security N/A N/A 2011-12-21 2011-12-21 N N N 11500000.00 11499611.87 0.0009 N 11499494.00 11499494.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.020000% 313588RB3 Government Agency Debt N First Tier Security N/A N/A 2011-12-28 2011-12-28 N N N 39977000.00 39975045.57 0.0032 N 39975081.10 39975081.10 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.050000% 313588RH0 Government Agency Debt N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 10000000.00 9998694.45 0.0008 N 9999490.00 9999490.00 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 19993666.66 0.0016 N 19998960.00 19998960.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.050000% 313588RJ6 Government Agency Debt N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N N 14477000.00 14475089.84 0.0012 N 14476247.20 14476247.20 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 9997888.89 0.0008 N 9999480.00 9999480.00 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 11325921.20 0.0009 N 11329331.53 11329331.53 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.035000% 313588RY3 Government Agency Debt N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N N 16600000.00 16598240.86 0.0013 N 16599020.60 16599020.60 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 9996133.33 0.0008 N 9999370.00 9999370.00 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 25998891.56 0.0021 N 26008257.33 26008257.33 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 4177286.61 0.0003 N 4178720.01 4178720.01 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.105000% 313588TK1 Government Agency Debt N First Tier Security N/A N/A 2012-02-22 2012-02-22 N N N 31500000.00 31486770.00 0.0025 N 31497511.50 31497511.50 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 24988500.00 0.0020 N 24998025.00 24998025.00 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 4996511.11 0.0004 N 4999355.00 4999355.00 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 1111105.46 0.0001 N 1111834.31 1111834.31 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.150000% 313588WJ0 Government Agency Debt N First Tier Security N/A N/A 2012-05-03 2012-05-03 N N N 25000000.00 24977604.16 0.0020 N 24992600.00 24992600.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.150000% 313588XP5 Government Agency Debt N First Tier Security N/A N/A 2012-06-01 2012-06-01 N N N 13080000.00 13066702.00 0.0010 N 13074728.76 13074728.76 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.180300% 313588YW9 Government Agency Debt N First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 1275000.00 1273246.88 0.0001 N 1274130.45 1274130.45 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.180000% 3135G0BE2 Government Agency Debt N First Tier Security N/A N/A 2011-10-05 2013-03-14 N N N 44700000.00 44681340.64 0.0036 N 44645376.60 44645376.60 General Electric Capital Corp. General Electric Capital Corp. 0.300000% 36959HBT3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-27 2012-02-27 N N N 40000000.00 39950333.33 0.0032 N 39951668.00 39951668.00 General Electric Capital Corp. General Electric Capital Corp. 0.300000% 36959HBU0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-28 2012-02-28 N N N 49000000.00 48938750.00 0.0039 N 48940190.60 48940190.60 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 19998944.44 0.0016 N 19999878.00 19999878.00 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 49996166.67 0.0040 N 49999335.00 49999335.00 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 39989044.44 0.0032 N 39993576.00 39993576.00 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 30691685.41 0.0025 N 30694372.69 30694372.69 General Electric Capital Corp. General Electric Capital Corp. 3.500000% 36962G4E1 Other Note N First Tier Security N/A N/A 2012-08-13 2012-08-13 N N N 9552000.00 9780257.24 0.0008 N 9762889.06 9762889.06 General Electric Co. General Electric Co. 0.150000% 36960MZN6 Other Commercial Paper N First Tier Security N/A N/A 2011-12-22 2011-12-22 N N N 20000000.00 19993166.67 0.0016 N 19995390.00 19995390.00 General Electric Co. General Electric Co. 0.140000% 36960MZV8 Other Commercial Paper N First Tier Security N/A N/A 2011-12-29 2011-12-29 N N N 50000000.00 49982694.45 0.0040 N 49987505.00 49987505.00 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 23998980.00 0.0019 N 23999280.00 23999280.00 Johnson & Johnson Johnson & Johnson 0.050000% 47816GXL8 Other Commercial Paper N First Tier Security N/A N/A 2011-10-20 2011-10-20 N N N 33775000.00 33774108.71 0.0027 N 33773875.29 33773875.29 Johnson & Johnson Johnson & Johnson 0.090000% 47816GZK8 Other Commercial Paper N First Tier Security N/A N/A 2011-12-19 2011-12-19 N N N 40000000.00 39992100.00 0.0032 N 39991732.00 39991732.00 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 14999583.33 0.0012 N 14999221.50 14999221.50 JPMorgan Chase Bank NA JPMorgan Chase Bank NA 0.290000% 4662C0BA6 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-10 2012-02-10 N N N 1372000.00 1370541.11 0.0001 N 1369607.51 1369607.51 JPMorgan Chase Bank NA JPMorgan Chase Bank NA 0.290000% 4662C0BV0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-29 2012-02-29 N N N 307000.00 306626.57 0.0000 N 306345.41 306345.41 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 579945.87 0.0000 N 579939.74 579939.74 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 2082347.32 0.0002 N 2082222.42 2082222.42 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 16109847.85 0.0013 N 16109745.46 16109745.46 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.030000% 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 2300000.00 2299996.17 0.0002 N 2299963.66 2299963.66 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 49999055.56 0.0040 N 49998680.00 49998680.00 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.160000% 4820P3XC2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-12 2011-10-12 N Y JPMorgan Chase Bank NA N/A N/A N 10000000.00 9999511.11 0.0008 N 9999367.00 9999367.00 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.160000% 4820P3XD0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-13 2011-10-13 N Y JPMorgan Chase Bank NA N/A N/A N 22800000.00 22798784.00 0.0018 N 22798435.92 22798435.92 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 8999480.00 0.0007 N 8999334.90 8999334.90 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 4999225.00 0.0004 N 4999049.00 4999049.00 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 49992888.89 0.0040 N 49990100.00 49990100.00 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 41992066.67 0.0034 N 41991016.20 41991016.20 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 19995566.66 0.0016 N 19995060.00 19995060.00 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 13046955.00 0.0010 N 13046552.19 13046552.19 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.210000% 4820P3ZD8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-13 2011-12-13 N Y JPMorgan Chase Bank NA N/A N/A N 50000000.00 49978708.33 0.0040 N 49969885.00 49969885.00 National Australia Funding Delaware, Inc. National Australia Funding Delaware, Inc. 0.310000% 63253JA34 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 4081000.00 4077696.66 0.0003 N 4079729.18 4079729.18 National Australia Funding Delaware, Inc. National Australia Funding Delaware, Inc. 0.315000% 63253JA91 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N N 20000000.00 19982500.00 0.0016 N 19992144.00 19992144.00 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 19999777.78 0.0016 N 19999966.00 19999966.00 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 9999902.78 0.0008 N 9999983.00 9999983.00 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 14999666.67 0.0012 N 14999958.00 14999958.00 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 24999322.92 0.0020 N 24999917.50 24999917.50 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 19997572.22 0.0016 N 19999734.00 19999734.00 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 49991173.61 0.0040 N 49998800.00 49998800.00 National Australia Funding Delaware, Inc. National Australia Funding Delaware, Inc. 0.270000% 63253KZ67 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N N 22350000.00 22338936.75 0.0018 N 22345840.67 22345840.67 National Australia Funding Delaware, Inc. National Australia Funding Delaware, Inc. 0.250000% 63253KZF7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-15 2011-12-15 N N N 4400000.00 4397708.34 0.0004 N 4399071.16 4399071.16 National Australia Funding Delaware, Inc. National Australia Funding Delaware, Inc. 0.200000% 63253KZK6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-19 2011-12-19 N N N 14300000.00 14293723.88 0.0011 N 14296822.54 14296822.54 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 9994583.33 0.0008 N 9996998.00 9996998.00 Nestle Capital Corp. Nestle Capital Corp. 0.185000% 64105GBU7 Other Commercial Paper N First Tier Security N/A N/A 2012-02-28 2012-02-28 N N N 9600000.00 9592600.00 0.0008 N 9594322.56 9594322.56 Nestle Capital Corp. Nestle Capital Corp. 0.160000% 64105GC10 Other Commercial Paper N First Tier Security N/A N/A 2012-03-01 2012-03-01 N N N 10000000.00 9993244.44 0.0008 N 9993965.00 9993965.00 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 21999706.67 0.0018 N 21999890.00 21999890.00 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 39998472.22 0.0032 N 39999200.00 39999200.00 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 21999083.33 0.0018 N 21999522.60 21999522.60 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 39996933.33 0.0032 N 39998400.00 39998400.00 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 9998900.00 0.0008 N 9999386.00 9999386.00 Nestle Capital Corp. Nestle Capital Corp. 0.080000% 64105HY48 Other Commercial Paper N First Tier Security N/A N/A 2011-11-04 2011-11-04 N N N 10000000.00 9999244.44 0.0008 N 9999349.00 9999349.00 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 32994637.50 0.0026 N 32997323.70 32997323.70 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 9998125.00 0.0008 N 9998978.00 9998978.00 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 13162476.71 0.0011 N 13163625.57 13163625.57 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 9998122.22 0.0008 N 9998822.00 9998822.00 Nestle Capital Corp. Nestle Capital Corp. 0.125000% 64105HYV8 Other Commercial Paper N First Tier Security N/A N/A 2011-11-29 2011-11-29 N N N 3000000.00 2999385.42 0.0002 N 2999600.10 2999600.10 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 49985833.33 0.0040 N 49993140.00 49993140.00 Nestle Capital Corp. Nestle Capital Corp. 0.090000% 64105HZ54 Other Commercial Paper N First Tier Security N/A N/A 2011-12-05 2011-12-05 N N N 1250000.00 1249796.88 0.0001 N 1249807.50 1249807.50 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 24999305.55 0.0020 N 24998930.00 24998930.00 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 9999277.78 0.0008 N 9999572.00 9999572.00 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 23594062.75 0.0019 N 23593640.93 23593640.93 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 14404479.82 0.0012 N 14404170.27 14404170.27 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 49999055.56 0.0040 N 49999860.00 49999860.00 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 16998956.39 0.0014 N 16999867.40 16999867.40 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 44296259.11 0.0035 N 44299583.58 44299583.58 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 10777134.77 0.0009 N 10777892.22 10777892.22 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 8998812.50 0.0007 N 8999870.40 8999870.40 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 16996340.28 0.0014 N 16999592.00 16999592.00 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 9997555.56 0.0008 N 9999125.00 9999125.00 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 21994237.22 0.0018 N 21997874.80 21997874.80 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 10996504.44 0.0009 N 10998607.40 10998607.40 Old Line Funding LLC Old Line Funding LLC 0.220000% 67983UZ89 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-08 2011-12-08 N Y Royal Bank of Canada N/A N/A N 23841000.00 23831092.74 0.0019 N 23836429.68 23836429.68 Old Line Funding LLC Old Line Funding LLC 0.190000% 67983UZ89 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-08 2011-12-08 N Y Royal Bank of Canada N/A N/A N 2000000.00 1999282.22 0.0002 N 1999616.60 1999616.60 Old Line Funding LLC Old Line Funding LLC 0.220000% 67983UZG1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-16 2011-12-16 N Y Royal Bank of Canada N/A N/A N 20000000.00 19990711.11 0.0016 N 19995722.00 19995722.00 Old Line Funding LLC Old Line Funding LLC 0.220000% 67983UZM8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-21 2011-12-21 N Y Royal Bank of Canada N/A N/A N 38035000.00 38016172.67 0.0030 N 38026335.63 38026335.63 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 19999750.00 0.0016 N 19999734.00 19999734.00 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 9999858.33 0.0008 N 9999867.00 9999867.00 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 12444834.07 0.0010 N 12444792.17 12444792.17 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 12549738.54 0.0010 N 12549749.00 12549749.00 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 24997604.17 0.0020 N 24997722.50 24997722.50 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 22997508.33 0.0018 N 22997355.00 22997355.00 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 24996145.83 0.0020 N 24995655.00 24995655.00 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 19997044.44 0.0016 N 19996446.00 19996446.00 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 39994366.67 0.0032 N 39992740.00 39992740.00 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 29992875.00 0.0024 N 29993778.00 29993778.00 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 20995537.50 0.0017 N 20995644.60 20995644.60 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 10372752.08 0.0008 N 10372317.03 10372317.03 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 24193257.61 0.0019 N 24192335.86 24192335.86 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 14994916.67 0.0012 N 14995014.00 14995014.00 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 19993216.67 0.0016 N 19991250.00 19991250.00 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 38923702.50 0.0031 N 38924287.67 38924287.67 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 19999444.44 0.0016 N 19999634.00 19999634.00 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 29894671.29 0.0024 N 29895153.94 29895153.94 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 49997500.00 0.0040 N 49998415.00 49998415.00 Procter & Gamble Co. (The) Procter & Gamble Co. (The) 0.040000% 74271UXX3 Other Commercial Paper N First Tier Security N/A N/A 2011-10-31 2011-10-31 N N N 30000000.00 29999000.00 0.0024 N 29998425.00 29998425.00 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 42495519.79 0.0034 N 42497390.50 42497390.50 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 14997687.50 0.0012 N 14998876.50 14998876.50 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 9748897.71 0.0008 N 9749269.73 9749269.73 Procter & Gamble Co. (The) Procter & Gamble Co. (The) 0.100000% 74271UYE4 Other Commercial Paper N First Tier Security N/A N/A 2011-11-14 2011-11-14 N N N 750000.00 749908.33 0.0001 N 749925.00 749925.00 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 24993111.11 0.0020 N 24996412.50 24996412.50 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 22453917.08 0.0018 N 22456541.16 22456541.16 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 15994720.00 0.0013 N 15997112.00 15997112.00 Procter & Gamble Co. (The) Procter & Gamble Co. (The) 0.110000% 74271UZE3 Other Commercial Paper N First Tier Security N/A N/A 2011-12-14 2011-12-14 N N N 4803000.00 4801913.99 0.0004 N 4802099.44 4802099.44 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 17714846.25 0.0014 N 17712833.60 17712833.60 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 14299785.50 0.0011 N 14299638.21 14299638.21 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 48748239.58 0.0039 N 48747192.00 48747192.00 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 28097752.00 0.0022 N 28096349.81 28096349.81 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 49995375.00 0.0040 N 49988390.00 49988390.00 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 49994250.00 0.0040 N 49985315.00 49985315.00 Province of Ontario Canada Province of Ontario Canada 0.100000% 68323KZ21 Other Commercial Paper N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N N 25000000.00 24995694.45 0.0020 N 24988450.00 24988450.00 Province of Ontario Canada Province of Ontario Canada 0.110000% 68323KZ21 Other Commercial Paper N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N N 8850000.00 8848323.42 0.0007 N 8845911.30 8845911.30 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 39992633.33 0.0032 N 39995376.00 39995376.00 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 9779793.62 0.0008 N 9780717.58 9780717.58 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 34987312.50 0.0028 N 34991530.00 34991530.00 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 7352156.06 0.0006 N 7353220.09 7353220.09 Royal Bank of Canada Royal Bank of Canada 0.290000% 78009J6R1 Certificate of Deposit N First Tier Security N/A N/A 2011-10-03 2012-07-11 N N N 90000000.00 90000000.00 0.0072 N 89976420.00 89976420.00 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 25001447.75 25001447.75 Royal Bank of Canada Royal Bank of Canada 0.335800% 78009JZB4 Certificate of Deposit N First Tier Security N/A N/A 2011-10-27 2012-01-27 N N N 40000000.00 40007891.02 0.0032 N 40012440.40 40012440.40 Sheffield Receivables Corp. 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27995570.40 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 21995355.56 0.0018 N 21996299.60 21996299.60 Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.200000% 89112XAC9 Certificate of Deposit N First Tier Security N/A N/A 2012-01-23 2012-01-23 N N N 25000000.00 25000000.00 0.0020 N 24985640.00 24985640.00 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 45002812.95 45002812.95 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 16003406.56 16003406.56 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 20005830.20 20005830.20 Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.210000% 89112Y6J7 Certificate of Deposit N First Tier Security N/A N/A 2012-01-10 2012-01-10 N N N 30560000.00 30560000.00 0.0024 N 30563459.70 30563459.70 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 20000666.20 20000666.20 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 45002376.45 45002376.45 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 19994666.67 0.0016 N 19996652.00 19996652.00 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 14995583.33 0.0012 N 14997165.00 14997165.00 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 9995333.33 0.0008 N 9996918.00 9996918.00 Toronto-Dominion Holdings U.S.A., Inc. Toronto-Dominion Holdings U.S.A., Inc. 0.220000% 89116FZU7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-28 2011-12-28 N N N 20000000.00 19989244.44 0.0016 N 19993078.00 19993078.00 Toronto-Dominion Holdings U.S.A., Inc. Toronto-Dominion Holdings U.S.A., Inc. 0.215000% 89116FZW3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-30 2011-12-30 N N N 22000000.00 21988175.00 0.0018 N 21992159.20 21992159.20 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 21970911.11 0.0018 N 21959979.80 21959979.80 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 19998838.89 0.0016 N 19999860.00 19999860.00 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 17199400.87 0.0014 N 17199879.60 17199879.60 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 16639025.17 0.0013 N 16639883.52 16639883.52 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 78990150.23 0.0063 N 78998736.00 78998736.00 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 29996240.00 0.0024 N 29999520.00 29999520.00 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 24997029.86 0.0020 N 24999600.00 24999600.00 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 15320150.15 0.0012 N 15324754.80 15324754.80 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 9997591.25 0.0008 N 9999840.00 9999840.00 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 4859413.09 0.0004 N 4859922.24 4859922.24 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 4629455.98 0.0004 N 4629925.92 4629925.92 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 3249535.07 0.0003 N 3249798.50 3249798.50 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 34999732.64 0.0028 N 34999965.00 34999965.00 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 24999458.33 0.0020 N 24999925.00 24999925.00 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 22799810.00 0.0018 N 22799931.60 22799931.60 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 21699801.08 0.0017 N 21699934.90 21699934.90 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 16599407.93 0.0013 N 16599950.20 16599950.20 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 24997638.89 0.0020 N 24999675.00 24999675.00 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 22667733.00 0.0018 N 22669705.29 22669705.29 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 9999166.67 0.0008 N 9999870.00 9999870.00 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 27065967.70 0.0022 N 27069404.46 27069404.46 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 17787390.80 0.0014 N 17789608.62 17789608.62 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 13997754.17 0.0011 N 13999692.00 13999692.00 U.S. Treasury Bill U.S. Treasury Bill 0.015000% 9127953V1 Treasury Debt N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 20000000.00 19999491.67 0.0016 N 19999600.00 19999600.00 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 16997551.53 0.0014 N 16999660.00 16999660.00 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 16907277.95 0.0014 N 16909661.80 16909661.80 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 10798170.00 0.0009 N 10799784.00 10799784.00 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 9748802.92 0.0008 N 9749785.50 9749785.50 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 24995586.81 0.0020 N 24999175.00 24999175.00 U.S. Treasury Bill U.S. Treasury Bill 0.007500% 9127953Y5 Treasury Debt N First Tier Security N/A N/A 2011-12-22 2011-12-22 N N N 17000000.00 16999709.59 0.0014 N 16999439.00 16999439.00 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 19994808.33 0.0016 N 19999180.00 19999180.00 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 4998770.07 0.0004 N 4999795.00 4999795.00 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 122042448.91 0.0098 N 122076658.62 122076658.62 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 102025000.00 102328888.54 0.0082 N 102339849.15 102339849.15 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 61579123.32 0.0049 N 61614642.60 61614642.60 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 4625709.60 0.0004 N 4626233.80 4626233.80 U.S. Treasury Note U.S. Treasury Note 1.375000% 912828KP4 Treasury Debt N First Tier Security N/A N/A 2012-05-15 2012-05-15 N N N 24845000.00 25041359.05 0.0020 N 25033275.41 25033275.41 U.S. Treasury Note U.S. Treasury Note 1.875000% 912828KX7 Treasury Debt N First Tier Security N/A N/A 2012-06-15 2012-06-15 N N N 91220000.00 92347862.09 0.0074 N 92317467.84 92317467.84 U.S. Treasury Note U.S. Treasury Note 1.500000% 912828LB4 Treasury Debt N First Tier Security N/A N/A 2012-07-15 2012-07-15 N N N 73470000.00 74271290.75 0.0059 N 74230561.44 74230561.44 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 149296721.73 0.0119 N 149305702.69 149305702.69 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 104907163.13 0.0084 N 104967126.08 104967126.08 U.S. Treasury Note U.S. Treasury Note 1.000000% 912828ML1 Treasury Debt N First Tier Security N/A N/A 2011-12-31 2011-12-31 N N N 49725000.00 49845345.08 0.0040 N 49839616.13 49839616.13 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 158390577.07 0.0127 N 158418120.03 158418120.03 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 100378557.79 0.0080 N 100409275.40 100409275.40 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 7052332.76 0.0006 N 7055980.25 7055980.25 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 93662732.93 0.0075 N 93678481.40 93678481.40 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 113835000.00 114255112.47 0.0091 N 114288063.30 114288063.30 U.S. Treasury Note U.S. Treasury Note 0.625000% 912828NQ9 Treasury Debt N First Tier Security N/A N/A 2012-07-31 2012-07-31 N N N 34900000.00 35049085.24 0.0028 N 35033667.00 35033667.00 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 77429812.69 0.0062 N 77390310.00 77390310.00 United Parcel Service, Inc. United Parcel Service, Inc. 0.040000% 9113A3Y16 Other Commercial Paper N First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 4000000.00 3999862.22 0.0003 N 3999776.00 3999776.00 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 49999527.78 0.0040 N 49999335.00 49999335.00 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 68993809.17 0.0055 N 68993217.30 68993217.30 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 24997166.67 0.0020 N 24996875.00 24996875.00 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 24996666.67 0.0020 N 24996875.00 24996875.00 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 34495687.50 0.0028 N 34495515.00 34495515.00 Variable Funding Capital Co. LLC Variable Funding Capital Co. LLC 0.130000% 92217MXX0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-31 2011-10-31 N Y Wells Fargo Bank NA N/A N/A N 17000000.00 16998158.33 0.0014 N 16997336.10 16997336.10 Variable Funding Capital Co. LLC Variable Funding Capital Co. LLC 0.210000% 92217MZG5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-16 2011-12-16 N Y Wells Fargo Bank NA N/A N/A N 25000000.00 24988916.67 0.0020 N 24985562.50 24985562.50 Wal-Mart Stores, Inc. Wal-Mart Stores, Inc. 0.070000% 93114FX41 Other Commercial Paper N First Tier Security N/A N/A 2011-10-04 2011-10-04 N N N 25000000.00 24999854.17 0.0020 N 24999832.50 24999832.50 Wal-Mart Stores, Inc. Wal-Mart Stores, Inc. 0.060000% 93114FXB5 Other Commercial Paper N First Tier Security N/A N/A 2011-10-11 2011-10-11 N N N 20000000.00 19999666.67 0.0016 N 19999634.00 19999634.00 Wal-Mart Stores, Inc. Wal-Mart Stores, Inc. 0.080000% 93114FXD1 Other Commercial Paper N First Tier Security N/A N/A 2011-10-13 2011-10-13 N N N 9158000.00 9157755.78 0.0007 N 9157801.27 9157801.27 Wal-Mart Stores, Inc. Wal-Mart Stores, Inc. 0.090000% 93114FXT6 Other Commercial Paper N First Tier Security N/A N/A 2011-10-27 2011-10-27 N N N 25000000.00 24998375.00 0.0020 N 24998875.00 24998875.00 Wal-Mart Stores, Inc. Wal-Mart Stores, Inc. 0.090000% 93114FY81 Other Commercial Paper N First Tier Security N/A N/A 2011-11-08 2011-11-08 N N N 36000000.00 35996580.00 0.0029 N 35997192.00 35997192.00 Wal-Mart Stores, Inc. Wal-Mart Stores, Inc. 0.090000% 93114FYF5 Other Commercial Paper N First Tier Security N/A N/A 2011-11-15 2011-11-15 N N N 25000000.00 24997187.50 0.0020 N 24997445.00 24997445.00 Wal-Mart Stores, Inc. Wal-Mart Stores, Inc. 0.060000% 93114FYM0 Other Commercial Paper N First Tier Security N/A N/A 2011-11-21 2011-11-21 N N N 2000000.00 1999830.00 0.0002 N 1999768.80 1999768.80 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 24980416.66 0.0020 N 24991885.00 24991885.00 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 29970250.00 0.0024 N 29988927.00 29988927.00 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 9986250.00 0.0008 N 9994495.00 9994495.00 Westpac Banking Corp. Westpac Banking Corp. 0.030000% 9612C1X69 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-06 2011-10-06 N N N 20000000.00 19999916.66 0.0016 N 19999734.00 19999734.00 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 7999722.22 0.0006 N 7999893.60 7999893.60 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 16861396.30 0.0013 N 16866055.79 16866055.79 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 13123179.69 0.0010 N 13126930.21 13126930.21