N-MFP LIVE N 2011-04-29 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 51 68 754347143.91 572150.60 2550951.46 752368343.05 0.0018 1.0000 2011-04-29 1.0000 2011-04-29 C000087274 1.00 369190637.55 1.00 22717319.33 76803327.23 54086007.90 0.0001 1.0000 2011-04-29 1.0000 2011-04-29 C000087275 1000.00 383177705.50 1.00 -3701293.38 14695343.33 18396636.71 0.0001 1.0000 2011-04-29 1.0000 2011-04-29 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 651140.96 651140.96 0.0009 N 651362.35 651362.35 Ally Auto Receivables Trust Ally Auto Receivables Trust 0.315300% 02005TAA5 Other Note N First Tier Security N/A N/A 2012-02-15 2012-02-15 N N N 2177585.67 2177585.67 0.0029 N 2178630.91 2178630.91 Archer-Daniels-Midland Co. Archer-Daniels-Midland Co. 0.280200% 03948HSA0 Other Commercial Paper N First Tier Security N/A N/A 2011-05-10 2011-05-10 N N N 9000000.00 8999370.00 0.0120 N 8999640.00 8999640.00 Archer-Daniels-Midland Co. Archer-Daniels-Midland Co. 0.200100% 03948HSC6 Other Commercial Paper N First Tier Security N/A N/A 2011-05-12 2011-05-12 N N N 10000000.00 9999388.89 0.0133 N 9999500.00 9999500.00 Bank of America Corp. Bank of America Corp. 0.240100% 0660P1S93 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-09 2011-05-09 N N N 9250000.00 9249506.67 0.0123 N 9249630.00 9249630.00 Bank of America NA Triparty Repurchase Agreement Bank of America NA Triparty Repurchase Agreement 0.020000% 912KNQ001_0.0200_M110502_ITAV 0001102113 Treasury Repurchase Agreement Y U.S. Treasury Bond 2039-11-15 4.375000 Treasury Debt 32765000.00 33141840.04 First Tier Security N/A N/A 2011-05-02 2011-05-02 N N N 32492000.00 32492000.00 0.0432 N 32492000.00 32492000.00 Basin Electric Power Cooperative, Inc. Basin Electric Power Cooperatvie, Inc. 0.200000% 07010KS66 Other Commercial Paper N First Tier Security N/A N/A 2011-05-06 2011-05-06 N N N 9000000.00 8999750.00 0.0120 N 8999820.00 8999820.00 Basin Electric Power Cooperative, Inc. Basin Electric Power Cooperative, Inc. 0.210000% 07010KSB5 Other Commercial Paper N First Tier Security N/A N/A 2011-05-11 2011-05-11 N N N 7200000.00 7199580.00 0.0096 N 7199712.00 7199712.00 Becton, Dickinson & Co. Becton Dickinson and Co. 0.130000% 07588SSB0 Other Commercial Paper N First Tier Security N/A N/A 2011-05-11 2011-05-11 N N N 8575000.00 8574690.35 0.0114 N 8574742.75 8574742.75 BMW Vehicle Lease Trust BMW Vehicle Lease Trust Series 2010-1 0.298100% 055669AA3 Other Note N First Tier Security N/A N/A 2011-10-17 2011-10-17 N N N 216172.11 216172.11 0.0003 N 216202.37 216202.37 BMW Vehicle Lease Trust BMW Vehicle Lease Trust 0.289000% 05573AAA1 Other Note N First Tier Security N/A N/A 2012-04-20 2012-04-20 N N N 2925000.00 2925000.00 0.0039 N 2927720.25 2927720.25 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc. 0.080000% 0556N1S61 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-06 2011-05-06 N Y BNP Paribas N/A N/A N 9250000.00 9249897.25 0.0123 N 9249838.13 9249838.13 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc. 0.240100% 0556N1T60 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-06 2011-06-06 N Y BNP Paribas N/A N/A N 9000000.00 8997840.00 0.0120 N 8998380.00 8998380.00 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc. 0.300300% 0556N1VV2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-29 2011-08-29 N Y BNP Paribas N/A N/A N 9210000.00 9200790.00 0.0122 N 9201803.10 9201803.10 BNP Paribas Triparty Repurchase Agreement BNP Paribas Triparty Repurchase Agreement 0.030000% 959ZJA002_0.0300_M110502_ITAV 0000310732 Treasury Repurchase Agreement Y U.S. Treasury Note 2020-11-15 2.625000 Treasury Debt 34548300.00 33048032.44 First Tier Security N/A N/A 2011-05-02 2011-05-02 N N N 32400000.00 32400000.00 0.0431 N 32400000.00 32400000.00 Campbell Soup Co. Campbell Soup Co. 0.401300% 13443DYV5 Other Commercial Paper N First Tier Security N/A N/A 2011-11-29 2011-11-29 N N N 7230000.00 7212969.33 0.0096 N 7218576.60 7218576.60 Campbell Soup Co. Campbell Soup Co. 0.300600% 13443DZE2 Other Commercial Paper N First Tier Security N/A N/A 2011-12-14 2011-12-14 N N N 9210000.00 9192577.75 0.0122 N 9193329.90 9193329.90 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 388480.44 388480.42 0.0005 N 388554.25 388554.25 CarMax Auto Owner Trust CarMax Auto Owner Trust 0.333900% 14313HAA3 Other Note N First Tier Security N/A N/A 2012-03-15 2012-03-15 N N N 1826823.94 1826823.94 0.0024 N 1828120.98 1828120.98 Clorox Co. Clorox Co. 0.280100% 18905MSD2 Other Commercial Paper N Second Tier Security N/A N/A 2011-05-13 2011-05-13 N N N 2945000.00 2944725.13 0.0039 N 2944734.95 2944734.95 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 1409763.71 1409763.71 0.0019 N 1410031.57 1410031.57 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.200100% 19121BS91 Other Commercial Paper N First Tier Security N/A N/A 2011-05-09 2011-05-09 N N N 9060000.00 9059597.33 0.0120 N 9059637.60 9059637.60 Coca-Cola Co. (The) Coca-Cola Co. (The) 0.170000% 19121BSH3 Other Commercial Paper N First Tier Security N/A N/A 2011-05-17 2011-05-17 N N N 9000000.00 8999320.00 0.0120 N 8999370.00 8999370.00 Colgate-Palmolive Co. Colgate-Palmolive Co. 0.080000% 19416FS47 Other Commercial Paper N First Tier Security N/A N/A 2011-05-04 2011-05-04 N N N 9210000.00 9209938.60 0.0122 N 9209815.80 9209815.80 Deere & Co. Deere & Co. 0.130000% 2441W1SS6 Other Commercial Paper N First Tier Security N/A N/A 2011-05-26 2011-05-26 N N N 9210000.00 9209168.54 0.0122 N 9208894.80 9208894.80 Deutsche Bank Triparty Repurchase Agreement Deutsche Bank Triparty Repurchase Agreement 0.020000% 8959909F8_0.0200_M110502_ITAV 0000800178 Treasury Repurchase Agreement Y U.S. Treasury Bond 2038-05-15 4.500000 Treasury Debt 31885800.00 33048070.88 First Tier Security N/A N/A 2011-05-02 2011-05-02 N N N 32400000.00 32400000.00 0.0431 N 32400000.00 32400000.00 Emerson Electric Co. Emerson Electric Co. 0.110000% 29101BS29 Other Commercial Paper N First Tier Security N/A N/A 2011-05-02 2011-05-02 N N N 8000000.00 7999975.56 0.0106 N 7999920.00 7999920.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.250000% 31331J7L1 Government Agency Debt N First Tier Security N/A N/A 2011-05-02 2012-01-12 N N N 8840000.00 8839999.99 0.0117 N 8841768.00 8841768.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.176000% 31331JHG1 Government Agency Debt N First Tier Security N/A N/A 2011-05-03 2011-09-16 N N N 5250000.00 5249900.72 0.0070 N 5251365.00 5251365.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.140000% 31331JZ30 Government Agency Debt N First Tier Security N/A N/A 2011-05-02 2011-11-04 N N N 6920000.00 6920000.00 0.0092 N 6920276.80 6920276.80 Federal Home Loan Bank Federal Home Loan Bank Series 2 0.201000% 313370HM3 Government Agency Debt N First Tier Security N/A N/A 2011-05-04 2011-07-29 N N N 8500000.00 8500000.00 0.0113 N 8502635.00 8502635.00 Federal Home Loan Bank Federal Home Loan Bank 0.190000% 313372EC4 Government Agency Debt N First Tier Security N/A N/A 2011-05-02 2012-01-24 N N N 7135000.00 7135000.00 0.0095 N 7137140.50 7137140.50 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 2199984.72 0.0029 N 2200000.00 2200000.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.173800% 31398AL67 Government Agency Debt N First Tier Security N/A N/A 2011-05-19 2011-09-19 N N N 8750000.00 8750179.05 0.0116 N 8751225.00 8751225.00 Ford Credit Auto Owner Trust Ford Credit Auto Owner Trust Series 2011-A 0.289000% 34529PAA3 Other Note N First Tier Security N/A N/A 2012-02-15 2012-02-15 N N N 1534572.22 1534572.22 0.0020 N 1534664.29 1534664.29 GE Equipment Midticket LLC GE Equipment Midticket LLC Series 2010-1 0.351000% 36161HAA9 Other Note N First Tier Security N/A N/A 2011-09-14 2011-09-14 N N N 48644.03 48644.04 0.0001 N 48651.33 48651.33 GE Equipment Small Ticket LLC GE Equipment Small Ticket LLC 0.382500% 36830HAA0 Other Note N First Tier Security N/A N/A 2012-02-21 2012-02-21 N N N 1479535.45 1479535.45 0.0020 N 1480911.42 1480911.42 General Electric Co. General Electric Co. 0.190100% 36960MTE3 Other Commercial Paper N First Tier Security N/A N/A 2011-06-14 2011-06-14 N Y General Electric N/A N/A N 7200000.00 7198328.00 0.0096 N 7199136.00 7199136.00 General Mills, Inc. General Mills, Inc. 0.200000% 3703E1S25 Other Commercial Paper N Second Tier Security N/A N/A 2011-05-02 2011-05-02 N N N 2905000.00 2904983.86 0.0039 N 2904941.90 2904941.90 Google, Inc. Google, Inc. 0.130000% 38259LSG7 Other Commercial Paper N First Tier Security N/A N/A 2011-05-16 2011-05-16 N N N 9085000.00 9084507.90 0.0121 N 9084545.75 9084545.75 Google, Inc. Google, Inc. 0.120000% 38259LSL6 Other Commercial Paper N First Tier Security N/A N/A 2011-05-20 2011-05-20 N N N 7005000.00 7004556.35 0.0093 N 7004509.65 7004509.65 Great America Leasing Receivables Great America Leasing Receivables 0.405100% 39153VAU8 Other Note N First Tier Security N/A N/A 2012-03-15 2012-03-15 N N N 2755757.02 2755757.02 0.0037 N 2758457.66 2758457.66 H.J. Heinz Finance Co. HJ Heinz Finance Co. 0.280100% 42305USS7 Other Commercial Paper N Second Tier Security N/A N/A 2011-05-26 2011-05-26 N Y Heinz (H.J.) Company N/A N/A N 2945000.00 2944427.36 0.0039 N 2944440.45 2944440.45 Holmes Master Issuer PLC Holmes Master Issuer PLC 0.368800% 43641NBB9 Other Note N First Tier Security N/A N/A 2011-05-16 2011-10-15 N N N 3500000.00 3500000.00 0.0047 N 3496129.00 3496129.00 Honeywell International, Inc. Honeywell International, Inc. 0.180100% 43851UTT0 Other Commercial Paper N First Tier Security N/A N/A 2011-06-27 2011-06-27 N N N 9000000.00 8997435.00 0.0120 N 8997210.00 8997210.00 Honeywell International, Inc. Honeywell International, Inc. 0.240200% 43851UTU7 Other Commercial Paper N First Tier Security N/A N/A 2011-06-28 2011-06-28 N N N 7400000.00 7397138.66 0.0098 N 7397632.00 7397632.00 Hyundai Auto Receivables Trust Hyundai Auto Receivables Trust 0.318300% 44890BAA4 Other Note N First Tier Security N/A N/A 2012-02-15 2012-02-15 N N N 2158331.30 2158331.30 0.0029 N 2159669.47 2159669.47 Illinois Tool Works, Inc. Illinois Tool Works, Inc. 0.120000% 4523EMS61 Other Commercial Paper N First Tier Security N/A N/A 2011-05-06 2011-05-06 N N N 5405000.00 5404909.92 0.0072 N 5404837.85 5404837.85 Illinois Tool Works, Inc. Illinois Tool Works, Inc. 0.140000% 4523EMSA2 Other Commercial Paper N First Tier Security N/A N/A 2011-05-10 2011-05-10 N N N 5450000.00 5449809.25 0.0072 N 5449782.00 5449782.00 Illinois Tool Works, Inc. Illinois Tool Works, Inc. 0.130000% 4523EMTD5 Other Commercial Paper N First Tier Security N/A N/A 2011-06-13 2011-06-13 N N N 7365000.00 7363856.38 0.0098 N 7363600.65 7363600.65 International Business Machines Corp. International Business Machines Corp. 0.110000% 45920GSJ6 Other Commercial Paper N First Tier Security N/A N/A 2011-05-18 2011-05-18 N N N 6616000.00 6615656.34 0.0088 N 6615470.72 6615470.72 John Deere Credit Ltd. John Deere Credit Lt 0.140000% 24423NSJ8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-18 2011-05-18 N Y Deere & Company N/A N/A N 12300000.00 12299186.83 0.0163 N 12299016.00 12299016.00 John Deere Owner Trust John Deere Owner Trust 0.306400% 477867AA3 Other Note N First Tier Security N/A N/A 2012-05-11 2012-05-11 N N N 2925000.00 2925000.00 0.0039 N 2927837.25 2927837.25 Kellogg Co. Kellogg Co. 0.240000% 48783DSJ3 Other Commercial Paper N Second Tier Security N/A N/A 2011-05-18 2011-05-18 N N N 2960000.00 2959664.53 0.0039 N 2959615.20 2959615.20 Macquarie Equipment Funding Trust Macquarie Equipment Funding Trust Series 2011-A 0.432200% 55609MAA8 Other Note N First Tier Security N/A N/A 2012-03-20 2012-03-20 N N N 2349041.69 2349041.69 0.0031 N 2353504.87 2353504.87 Medtronic, Inc. Medtronic, Inc. 0.100000% 58505FSS4 Other Commercial Paper N First Tier Security N/A N/A 2011-05-26 2011-05-26 N N N 3700000.00 3699743.06 0.0049 N 3699593.00 3699593.00 Medtronic, Inc. Medtronic, Inc. 0.150000% 58505FT95 Other Commercial Paper N First Tier Security N/A N/A 2011-06-09 2011-06-09 N N N 4360000.00 4359291.50 0.0058 N 4359128.00 4359128.00 Mercedes-Benz Auto Lease Trust Mercedes-Benz Auto Lease Trust 0.307500% 587681AA5 Other Note N First Tier Security N/A N/A 2012-03-15 2012-03-15 N N N 2127344.46 2127344.46 0.0028 N 2128791.05 2128791.05 National Cooperative Services National Cooperative Services 0.220000% 63557MS49 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-04 2011-05-04 N Y National Rural Utilites N/A N/A N 5405000.00 5404900.91 0.0072 N 5404891.90 5404891.90 National Cooperative Services National Cooperative Services 0.280100% 63557MT14 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-01 2011-06-01 N Y National Rural Utilites N/A N/A N 9005000.00 9002828.80 0.0120 N 9003289.05 9003289.05 National Rural Utilities Cooperative Finance Corp. National Rural Utilities Cooperative Finance Corp. 0.230100% 63743DSX0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-31 2011-05-31 N N N 6845000.00 6843688.04 0.0091 N 6843767.90 6843767.90 Navistar Financial Corp. Owner Trust Navistar Financial Corp. Owner Trust Series 2010-B 0.345300% 63938LAA6 Other Note N First Tier Security N/A N/A 2011-10-18 2011-10-18 N N N 734444.66 734444.66 0.0010 N 734716.40 734716.40 Nissan Auto Receivables Owner Trust Nissan Auto Receivables Owner Trust Series 2010-A 0.355900% 65476BAA1 Other Note N First Tier Security N/A N/A 2011-10-17 2011-10-17 N N N 802142.40 802142.40 0.0011 N 802391.06 802391.06 Nissan Auto Receivables Owner Trust Nissan Auto Receivables Owner Trust 0.261300% 65476HAA8 Other Note N First Tier Security N/A N/A 2012-04-16 2012-04-16 N N N 2925000.00 2925000.00 0.0039 N 2927106.00 2927106.00 Novartis Finance Corp. Novartis Finance Corp. 0.100000% 6698M5S26 Other Commercial Paper N First Tier Security N/A N/A 2011-05-02 2011-05-02 N N N 5550000.00 5549984.58 0.0074 N 5549944.50 5549944.50 NSTAR Electric Co. NSTAR Electric Co. 0.080000% 67021KS42 Other Commercial Paper N First Tier Security N/A N/A 2011-05-04 2011-05-04 N N N 7735000.00 7734948.43 0.0103 N 7734845.30 7734845.30 PACCAR Financial Corp. PACCAR Financial Corp. 0.150000% 69372BS35 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-03 2011-05-03 N Y Paccar Inc. N/A N/A N 8280000.00 8279931.00 0.0110 N 8279917.20 8279917.20 PACCAR Financial Corp. PACCAR Financial Corp. 0.240100% 69372BSC5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-12 2011-05-12 N Y Paccar Inc. Guarantor N/A N/A N 7225000.00 7224470.17 0.0096 N 7224638.75 7224638.75 PepsiCo, Inc. PepsiCo, Inc. 0.308000% 713448BL1 Other Note N First Tier Security N/A N/A 2011-07-15 2011-07-15 N N N 5250000.00 5250558.96 0.0070 N 5251102.50 5251102.50 PepsiCo, Inc. PepsiCo, Inc. 0.160000% 71344USP5 Other Commercial Paper N First Tier Security N/A N/A 2011-05-23 2011-05-23 N N N 3600000.00 3599648.00 0.0048 N 3599676.00 3599676.00 Private Export Funding Corp. Private Export Funding Corp. 0.310400% 7426M5SB1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-11 2011-05-11 N N N 8825000.00 8824240.07 0.0117 N 8824735.25 8824735.25 Procter & Gamble Co. (The) Procter & Gamble Co. (The) 0.190100% 74271UT34 Other Commercial Paper N First Tier Security N/A N/A 2011-06-03 2011-06-03 N N N 9120000.00 9118411.60 0.0121 N 9118996.80 9118996.80 Procter & Gamble Co. (The) Procter & Gamble Co. (The) 0.200100% 74271UTF7 Other Commercial Paper N First Tier Security N/A N/A 2011-06-15 2011-06-15 N N N 9000000.00 8997750.00 0.0120 N 8998560.00 8998560.00 Rabobank U.S.A. Financial Corp. Rabobank USA Financial Corp. 0.200100% 74977LU70 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-07 2011-07-07 N Y Rabobank Ned N/A N/A N 9005000.00 9001648.14 0.0120 N 9002568.65 9002568.65 Sanofi-Aventis SA Sanofi-Aventis SA 0.357500% 80105NAF2 Other Note N First Tier Security N/A N/A 2011-06-28 2012-03-28 N N N 8995000.00 8995000.00 0.0120 N 8999497.50 8999497.50 Schlumberger Technology Corp. Schlumberger Technology Corp. 0.140000% 80685USK4 Other Commercial Paper N First Tier Security N/A N/A 2011-05-19 2011-05-19 N N N 7400000.00 7399482.00 0.0098 N 7399408.00 7399408.00 Schlumberger Technology Corp. Schlumberger Technology Corp. 0.240100% 80685USX6 Other Commercial Paper N First Tier Security N/A N/A 2011-05-31 2011-05-31 N N N 3700000.00 3699260.00 0.0049 N 3699334.00 3699334.00 Schlumberger Technology Corp. Schlumberger Technology Corp. 0.160000% 80685UTG2 Other Commercial Paper N First Tier Security N/A N/A 2011-06-16 2011-06-16 N N N 2945000.00 2944397.91 0.0039 N 2944145.95 2944145.95 Schlumberger Technology Corp. Schlumberger Technology Corp. 0.240100% 80685UTL1 Other Commercial Paper N First Tier Security N/A N/A 2011-06-20 2011-06-20 N N N 2825000.00 2824058.33 0.0038 N 2824096.00 2824096.00 SG Americas, Inc. Triparty Repurchase Agreement SG Americas, Inc. Triparty Repurchase Agreement 0.030000% 912AAC008_0.0300_M110502_ITAV 0001261467 Government Agency Repurchase Agreement Y Fannie Mae 2012-05-18 4.875000 Government Agency Debt 10829000.00 11579472.26 Federal Home Loan Bank 2013-12-13 3.125000 Government Agency Debt 20190000.00 21469148.67 First Tier Security N/A N/A 2011-05-02 2011-05-02 N N N 32400000.00 32400000.00 0.0431 N 32400000.00 32400000.00 Societe Generale North America, Inc. Societe Generale North America, Inc. 0.110000% 83365SS20 Other Commercial Paper N First Tier Security N/A N/A 2011-05-02 2011-05-02 N N N 9225000.00 9224971.81 0.0123 N 9224907.75 9224907.75 Societe Generale North America, Inc. Societe Generale North America, Inc. 0.110000% 83365SS53 Other Commercial Paper N First Tier Security N/A N/A 2011-05-05 2011-05-05 N N N 9250000.00 9249886.94 0.0123 N 9249815.00 9249815.00 Societe Generale North America, Inc. Societe Generale North America, Inc. 0.235100% 83365ST29 Other Commercial Paper N First Tier Security N/A N/A 2011-06-02 2011-06-02 N Y Societe Generale N/A N/A N 9000000.00 8998120.00 0.0120 N 8998290.00 8998290.00 South Carolina Electric & Gas Co. South Carolina Electric & Gas Co. 0.320100% 83700FSP1 Other Commercial Paper N Second Tier Security N/A N/A 2011-05-23 2011-05-23 N N N 2650000.00 2649481.78 0.0035 N 2649523.00 2649523.00 Southern Co. Funding Corp. Southern Co. Funding Corp. 0.200000% 8426E3S32 Other Commercial Paper N First Tier Security N/A N/A 2011-05-03 2011-05-03 N Y The Southern Company N/A N/A N 5550000.00 5549938.33 0.0074 N 5549889.00 5549889.00 Southern Co. Funding Corp. Southern Co. Funding Corp. 0.220000% 8426E3S57 Other Commercial Paper N First Tier Security N/A N/A 2011-05-05 2011-05-05 N Y The Southern Company N/A N/A N 7205000.00 7204823.88 0.0096 N 7204783.85 7204783.85 Southern Co. Funding Corp. Southern Co. Funding Corp. 0.200000% 8426E3SA6 Other Commercial Paper N First Tier Security N/A N/A 2011-05-10 2011-05-10 N Y The Southern Company N/A N/A N 7400000.00 7399630.00 0.0098 N 7399556.00 7399556.00 Straight-A Funding LLC Straight-A Funding LLC 0.200100% 86257C3B6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 9005000.00 9001748.19 0.0120 N 9003559.20 9003559.20 Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.306500% 89112YSH7 Other Note N First Tier Security N/A N/A 2011-05-12 2012-01-12 N Y Toronto Dominion Bank N/A N/A N 7135000.00 7135000.00 0.0095 N 7132645.45 7132645.45 U.S. Treasury Bill U.S. Treasury Bill 0.147600% 9127952R1 Treasury Debt N First Tier Security N/A N/A 2011-05-19 2011-05-19 N N N 9365000.00 9364309.33 0.0124 N 9364906.35 9364906.35 U.S. Treasury Bill U.S. Treasury Bill 0.195200% 912795X22 Treasury Debt N First Tier Security N/A N/A 2011-06-30 2011-06-30 N N N 8900000.00 8897107.50 0.0118 N 8899644.00 8899644.00 U.S. Treasury Note U.S. Treasury Note 1.000000% 912828LT5 Treasury Debt N First Tier Security N/A N/A 2011-10-31 2011-10-31 N N N 8865000.00 8895974.67 0.0118 N 8903119.50 8903119.50 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 8770473.52 0.0117 N 8776337.50 8776337.50 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 8695897.83 0.0116 N 8702165.70 8702165.70 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 5525000.00 5553923.12 0.0074 N 5553271.43 5553271.43 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 5335000.00 5358314.10 0.0071 N 5364609.25 5364609.25 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 5780000.00 5808301.84 0.0077 N 5812079.00 5812079.00 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 5830000.00 5869471.01 0.0078 N 5870110.40 5870110.40 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 2520000.00 2536659.26 0.0034 N 2538320.40 2538320.40 United Technologies Corp. United Technologies Corp. 0.100000% 91302DSP1 Other Commercial Paper N First Tier Security N/A N/A 2011-05-23 2011-05-23 N N N 8100000.00 8099505.00 0.0108 N 8099109.00 8099109.00 Virginia Electric and Power Co. Virginia Electric and Power Co. 0.330100% 92780KS41 Other Commercial Paper N Second Tier Security N/A N/A 2011-05-04 2011-05-04 N N N 2880000.00 2879920.80 0.0038 N 2879913.60 2879913.60 Volkswagen Auto Lease Trust Volkswagen Auto Lease Trust Series 2010-A 0.299100% 92867EAA6 Other Note N First Tier Security N/A N/A 2011-11-21 2011-11-21 N N N 998022.34 998022.24 0.0013 N 998082.22 998082.22 Walt Disney Co. (The) Walt Disney Co. (The) 0.130000% 2546R3TL8 Other Commercial Paper N First Tier Security N/A N/A 2011-06-20 2011-06-20 N N N 9250000.00 9248329.86 0.0123 N 9247595.00 9247595.00 World Omni Auto Receivables Trust World Omni Auto Receivables Trust 0.294400% 98158KAA7 Other Note N First Tier Security N/A N/A 2012-03-15 2012-03-15 N N N 2748819.75 2748819.75 0.0037 N 2750441.55 2750441.55 World Omni Automobile Lease Securitization Trust World Omni Automobile Lease Securitization Trust Series 2011-A, Class A1 0.301400% 98158NAA1 Other Note N First Tier Security N/A N/A 2012-04-15 2012-04-15 N N N 1900000.00 1900000.00 0.0025 N 1900000.00 1900000.00 WW Grainger, Inc. WW Grainger, Inc. 0.170000% 38480KS39 Other Commercial Paper N First Tier Security N/A N/A 2011-05-03 2011-05-03 N N N 7200000.00 7199932.00 0.0096 N 7199928.00 7199928.00 WW Grainger, Inc. WW Grainger, Inc. 0.170000% 38480KSD7 Other Commercial Paper N First Tier Security N/A N/A 2011-05-13 2011-05-13 N N N 9005000.00 9004489.72 0.0120 N 9004639.80 9004639.80 WW Grainger, Inc. WW Grainger, Inc. 0.150000% 38480KSK1 Other Commercial Paper N First Tier Security N/A N/A 2011-05-19 2011-05-19 N N N 7205000.00 7204459.62 0.0096 N 7204495.65 7204495.65