N-MFP LIVE N 2010-12-30 0000890089 S000007450 1 N N N N Franklin Advisers, Inc. 801-26292 PricewaterhouseCoopers LLP San Francisco CA Franklin Templeton Investor Services, LLC 0000353291 84-01036 N Y 0000038778 Franklin Money Fund 002-55029 S000006859 0000765485 Money Market Portfolio 002-96634 S000007358 0000936373 Franklin Templeton Money Fund 033-88924 S000007559 N Prime 29 29 11969486220.00 3855036977.96 3422200856.32 12402322341.64 0.0018 0.9997 2010-12-30 0.9997 2010-12-30 C000020424 1.00 12402322341.64 1.00 81594885.06 1880026932.70 1798432047.64 0.0003 0.9997 2010-12-30 0.9997 2010-12-30 CALIFORNIA INFRASTRUCTURE & ECONOMIC DEV BK REV CALIFORNIA INFRASTRUCTURE & ECONOMIC DEV BK REV 0.230000% 13033WHY2 Variable Rate Demand Note N First Tier Security 2011-01-03 2011-01-03 Y CALIFORNIA INFRASTRUCTURE & ECONOMIC DEV BK REV N/A N/A N N 21025000.00 21025000.00 0.0017 N 21025000.00 21025000.00 CALIFORNIA ST ECONOMIC RECOVERY CALIFORNIA ST ECONOMIC RECOVERY 0.270000% 13067JMF5 Variable Rate Demand Note N First Tier Security 2011-01-03 2011-01-03 Y BANK OF AMERICA N/A N/A Y BANK OF AMERICA N/A N/A N 32400000.00 32400000.00 0.0026 N 32400000.00 32400000.00 FREDDIE MAC DISCOUNT NOTES FREDDIE MAC DISCOUNT NOTES 0.224000% 313396AK9 Government Agency Debt N First Tier Security 2011-01-10 2011-01-10 N N N 18343000.00 18341876.49 0.0015 N 18342853.26 18342853.26 FANNIE MAE DISCOUNT NOTES FANNIE MAE DISCOUNT NOTES 0.225000% 313588AM7 Government Agency Debt N First Tier Security 2011-01-12 2011-01-12 N N N 55712000.00 55707875.11 0.0045 N 55711442.88 55711442.88 FANNIE MAE DISCOUNT NOTES FANNIE MAE DISCOUNT NOTES 0.239000% 313588AT2 Government Agency Debt N First Tier Security 2011-01-18 2011-01-18 N N N 21860000.00 21857419.30 0.0018 N 21859628.38 21859628.38 FANNIE MAE DISCOUNT NOTES FANNIE MAE DISCOUNT NOTES 0.253000% 313588AZ8 Government Agency Debt N First Tier Security 2011-01-24 2011-01-24 N N N 50000000.00 49991694.44 0.0040 N 49998850.00 49998850.00 METROPOLITAN WTR DIST SOUTHN CALIF WTRWKS REV METROPOLITAN WTR DIST SOUTHN CALIF WTRWKS REV 0.270000% 59266TCZ2 Variable Rate Demand Note N First Tier Security 2011-01-05 2011-01-05 Y METROPOLITAN WTR DIST SOUTHN CALIF WTRWKS REV N/A N/A N N 76030000.00 76030000.00 0.0061 N 76030000.00 76030000.00 NATIONAL AUSTRALIA BANK NATIONAL AUSTRALIA BANK 0.280000% 63252XLX6 Certificate of Deposit N First Tier Security 2011-01-11 2011-01-11 N N N 100000000.00 100000000.00 0.0081 N 100000600.00 100000600.00 AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 0.245000% 05253CN77 Financial Company Commercial Paper N First Tier Security 2011-01-07 2011-01-07 N N N 100000000.00 99995916.66 0.0081 N 99997300.00 99997300.00 AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 0.235000% 05253CNK8 Financial Company Commercial Paper N First Tier Security 2011-01-19 2011-01-19 N N N 60000000.00 59992949.99 0.0048 N 59995560.00 59995560.00 CALIFORNIA ST ECONOMIC RECOVERY CALIFORNIA ST ECONOMIC RECOVERY 0.260000% 13067JMH1 Variable Rate Demand Note N First Tier Security 2011-01-03 2011-01-03 Y JP MORGAN CHASE BANK ONE N/A N/A Y JP MORGAN CHASE BANK ONE N/A N/A N 35790000.00 35790000.00 0.0029 N 35790000.00 35790000.00 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.260000% 20272ENA2 Financial Company Commercial Paper N First Tier Security 2011-01-10 2011-01-10 N N N 50000000.00 49996749.99 0.0040 N 49997250.00 49997250.00 ABBOTT LABORATORIES ABBOTT LABORATORIES 0.210000% 00282DNA4 Other Commercial Paper N First Tier Security 2011-01-10 2011-01-10 N N N 30000000.00 29998424.99 0.0024 N 29998830.00 29998830.00 AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 0.225000% 05252V5D3 Certificate of Deposit N First Tier Security 2011-02-11 2011-02-11 N N N 100000000.00 99999430.98 0.0081 N 99994700.00 99994700.00 AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 0.230000% 05253CN69 Financial Company Commercial Paper N First Tier Security 2011-01-06 2011-01-06 N N N 60400000.00 60398070.54 0.0049 N 60398610.80 60398610.80 AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 0.250000% 05253CQ17 Financial Company Commercial Paper N First Tier Security 2011-03-01 2011-03-01 N N N 50000000.00 49979513.88 0.0040 N 49984150.00 49984150.00 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.240000% 06417DQT5 Certificate of Deposit N First Tier Security 2011-01-13 2011-01-13 N N N 50000000.00 50000000.00 0.0040 N 50000200.00 50000200.00 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.240000% 06417DRF4 Certificate of Deposit N First Tier Security 2011-01-25 2011-01-25 N N N 75000000.00 75000000.00 0.0060 N 75000525.00 75000525.00 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.240000% 06417DRJ6 Certificate of Deposit N First Tier Security 2011-01-26 2011-01-26 N N N 75000000.00 75000000.00 0.0060 N 75000525.00 75000525.00 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.260000% 20272ENE4 Financial Company Commercial Paper N First Tier Security 2011-01-14 2011-01-14 N N N 41350000.00 41346117.69 0.0033 N 41346650.65 41346650.65 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.250000% 20272EP10 Financial Company Commercial Paper N First Tier Security 2011-02-01 2011-02-01 N N N 100000000.00 99978472.22 0.0081 N 99979200.00 99979200.00 FEDERAL HOME LOAN BANK DISCOUNT NOTES FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.063000% 313384AF6 Government Agency Debt N First Tier Security 2011-01-06 2011-01-06 N N N 104500000.00 104498923.61 0.0084 N 104499686.50 104499686.50 FEDERAL HOME LOAN BANK DISCOUNT NOTES FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.143000% 313384AG4 Government Agency Debt N First Tier Security 2011-01-07 2011-01-07 N N N 20600000.00 20599435.00 0.0017 N 20599917.60 20599917.60 FREDDIE MAC DISCOUNT NOTES FREDDIE MAC DISCOUNT NOTES 0.111000% 313396AC7 Government Agency Debt N First Tier Security 2011-01-03 2011-01-03 N N N 106728000.00 106727023.74 0.0086 N 106728000.00 106728000.00 FREDDIE MAC DISCOUNT NOTES FREDDIE MAC DISCOUNT NOTES 0.177000% 313396BH5 Government Agency Debt N First Tier Security 2011-02-01 2011-02-01 N N N 49350000.00 49342350.75 0.0040 N 49347236.40 49347236.40 FANNIE MAE DISCOUNT NOTES FANNIE MAE DISCOUNT NOTES 0.146000% 313588AE5 Government Agency Debt N First Tier Security 2011-01-05 2011-01-05 N N N 54000000.00 53998920.00 0.0044 N 53999892.00 53999892.00 IBRD DISCOUNT NOTE IBRD DISCOUNT NOTE 0.165000% 459052AZ9 Government Agency Debt N First Tier Security 2011-01-24 2011-01-24 N N N 50000000.00 49994569.44 0.0040 N 49998850.00 49998850.00 IBRD DISCOUNT NOTE IBRD DISCOUNT NOTE 0.178000% 459052BP0 Government Agency Debt N First Tier Security 2011-02-07 2011-02-07 N N N 50000000.00 49990750.00 0.0040 N 49996600.00 49996600.00 JOHNSON & JOHNSON JOHNSON & JOHNSON 0.150000% 47816GN47 Other Commercial Paper N First Tier Security 2011-01-04 2011-01-04 N N N 100000000.00 99998749.98 0.0081 N 99998400.00 99998400.00 JOHNSON & JOHNSON JOHNSON & JOHNSON 0.160000% 47816GPN3 Other Commercial Paper N First Tier Security 2011-02-22 2011-02-22 N N N 50000000.00 49988444.44 0.0040 N 49986700.00 49986700.00 JOHNSON & JOHNSON JOHNSON & JOHNSON 0.200000% 47816GPU7 Other Commercial Paper N First Tier Security 2011-02-28 2011-02-28 N N N 10000000.00 9996777.77 0.0008 N 9996900.00 9996900.00 JOHNSON & JOHNSON JOHNSON & JOHNSON 0.210000% 47816GQE2 Other Commercial Paper N First Tier Security 2011-03-14 2011-03-14 N N N 100000000.00 99957999.98 0.0081 N 99961500.00 99961500.00 NATIONAL AUSTRALIA BANK NATIONAL AUSTRALIA BANK 0.260000% 63252XMU1 Certificate of Deposit N First Tier Security 2011-01-12 2011-01-12 N N N 50000000.00 50000000.00 0.0040 N 50000000.00 50000000.00 NESTLE FINANCE INTERNATIONAL LTD NESTLE FINANCE INTERNATIONAL LTD 0.200000% 64105SNA2 Other Commercial Paper N First Tier Security 2011-01-10 2011-01-10 N N N 41750000.00 41747912.49 0.0034 N 41748371.75 41748371.75 ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.210000% 78009JV77 Certificate of Deposit N First Tier Security 2011-01-18 2011-01-18 N N N 50000000.00 50000000.00 0.0040 N 50000750.00 50000750.00 TORONTO-DOMINION BANK TORONTO-DOMINION BANK 0.230000% 89112YLH4 Certificate of Deposit N First Tier Security 2011-01-05 2011-01-05 N N N 100000000.00 100000000.00 0.0081 N 100001100.00 100001100.00 TORONTO-DOMINION BANK TORONTO-DOMINION BANK 0.240000% 89112YLU5 Certificate of Deposit N First Tier Security 2011-01-13 2011-01-13 N N N 50000000.00 50000000.00 0.0040 N 50001650.00 50001650.00 UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 0.051000% 912795UX7 Treasury Debt N First Tier Security 2011-01-13 2011-01-13 N N N 175000000.00 174996833.28 0.0141 N 174998950.00 174998950.00 WESTPAC BANKING CORP WESTPAC BANKING CORP 0.250000% 9612C1N78 Financial Company Commercial Paper N First Tier Security 2011-01-07 2011-01-07 N N N 50000000.00 49997916.66 0.0040 N 49998250.00 49998250.00 WESTPAC BANKING CORP WESTPAC BANKING CORP 0.250000% 9612C1P19 Financial Company Commercial Paper N First Tier Security 2011-02-01 2011-02-01 N N N 100000000.00 99978472.22 0.0081 N 99981100.00 99981100.00 ABBOTT LABORATORIES ABBOTT LABORATORIES 0.180000% 00282DNB2 Other Commercial Paper N First Tier Security 2011-01-11 2011-01-11 N N N 129855000.00 129848507.25 0.0105 N 129849416.24 129849416.24 ABBOTT LABORATORIES ABBOTT LABORATORIES 0.200000% 00282DNQ9 Other Commercial Paper N First Tier Security 2011-01-24 2011-01-24 N N N 79100000.00 79089892.77 0.0064 N 79092643.70 79092643.70 ABBOTT LABORATORIES ABBOTT LABORATORIES 0.200000% 00282DNX4 Other Commercial Paper N First Tier Security 2011-01-31 2011-01-31 N N N 47000000.00 46992166.66 0.0038 N 46994266.00 46994266.00 ABBOTT LABORATORIES ABBOTT LABORATORIES 0.185000% 00282DP12 Other Commercial Paper N First Tier Security 2011-02-01 2011-02-01 N N N 70000000.00 69988848.60 0.0056 N 69991040.00 69991040.00 ABBOTT LABORATORIES ABBOTT LABORATORIES 0.200000% 00282DP95 Other Commercial Paper N First Tier Security 2011-02-09 2011-02-09 N N N 60000000.00 59986999.99 0.0048 N 59989320.00 59989320.00 AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 0.230000% 05253CP83 Financial Company Commercial Paper N First Tier Security 2011-02-08 2011-02-08 N N N 20700000.00 20694974.49 0.0017 N 20696460.30 20696460.30 BANK OF MONTREAL BANK OF MONTREAL 0.230000% 06366UHF8 Certificate of Deposit N First Tier Security 2011-01-14 2011-01-14 N N N 150000000.00 150000000.00 0.0121 N 149997600.00 149997600.00 BANK OF MONTREAL BANK OF MONTREAL 0.230000% 06366UHM3 Certificate of Deposit N First Tier Security 2011-01-14 2011-01-14 N N N 75000000.00 75000000.00 0.0060 N 74998800.00 74998800.00 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.240000% 06417DTA3 Certificate of Deposit N First Tier Security 2011-02-22 2011-02-22 N N N 100000000.00 100000000.00 0.0081 N 99998500.00 99998500.00 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.220000% 06417DTJ4 Certificate of Deposit N First Tier Security 2011-01-06 2011-01-06 N N N 100000000.00 100000138.86 0.0081 N 99999800.00 99999800.00 CHEVRONTEXACO FUNDING CORP CHEVRONTEXACO FUNDING CORP 0.180000% 1667X1N69 Other Commercial Paper N First Tier Security 2011-01-06 2011-01-06 N N N 50000000.00 49998750.00 0.0040 N 49998850.00 49998850.00 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.260000% 20272EPQ5 Financial Company Commercial Paper N First Tier Security 2011-02-24 2011-02-24 N N N 50000000.00 49980500.00 0.0040 N 49979150.00 49979150.00 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.260000% 20272EQ19 Financial Company Commercial Paper N First Tier Security 2011-03-01 2011-03-01 N N N 100000000.00 99957388.88 0.0081 N 99953300.00 99953300.00 KINGDOM OF DENMARK KINGDOM OF DENMARK 0.130000% 24850DNB4 Treasury Debt N First Tier Security 2011-01-11 2011-01-11 N N N 50000000.00 49998194.44 0.0040 N 49997250.00 49997250.00 KINGDOM OF DENMARK KINGDOM OF DENMARK 0.150000% 24850DND0 Treasury Debt N First Tier Security 2011-01-13 2011-01-13 N N N 50000000.00 49997499.99 0.0040 N 49996750.00 49996750.00 EXPORT DEVELOPMENT CANADA EXPORT DEVELOPMENT CANADA 0.150000% 30215HNA4 Government Agency Debt N First Tier Security 2011-01-10 2011-01-10 N N N 70000000.00 69997274.99 0.0056 N 69997270.00 69997270.00 FEDERAL HOME LOAN BANK DISCOUNT NOTES FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.153000% 313384AM1 Government Agency Debt N First Tier Security 2011-01-12 2011-01-12 N N N 23900000.00 23898795.04 0.0019 N 23899761.00 23899761.00 FEDERAL HOME LOAN BANK DISCOUNT NOTES FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.164000% 313384AW9 Government Agency Debt N First Tier Security 2011-01-21 2011-01-21 N N N 50000000.00 49995277.77 0.0040 N 49999000.00 49999000.00 FEDERAL HOME LOAN BANK DISCOUNT NOTES FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.136000% 313384AZ2 Government Agency Debt N First Tier Security 2011-01-24 2011-01-24 N N N 50000000.00 49995527.77 0.0040 N 49998850.00 49998850.00 FREDDIE MAC DISCOUNT NOTES FREDDIE MAC DISCOUNT NOTES 0.180000% 313396CN1 Government Agency Debt N First Tier Security 2011-03-02 2011-03-02 N N N 20000000.00 19994000.00 0.0016 N 19997100.00 19997100.00 FREDDIE MAC DISCOUNT NOTES FREDDIE MAC DISCOUNT NOTES 0.190000% 313396CT8 Government Agency Debt N First Tier Security 2011-03-07 2011-03-07 N N N 8889000.00 8885950.57 0.0007 N 8887604.43 8887604.43 FANNIE MAE DISCOUNT NOTES FANNIE MAE DISCOUNT NOTES 0.171000% 313588CM5 Government Agency Debt N First Tier Security 2011-03-01 2011-03-01 N N N 68520000.00 68500770.25 0.0055 N 68510201.64 68510201.64 IBRD DISCOUNT NOTE IBRD DISCOUNT NOTE 0.189000% 459052CL8 Government Agency Debt N First Tier Security 2011-02-28 2011-02-28 N N N 50000000.00 49984694.44 0.0040 N 49994550.00 49994550.00 IBRD DISCOUNT NOTE IBRD DISCOUNT NOTE 0.190000% 459052CP9 Government Agency Debt N First Tier Security 2011-03-03 2011-03-03 N N N 100000000.00 99967805.56 0.0081 N 99985300.00 99985300.00 JOHNSON & JOHNSON JOHNSON & JOHNSON 0.150000% 47816GN39 Other Commercial Paper N First Tier Security 2011-01-03 2011-01-03 N N N 25000000.00 24999791.66 0.0020 N 24999700.00 24999700.00 JOHNSON & JOHNSON JOHNSON & JOHNSON 0.160000% 47816GNT2 Other Commercial Paper N First Tier Security 2011-01-27 2011-01-27 N N N 100000000.00 99988444.44 0.0081 N 99989500.00 99989500.00 NATIONAL AUSTRALIA FUNDING NATIONAL AUSTRALIA FUNDING 0.245000% 63253KP84 Financial Company Commercial Paper N First Tier Security 2011-02-08 2011-02-08 N N N 100000000.00 99974138.88 0.0081 N 99981600.00 99981600.00 NESTLE CAPITAL CORP NESTLE CAPITAL CORP 0.160000% 64105HN40 Other Commercial Paper N First Tier Security 2011-01-04 2011-01-04 N N N 27726000.00 27725630.31 0.0022 N 27725556.38 27725556.38 NEW YORK LIBERTY DEV CORP NEW YORK LIBERTY DEV CORP 0.320000% 649519AR6 Other Municipal Debt N First Tier Security 2011-05-05 2011-05-05 N N N 226000000.00 226000000.00 0.0182 N 226000000.00 226000000.00 PROVINCE OF ONTARIO PROVINCE OF ONTARIO 0.160000% 68323KNJ7 Treasury Debt N First Tier Security 2011-01-18 2011-01-18 N N N 100000000.00 99992444.44 0.0081 N 99989300.00 99989300.00 PEPSICO INC PEPSICO INC 0.165000% 71344UNE5 Other Commercial Paper N First Tier Security 2011-01-14 2011-01-14 N N N 100000000.00 99994041.66 0.0081 N 99993400.00 99993400.00 PEPSICO INC PEPSICO INC 0.160000% 71344UNL9 Other Commercial Paper N First Tier Security 2011-01-20 2011-01-20 N N N 50000000.00 49995777.77 0.0040 N 49995300.00 49995300.00 PEPSICO INC PEPSICO INC 0.170000% 71344UNU9 Other Commercial Paper N First Tier Security 2011-01-28 2011-01-28 N N N 150000000.00 149980874.97 0.0121 N 149980200.00 149980200.00 ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.210000% 78009JW92 Certificate of Deposit N First Tier Security 2011-02-04 2011-02-04 N N N 100000000.00 100000000.00 0.0081 N 100001000.00 100001000.00 ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.210000% 78009JX83 Certificate of Deposit N First Tier Security 2011-02-23 2011-02-23 N N N 50000000.00 50000000.00 0.0040 N 50000750.00 50000750.00 TORONTO-DOMINION BANK TORONTO-DOMINION BANK 0.210000% 89112YMK6 Certificate of Deposit N First Tier Security 2011-02-01 2011-02-01 N N N 50000000.00 50000000.00 0.0040 N 49998200.00 49998200.00 TORONTO-DOMINION BANK TORONTO-DOMINION BANK 0.220000% 89116FNE6 Financial Company Commercial Paper N First Tier Security 2011-01-14 2011-01-14 N N N 50000000.00 49996027.77 0.0040 N 49996500.00 49996500.00 UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 0.144000% 912795X89 Treasury Debt N First Tier Security 2011-01-20 2011-01-20 N N N 50000000.00 49996041.66 0.0040 N 49999250.00 49999250.00 WESTPAC BANKING CORP WESTPAC BANKING CORP 0.240000% 96121H7H1 Certificate of Deposit N First Tier Security 2011-02-07 2011-02-07 N N N 100000000.00 100001027.18 0.0081 N 100002100.00 100002100.00 WESTPAC BANKING CORP WESTPAC BANKING CORP 0.270000% 9612C1R82 Financial Company Commercial Paper N First Tier Security 2011-04-08 2011-04-08 N N N 51650000.00 51612424.62 0.0042 N 51612347.15 51612347.15 WESTPAC BANKING CORP WESTPAC BANKING CORP 0.290000% 9612C1S99 Financial Company Commercial Paper N First Tier Security 2011-05-09 2011-05-09 N N N 50000000.00 49948444.44 0.0040 N 49945900.00 49945900.00 UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 0.002000% 912795X71 Treasury Debt N First Tier Security 2011-01-06 2011-01-06 N N N 481832000.00 481831858.55 0.0389 N 481831518.17 481831518.17 ABBOTT LABORATORIES ABBOTT LABORATORIES 0.170000% 00282DNL0 Other Commercial Paper N First Tier Security 2011-01-20 2011-01-20 N N N 7768000.00 7767303.03 0.0006 N 7767394.10 7767394.10 BANK OF MONTREAL BANK OF MONTREAL 0.230000% 06366ULN6 Certificate of Deposit N First Tier Security 2011-01-21 2011-01-21 N N N 100000000.00 100000000.00 0.0081 N 99997700.00 99997700.00 BANK OF MONTREAL BANK OF MONTREAL 0.230000% 06366ULP1 Certificate of Deposit N First Tier Security 2011-02-15 2011-02-15 N N N 100000000.00 100000000.00 0.0081 N 99991100.00 99991100.00 CANADA GOVT CANADA GOVT 0.050000% 13508UN74 Government Agency Debt N First Tier Security 2011-01-07 2011-01-07 N N N 30000000.00 29999749.99 0.0024 N 29999190.00 29999190.00 CANADA GOVT CANADA GOVT 0.050000% 13508UNA7 Government Agency Debt N First Tier Security 2011-01-10 2011-01-10 N N N 50000000.00 49999374.99 0.0040 N 49998050.00 49998050.00 CANADIAN WHEAT BOARD CANADIAN WHEAT BOARD 0.170000% 13679KN46 Government Agency Debt N First Tier Security 2011-01-04 2011-01-04 N N N 115000000.00 114998370.81 0.0093 N 114997585.00 114997585.00 CHEVRONTEXACO FUNDING CORP CHEVRONTEXACO FUNDING CORP 0.160000% 1667X1N77 Other Commercial Paper N First Tier Security 2011-01-07 2011-01-07 N N N 100000000.00 99997333.32 0.0081 N 99997300.00 99997300.00 CHEVRONTEXACO FUNDING CORP CHEVRONTEXACO FUNDING CORP 0.150000% 1667X1NB8 Other Commercial Paper N First Tier Security 2011-01-11 2011-01-11 N N N 50000000.00 49997916.66 0.0040 N 49997850.00 49997850.00 CHEVRONTEXACO FUNDING CORP CHEVRONTEXACO FUNDING CORP 0.150000% 1667X1NJ1 Other Commercial Paper N First Tier Security 2011-01-18 2011-01-18 N N N 50000000.00 49996458.33 0.0040 N 49996500.00 49996500.00 CHEVRONTEXACO FUNDING CORP CHEVRONTEXACO FUNDING CORP 0.155000% 1667X1NK8 Other Commercial Paper N First Tier Security 2011-01-19 2011-01-19 N N N 75000000.00 74994187.50 0.0060 N 74994450.00 74994450.00 COLGATE-PALMOLIVE CO COLGATE-PALMOLIVE CO 0.150000% 19416FN67 Other Commercial Paper N First Tier Security 2011-01-06 2011-01-06 N N N 50000000.00 49998958.33 0.0040 N 49998850.00 49998850.00 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.270000% 20272EQ84 Financial Company Commercial Paper N First Tier Security 2011-03-08 2011-03-08 N N N 53000000.00 52973765.00 0.0043 N 52971910.00 52971910.00 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.290000% 20272EQM3 Financial Company Commercial Paper N First Tier Security 2011-03-21 2011-03-21 N N N 45000000.00 44971362.49 0.0036 N 44970705.00 44970705.00 KINGDOM OF DENMARK KINGDOM OF DENMARK 0.160000% 24850DP22 Treasury Debt N First Tier Security 2011-02-02 2011-02-02 N N N 30000000.00 29995733.33 0.0024 N 29994900.00 29994900.00 KINGDOM OF DENMARK KINGDOM OF DENMARK 0.150000% 24850DPE6 Treasury Debt N First Tier Security 2011-02-14 2011-02-14 N N N 50000000.00 49990833.33 0.0040 N 49986900.00 49986900.00 KINGDOM OF DENMARK KINGDOM OF DENMARK 0.160000% 24850DPF3 Treasury Debt N First Tier Security 2011-02-15 2011-02-15 N N N 50000000.00 49989999.99 0.0040 N 49986500.00 49986500.00 DURHAM CNTY N C INDL FACS & POLLUTION CTL FING AUTH REV DURHAM CNTY N C INDL FACS & POLLUTION CTL FING A 0.450000% 266711AT7 Other Municipal Debt N First Tier Security 2011-04-14 2011-04-14 N N N 7000000.00 7000000.00 0.0006 N 7000000.00 7000000.00 EXPORT DEVELOPMENT CANADA EXPORT DEVELOPMENT CANADA 0.180000% 30215HNC0 Government Agency Debt N First Tier Security 2011-01-12 2011-01-12 N N N 100000000.00 99994805.55 0.0081 N 99995300.00 99995300.00 EXPORT DEVELOPMENT CANADA EXPORT DEVELOPMENT CANADA 0.165000% 30215HNR7 Government Agency Debt N First Tier Security 2011-01-25 2011-01-25 N N N 100000000.00 99988999.98 0.0081 N 99990300.00 99990300.00 EXPORT DEVELOPMENT CANADA EXPORT DEVELOPMENT CANADA 0.180000% 30215HP79 Government Agency Debt N First Tier Security 2011-02-07 2011-02-07 N N N 50000000.00 49990750.00 0.0040 N 49991750.00 49991750.00 IBRD DISCOUNT NOTE IBRD DISCOUNT NOTE 0.147000% 459052BD7 Government Agency Debt N First Tier Security 2011-01-28 2011-01-28 N N N 50000000.00 49994375.00 0.0040 N 49998600.00 49998600.00 IBRD DISCOUNT NOTE IBRD DISCOUNT NOTE 0.221000% 459052EN2 Government Agency Debt N First Tier Security 2011-04-19 2011-04-19 N N N 10000000.00 9993400.00 0.0008 N 9997060.00 9997060.00 JOHNSON & JOHNSON JOHNSON & JOHNSON 0.160000% 47816GNA3 Other Commercial Paper N First Tier Security 2011-01-10 2011-01-10 N N N 35000000.00 34998600.00 0.0028 N 34998635.00 34998635.00 NATIONAL AUSTRALIA BANK NATIONAL AUSTRALIA BANK 0.250000% 63252XNM8 Certificate of Deposit N First Tier Security 2011-03-16 2011-03-16 N N N 150000000.00 150000000.00 0.0121 N 149984400.00 149984400.00 NESTLE CAPITAL CORP NESTLE CAPITAL CORP 0.180000% 64105HP22 Other Commercial Paper N First Tier Security 2011-02-02 2011-02-02 N N N 150000000.00 149976000.00 0.0121 N 149979900.00 149979900.00 NESTLE CAPITAL CORP NESTLE CAPITAL CORP 0.190000% 64105HP71 Other Commercial Paper N First Tier Security 2011-02-07 2011-02-07 N N N 65000000.00 64987306.93 0.0052 N 64989275.00 64989275.00 NESTLE CAPITAL CORP NESTLE CAPITAL CORP 0.190000% 64105HP89 Other Commercial Paper N First Tier Security 2011-02-08 2011-02-08 N N N 125000000.00 124974930.54 0.0101 N 124978625.00 124978625.00 NESTLE CAPITAL CORP NESTLE CAPITAL CORP 0.170000% 64105HP97 Other Commercial Paper N First Tier Security 2011-02-09 2011-02-09 N N N 17750000.00 17746731.03 0.0014 N 17746840.50 17746840.50 PROVINCE OF ONTARIO PROVINCE OF ONTARIO 0.190000% 68323KN73 Treasury Debt N First Tier Security 2011-01-07 2011-01-07 N N N 50000000.00 49998416.66 0.0040 N 49998150.00 49998150.00 PROVINCE OF ONTARIO PROVINCE OF ONTARIO 0.195000% 68323KNL2 Treasury Debt N First Tier Security 2011-01-20 2011-01-20 N N N 50000000.00 49994854.16 0.0040 N 49993950.00 49993950.00 PROVINCE OF ONTARIO PROVINCE OF ONTARIO 0.190000% 68323KPE6 Treasury Debt N First Tier Security 2011-02-14 2011-02-14 N N N 83400000.00 83380021.54 0.0067 N 83372895.00 83372895.00 PROVINCE OF ONTARIO PROVINCE OF ONTARIO 0.220000% 68323KQ88 Treasury Debt N First Tier Security 2011-03-08 2011-03-08 N N N 125000000.00 124949583.32 0.0101 N 124933750.00 124933750.00 PEPSICO INC PEPSICO INC 0.160000% 71344UPE3 Other Commercial Paper N First Tier Security 2011-02-14 2011-02-14 N N N 15950000.00 15946880.88 0.0013 N 15946012.50 15946012.50 PEPSICO INC PEPSICO INC 0.170000% 71344UPG8 Other Commercial Paper N First Tier Security 2011-02-16 2011-02-16 N N N 120000000.00 119973933.33 0.0097 N 119968200.00 119968200.00 PROCTER & GAMBLE CO PROCTER & GAMBLE CO 0.170000% 74271UNK2 Other Commercial Paper N First Tier Security 2011-01-19 2011-01-19 N N N 98000000.00 97991669.98 0.0079 N 97992748.00 97992748.00 PROCTER & GAMBLE INTERNATIONAL FUNDING PROCTER & GAMBLE INTERNATIONAL FUNDING 0.170000% 74273MNA0 Other Commercial Paper N First Tier Security 2011-01-10 2011-01-10 N N N 90000000.00 89996174.98 0.0073 N 89996490.00 89996490.00 PROCTER & GAMBLE INTERNATIONAL FUNDING PROCTER & GAMBLE INTERNATIONAL FUNDING 0.170000% 74273MND4 Other Commercial Paper N First Tier Security 2011-01-13 2011-01-13 N N N 25000000.00 24998583.33 0.0020 N 24998725.00 24998725.00 PROCTER & GAMBLE INTERNATIONAL FUNDING PROCTER & GAMBLE INTERNATIONAL FUNDING 0.170000% 74273MNM4 Other Commercial Paper N First Tier Security 2011-01-21 2011-01-21 N N N 75000000.00 74992916.65 0.0060 N 74993850.00 74993850.00 ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.190000% 78009BNS7 Financial Company Commercial Paper N First Tier Security 2011-01-26 2011-01-26 N N N 50000000.00 49993402.77 0.0040 N 49994950.00 49994950.00 ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.200000% 78009BP97 Financial Company Commercial Paper N First Tier Security 2011-02-09 2011-02-09 N N N 100000000.00 99978333.32 0.0081 N 99982200.00 99982200.00 ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.220000% 78009BQ96 Financial Company Commercial Paper N First Tier Security 2011-03-09 2011-03-09 N N N 100000000.00 99959055.56 0.0081 N 99964100.00 99964100.00 TORONTO-DOMINION BANK TORONTO-DOMINION BANK 0.235000% 89112YQE6 Certificate of Deposit N First Tier Security 2011-02-10 2011-02-10 N N N 150000000.00 150000000.00 0.0121 N 149997450.00 149997450.00 TORONTO-DOMINION BANK TORONTO-DOMINION BANK 0.235000% 89116FNJ5 Financial Company Commercial Paper N First Tier Security 2011-01-18 2011-01-18 N N N 30000000.00 29996670.83 0.0024 N 29997300.00 29997300.00 UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 0.284000% 9127952T7 Treasury Debt N First Tier Security 2011-12-15 2011-12-15 N N N 50000000.00 49864666.66 0.0040 N 49878900.00 49878900.00 UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 0.187000% 9127952W0 Treasury Debt N First Tier Security 2011-06-23 2011-06-23 N N N 305000000.00 304728966.66 0.0246 N 304750815.00 304750815.00 WESTPAC BANKING CORP WESTPAC BANKING CORP 0.240000% 9612C1Q83 Financial Company Commercial Paper N First Tier Security 2011-03-08 2011-03-08 N N N 50000000.00 49977999.99 0.0040 N 49977250.00 49977250.00 BANK OF MONTREAL BANK OF MONTREAL 0.150000% 06366UNN4 Certificate of Deposit N First Tier Security 2011-01-07 2011-01-07 N N N 150000000.00 150000000.00 0.0121 N 150000000.00 150000000.00 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.090000% 06416KN30 Financial Company Commercial Paper N First Tier Security 2011-01-03 2011-01-03 N N N 150000000.00 149999250.00 0.0121 N 149998875.00 149998875.00 COLGATE-PALMOLIVE CO COLGATE-PALMOLIVE CO 0.150000% 19416FNC4 Other Commercial Paper N First Tier Security 2011-01-12 2011-01-12 N N N 12000000.00 11999449.99 0.0010 N 11999400.00 11999400.00 FEDERAL FARM CREDIT DISCOUNT NOTES FEDERAL FARM CREDIT DISCOUNT NOTES 0.007000% 313312AC4 Government Agency Debt N First Tier Security 2011-01-03 2011-01-03 N N N 40970000.00 40969977.23 0.0033 N 40970000.00 40970000.00 FEDERAL HOME LOAN BANK DISCOUNT NOTES FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.001000% 313384AC3 Government Agency Debt N First Tier Security 2011-01-03 2011-01-03 N N N 55090000.00 55089996.93 0.0044 N 55090000.00 55090000.00 FEDERAL HOME LOAN BANK DISCOUNT NOTES FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.009000% 313384AD1 Government Agency Debt N First Tier Security 2011-01-04 2011-01-04 N N N 1000000.00 999999.16 0.0001 N 999999.00 999999.00 FEDERAL HOME LOAN BANK DISCOUNT NOTES FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.001000% 313384AL3 Government Agency Debt N First Tier Security 2011-01-11 2011-01-11 N N N 50000000.00 49999986.10 0.0040 N 49999550.00 49999550.00 FEDERAL HOME LOAN BANK DISCOUNT NOTES FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.019000% 313384AU3 Government Agency Debt N First Tier Security 2011-01-19 2011-01-19 N N N 14000000.00 13999859.99 0.0011 N 13999748.00 13999748.00 IBRD DISCOUNT NOTE IBRD DISCOUNT NOTE 0.179000% 459052CG9 Government Agency Debt N First Tier Security 2011-02-24 2011-02-24 N N N 150000000.00 149959500.00 0.0121 N 149984850.00 149984850.00 DEUTSCHE MORGAN GRENFELL DEUTSCHE MORGAN GRENFELL 0.180000% 485077 0000058056 Treasury Repurchase Agreement Y US TREASURY NOTE 2013-10-15 0.500000 Treasury Debt 92884200.00 91701784.13 First Tier Security 2011-01-03 2011-01-03 N N N 90000000.00 90000000.00 0.0073 N 90000000.00 90000000.00 NATIONSBANC MONTGOMERY SECURITY NATIONSBANC MONTGOMERY SECURITY 0.150000% 485078 0000860220 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 2011-03-28 0.101000 Government Agency Debt 82627000.00 82607169.52 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2011-04-29 0.110000 Government Agency Debt 22618000.00 22609857.52 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2011-05-02 0.132000 Government Agency Debt 200872000.00 200783616.32 First Tier Security 2011-01-03 2011-01-03 N N N 300000000.00 300000000.00 0.0242 N 300000000.00 300000000.00 HSBC SECURITIES INC HSBC SECURITIES INC 0.200000% 485079 0000853784 Treasury Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 2013-05-01 4.625000 Government Agency Debt 7609000.00 8170620.62 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2015-07-28 2.375000 Government Agency Debt 500000.00 505649.98 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2012-08-10 1.750000 Government Agency Debt 769000.00 782465.22 FEDERAL HOME LOAN MORTGAGE CORP 2011-08-05 -0.030000 Government Agency Debt 45300000.00 45308154.27 FEDERAL HOME LOAN MORTGAGE CORP 2011-01-14 -0.209000 Government Agency Debt 1100000.00 1100087.99 FEDERAL HOME LOAN MORTGAGE CORP 2011-03-09 0.702500 Government Agency Debt 50000000.00 50014498.35 FEDERAL HOME LOAN MORTGAGE CORP 2011-09-19 0.025000 Government Agency Debt 5000000.00 4999099.97 FEDERAL FARM CREDIT BANK 2012-12-07 1.875000 Government Agency Debt 463000.00 473167.44 FEDERAL FARM CREDIT BANK 2012-11-13 3.875000 Government Agency Debt 2495000.00 2641306.75 FEDERAL FARM CREDIT BANK 2012-04-24 2.250000 Government Agency Debt 1575000.00 1609886.13 FEDERAL FARM CREDIT BANK 2013-09-23 2.350000 Government Agency Debt 750000.00 775529.96 FEDERAL FARM CREDIT BANK 2014-04-17 2.625000 Government Agency Debt 410000.00 426326.23 FEDERAL FARM CREDIT BANK 2012-06-18 2.125000 Government Agency Debt 3550000.00 3629306.82 FEDERAL FARM CREDIT BANK 2013-02-21 1.750000 Government Agency Debt 3360000.00 3419740.79 FEDERAL FARM CREDIT BANK 2013-06-25 1.375000 Government Agency Debt 50000.00 50626.00 FEDERAL FARM CREDIT BANK 2011-11-30 0.469999 Government Agency Debt 25000000.00 25013751.61 FEDERAL FARM CREDIT BANK 2011-03-07 6.000000 Government Agency Debt 50000.00 50537.50 FEDERAL FARM CREDIT BANK 2014-11-03 4.625000 Government Agency Debt 100000.00 110946.00 FEDERAL FARM CREDIT BANK 2011-02-18 4.875000 Government Agency Debt 100000.00 100611.99 FEDERAL FARM CREDIT BANK 2012-10-17 4.500000 Government Agency Debt 743000.00 793509.08 FEDERAL FARM CREDIT BANK 2012-02-22 0.150629 Government Agency Debt 500000.00 499364.98 FEDERAL FARM CREDIT BANK 2011-04-21 2.625000 Government Agency Debt 100000.00 100762.00 FEDERAL FARM CREDIT BANK 2011-03-03 3.000000 Government Agency Debt 965000.00 969767.14 FEDERAL HOME LOAN BANK 2013-01-16 1.500000 Government Agency Debt 820000.00 832103.20 FEDERAL HOME LOAN BANK 2012-05-18 1.125000 Government Agency Debt 350000.00 352789.49 FEDERAL HOME LOAN MORTGAGE CORP 2012-07-15 5.125000 Government Agency Debt 665000.00 710366.32 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2012-08-01 5.250000 Government Agency Debt 25500000.00 27226863.05 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2014-01-02 5.125000 Government Agency Debt 261000.00 285742.81 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2014-02-28 0.000400 Government Agency Debt 425000.00 401119.24 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2011-09-19 0.025000 Government Agency Debt 4500000.00 4499189.97 FEDERAL HOME LOAN MORTGAGE CORP 2015-03-01 5.150000 Government Agency Debt 100000.00 112316.01 FEDERAL FARM CREDIT BANK 2014-09-22 -1.303000 Government Agency Debt 45000.00 47187.00 FEDERAL FARM CREDIT BANK 2012-11-15 0.299999 Government Agency Debt 46950000.00 46767834.40 FEDERAL FARM CREDIT BANK 2012-11-13 0.035000 Government Agency Debt 700000.00 699544.97 FEDERAL FARM CREDIT BANK 2013-04-26 0.306250 Government Agency Debt 2860000.00 2858941.74 FEDERAL FARM CREDIT BANK 2015-12-16 4.875000 Government Agency Debt 215000.00 240402.27 FEDERAL HOME LOAN BANK 2013-12-27 0.875000 Government Agency Debt 400000.00 395660.01 FEDERAL HOME LOAN BANK 2011-11-30 0.320000 Government Agency Debt 350000.00 349712.99 FEDERAL HOME LOAN BANK 2011-12-09 0.320000 Government Agency Debt 750000.00 749325.03 FEDERAL HOME LOAN BANK 2012-02-15 5.625000 Government Agency Debt 75000.00 79323.01 FEDERAL HOME LOAN BANK 2013-09-16 4.500000 Government Agency Debt 10000.00 10910.40 FEDERAL HOME LOAN BANK 2014-06-18 5.250000 Government Agency Debt 480000.00 542438.45 FEDERAL HOME LOAN BANK 2013-09-13 4.375000 Government Agency Debt 65000.00 70692.70 FEDERAL HOME LOAN BANK 2015-12-21 5.000000 Government Agency Debt 120000.00 134493.60 FEDERAL HOME LOAN BANK 2011-02-18 4.625000 Government Agency Debt 200000.00 201172.00 FEDERAL HOME LOAN BANK 2011-12-09 4.750000 Government Agency Debt 5000.00 5197.50 FEDERAL HOME LOAN BANK 2012-06-08 4.875000 Government Agency Debt 50000.00 53080.00 FEDERAL HOME LOAN BANK 2012-10-10 4.625000 Government Agency Debt 50000.00 53533.50 FEDERAL HOME LOAN BANK 2011-05-20 2.625000 Government Agency Debt 5000.00 5048.15 FEDERAL HOME LOAN BANK 2013-06-14 3.750000 Government Agency Debt 400000.00 426571.99 FEDERAL HOME LOAN BANK 2013-06-14 4.250000 Government Agency Debt 100000.00 108002.99 FEDERAL HOME LOAN BANK 2012-04-13 2.250000 Government Agency Debt 750000.00 766612.43 FEDERAL HOME LOAN BANK 2012-06-20 1.875000 Government Agency Debt 445000.00 453472.79 FEDERAL HOME LOAN BANK 2011-06-03 1.125000 Government Agency Debt 10000.00 10041.60 FEDERAL HOME LOAN BANK 2012-11-21 1.625000 Government Agency Debt 250000.00 254265.00 FEDERAL HOME LOAN BANK 2011-12-09 1.125000 Government Agency Debt 70000.00 70464.80 FEDERAL HOME LOAN BANK 2012-06-08 1.375000 Government Agency Debt 500000.00 505805.03 FEDERAL HOME LOAN MORTGAGE CORP 2011-03-15 5.625000 Government Agency Debt 115000.00 116300.64 FEDERAL HOME LOAN MORTGAGE CORP 2011-06-15 6.000000 Government Agency Debt 200000.00 205364.00 FEDERAL HOME LOAN MORTGAGE CORP 2011-09-15 5.500000 Government Agency Debt 77000.00 79785.86 FEDERAL HOME LOAN MORTGAGE CORP 2013-01-15 4.500000 Government Agency Debt 487000.00 523612.62 FEDERAL HOME LOAN MORTGAGE CORP 2014-01-15 4.500000 Government Agency Debt 458000.00 502558.78 FEDERAL HOME LOAN MORTGAGE CORP 2015-01-15 4.500000 Government Agency Debt 559000.00 615906.17 FEDERAL HOME LOAN MORTGAGE CORP 2015-11-17 4.750000 Government Agency Debt 774000.00 863157.01 FEDERAL HOME LOAN MORTGAGE CORP 2011-01-18 4.750000 Government Agency Debt 482000.00 483050.78 FEDERAL HOME LOAN MORTGAGE CORP 2013-09-03 1.149999 Government Agency Debt 40000.00 39877.20 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2015-04-15 5.000000 Government Agency Debt 479000.00 538951.61 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2011-05-15 6.000000 Government Agency Debt 470000.00 480260.11 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2011-11-15 5.375000 Government Agency Debt 82000.00 85548.14 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2011-04-15 5.125000 Government Agency Debt 25000.00 25367.25 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2013-03-15 4.375000 Government Agency Debt 617000.00 664237.52 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2013-10-15 4.625000 Government Agency Debt 632000.00 692684.58 FEDERAL HOME LOAN MORTGAGE CORP 2011-04-18 5.125000 Government Agency Debt 400000.00 405935.99 FEDERAL HOME LOAN MORTGAGE CORP 2012-08-20 5.500000 Government Agency Debt 28000.00 30201.92 FEDERAL HOME LOAN MORTGAGE CORP 2012-10-25 4.625000 Government Agency Debt 155000.00 166020.50 FEDERAL HOME LOAN MORTGAGE CORP 2011-06-29 3.875000 Government Agency Debt 300000.00 305409.02 FEDERAL HOME LOAN MORTGAGE CORP 2014-01-07 2.500000 Government Agency Debt 91000.00 94454.36 FEDERAL HOME LOAN MORTGAGE CORP 2012-03-23 2.125000 Government Agency Debt 521000.00 531107.42 FEDERAL HOME LOAN MORTGAGE CORP 2011-04-26 1.625000 Government Agency Debt 630000.00 633023.99 FEDERAL HOME LOAN MORTGAGE CORP 2014-07-28 3.000000 Government Agency Debt 381000.00 400137.65 FEDERAL HOME LOAN MORTGAGE CORP 2012-09-21 2.125000 Government Agency Debt 73000.00 74797.99 FEDERAL HOME LOAN MORTGAGE CORP 2015-09-10 1.750000 Government Agency Debt 58000.00 56832.46 FEDERAL HOME LOAN MORTGAGE CORP 2012-12-28 0.625000 Government Agency Debt 340000.00 339102.40 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2013-09-23 1.000000 Government Agency Debt 21000.00 20946.24 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2013-12-18 0.750000 Government Agency Debt 355000.00 350129.40 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2012-12-28 0.375000 Government Agency Debt 740000.00 734250.17 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2012-11-23 0.026000 Government Agency Debt 25000000.00 24987749.76 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2012-04-04 1.000000 Government Agency Debt 365000.00 367149.84 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2013-05-07 1.750000 Government Agency Debt 261000.00 266324.40 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2012-06-22 1.250000 Government Agency Debt 118000.00 119104.47 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2011-04-11 2.750000 Government Agency Debt 115000.00 115836.05 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2012-07-30 1.125000 Government Agency Debt 733000.00 738534.10 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2013-12-11 2.875000 Government Agency Debt 164000.00 172009.75 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2012-01-09 2.000000 Government Agency Debt 100000.00 101588.99 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2012-04-20 1.875000 Government Agency Debt 810000.00 823948.26 First Tier Security 2011-01-03 2011-01-03 N N N 275000000.00 275000000.00 0.0222 N 275000000.00 275000000.00 MORGAN STANLEY MORGAN STANLEY 0.080000% 485080 0000068136 Treasury Repurchase Agreement Y US TREASURY NOTE 2014-07-15 2.000000 Treasury Debt 141396500.00 176993264.28 First Tier Security 2011-01-03 2011-01-03 N N N 175000000.00 175000000.00 0.0141 N 175000000.00 175000000.00 BARCLAYS DE ZOETE WEDD SEC INC BARCLAYS DE ZOETE WEDD SEC INC 0.120000% 485082 0000851376 Treasury Repurchase Agreement Y US TREASURY NOTE 2012-09-30 0.375000 Treasury Debt 25685000.00 25627722.45 First Tier Security 2011-01-03 2011-01-03 N N N 25000000.00 25000000.00 0.0020 N 25000000.00 25000000.00 JPMORGAN CHASE BANK NA JPMORGAN CHASE BANK NA 0.140000% 485085 0000835271 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOCIATION 2013-05-01 4.625000 Government Agency Debt 222000.00 238385.83 FEDERAL HOME LOAN MORTGAGE CORP 2011-05-04 0.195940 Government Agency Debt 15421000.00 15427631.19 FEDERAL HOME LOAN MORTGAGE CORP 2011-02-01 -0.114000 Government Agency Debt 3113000.00 3113311.35 FEDERAL HOME LOAN MORTGAGE CORP 2011-08-05 -0.030000 Government Agency Debt 1780000.00 1780320.41 FEDERAL HOME LOAN MORTGAGE CORP 2011-01-14 -0.209000 Government Agency Debt 1150000.00 1150091.99 FEDERAL HOME LOAN MORTGAGE CORP 2011-01-28 -0.287000 Government Agency Debt 8500000.00 8501870.51 FEDERAL HOME LOAN MORTGAGE CORP 2011-03-09 0.702500 Government Agency Debt 2270000.00 2270658.22 FEDERAL HOME LOAN MORTGAGE CORP 2011-04-07 -0.135000 Government Agency Debt 5700000.00 5702052.07 FEDERAL HOME LOAN MORTGAGE CORP 2011-09-26 0.016000 Government Agency Debt 3320000.00 3319601.65 FEDERAL HOME LOAN MORTGAGE CORP 2012-02-10 0.040000 Government Agency Debt 10896000.00 10891205.74 FEDERAL HOME LOAN MORTGAGE CORP 2011-09-19 0.025000 Government Agency Debt 8310000.00 8308504.15 FEDERAL FARM CREDIT BANK 2011-10-26 0.005000 Government Agency Debt 9000000.00 8999640.05 FEDERAL FARM CREDIT BANK 2012-11-27 0.047000 Government Agency Debt 500000.00 499555.02 FEDERAL FARM CREDIT BANK 2011-12-07 0.029000 Government Agency Debt 2325000.00 2324372.23 FEDERAL FARM CREDIT BANK 2011-03-24 0.746249 Government Agency Debt 1050000.00 1051196.90 FEDERAL FARM CREDIT BANK 2011-05-18 -0.108000 Government Agency Debt 2000000.00 2000819.92 FEDERAL FARM CREDIT BANK 2011-07-01 -0.088000 Government Agency Debt 500000.00 500220.00 FEDERAL FARM CREDIT BANK 2012-01-25 0.176249 Government Agency Debt 2600000.00 2597867.94 FEDERAL FARM CREDIT BANK 2011-06-28 0.073000 Government Agency Debt 500000.00 499819.99 FEDERAL FARM CREDIT BANK 2012-05-15 0.008000 Government Agency Debt 30000000.00 29996699.09 FEDERAL FARM CREDIT BANK 2011-10-26 0.001000 Government Agency Debt 10000000.00 9999899.86 FEDERAL FARM CREDIT BANK 2013-06-12 0.062000 Government Agency Debt 4250000.00 4243540.09 FEDERAL HOME LOAN MORTGAGE CORP 2014-11-24 2.119000 Government Agency Debt 16438000.00 15078906.37 FEDERAL HOME LOAN MORTGAGE CORP 2011-03-15 0.000100 Government Agency Debt 45000.00 44928.00 FEDERAL HOME LOAN MORTGAGE CORP 2012-09-15 0.000100 Government Agency Debt 9000.00 8816.31 FEDERAL HOME LOAN MORTGAGE CORP 2015-09-15 0.000200 Government Agency Debt 30000.00 26536.50 FEDERAL HOME LOAN MORTGAGE CORP 2014-03-15 0.000500 Government Agency Debt 3028000.00 2853223.82 FEDERAL HOME LOAN MORTGAGE CORP 2014-09-15 0.000500 Government Agency Debt 1802000.00 1665732.88 FEDERAL HOME LOAN MORTGAGE CORP 2015-09-15 0.000500 Government Agency Debt 1108000.00 980048.22 FEDERAL HOME LOAN MORTGAGE CORP 2011-03-15 5.625000 Government Agency Debt 131000.00 130789.08 FEDERAL HOME LOAN MORTGAGE CORP 2011-03-21 5.875000 Government Agency Debt 600000.00 606450.00 FEDERAL HOME LOAN MORTGAGE CORP 2011-01-15 0.000200 Government Agency Debt 29000.00 28991.30 FEDERAL HOME LOAN MORTGAGE CORP 2011-07-15 0.000200 Government Agency Debt 18000.00 17916.48 FEDERAL HOME LOAN MORTGAGE CORP 2011-01-15 0.730000 Government Agency Debt 1141000.00 1140657.71 FEDERAL HOME LOAN MORTGAGE CORP 2011-07-15 0.864000 Government Agency Debt 52000.00 51758.72 FEDERAL HOME LOAN MORTGAGE CORP 2013-01-15 4.500000 Government Agency Debt 2789000.00 2713585.43 FEDERAL HOME LOAN MORTGAGE CORP 2013-11-15 4.875000 Government Agency Debt 30000000.00 28606501.22 FEDERAL HOME LOAN MORTGAGE CORP 2015-01-15 4.500000 Government Agency Debt 97000.00 88421.32 FEDERAL HOME LOAN MORTGAGE CORP 2015-07-17 4.375000 Government Agency Debt 183000.00 163109.73 FEDERAL HOME LOAN MORTGAGE CORP 2011-05-17 0.000100 Government Agency Debt 48000.00 47849.28 FEDERAL HOME LOAN MORTGAGE CORP 2011-11-17 0.000100 Government Agency Debt 17000.00 16869.44 FEDERAL HOME LOAN MORTGAGE CORP 2012-05-17 0.000100 Government Agency Debt 29000.00 28602.12 FEDERAL HOME LOAN MORTGAGE CORP 2012-11-17 0.000100 Government Agency Debt 76000.00 74240.60 FEDERAL HOME LOAN MORTGAGE CORP 2013-05-17 0.000100 Government Agency Debt 76000.00 73369.64 FEDERAL HOME LOAN MORTGAGE CORP 2013-11-17 0.000100 Government Agency Debt 76000.00 72456.12 FEDERAL HOME LOAN MORTGAGE CORP 2014-05-17 0.000100 Government Agency Debt 76000.00 71112.44 FEDERAL HOME LOAN MORTGAGE CORP 2014-11-17 0.000100 Government Agency Debt 76000.00 69774.84 FEDERAL HOME LOAN MORTGAGE CORP 2015-05-17 0.000100 Government Agency Debt 76000.00 68242.68 FEDERAL HOME LOAN MORTGAGE CORP 2011-10-21 -0.005000 Government Agency Debt 7370000.00 7370294.32 FEDERAL HOME LOAN MORTGAGE CORP 2011-12-14 0.026000 Government Agency Debt 750000.00 749812.47 FEDERAL HOME LOAN MORTGAGE CORP 2011-12-21 0.035000 Government Agency Debt 2000000.00 1999320.03 FEDERAL HOME LOAN MORTGAGE CORP 2012-05-11 0.039000 Government Agency Debt 200000.00 199894.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2011-05-15 0.838000 Government Agency Debt 1458000.00 1453480.23 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2011-11-15 0.871000 Government Agency Debt 866000.00 859409.72 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2012-05-15 0.992000 Government Agency Debt 888000.00 875914.32 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2012-11-15 1.227000 Government Agency Debt 1968000.00 1922676.88 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2013-05-15 1.454000 Government Agency Debt 1924000.00 1857622.11 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2013-11-15 1.615000 Government Agency Debt 1967000.00 1875613.12 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2014-05-15 1.902000 Government Agency Debt 1112000.00 1040676.30 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2014-11-15 2.108000 Government Agency Debt 1447000.00 1328765.66 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2015-05-15 2.329000 Government Agency Debt 1148000.00 1031076.23 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2011-02-07 0.730000 Government Agency Debt 25000.00 24981.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2013-02-07 1.358000 Government Agency Debt 5000.00 4856.95 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2011-05-15 6.000000 Government Agency Debt 2745000.00 2736929.70 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2012-03-15 6.125000 Government Agency Debt 892000.00 881180.07 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2012-09-15 4.375000 Government Agency Debt 196000.00 192270.12 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2013-10-15 4.625000 Government Agency Debt 1000.00 957.29 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2014-04-15 4.125000 Government Agency Debt 3988000.00 3752987.24 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2014-10-15 4.625000 Government Agency Debt 11958000.00 11043930.76 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2015-04-15 2.272000 Government Agency Debt 15000.00 13537.80 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2015-10-15 2.456000 Government Agency Debt 178000.00 157047.61 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2011-02-15 4.500000 Government Agency Debt 123000.00 122889.30 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2012-11-19 1.168000 Government Agency Debt 103000.00 100728.85 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2012-08-01 5.250000 Government Agency Debt 1080000.00 1153137.73 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2014-01-02 5.125000 Government Agency Debt 444000.00 486091.22 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2011-01-15 0.754000 Government Agency Debt 45000.00 44986.05 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2013-01-15 1.324000 Government Agency Debt 35000.00 34052.90 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2013-07-15 1.512000 Government Agency Debt 14000.00 13462.54 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2014-01-15 1.707000 Government Agency Debt 250000.00 237010.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2011-03-15 0.001000 Government Agency Debt 29000.00 28953.31 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2011-09-15 0.873000 Government Agency Debt 10000.00 9938.30 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2011-04-15 0.810000 Government Agency Debt 10000.00 9976.70 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2011-10-15 0.873000 Government Agency Debt 204000.00 202594.43 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2012-10-15 1.212000 Government Agency Debt 39000.00 38153.31 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2013-10-15 1.590000 Government Agency Debt 330000.00 315354.60 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2014-04-15 1.851000 Government Agency Debt 181000.00 169973.48 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2015-04-15 2.295000 Government Agency Debt 203000.00 183008.56 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2015-10-15 2.485000 Government Agency Debt 196000.00 172660.33 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2012-02-21 0.998000 Government Agency Debt 237000.00 234298.20 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2012-08-21 1.183000 Government Agency Debt 84000.00 82369.56 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2013-02-21 1.376000 Government Agency Debt 40000.00 38819.20 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2011-05-18 0.838000 Government Agency Debt 13000.00 12958.79 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2011-04-08 0.804000 Government Agency Debt 5000.00 4989.20 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2013-10-08 1.584000 Government Agency Debt 11000.00 10516.99 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2012-03-23 0.998000 Government Agency Debt 90000.00 88897.50 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2014-02-28 1.776000 Government Agency Debt 8862000.00 8364044.10 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2012-04-10 0.994000 Government Agency Debt 2966000.00 2928361.61 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2012-02-15 0.998000 Government Agency Debt 207000.00 204673.32 FEDERAL HOME LOAN MORTGAGE CORP 2011-04-18 0.000100 Government Agency Debt 273000.00 272342.07 FEDERAL HOME LOAN MORTGAGE CORP 2011-01-18 0.001299 Government Agency Debt 105000.00 104962.20 FEDERAL HOME LOAN MORTGAGE CORP 2011-04-18 5.125000 Government Agency Debt 660000.00 658481.98 FEDERAL HOME LOAN MORTGAGE CORP 2011-07-18 5.250000 Government Agency Debt 134000.00 133394.31 FEDERAL HOME LOAN MORTGAGE CORP 2011-01-15 0.000299 Government Agency Debt 50000.00 49985.00 FEDERAL HOME LOAN MORTGAGE CORP 2011-05-15 0.835000 Government Agency Debt 658000.00 655966.80 FEDERAL HOME LOAN MORTGAGE CORP 2012-05-15 0.992000 Government Agency Debt 729000.00 719078.31 FEDERAL HOME LOAN MORTGAGE CORP 2012-11-15 1.227000 Government Agency Debt 810000.00 791353.78 FEDERAL HOME LOAN MORTGAGE CORP 2013-01-15 0.000299 Government Agency Debt 1322000.00 1286253.11 FEDERAL HOME LOAN MORTGAGE CORP 2013-11-15 1.615000 Government Agency Debt 803000.00 765700.68 FEDERAL HOME LOAN MORTGAGE CORP 2015-01-15 0.000400 Government Agency Debt 13000.00 11850.28 INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 2011-08-15 0.788000 Government Agency Debt 25000.00 24877.50 INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 2011-02-15 0.651000 Government Agency Debt 35000.00 34971.30 INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 2013-02-15 1.284000 Government Agency Debt 15000.00 14590.05 INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 2013-05-21 3.625000 Government Agency Debt 2000000.00 2127820.07 INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 2013-04-15 1.339000 Government Agency Debt 5000.00 4846.60 FEDERAL HOME LOAN MORTGAGE CORP 2011-11-09 0.135000 Government Agency Debt 5000000.00 4994200.17 FEDERAL HOME LOAN MORTGAGE CORP 2012-02-16 0.041000 Government Agency Debt 16993000.00 16985183.75 FEDERAL FARM CREDIT BANK 2012-02-13 0.062000 Government Agency Debt 100000000.00 99931001.66 FEDERAL FARM CREDIT BANK 2013-12-20 0.058000 Government Agency Debt 40000000.00 39930801.39 FEDERAL FARM CREDIT BANK 2012-03-21 0.028000 Government Agency Debt 44125000.00 44109998.17 FEDERAL FARM CREDIT BANK 2011-12-28 0.079000 Government Agency Debt 41377000.00 41344724.04 FEDERAL FARM CREDIT BANK 2012-09-20 0.009000 Government Agency Debt 100000.00 99985.00 FEDERAL FARM CREDIT BANK 2012-08-20 0.045000 Government Agency Debt 2960000.00 2957809.62 FEDERAL FARM CREDIT BANK 2013-06-26 0.316249 Government Agency Debt 175000.00 174937.00 FEDERAL FARM CREDIT BANK 2013-04-26 0.306250 Government Agency Debt 14785000.00 14779529.27 FEDERAL HOME LOAN BANK 2014-02-24 1.200000 Government Agency Debt 500000.00 496090.02 FEDERAL HOME LOAN BANK 2013-11-22 0.875000 Government Agency Debt 35505000.00 34888279.46 FEDERAL HOME LOAN BANK 2014-06-09 1.375000 Government Agency Debt 35220000.00 34842794.35 FEDERAL HOME LOAN BANK 2011-12-23 0.500000 Government Agency Debt 500000.00 499370.00 FEDERAL HOME LOAN BANK 2013-07-16 0.001000 Government Agency Debt 50000.00 54908.00 FEDERAL HOME LOAN BANK 2013-05-21 4.679999 Government Agency Debt 50000.00 54439.00 FEDERAL HOME LOAN BANK 2011-09-26 3.049999 Government Agency Debt 500000.00 509849.97 FEDERAL HOME LOAN MORTGAGE CORP 2011-09-15 0.000100 Government Agency Debt 4000.00 3975.36 FEDERAL HOME LOAN MORTGAGE CORP 2015-11-17 4.750000 Government Agency Debt 475000.00 416570.23 FEDERAL HOME LOAN MORTGAGE CORP 2015-11-17 0.000100 Government Agency Debt 76000.00 66651.24 FEDERAL HOME LOAN MORTGAGE CORP 2011-01-18 0.000100 Government Agency Debt 93000.00 92966.52 FEDERAL HOME LOAN MORTGAGE CORP 2011-12-29 0.000100 Government Agency Debt 3000000.00 2999010.08 FEDERAL HOME LOAN MORTGAGE CORP 2012-04-03 0.041000 Government Agency Debt 8501000.00 8496664.18 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2015-11-15 2.518000 Government Agency Debt 1315000.00 1153531.18 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2013-02-21 4.750000 Government Agency Debt 10786000.00 10493591.75 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2012-09-15 1.194000 Government Agency Debt 35000.00 34285.30 INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 2011-06-10 0.163000 Government Agency Debt 9000000.00 8993520.32 First Tier Security 2011-01-03 2011-01-03 N N N 600000000.00 600000000.00 0.0484 N 600000000.00 600000000.00 GOLDMAN SACHS & CO GOLDMAN SACHS & CO 0.150000% 485086 0000042352 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN BANK 2011-03-25 0.750000 Government Agency Debt 180000000.00 180205200.00 FEDERAL HOME LOAN BANK 2011-12-09 0.320000 Government Agency Debt 227950000.00 227965956.50 First Tier Security 2011-01-03 2011-01-03 N N N 400000000.00 400000000.00 0.0323 N 400000000.00 400000000.00 NESTLE CAPITAL CORP NESTLE CAPITAL CORP 0.010000% 64105HN32 Other Commercial Paper N First Tier Security 2011-01-03 2011-01-03 N N N 50000000.00 49999972.22 0.0040 N 49999960.00 49999960.00 UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 0.059000% 912795V40 Treasury Debt N First Tier Security 2011-02-10 2011-02-10 N N N 100000000.00 99993333.32 0.0081 N 99991300.00 99991300.00