N-MFP LIVE N 2011-09-30 837276 S000005630 3 N N N N 33-23512 Directed Services LLC 801-32675 ING Investment Mangement Co. 801-9046 KPMG LLP Boston MA ING Funds Services, LLC BNY Mellon Investment Servicing (U.S.) Inc. 849542 084-01761 N N Y Prime 51 79 1533880474.69 61852573.63 319210.59 1595413837.73 0.0025 1.0001 2011-09-30 1.0001 2011-09-30 C000015353 1.00 118376892.72 1.00 -8136668.19 792123.92 8928792.11 0.0000 1.0001 2011-09-30 1.0001 2011-09-30 C000015354 1.00 1244558134.51 1.00 -17286771.27 17360203.32 34646974.59 0.0000 1.0001 2011-09-30 1.0001 2011-09-30 C000015355 1.00 232478810.50 1.00 -1434388.11 6843096.84 8277484.95 0.0000 1.0000 2011-09-30 1.0000 2011-09-30 ANZ National Int'l Ltd. ANZ National Int'l Ltd.;0.500% 0018A2GD2 Financial Company Commercial Paper 0 First Tier Security 2012-07-13 2012-07-13 N Y ANZ National Bank Ltd. 0 0 N 15500000.00 15438861.11 0.0097 N 15421105.00 15421105.00 ANZ National Int'l Ltd. ANZ National Int'l Ltd.;0.210% 0018A3Y40 Financial Company Commercial Paper 0 First Tier Security 2011-11-04 2011-11-04 N N N 1500000.00 1499706.67 0.0009 N 1499685.00 1499685.00 ASB Finance Ltd. London ASB Finance Ltd. London;0.370% 0020P2AL0 Financial Company Commercial Paper 0 First Tier Security 2012-01-20 2012-01-20 N Y ASB Bank Ltd. 0 0 N 12700000.00 12685580.21 0.0080 N 12687300.00 12687300.00 ASB Finance Ltd. ASB Finance Ltd.;0.320% 0020P3ZN7 Financial Company Commercial Paper 0 First Tier Security 2011-12-22 2011-12-22 N N N 17750000.00 17737066.66 0.0111 N 17738107.50 17738107.50 American Honda Finance American Honda Finance;0.180% 02665KXJ1 Financial Company Commercial Paper 0 First Tier Security 2011-10-18 2011-10-18 N N Y Parent Support Honda Motor Co. Ltd. 0 0 8000000.00 7999366.67 0.0050 N 7999280.00 7999280.00 American Honda Finance American Honda Finance;0.587% 02666QG23 Other Note 0 First Tier Security 2011-12-09 2011-12-09 N N N 6000000.00 6001134.55 0.0038 N 5999760.00 5999760.00 American Honda Finance American Honda Finance;0.296% 02666QH30 Other Note 0 First Tier Security 2011-10-07 2011-10-07 N N N 5000000.00 4999998.18 0.0031 N 5000000.00 5000000.00 BB&T Corp. BB&T Corp.;3.850% 05531FAC7 Other Note 0 First Tier Security 2012-07-27 2012-07-27 N N N 3450000.00 3537695.24 0.0022 N 3528970.50 3528970.50 Bank of America Bank of America;0.130% 06422TX32 Other Instrument 0 First Tier Security 2011-10-03 2011-10-03 N N N 2805000.00 2805000.00 0.0018 N 2804943.90 2804943.90 Bank of America Bank of America;0.220% 06422TXK4 Other Instrument 0 First Tier Security 2011-10-19 2011-10-19 N N N 15000000.00 14998466.66 0.0094 N 14998200.00 14998200.00 Bank of America Bank of America;0.220% 06422TXQ1 Other Instrument 0 First Tier Security 2011-10-24 2011-10-24 N N N 6100000.00 6099181.59 0.0038 N 6099085.00 6099085.00 Barclays US Funding LLC Barclays US Funding LLC;0.070% 06737JX34 Financial Company Commercial Paper 0 First Tier Security 2011-10-03 2011-10-03 N N N 24750000.00 24750000.00 0.0155 N 24749752.50 24749752.50 Barton Capital LLC Barton Capital LLC;0.430% 06945MX35 Asset Backed Commercial Paper 0 First Tier Security 2011-10-03 2011-10-03 N N Y Credit & Liquidity Facility Societe Generale 0 0 17750000.00 17750000.00 0.0111 N 17749822.50 17749822.50 Barton Capital LLC Barton Capital LLC;0.560% 06945MX50 Asset Backed Commercial Paper 0 First Tier Security 2011-10-05 2011-10-05 N N Y Credit & Liquidity Facility Societe Generale 0 0 28000000.00 27998911.11 0.0175 N 27999440.00 27999440.00 BlackRock Liquidity Funds TempFund Portfolio BlackRock Liquidity Funds TempFund Portfolio;0.103% 09248U619 Other Instrument 0 First Tier Security 2011-10-03 2011-10-03 N N N 70000000.00 70000000.00 0.0439 N 70000000.00 70000000.00 CAFCO LLC CAFCO LLC;0.100% 12476FX35 Asset Backed Commercial Paper 0 First Tier Security 2011-10-03 2011-10-03 N N N 2750000.00 2750000.00 0.0017 N 2749972.50 2749972.50 CAFCO LLC CAFCO LLC;0.160% 12476FX68 Asset Backed Commercial Paper 0 First Tier Security 2011-10-06 2011-10-06 N N N 5500000.00 5499912.92 0.0034 N 5499890.00 5499890.00 CAFCO LLC CAFCO LLC;0.180% 12476FXB7 Asset Backed Commercial Paper 0 First Tier Security 2011-10-11 2011-10-11 N N N 21666000.00 21665065.96 0.0136 N 21665350.02 21665350.02 CAFCO LLC CAFCO LLC;0.180% 12476FXD3 Asset Backed Commercial Paper 0 First Tier Security 2011-10-13 2011-10-13 N N N 24250000.00 24248652.78 0.0152 N 24249030.00 24249030.00 CAFCO LLC CAFCO LLC;0.250% 12476FYE0 Asset Backed Commercial Paper 0 First Tier Security 2011-11-14 2011-11-14 N N N 2750000.00 2749165.83 0.0017 N 2749560.00 2749560.00 Cargill Global Fund PLC Cargill Global Fund PLC;0.070% 14177UX48 Other Commercial Paper 0 First Tier Security 2011-10-04 2011-10-04 N N N 3400000.00 3399990.56 0.0021 N 3399966.00 3399966.00 Caterpillar Financial Services Corp. Caterpillar Financial Services Corp.;5.125% 14912L3G4 Other Note 0 First Tier Security 2011-10-12 2011-10-12 N N N 1500000.00 1501832.22 0.0009 N 1501365.00 1501365.00 Ciesco LLC Ciesco LLC;0.350% 17178BA62 Asset Backed Commercial Paper 0 First Tier Security 2012-01-06 2012-01-06 N N N 15100000.00 15086053.47 0.0095 N 15093658.00 15093658.00 Ciesco LLC Ciesco LLC;0.160% 17178CXB4 Asset Backed Commercial Paper 0 First Tier Security 2011-10-11 2011-10-11 N N N 4000000.00 3999840.00 0.0025 N 3999880.00 3999880.00 Ciesco LLC Ciesco LLC;0.190% 17178CXM0 Asset Backed Commercial Paper 0 First Tier Security 2011-10-21 2011-10-21 N N N 18000000.00 17998200.00 0.0113 N 17998920.00 17998920.00 Ciesco LLC Ciesco LLC;0.190% 17178CXR9 Asset Backed Commercial Paper 0 First Tier Security 2011-10-25 2011-10-25 N N N 5250000.00 5249358.33 0.0033 N 5249580.00 5249580.00 Ciesco LLC Ciesco LLC;0.240% 17178CYE7 Asset Backed Commercial Paper 0 First Tier Security 2011-11-14 2011-11-14 N N N 10250000.00 10247027.92 0.0064 N 10248360.00 10248360.00 Ciesco LLC Ciesco LLC;0.280% 17178CZC0 Asset Backed Commercial Paper 0 First Tier Security 2011-12-12 2011-12-12 N N N 3000000.00 2998366.67 0.0019 N 2999160.00 2999160.00 Citigroup Funding, Inc. Citigroup Funding, Inc.;0.120% 17307SX31 Financial Company Commercial Paper 0 First Tier Security 2011-10-03 2011-10-03 N Y Citigroup, Inc. 0 0 N 4750000.00 4750000.00 0.0030 N 4749905.00 4749905.00 Citigroup Funding, Inc. Citigroup Funding, Inc.;0.210% 17307SX64 Financial Company Commercial Paper 0 First Tier Security 2011-10-06 2011-10-06 N Y Citigroup, Inc. 0 0 N 46000000.00 45999041.26 0.0288 N 45997700.00 45997700.00 Commonwealth Bank of Australia Commonwealth Bank of Australia;0.313% 20272ABA3 Financial Company Commercial Paper 0 First Tier Security 2011-11-18 2012-05-18 N N N 15000000.00 14989621.87 0.0094 N 15003000.00 15003000.00 Concord Minutemen Capital Co. Concord Minutemen Capital Co.;0.400% 2063C0A51 Asset Backed Commercial Paper 0 First Tier Security 2012-01-05 2012-01-05 N N N 7500000.00 7492166.67 0.0047 N 7493175.00 7493175.00 Concord Minutemen Capital Co. Concord Minutemen Capital Co.;0.600% 2063C0BD3 Asset Backed Commercial Paper 0 First Tier Security 2012-02-13 2012-02-13 N N N 32000000.00 31928558.68 0.0200 N 31950720.00 31950720.00 Concord Minutemen Capital Co. Concord Minutemen Capital Co.;0.170% 2063C1X39 Asset Backed Commercial Paper 0 First Tier Security 2011-10-03 2011-10-03 N N N 2500000.00 2500000.00 0.0016 N 2499950.00 2499950.00 Concord Minutemen Capital Co. Concord Minutemen Capital Co.;0.320% 2063C1Z29 Asset Backed Commercial Paper 0 First Tier Security 2011-12-02 2011-12-02 N N N 14250000.00 14242400.00 0.0089 N 14243302.50 14243302.50 Credit Suisse New York Credit Suisse New York;0.301% 22550CB59 Certificate of Deposit 0 First Tier Security 2011-10-11 2012-10-05 N N N 12500000.00 12500000.00 0.0078 N 12491137.50 12491137.50 Crown Point Capital Co. Crown Point Capital Co.;0.400% 2284K0A54 Asset Backed Commercial Paper 0 First Tier Security 2012-01-05 2012-01-05 N N N 9750000.00 9739816.67 0.0061 N 9741127.50 9741127.50 Crown Point Capital Co. Crown Point Capital Co.;0.600% 2284K0BD6 Asset Backed Commercial Paper 0 First Tier Security 2012-02-13 2012-02-13 N N N 25400000.00 25343696.67 0.0159 N 25360884.00 25360884.00 Crown Point Capital Co. Crown Point Capital Co.;0.190% 2284K1X40 Asset Backed Commercial Paper 0 First Tier Security 2011-10-04 2011-10-04 N N N 8710000.00 8709938.00 0.0055 N 8709825.80 8709825.80 Crown Point Capital Co. Crown Point Capital Co.;0.440% 2284K1YJ6 Asset Backed Commercial Paper 0 First Tier Security 2011-11-18 2011-11-18 N N N 3000000.00 2998275.00 0.0019 N 2999010.00 2999010.00 Crown Point Capital Co. Crown Point Capital Co.;0.320% 2284K1Z22 Asset Backed Commercial Paper 0 First Tier Security 2011-12-02 2011-12-02 N N N 12250000.00 12243466.67 0.0077 N 12244242.50 12244242.50 Deutsche Bank NY Deutsche Bank NY;0.548% 25153DBF9 Certificate of Deposit 0 First Tier Security 2011-11-21 2012-10-19 N N N 11250000.00 11250000.00 0.0071 N 11205933.75 11205933.75 Deutsche Bank NY Deutsche Bank NY;0.190% 25154UCY8 Certificate of Deposit 0 First Tier Security 2011-10-05 2011-10-05 N N N 12500000.00 12500000.00 0.0078 N 12499875.00 12499875.00 Farmer Mac Discount Note Farmer Mac Discount Note;0.040% 31315KNF3 Government Agency Debt 0 First Tier Security 2011-10-21 2011-10-21 N N N 5500000.00 5499890.00 0.0034 N 5500000.00 5500000.00 Farmer Mac Discount Note Farmer Mac Discount Note;0.070% 31315KPB0 Government Agency Debt 0 First Tier Security 2011-11-10 2011-11-10 N N N 9940000.00 9939265.55 0.0062 N 9939900.60 9939900.60 Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes;0.010% 313312PH7 Government Agency Debt 0 First Tier Security 2011-11-16 2011-11-16 N N N 11000000.00 10999865.55 0.0069 N 10999890.00 10999890.00 Federal Home Loan Bank Federal Home Loan Bank;0.450% 313375K63 Government Agency Debt 0 First Tier Security 2012-09-24 2012-09-24 N N N 15500000.00 15500000.00 0.0097 N 15501705.00 15501705.00 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes;0.004% 313384NL9 Government Agency Debt 0 First Tier Security 2011-10-26 2011-10-26 N N N 1000000.00 999996.81 0.0006 N 999990.00 999990.00 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes;0.010% 313384NT2 Government Agency Debt 0 First Tier Security 2011-11-02 2011-11-02 N N N 3000000.00 2999975.00 0.0019 N 2999970.00 2999970.00 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes;0.010% 313384NZ8 Government Agency Debt 0 First Tier Security 2011-11-08 2011-11-08 N N N 2000000.00 1999970.00 0.0013 N 1999980.00 1999980.00 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes;0.020% 313384PF0 Government Agency Debt 0 First Tier Security 2011-11-14 2011-11-14 N N N 50000000.00 49998833.34 0.0313 N 49999500.00 49999500.00 Freddie Mac Discount Notes Freddie Mac Discount Notes;0.005% 313396NT6 Government Agency Debt 0 First Tier Security 2011-11-02 2011-11-02 N N N 18000000.00 17999925.00 0.0113 N 17999820.00 17999820.00 Freddie Mac Discount Notes Freddie Mac Discount Notes;0.030% 313396NZ2 Government Agency Debt 0 First Tier Security 2011-11-08 2011-11-08 N N N 3000000.00 2999910.00 0.0019 N 2999970.00 2999970.00 Freddie Mac Discount Notes Freddie Mac Discount Notes;0.010% 313396PF4 Government Agency Debt 0 First Tier Security 2011-11-14 2011-11-14 N N N 4093000.00 4092951.70 0.0026 N 4092959.07 4092959.07 Fannie Mae Discount Notes Fannie Mae Discount Notes;0.010% 313588NY7 Government Agency Debt 0 First Tier Security 2011-11-07 2011-11-07 N N N 4650000.00 4649954.79 0.0029 N 4649953.50 4649953.50 Fannie Mae Discount Notes Fannie Mae Discount Notes;0.010% 313588PA7 Government Agency Debt 0 First Tier Security 2011-11-09 2011-11-09 N N N 8600000.00 8599897.23 0.0054 N 8599914.00 8599914.00 Fannie Mae Discount Notes Fannie Mae Discount Notes;0.005% 313588PF6 Government Agency Debt 0 First Tier Security 2011-11-14 2011-11-14 N N N 50000000.00 49999708.33 0.0313 N 49999500.00 49999500.00 Fannie Mae Discount Notes Fannie Mae Discount Notes;0.004% 313588PV1 Government Agency Debt 0 First Tier Security 2011-11-28 2011-11-28 N N N 2500000.00 2499980.56 0.0016 N 2499950.00 2499950.00 Fannie Mae Discount Notes Fannie Mae Discount Notes;0.090% 313588QE8 Government Agency Debt 0 First Tier Security 2011-12-07 2011-12-07 N N N 1900000.00 1899691.25 0.0012 N 1899962.00 1899962.00 General Electric Capital Corp. General Electric Capital Corp.;5.250% 36962G3K8 Other Note 0 First Tier Security 2012-10-19 2012-10-19 N N N 9150000.00 9563798.73 0.0060 N 9567331.50 9567331.50 General Electric Capital Corp. General Electric Capital Corp.;3.500% 36962G4E1 Other Note 0 First Tier Security 2012-08-13 2012-08-13 N N N 16532000.00 16935445.21 0.0106 N 16900663.60 16900663.60 General Electric Capital Corp. General Electric Capital Corp.;0.478% 36962GM76 Other Note 0 First Tier Security 2011-11-21 2011-11-21 N N N 3750000.00 3750397.05 0.0024 N 3750937.50 3750937.50 JPMorgan Chase & Co. JPMorgan Chase & Co.;0.478% 46623ECS6 Other Note 0 First Tier Security 2011-12-21 2011-12-21 N N N 1500000.00 1500376.82 0.0009 N 1500270.00 1500270.00 JPMorgan Chase & Co. JPMorgan Chase & Co.;4.500% 46625HCA6 Other Note 0 First Tier Security 2012-01-15 2012-01-15 N N N 15250000.00 15428988.73 0.0097 N 15408295.00 15408295.00 JPMorgan Chase Bank JPMorgan Chase Bank;0.100% 4662C1X77 Other Instrument 0 First Tier Security 2011-10-07 2011-10-07 N N N 635000.00 634991.53 0.0004 N 634974.60 634974.60 Jupiter Securitization Company LLC Jupiter Securitization Company LLC;0.110% 4820P3X32 Asset Backed Commercial Paper 0 First Tier Security 2011-10-03 2011-10-03 N N Y Credit Enhancement JPMorgan Chase & Co. 0 0 14750000.00 14750000.00 0.0092 N 14749705.00 14749705.00 Jupiter Securitization Company LLC Jupiter Securitization Company LLC;0.130% 4820P3X65 Asset Backed Commercial Paper 0 First Tier Security 2011-10-06 2011-10-06 N N Y Credit Enhancement JPMorgan Chase & Co. 0 0 19750000.00 19749736.67 0.0124 N 19749407.50 19749407.50 Jupiter Securitization Company LLC Jupiter Securitization Company LLC;0.150% 4820P3XE8 Asset Backed Commercial Paper 0 First Tier Security 2011-10-14 2011-10-14 N N Y Credit Enhancement JPMorgan Chase & Co. 0 0 19500000.00 19499046.67 0.0122 N 19498635.00 19498635.00 Jupiter Securitization Company LLC Jupiter Securitization Company LLC;0.210% 4820P3ZK2 Asset Backed Commercial Paper 0 First Tier Security 2011-12-19 2011-12-19 N N Y Credit Enhancement JPMorgan Chase & Co. 0 0 2350000.00 2348944.46 0.0015 N 2348402.00 2348402.00 KFW KFW;3.250% 500769CX0 Other Note 0 First Tier Security 2011-10-14 2011-10-14 N N N 3500000.00 3502937.00 0.0022 N 3502625.00 3502625.00 Old Line Funding LLC Old Line Funding LLC;0.240% 67983TA30 Asset Backed Commercial Paper 0 First Tier Security 2012-01-03 2012-01-03 N N Y Liquidity Support Royal Bank of Canada 0 0 11500000.00 11492946.71 0.0072 N 11496435.00 11496435.00 Old Line Funding LLC Old Line Funding LLC;0.160% 67983UXJ7 Asset Backed Commercial Paper 0 First Tier Security 2011-10-18 2011-10-18 N N Y Liquidity Support Royal Bank of Canada 0 0 10250000.00 10249273.96 0.0064 N 10249897.50 10249897.50 Old Line Funding LLC Old Line Funding LLC;0.170% 67983UY49 Asset Backed Commercial Paper 0 First Tier Security 2011-11-04 2011-11-04 N N Y Liquidity Support Royal Bank of Canada 0 0 12750000.00 12747960.00 0.0080 N 12749490.00 12749490.00 Old Line Funding LLC Old Line Funding LLC;0.200% 67983UZ89 Asset Backed Commercial Paper 0 First Tier Security 2011-12-08 2011-12-08 N N Y Liquidity Support Royal Bank of Canada 0 0 2000000.00 1999266.67 0.0013 N 1999620.00 1999620.00 Old Line Funding LLC Old Line Funding LLC;0.240% 67983UZ97 Asset Backed Commercial Paper 0 First Tier Security 2011-12-09 2011-12-09 N N Y Liquidity Support Royal Bank of Canada 0 0 19484000.00 19475297.14 0.0122 N 19480298.04 19480298.04 Pepsico Inc. Pepsico Inc.;0.070% 71344UY94 Other Commercial Paper 0 First Tier Security 2011-11-09 2011-11-09 N N N 25500000.00 25498165.42 0.0160 N 25497195.00 25497195.00 Rabobank Nederland NV NY Rabobank Nederland NV NY;0.470% 74977MPU3 Certificate of Deposit 0 First Tier Security 2011-11-16 2011-11-16 N N N 13000000.00 13000000.00 0.0081 N 13004030.00 13004030.00 Rabobank Nederland NV NY Rabobank Nederland NV NY;0.190% 74977MXC4 Certificate of Deposit 0 First Tier Security 2011-10-11 2011-10-11 N N N 10500000.00 10500163.21 0.0066 N 10500105.00 10500105.00 Rabobank Nederland Rabobank Nederland;0.430% 74977RBR4 Other Note 0 First Tier Security 2011-11-16 2012-09-14 N N N 17750000.00 17757686.54 0.0111 N 17766330.00 17766330.00 Royal Bank of Canada Royal Bank of Canada;0.422% 78008FBA1 Other Note 0 First Tier Security 2012-01-03 2012-10-01 N N N 24000000.00 24000000.00 0.0150 N 24041040.00 24041040.00 Royal Bank of Canada NY Royal Bank of Canada NY;0.732% 78009JKX2 Certificate of Deposit 0 First Tier Security 2012-01-03 2012-10-01 N N N 9500000.00 9522206.79 0.0060 N 9519665.00 9519665.00 Royal Bank of Canada NY Royal Bank of Canada NY;0.260% 78009JX26 Certificate of Deposit 0 First Tier Security 2011-10-04 2011-11-10 N N N 14500000.00 14501532.04 0.0091 N 14500290.00 14500290.00 Royal Bank of Canada NY Royal Bank of Canada NY;0.330% 78009JY25 Certificate of Deposit 0 First Tier Security 2011-10-04 2011-12-02 N N N 2750000.00 2750228.34 0.0017 N 2750385.00 2750385.00 Standard Chartered Bank NY Standard Chartered Bank NY;0.690% 85324E2V0 Financial Company Commercial Paper 0 First Tier Security 2011-11-16 2011-11-16 N N N 2500000.00 2501251.60 0.0016 N 2500800.00 2500800.00 Standard Chartered Bank Standard Chartered Bank;0.150% 85324UX32 Financial Company Commercial Paper 0 First Tier Security 2011-10-03 2011-10-03 N N N 18000000.00 18000000.00 0.0113 N 17999820.00 17999820.00 Standard Chartered Bank Standard Chartered Bank;0.160% 85324UX65 Financial Company Commercial Paper 0 First Tier Security 2011-10-06 2011-10-06 N N N 1750000.00 1749972.29 0.0011 N 1749947.50 1749947.50 Standard Chartered Bank NY Standard Chartered Bank NY;0.210% 85325BCU6 Certificate of Deposit 0 First Tier Security 2011-10-18 2011-10-18 N N N 15750000.00 15749736.87 0.0099 N 15750000.00 15750000.00 Svenska Handelsbanken AB Svenska Handelsbanken AB;0.372% 86959JBA5 Other Note 0 First Tier Security 2011-11-09 2012-10-09 N N N 21000000.00 21000000.00 0.0132 N 21015330.00 21015330.00 Thunder Bay Funding LLC Thunder Bay Funding LLC;0.100% 88602UX39 Asset Backed Commercial Paper 0 First Tier Security 2011-10-03 2011-10-03 N N Y Credit Support Royal Bank of Canada 0 0 500000.00 500000.00 0.0003 N 499990.00 499990.00 Thunder Bay Funding LLC Thunder Bay Funding LLC;0.160% 88602UXB1 Asset Backed Commercial Paper 0 First Tier Security 2011-10-11 2011-10-11 N N Y Credit Support Royal Bank of Canada 0 0 2000000.00 1999920.00 0.0013 N 1999880.00 1999880.00 Thunder Bay Funding LLC Thunder Bay Funding LLC;0.160% 88602UXQ8 Asset Backed Commercial Paper 0 First Tier Security 2011-10-24 2011-10-24 N N Y Credit Support Royal Bank of Canada 0 0 4119000.00 4118600.97 0.0026 N 4118423.34 4118423.34 Thunder Bay Funding LLC Thunder Bay Funding LLC;0.200% 88602UYA2 Asset Backed Commercial Paper 0 First Tier Security 2011-11-10 2011-11-10 N N Y Credit Support Royal Bank of Canada 0 0 22000000.00 21995355.56 0.0138 N 21994280.00 21994280.00 Thunder Bay Funding LLC Thunder Bay Funding LLC;0.300% 88602UYW4 Asset Backed Commercial Paper 0 First Tier Security 2011-11-30 2011-11-30 N N Y Credit Support Royal Bank of Canada 0 0 27250000.00 27236829.16 0.0171 N 27238010.00 27238010.00 Thunder Bay Funding LLC Thunder Bay Funding LLC;0.210% 88602UZ11 Asset Backed Commercial Paper 0 First Tier Security 2011-12-01 2011-12-01 N N Y Credit Support Royal Bank of Canada 0 0 650000.00 649776.29 0.0004 N 649701.00 649701.00 Toronto Dominion Bank NY Toronto Dominion Bank NY;0.450% 89112XAE5 Certificate of Deposit 0 First Tier Security 2011-10-27 2011-10-27 N N N 5250000.00 5249702.53 0.0033 N 5249317.50 5249317.50 Toronto Dominion Bank NY Toronto Dominion Bank NY;0.070% 89112Y5W9 Certificate of Deposit 0 First Tier Security 2011-10-04 2011-10-04 N N N 9500000.00 9500000.00 0.0060 N 9500000.00 9500000.00 Toronto Dominion Bank Ltd. Toronto Dominion Bank Ltd.;0.160% 89116FXH8 Financial Company Commercial Paper 0 First Tier Security 2011-10-17 2011-10-17 N Y Toronto Dominion Bank 0 0 N 22500000.00 22498512.50 0.0141 N 22499325.00 22499325.00 Toronto Dominion Bank Ltd. Toronto Dominion Bank Ltd.;0.160% 89116FXT2 Financial Company Commercial Paper 0 First Tier Security 2011-10-27 2011-10-27 N Y Toronto Dominion Bank 0 0 N 18700000.00 18697880.67 0.0117 N 18698691.00 18698691.00 Total Capital Canada Ltd. Total Capital Canada Ltd.;0.050% 89153QX47 Other Commercial Paper 0 First Tier Security 2011-10-04 2011-10-04 N Y Total SA 0 0 N 21750000.00 21749957.71 0.0136 N 21749782.50 21749782.50 Toyota Motor Credit Corp. Toyota Motor Credit Corp.;0.330% 89233P4Q6 Other Note 0 First Tier Security 2011-10-04 2011-12-14 N N N 26000000.00 26000000.00 0.0163 N 26004160.00 26004160.00 UBS Finance Delaware LLC UBS Finance Delaware LLC;0.110% 90262DX42 Financial Company Commercial Paper 0 First Tier Security 2011-10-04 2011-10-04 N N N 1400000.00 1399994.17 0.0009 N 1399972.00 1399972.00 UBS Finance Delaware LLC UBS Finance Delaware LLC;0.070% 90262DX75 Financial Company Commercial Paper 0 First Tier Security 2011-10-07 2011-10-07 N N N 2500000.00 2499977.78 0.0016 N 2499925.00 2499925.00 UBS AG Stamford CT UBS AG Stamford CT;0.145% 90267A3W4 Certificate of Deposit 0 First Tier Security 2011-10-28 2011-10-28 N N N 13250000.00 13249953.99 0.0083 N 13249867.50 13249867.50 UBS AG Stamford CT UBS AG Stamford CT;0.210% 90267AX35 Certificate of Deposit 0 First Tier Security 2011-10-05 2011-10-05 N N N 7250000.00 7250044.28 0.0045 N 7250072.50 7250072.50 Westpac Banking Corp Westpac Banking Corp;0.403% 91621CAT8 Other Note 0 First Tier Security 2011-10-28 2012-10-26 N N N 26500000.00 26500000.00 0.0166 N 26505830.00 26505830.00 Variable Funding Capital Variable Funding Capital;0.160% 92217MXM4 Asset Backed Commercial Paper 0 First Tier Security 2011-10-21 2011-10-21 N N Y Liquidity Support Wachovia Bank 0 0 13750000.00 13748831.25 0.0086 N 13748625.00 13748625.00 Variable Funding Capital Variable Funding Capital;0.170% 92217MXS1 Asset Backed Commercial Paper 0 First Tier Security 2011-10-26 2011-10-26 N N Y Liquidity Support Wachovia Bank 0 0 5750000.00 5749338.75 0.0036 N 5749252.50 5749252.50 Variable Funding Capital Variable Funding Capital;0.200% 92217MZ59 Asset Backed Commercial Paper 0 First Tier Security 2011-12-05 2011-12-05 N N Y Liquidity Support Wachovia Bank 0 0 24250000.00 24241512.50 0.0152 N 24239087.50 24239087.50 Variable Funding Capital Variable Funding Capital;0.210% 92217MZ75 Asset Backed Commercial Paper 0 First Tier Security 2011-12-07 2011-12-07 N N Y Liquidity Support Wachovia Bank 0 0 10250000.00 10246113.52 0.0064 N 10245182.50 10245182.50 Wachovia Corp. Wachovia Corp.;0.383% 929903DF6 Other Note 0 First Tier Security 2011-10-23 2012-04-23 N N N 1750000.00 1749319.98 0.0011 N 1750525.00 1750525.00 Wal-Mart Stores, Inc. Wal-Mart Stores, Inc.;5.226% 931142BB8 Other Note 0 First Tier Security 2012-06-01 2012-06-01 Y Wal-Mart Stores, Inc. 0 0 N N 11875000.00 12262929.40 0.0077 N 12268775.00 12268775.00 Wal-Mart Stores, Inc. Wal-Mart Stores, Inc.;0.050% 93114FX41 Other Commercial Paper 0 First Tier Security 2011-10-04 2011-10-04 N N N 21000000.00 20999959.17 0.0132 N 20999790.00 20999790.00 Wal-Mart Stores, Inc. Wal-Mart Stores, Inc.;0.050% 93114FXB5 Other Commercial Paper 0 First Tier Security 2011-10-11 2011-10-11 N N N 1600000.00 1599978.67 0.0010 N 1599968.00 1599968.00 Westpac Banking Corp Westpac Banking Corp;0.570% 96121TAG3 Certificate of Deposit 0 First Tier Security 2011-12-01 2011-12-01 N N N 1000000.00 1000489.57 0.0006 N 1000580.00 1000580.00 Westpac Banking Group Westpac Banking Group;0.320% 96122HZN6 Financial Company Commercial Paper 0 First Tier Security 2011-12-22 2011-12-22 N N N 17000000.00 16987911.11 0.0106 N 16994560.00 16994560.00 Westpac Banking Corp Westpac Banking Corp;0.394% 9612C4BL4 Financial Company Commercial Paper 0 First Tier Security 2011-10-28 2011-10-28 N N N 2250000.00 2250036.05 0.0014 N 2249730.00 2249730.00 Westpac Banking Corp Westpac Banking Corp;0.552% 9612E0AY3 Other Note 0 First Tier Security 2011-10-21 2011-10-21 N N N 4000000.00 4000621.21 0.0025 N 4000240.00 4000240.00 Windmill Funding Group Windmill Funding Group;0.150% 97342KX37 Asset Backed Commercial Paper 0 First Tier Security 2011-10-03 2011-10-03 N N Y Liquidity Support Royal Bank of Scotland 0 0 10250000.00 10250000.00 0.0064 N 10249897.50 10249897.50 Windmill Funding Group Windmill Funding Group;0.150% 97342KX45 Asset Backed Commercial Paper 0 First Tier Security 2011-10-04 2011-10-04 N N Y Liquidity Support Royal Bank of Scotland 0 0 8000000.00 7999955.56 0.0050 N 7999840.00 7999840.00 Windmill Funding Group Windmill Funding Group;0.270% 97342KXM5 Asset Backed Commercial Paper 0 First Tier Security 2011-10-21 2011-10-21 N N Y Liquidity Support Royal Bank of Scotland 0 0 32500000.00 32495388.75 0.0204 N 32496425.00 32496425.00 Australia and New Zealand Banking Group Australia and New Zealand Banking Group;5.125% B1GTKZ2 0000859994 Other Note 0 First Tier Security 2011-11-14 2011-11-14 N N N 2500000.00 2513585.92 0.0016 N 2511717.50 2511717.50 Rabobank Nederland Rabobank Nederland;5.000% B1NW623 0001098062 Other Note 0 First Tier Security 2012-01-25 2012-01-25 N N N 4210000.00 4268926.63 0.0027 N 4265689.88 4265689.88 Total Capital SA Total Capital SA;5.000% B1XFQV1 0001226646 Other Note 0 First Tier Security 2012-05-22 2012-05-22 N N N 3500000.00 3599676.10 0.0023 N 3590268.50 3590268.50 Total Capital SA Total Capital SA;4.125% F9208ZCT2 0001226646 Other Note 0 First Tier Security 2011-10-06 2011-10-06 N N N 1023000.00 1023315.76 0.0006 N 1023086.96 1023086.96 Morgan Stanley Morgan Stanley;0.070% RP0002TTU 0001359291 Government Agency Repurchase Agreement 0 Y Fannie Mae 2014-02-24 1.350 Government Agency Debt 0 5874000.00 5993888.34 Fannie Mae 2012-09-17 0.000 Government Agency Debt 0 5305000.00 5308129.95 Fannie Mae 2012-05-07 1.250 Government Agency Debt 0 9000000.00 9098867.50 First Tier Security 2011-10-03 2011-10-03 N N N 20000000.00 20000000.00 0.0125 N 20000000.00 20000000.00 Deutsche Bank Deutsche Bank;0.050% RP0002TU5 0000800178 Government Agency Repurchase Agreement 0 Y Federal Home Loan Bank 2020-03-13 4.125 Government Agency Debt 0 18235000.00 20670793.31 First Tier Security 2011-10-03 2011-10-03 N N N 20261000.00 20261000.00 0.0127 N 20261000.00 20261000.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp.;5.125% U89233RA7 0000834071 Other Note 0 First Tier Security 2011-10-25 2011-10-25 N N N 5796000.00 5812580.93 0.0036 N 5809458.31 5809458.31