N-MFP LIVE N 2010-11-30 0001469192 S000028518 2 N N N N 333-160918 New York Life Investment Management LLC 801-57396 KPMG LLP Philadelphia PA New York Life Investment Management LLC NYLIM Service Company LLC 0001103598 84-05844 N N N Prime 43 58 723808946.67 1400166.06 644151.96 724564960.77 0.0023 1.0000 2010-11-30 1.0000 2010-11-30 C000087274 1.00 348879854.21 1.00 16884693.64 64260318.29 47375624.65 0.0001 1.0000 2010-11-30 1.0000 2010-11-30 C000087275 1000.00 375685106.56 1.00 -2029499.28 11526203.47 13555702.75 0.0001 1.0000 2010-11-30 1.0000 2010-11-30 SG Americas, Inc. Triparty Repurchase Agreement SG Americas, Inc. Triparty Repurchase Agreement 0.230000% 912AAC008_0.2300 0001453835 Treasury Repurchase Agreement Y US Treasury Note 2014-11-15 4.250000 Treasury Debt 35574600.00 39921460.37 First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 39200000.00 39200000.00 0.0541 N 39200000.00 39200000.00 Abbott Laboratories Abbott Laboratories 0.180000% 00282DMH0 Other Commercial Paper N First Tier Security N/A N/A 2010-12-17 2010-12-17 N N N 5100000.00 5099592.00 0.0070 N 5099592.00 5099592.00 Ally Auto Receivables Trust Ally Auto Receivables Trust 0.335500% 02005PAA3 Other Note N First Tier Security N/A N/A 2011-11-15 2011-11-15 N N N 2650000.00 2650000.00 0.0037 N 2650000.00 2650000.00 American Water Capital Corp. American Water Capital Corp. 0.350000% 03040MM12 Other Commercial Paper N Second Tier Security N/A N/A 2010-12-01 2010-12-01 N Y Bnp Paribas N/A N/A N 2850000.00 2850000.00 0.0039 N 2849971.50 2849971.50 Apache Corp. Apache Corp. 0.330000% 03741PM17 Other Commercial Paper N Second Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 2850000.00 2850000.00 0.0039 N 2849971.50 2849971.50 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc. 0.230000% 0556N1M18 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-01 2010-12-01 N Y BNP Paribas Finance INC N/A N/A N 8750000.00 8750000.00 0.0121 N 8749912.50 8749912.50 BMW Vehicle Lease Trust BMW Vehicle Lease Trust Series 2010-1, Class A1 0.298100% 055669AA3 Other Note N First Tier Security N/A N/A 2011-10-17 2011-10-17 N N N 2355694.16 2355694.16 0.0033 N 2356424.43 2356424.43 Becton Dickinson & Co. Becton Dickinson & Co. 0.190000% 07588SMD2 Other Commercial Paper N First Tier Security N/A N/A 2010-12-13 2010-12-13 N N N 8650000.00 8649452.17 0.0119 N 8649308.00 8649308.00 Berkshire Hathaway Finance Corp. Berkshire Hathaway, Inc. 0.265600% 084670AW8 Other Note N First Tier Security N/A N/A 2011-02-10 2011-02-10 N N N 11800000.00 11800248.77 0.0163 N 11799646.00 11799646.00 CNH Equipment Trust CNH Equipment Trust 0.426800% 12619SAA4 Other Note N First Tier Security N/A N/A 2011-12-09 2011-12-09 N N N 2435000.00 2435000.00 0.0034 N 2436704.50 2436704.50 Campbell Soup Co. Campbell Soup Co. 0.170000% 13443DM63 Other Commercial Paper N First Tier Security N/A N/A 2010-12-06 2010-12-06 N N N 7000000.00 6999834.72 0.0097 N 6999790.00 6999790.00 Citigroup, Inc., FDIC TLGP Guaranteed Note Citigroup, Inc., FDIC TLGP Guaranteed Note Series TXT 0.841900% 17313UAB5 Other Note N First Tier Security N/A N/A 2010-12-09 2010-12-09 N Y FDIC N/A N/A N 5000000.00 5000709.27 0.0069 N 5000550.00 5000550.00 Colgate-Palmolive Co. Colgate-Palmolive Co. 0.180000% 19416FMA9 Other Commercial Paper N First Tier Security N/A N/A 2010-12-10 2010-12-10 N N N 8250000.00 8249628.75 0.0114 N 8249670.00 8249670.00 John Deere Capital Corp. John Deere Capital Corp. 0.190000% 24422MM99 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-09 2010-12-09 N Y Diageo Plc N/A N/A N 5385000.00 5384772.63 0.0074 N 5384676.90 5384676.90 Federal Farm Credit Bank Federal Farm Credit Bank 0.288000% 31331JHG1 Government Agency Debt N First Tier Security N/A N/A 2010-12-16 2011-09-16 N N N 5250000.00 5249792.02 0.0072 N 5248057.50 5248057.50 Federal Farm Credit Bank Federal Farm Credit Bank 3.750000% 31331YGP9 Government Agency Debt N First Tier Security N/A N/A 2010-12-06 2010-12-06 N N N 2900000.00 2901356.70 0.0040 N 2901421.00 2901421.00 Federal Home Loan Bank Federal Home Loan Bank Series 2 0.292000% 313370HM3 Government Agency Debt N First Tier Security N/A N/A 2011-01-30 2011-07-29 N N N 8500000.00 8500000.00 0.0117 N 8500765.00 8500765.00 Federal Home Loan Bank Federal Home Loan Bank 0.410000% 313371RY4 Government Agency Debt N First Tier Security N/A N/A 2011-05-24 2011-12-09 N N N 3525000.00 3525000.00 0.0049 N 3518232.00 3518232.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.250400% 313396FB4 Government Agency Debt N First Tier Security N/A N/A 2011-05-02 2011-05-02 N N N 2200000.00 2197677.78 0.0030 N 2198152.00 2198152.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.260400% 313397T92 Government Agency Debt N First Tier Security N/A N/A 2010-12-21 2010-12-21 N N N 3200000.00 3199537.78 0.0044 N 3199808.00 3199808.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.330800% 313588CE3 Government Agency Debt N First Tier Security N/A N/A 2011-02-22 2011-02-22 N N N 4800000.00 4796348.00 0.0066 N 4798320.00 4798320.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.213400% 31398AL67 Government Agency Debt N First Tier Security N/A N/A 2010-12-20 2011-09-19 N N N 8750000.00 8750372.85 0.0121 N 8748862.50 8748862.50 GE Equipment Midticket LLC GE Equipment Midticket LLC Series 2010-1, Class A1 0.351000% 36161HAA9 Other Note N First Tier Security N/A N/A 2011-09-14 2011-09-14 N N N 1260189.46 1260189.46 0.0017 N 1260680.93 1260680.93 Google, Inc. Google, Inc. 0.180000% 38259LML2 Other Commercial Paper N First Tier Security N/A N/A 2010-12-20 2010-12-20 N N N 9120000.00 9119133.60 0.0126 N 9118814.40 9118814.40 Holmes Master Issuer PLC Holmes Master Issuer PLC 0.404400% 43641NBB9 Other Note N First Tier Security N/A N/A 2011-10-15 2011-10-15 N N N 3500000.00 3500000.00 0.0048 N 3500000.00 3500000.00 Hyundai Auto Receivables Trust Hyundai Auto Receivables Trust Series 2010-B, Class A1 0.371200% 44923YAA5 Other Note N First Tier Security N/A N/A 2011-09-15 2011-09-15 N N N 1214738.09 1214738.09 0.0017 N 1215126.81 1215126.81 Illinois Tool Works, Inc. Illinois Tool Works, Inc. 0.200000% 4523EMM34 Other Commercial Paper N First Tier Security N/A N/A 2010-12-03 2010-12-03 N N N 3750000.00 3749958.33 0.0052 N 3749925.00 3749925.00 International Business Machines Corp. International Business Machines Corp. 0.170000% 45920GM78 Other Commercial Paper N First Tier Security N/A N/A 2010-12-07 2010-12-07 N N N 7185000.00 7184796.43 0.0099 N 7184712.60 7184712.60 John Deere Owner Trust John Deere Owner Trust Series 2010-A, Class A1 0.343800% 47787AAB3 Other Note N First Tier Security N/A N/A 2011-05-16 2011-05-16 N N N 636280.81 636280.84 0.0009 N 636268.08 636268.08 KeyCorp, FDIC TLGP Guaranteed Note KeyCorp, FDIC TLGP Guaranteed Note Series 2010-A, Class A1 0.942200% 49327GAA5 Other Note N First Tier Security N/A N/A 2010-12-15 2010-12-15 N Y FDIC N/A N/A N 5000000.00 5001410.59 0.0069 N 5001300.00 5001300.00 Medtronic, Inc. Medtronic, Inc. 0.220100% 58505FPN8 Other Commercial Paper N First Tier Security N/A N/A 2011-02-22 2011-02-22 N N N 8250000.00 8245815.42 0.0114 N 8244307.50 8244307.50 Merck & Co., Inc. Merck & Co., Inc. 0.190000% 58934BMA9 Other Commercial Paper N First Tier Security N/A N/A 2010-12-10 2010-12-10 N N N 8750000.00 8749584.37 0.0121 N 8749650.00 8749650.00 Navistar Financial Corp. Owner Trust Navistar Financial Corp. Owner Trust Series 2010-B, Class A1 0.345300% 63938LAA6 Other Note N First Tier Security N/A N/A 2011-10-18 2011-10-18 N N N 2110220.09 2110220.09 0.0029 N 2111043.08 2111043.08 PepsiCo, Inc. PepsiCo, Inc. 0.319100% 713448BL1 Other Note N First Tier Security N/A N/A 2011-01-18 2011-07-15 N N N 5250000.00 5251677.74 0.0072 N 5250945.00 5250945.00 Procter & Gamble International Funding SCA Procter & Gamble International Funding SCA 0.180000% 74273MME3 Other Commercial Paper N First Tier Security N/A N/A 2010-12-14 2010-12-14 N Y Procter & Gamble International N/A N/A N 8640000.00 8639438.40 0.0119 N 8639481.60 8639481.60 Roche Holdings, Inc. Roche Holdings, Inc. 0.170000% 77119MMH7 Other Commercial Paper N First Tier Security N/A N/A 2010-12-17 2010-12-17 N Y Societe Generale N/A N/A N 9500000.00 9499282.22 0.0131 N 9498955.00 9498955.00 Roche Holdings, Inc. Roche Holdings, Inc. 0.230100% 77119MM38 Other Commercial Paper N First Tier Security N/A N/A 2010-12-03 2010-12-03 N Y Roche Holdings INC N/A N/A N 8750000.00 8749888.19 0.0121 N 8749825.00 8749825.00 Schlumberger Technology Corp. Schlumberger Technology Corp. 0.220100% 80685UNJ2 Other Commercial Paper N First Tier Security N/A N/A 2011-01-18 2011-01-18 N N N 8000000.00 7997653.34 0.0110 N 7996720.00 7996720.00 Societe Generale North America, Inc. Societe Generale North America, Inc. 0.260000% 83365SMA8 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-10 2010-12-10 N Y Honda Motor Co. LTD N/A N/A N 10000000.00 9999350.00 0.0138 N 9999300.00 9999300.00 Southern Co. Southern Co. 0.230000% 84262MM96 Other Commercial Paper N First Tier Security N/A N/A 2010-12-09 2010-12-09 N N N 8609000.00 8608559.99 0.0119 N 8608311.28 8608311.28 Straight-A Funding LLC Straight A Funding LLC 0.230000% 86257CG97 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-02 2010-12-02 N N N 6815000.00 6814956.46 0.0094 N 6814931.85 6814931.85 Straight-A Funding LLC Straight-A Funding LLC 0.250000% 86257LZH8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-07 2010-12-07 N N N 3100000.00 3099870.83 0.0043 N 3099907.00 3099907.00 U.S. Treasury Bill U.S. Treasury Bill 0.126000% 912795UK5 Treasury Debt N First Tier Security N/A N/A 2010-12-16 2010-12-16 N N N 8940000.00 8939530.65 0.0123 N 8939553.00 8939553.00 Abbott Laboratories Abbott Laboratories 0.170000% 00282DM23 Other Commercial Paper N First Tier Security N/A N/A 2010-12-02 2010-12-02 N N N 1000000.00 999995.28 0.0014 N 999990.00 999990.00 Ally Auto Receivables Trust Ally Auto Receivables Trust Series 2010-2, Class A1 0.586200% 02005LAA2 Other Note N First Tier Security N/A N/A 2011-07-15 2011-07-15 N N N 1044599.67 1044599.67 0.0014 N 1045027.96 1045027.96 American Honda Finance Corp. American Honda Finance Corp. 0.190000% 02665KM20 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-02 2010-12-02 N Y American Water Works Company, N/A N/A N 8750000.00 8749953.82 0.0121 N 8749912.50 8749912.50 Archer-Daniels-Midland Co. Archer-Daniels-Midland Co. 0.220100% 03948HNT4 Other Commercial Paper N First Tier Security N/A N/A 2011-01-27 2011-01-27 N N N 9750000.00 9746603.75 0.0135 N 9745320.00 9745320.00 Bank of America Corp., FDIC TLGP Guaranteed Note Bank of America Corp., FDIC TLGP Guaranteed Note Series FRN 0.795600% 06050BAB7 Other Note N First Tier Security N/A N/A 2010-12-02 2010-12-02 N Y FDIC N/A N/A N 900000.00 900014.81 0.0012 N 900000.00 900000.00 CNH Equipment Trust CNH Equipment Trust Series 2010-A, Class A1 0.353800% 12612BAA8 Other Note N First Tier Security N/A N/A 2011-04-15 2011-04-15 N N N 376421.34 376421.34 0.0005 N 376417.58 376417.58 CarMax Auto Owner Trust CarMax Auto Owner Trust 0.313200% 14312YAA7 Other Note N First Tier Security N/A N/A 2011-11-15 2011-11-15 N N N 1950000.00 1950000.00 0.0027 N 1950643.50 1950643.50 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.200000% 19121BMG1 Other Commercial Paper N First Tier Security N/A N/A 2010-12-16 2010-12-16 N N N 8750000.00 8749270.83 0.0121 N 8749300.00 8749300.00 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.230200% 19121BNB1 Other Commercial Paper N First Tier Security N/A N/A 2011-01-11 2011-01-11 N N N 8750000.00 8747707.98 0.0121 N 8747812.50 8747812.50 Colgate-Palmolive Co. Colgate-Palmolive Co. 0.170000% 19416FME1 Other Commercial Paper N First Tier Security N/A N/A 2010-12-14 2010-12-14 N N N 9750000.00 9749401.46 0.0135 N 9749415.00 9749415.00 Colgate-Palmolive Co. Colgate-Palmolive Co. 0.160000% 19416FMP6 Other Commercial Paper N First Tier Security N/A N/A 2010-12-23 2010-12-23 N N N 7185000.00 7184297.47 0.0099 N 7184281.50 7184281.50 Walt Disney Co. (The) Walt Disney Co. (The) 0.170000% 2546R3M35 Other Commercial Paper N First Tier Security N/A N/A 2010-12-03 2010-12-03 N N N 8910000.00 8909915.85 0.0123 N 8909821.80 8909821.80 Ecolab, Inc. Ecolab, Inc. 0.200000% 27886MML4 Other Commercial Paper N First Tier Security N/A N/A 2010-12-20 2010-12-20 N N N 5385000.00 5384431.58 0.0074 N 5384192.25 5384192.25 Federal Farm Credit Bank Federal Farm Credit Bank 0.250000% 31331JZ30 Government Agency Debt N First Tier Security N/A N/A 2011-02-04 2011-11-04 N N N 6920000.00 6920000.00 0.0096 N 6916540.00 6916540.00 Federal Home Loan Bank Federal Home Loan Bank 0.340000% 313371FL5 Government Agency Debt N First Tier Security N/A N/A 2011-04-28 2011-11-15 N N N 8730000.00 8730000.00 0.0120 N 8720047.80 8720047.80 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.220200% 313397S44 Government Agency Debt N First Tier Security N/A N/A 2010-12-08 2010-12-08 N N N 5945000.00 5944745.69 0.0082 N 5944881.10 5944881.10 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.248662% 313588EE1 Government Agency Debt N First Tier Security N/A N/A 2011-04-11 2011-04-11 N N N 4550000.00 4545855.26 0.0063 N 4546860.50 4546860.50 Ford Credit Auto Owner Trust Ford Credit Auto Owner Trust Series 2010-A, Class A1 0.383600% 34529LAA2 Other Note N First Tier Security N/A N/A 2011-05-15 2011-05-15 N N N 34469.74 34469.74 0.0000 N 34469.74 34469.74 Ford Credit Auto Owner Trust Ford Credit Auto Owner Trust Series 2010-B, Class A1 0.505600% 34529MAA0 Other Note N First Tier Security N/A N/A 2011-08-15 2011-08-15 N N N 1122030.26 1122030.26 0.0015 N 1122501.51 1122501.51 General Electric Capital Corp., FDIC TLGP Guaranteed Note General Electric Capital Corp., FDIC TLGP Guaranteed Note Series 2005 0.921900% 36967HAB3 Other Note N First Tier Security N/A N/A 2010-12-09 2010-12-09 N Y FDIC N/A N/A N 1800000.00 1800293.57 0.0025 N 1800234.00 1800234.00 General Electric Capital Corp., FDIC TLGP Guaranteed Note General Electric Capital Corp., FDIC TLGP Guaranteed Note Series 1 0.372500% 36967HAM9 Other Note N First Tier Security N/A N/A 2010-12-13 2011-03-11 N Y FDIC N/A N/A N 1250000.00 1250000.00 0.0017 N 1250750.00 1250750.00 WW Grainger, Inc. WW Grainger, Inc. 0.190000% 38480KMF8 Other Commercial Paper N First Tier Security N/A N/A 2010-12-15 2010-12-15 N N N 10946000.00 10945191.22 0.0151 N 10945014.86 10945014.86 Hewlett-Packard Co. Hewlett-Packard Co. 0.190000% 42823KM74 Other Commercial Paper N First Tier Security N/A N/A 2010-12-07 2010-12-07 N N N 10000000.00 9999683.33 0.0138 N 9999600.00 9999600.00 Honeywell International, Inc. Honeywell International, Inc. 0.220100% 43851UMP5 Other Commercial Paper N First Tier Security N/A N/A 2010-12-23 2010-12-23 N N N 5000000.00 4999327.78 0.0069 N 4999250.00 4999250.00 International Business Machines Corp. International Business Machines Corp. 0.180000% 45920GM60 Other Commercial Paper N First Tier Security N/A N/A 2010-12-06 2010-12-06 N N N 8750000.00 8749781.25 0.0121 N 8749650.00 8749650.00 JPMorgan Chase & Co., FDIC TLGP Guaranteed Note JPMorgan Chase & Co., FDIC TLGP Guaranteed Note Series FRN 0.795600% 481247AB0 Other Note N First Tier Security N/A N/A 2010-12-02 2010-12-02 N Y FDIC N/A N/A N 5000000.00 5000080.99 0.0069 N 5000000.00 5000000.00 Mercedes-Benz Auto Receivables Trust Mercedes-Benz Auto Receivables Trust Series 2010-1, Class A1 0.309100% 587682AA3 Other Note N First Tier Security N/A N/A 2011-05-13 2011-05-13 N N N 509011.45 509011.46 0.0007 N 509006.36 509006.36 Merck & Co., Inc. Merck & Co., Inc. 0.200100% 58934BMD3 Other Commercial Paper N First Tier Security N/A N/A 2010-12-13 2010-12-13 N N N 8500000.00 8499433.33 0.0117 N 8499490.00 8499490.00 Navistar Financial Corp. Owner Trust Navistar Financial Corp. Owner Trust Series 2010-A, Class A1 0.608300% 63937WAA3 Other Note N First Tier Security N/A N/A 2011-06-20 2011-06-20 N N N 1535964.64 1535964.61 0.0021 N 1536394.71 1536394.71 Nestle Capital Corp. Nestle Capital Corp. 0.240300% 64105HR12 Other Commercial Paper N First Tier Security N/A N/A 2011-04-01 2011-04-01 N Y Nestle Capital Corp 144A N/A N/A N 8750000.00 8742941.67 0.0121 N 8743087.50 8743087.50 Nissan Auto Receivables Owner Trust Nissan Auto Receivables Owner Trust Series 2010-A, Class A1 0.355900% 65476BAA1 Other Note N First Tier Security N/A N/A 2011-10-17 2011-10-17 N N N 2715771.13 2715771.13 0.0037 N 2717264.80 2717264.80 Praxair, Inc. Praxair, Inc. 0.180000% 74005JM39 Other Commercial Paper N First Tier Security N/A N/A 2010-12-03 2010-12-03 N N N 8250000.00 8249917.50 0.0114 N 8249835.00 8249835.00 Private Export Funding Corp. Private Export Funding Corp. 0.350500% 7426M5ML5 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-20 2010-12-20 N N N 8500000.00 8498429.86 0.0117 N 8498980.00 8498980.00 Procter & Gamble International Funding SCA Procter & Gamble International Funding SCA 0.175000% 74273MMN3 Other Commercial Paper N First Tier Security N/A N/A 2010-12-22 2010-12-22 N Y Roche Holding AG N/A N/A N 8980000.00 8979083.29 0.0124 N 8979102.00 8979102.00 Schlumberger Technology Corp. Schlumberger Technology Corp. 0.210100% 80685UMG9 Other Commercial Paper N First Tier Security N/A N/A 2010-12-16 2010-12-16 N N N 7000000.00 6999387.50 0.0097 N 6999230.00 6999230.00 Societe Generale North America, Inc. Societe Generale North America, Inc. 0.250000% 83365SM75 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-07 2010-12-07 N Y Societe Generale N/A N/A N 9750000.00 9749593.75 0.0135 N 9749512.50 9749512.50 Straight-A Funding LLC Straight-A Funding LLC 0.250000% 86257CH96 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-10 2011-01-10 N N N 8750000.00 8747569.44 0.0121 N 8747725.00 8747725.00 SunTrust Bank, FDIC TLGP Guaranteed Note SunTrust Bank, FDIC TLGP Guaranteed Note Series G 0.941900% 86801BAA3 Other Note N First Tier Security N/A N/A 2010-12-16 2010-12-16 N Y FDIC N/A N/A N 1600000.00 1600501.92 0.0022 N 1600448.00 1600448.00 Unilever Capital Corp. Unilever Capital Corp. 0.170000% 90477EM19 Other Commercial Paper N First Tier Security N/A N/A 2010-12-01 2010-12-01 N Y Unilever Capital Corp 144A N/A N/A N 8750000.00 8750000.00 0.0121 N 8749912.50 8749912.50 U.S. Treasury Bill U.S. Treasury Bill 0.162500% 912795X55 Treasury Debt N First Tier Security N/A N/A 2010-12-30 2010-12-30 N N N 6000000.00 5999214.58 0.0083 N 5999160.00 5999160.00 U.S. Treasury Note U.S. Treasury Note 0.875000% 912828JY7 Treasury Debt N First Tier Security N/A N/A 2011-01-31 2011-01-31 N N N 12000000.00 12009368.77 0.0166 N 12013560.00 12013560.00 U.S. Treasury Note U.S. Treasury Note 0.875000% 912828KH2 Treasury Debt N First Tier Security N/A N/A 2011-03-31 2011-03-31 N N N 12425000.00 12449134.40 0.0172 N 12452210.75 12452210.75 U.S. Treasury Note U.S. Treasury Note 1.000000% 912828LV0 Treasury Debt N First Tier Security N/A N/A 2011-08-31 2011-08-31 N N N 8750000.00 8796039.03 0.0121 N 8797512.50 8797512.50 U.S. Treasury Note U.S. Treasury Note 1.000000% 912828LW8 Treasury Debt N First Tier Security N/A N/A 2011-09-30 2011-09-30 N N N 8670000.00 8721708.84 0.0120 N 8721499.80 8721499.80 Volkswagen Auto Lease Trust Volkswagen Auto Lease Trust Series 2010-A, Class A1 0.299100% 92867EAA6 Other Note N First Tier Security N/A N/A 2011-11-21 2011-11-21 N N N 3235511.47 3235511.47 0.0045 N 3234605.53 3234605.53 Volvo Financial Equipment LLC Volvo Financial Equipment LLC Series 2010-1A, Class A1 0.510100% 92887BAA8 Other Note N First Tier Security N/A N/A 2011-05-16 2011-05-16 N N N 1537599.36 1537599.35 0.0021 N 1537830.00 1537830.00 Wal-Mart Stores, Inc. Wal-Mart Stores, Inc. 0.200000% 93114FMF8 Other Commercial Paper N First Tier Security N/A N/A 2010-12-15 2010-12-15 N N N 9750000.00 9749241.66 0.0135 N 9749317.50 9749317.50 Wal-Mart Stores, Inc. Wal-Mart Stores, Inc. 0.170000% 93114FM68 Other Commercial Paper N First Tier Security N/A N/A 2010-12-06 2010-12-06 N N N 7185000.00 7184830.35 0.0099 N 7184784.45 7184784.45 Washington Gas Light Co. Washington Gas Light Co. 0.200000% 93884FM25 Other Commercial Paper N First Tier Security N/A N/A 2010-12-02 2010-12-02 N N N 3168000.00 3167982.40 0.0044 N 3167968.32 3167968.32 Wisconsin Energy Corp. Wisconsin Energy Corp. 0.310000% 97665MM26 Other Commercial Paper N Second Tier Security N/A N/A 2010-12-02 2010-12-02 N N N 2900000.00 2899975.03 0.0040 N 2899942.00 2899942.00 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc. 0.200000% 0556N1M83 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-08 2010-12-08 N Y Deere & Co. N/A N/A N 8750000.00 8749659.73 0.0121 N 8749562.50 8749562.50 Basin Electric Power Cooperatvie, Inc. Basin Electric Power Cooperative, Inc. 0.240100% 07010KNT1 Other Commercial Paper N First Tier Security N/A N/A 2011-01-27 2011-01-27 N N N 9500000.00 9496390.01 0.0131 N 9495440.00 9495440.00 Diageo Capital PLC Diageo Capital PLC 0.290000% 2524H5M95 Other Commercial Paper N Second Tier Security N/A N/A 2010-12-09 2010-12-09 N Y Nextera Energy Inc. N/A N/A N 2900000.00 2899813.11 0.0040 N 2899739.00 2899739.00 FPL Group Capital, Inc. FPL Group Capital, Inc. 0.340100% 30257BML3 Other Commercial Paper N Second Tier Security N/A N/A 2010-12-20 2010-12-20 N Y Nextera Energy Inc. N/A N/A N 2900000.00 2899479.61 0.0040 N 2899449.00 2899449.00 Florida Power & Light Co. Florida Power & Light Co. 0.220000% 34108BM69 Other Commercial Paper N First Tier Security N/A N/A 2010-12-06 2010-12-06 N Y Paccar Inc. N/A N/A N 9120000.00 9119721.33 0.0126 N 9119544.00 9119544.00 Hewlett-Packard Co. Hewlett Packard Co. 0.190000% 42823KM17 Other Commercial Paper N First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 9500000.00 9500000.00 0.0131 N 9499905.00 9499905.00 Kellogg Co. Kellogg Co. 0.270000% 48783DM67 Other Commercial Paper N Second Tier Security N/A N/A 2010-12-06 2010-12-06 N N N 2900000.00 2899891.25 0.0040 N 2899826.00 2899826.00 PACCAR Financial Corp. PACCAR Financial Corp. 0.200000% 69372BN48 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-04 2011-01-04 N Y Procter & Gamble Company N/A N/A N 8750000.00 8748347.23 0.0121 N 8747550.00 8747550.00 Schlumberger Technology Corp. Schlumberger Technology Corp. 0.210100% 80685UNQ6 Other Commercial Paper N First Tier Security N/A N/A 2011-01-24 2011-01-24 N N N 9500000.00 9497007.49 0.0131 N 9495630.00 9495630.00 Deutsche Bank Triparty Repurchase Agreement Deutsche Bank Triparty Repurchase Agreement 0.240000% 8959909F8_0.2400 0001074042 Treasury Repurchase Agreement Y US Treasury Note 2012-11-30 0.500000 Treasury Debt 39990400.00 39984001.54 First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 39200000.00 39200000.00 0.0541 N 39200000.00 39200000.00 Morgan Stanley Triparty Repurchase Agreement Morgan Stanley Triparty Repurchase Agreement 0.220000% 989DDW003_0.2200 0000068136 Treasury Repurchase Agreement Y US Treasury Note 2017-01-15 2.375000 Treasury Debt 32216700.00 39641641.06 First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 39169000.00 39169000.00 0.0541 N 39169000.00 39169000.00