N-MFP LIVE N 2015-01-31 710124 S000001286 2 N N N N 2-80543 Northern Trust Investments, Inc. 801-33358 Ernst & Young LLP Chicago IL Northern Trust Investments, Inc. The Northern Trust Company 838981 85-05127 N N N Government/Agency 46 109 6158881929.53 12596410.50 27073541.90 6144404798.13 0.0011 1.0001 2015-01-31 1.0001 2015-01-31 C000003449 5000000.00 6116031490.64 1.00 -404785.20 7789691454.16 7790096239.36 0.0001 1.0001 2015-01-31 1.0001 2015-01-31 C000003450 5000000.00 28373307.49 1.00 -4622166.73 4008452.58 8630619.31 0.0001 1.0001 2015-01-31 1.0001 2015-01-31 Bank of America - REP Bank of America - REP 0.060000% JointRepo Treasury Repurchase Agreement N Department of the Treasury 2017-04-15 0.125000 Treasury Debt 25000000.01 26339219.76 Department of the Treasury 2041-02-15 2.125000 Treasury Debt 3809000.00 5753129.90 TSY INFL IX N/B 2026-01-15 2.000000 Treasury Debt 1372650.00 1964352.59 First Tier Security N/A N/A 2015-02-06 2015-02-06 N N N 33333333.33 33333333.33 0.0054 N 33333333.33 33333333.33 FFCB FFCB 0.010000% 313312BJ8 Government Agency Debt N First Tier Security N/A N/A 2015-02-02 2015-02-02 N N N 28000000.00 27999992.24 0.0046 N 28000000.00 28000000.00 FFCB FFCB 0.120000% 313312DD9 Government Agency Debt N First Tier Security N/A N/A 2015-03-17 2015-03-17 N N N 20000000.00 19997066.68 0.0033 N 19999360.00 19999360.00 FFCB FFCB 0.110000% 313312EK2 Government Agency Debt N First Tier Security N/A N/A 2015-04-16 2015-04-16 N N N 7000000.00 6998417.21 0.0011 N 6999405.00 6999405.00 FFCB FFCB 0.130000% 313312ET3 Government Agency Debt N First Tier Security N/A N/A 2015-04-24 2015-04-24 N N N 50000000.00 49985194.48 0.0081 N 49995250.00 49995250.00 FFCB FFCB 0.130000% 313312FF2 Government Agency Debt N First Tier Security N/A N/A 2015-05-06 2015-05-06 N N N 6000000.00 5997963.33 0.0010 N 5999100.00 5999100.00 FFCB FFCB 0.140000% 313312GQ7 Government Agency Debt N First Tier Security N/A N/A 2015-06-08 2015-06-08 N N N 15000000.00 14992591.66 0.0024 N 14996325.00 14996325.00 FFCB FFCB 0.200000% 313312HP8 Government Agency Debt N First Tier Security N/A N/A 2015-07-01 2015-07-01 N N N 17000000.00 16985833.33 0.0028 N 16994373.00 16994373.00 FFCB FFCB 0.160000% 313312HQ6 Government Agency Debt N First Tier Security N/A N/A 2015-07-02 2015-07-02 N N N 21000000.00 20985906.67 0.0034 N 20993007.00 20993007.00 FFCB FFCB 0.150000% 313312HQ6 Government Agency Debt N First Tier Security N/A N/A 2015-07-02 2015-07-02 N N N 11000000.00 10993079.16 0.0018 N 10996337.00 10996337.00 FFCB FFCB 0.160000% 313312JB7 Government Agency Debt N First Tier Security N/A N/A 2015-07-13 2015-07-13 N N N 50000000.00 49964000.00 0.0081 N 49982100.00 49982100.00 FFCB FFCB 0.180000% 313312LL2 Government Agency Debt N First Tier Security N/A N/A 2015-09-08 2015-09-08 N N N 13000000.00 12985765.00 0.0021 N 12992122.00 12992122.00 FFCB FFCB 0.230000% 313312LW8 Government Agency Debt N First Tier Security N/A N/A 2015-09-18 2015-09-18 N N N 50000000.00 49926847.22 0.0081 N 49968350.00 49968350.00 FFCB FFCB 0.210000% 313312MP2 Government Agency Debt N First Tier Security N/A N/A 2015-10-05 2015-10-05 N N N 11000000.00 10984215.00 0.0018 N 10990639.00 10990639.00 FFCB FFCB 0.150000% 313312NV8 Government Agency Debt N First Tier Security N/A N/A 2015-11-04 2015-11-04 N N N 10000000.00 9988500.00 0.0016 N 9985490.00 9985490.00 FFCB FFCB 0.310000% 31331JJE4 Government Agency Debt N First Tier Security N/A N/A 2015-02-23 2015-03-23 N N N 14000000.00 14003421.63 0.0023 N 14004774.00 14004774.00 FFCB FFCB 0.190000% 3133EAJF6 Government Agency Debt N First Tier Security N/A N/A 2015-02-22 2015-09-22 N N N 13000000.00 13004634.54 0.0021 N 13007813.00 13007813.00 FFCB FFCB 0.250000% 3133EAQ35 Government Agency Debt N First Tier Security N/A N/A 2015-02-02 2015-03-04 N N N 8000000.00 8000780.50 0.0013 N 8000840.00 8000840.00 FFCB FFCB 0.200000% 3133EAXP8 Government Agency Debt N First Tier Security N/A N/A 2015-02-13 2015-02-13 N N N 35500000.00 35500717.80 0.0058 N 35501739.50 35501739.50 FFCB FFCB 0.190000% 3133EAYZ5 Government Agency Debt N First Tier Security N/A N/A 2015-02-20 2015-03-20 N N N 33000000.00 33002590.02 0.0054 N 33005643.00 33005643.00 FFCB FFCB 0.250000% 3133EC5P5 Government Agency Debt N First Tier Security N/A N/A 2015-02-02 2015-05-05 N N N 6000000.00 6001315.15 0.0010 N 6001812.00 6001812.00 FFCB FFCB 0.210000% 3133ECBA1 Government Agency Debt N First Tier Security N/A N/A 2015-02-24 2015-07-24 N N N 7000000.00 7002970.14 0.0011 N 7003815.00 7003815.00 FFCB FFCB 0.140000% 3133ECR63 Government Agency Debt N First Tier Security N/A N/A 2015-02-05 2015-06-05 N N N 38000000.00 37998450.02 0.0062 N 38005928.00 38005928.00 FFCB FFCB 0.120000% 3133ECS88 Government Agency Debt N First Tier Security N/A N/A 2015-02-18 2015-03-18 N N N 31000000.00 30999143.98 0.0050 N 31001550.00 31001550.00 FFCB FFCB 0.140000% 3133ECU51 Government Agency Debt N First Tier Security N/A N/A 2015-02-08 2015-04-08 N N N 28500000.00 28499865.87 0.0046 N 28502764.50 28502764.50 FFCB FFCB 0.180000% 3133ECZF4 Government Agency Debt N First Tier Security N/A N/A 2015-02-01 2016-03-01 N N N 13000000.00 13006867.53 0.0021 N 13008398.00 13008398.00 FFCB FFCB 0.140000% 3133ED2S0 Government Agency Debt N First Tier Security N/A N/A 2015-02-23 2015-09-23 N N N 23000000.00 22998507.79 0.0037 N 23005106.00 23005106.00 FFCB FFCB 0.200000% 3133EDA85 Government Agency Debt N First Tier Security N/A N/A 2015-02-02 2015-12-21 N N N 28000000.00 27998744.33 0.0046 N 28010948.00 28010948.00 FFCB FFCB 0.130000% 3133EDAU6 Government Agency Debt N First Tier Security N/A N/A 2015-02-06 2015-07-06 N N N 27000000.00 26998309.32 0.0044 N 27003726.00 27003726.00 FFCB FFCB 0.150000% 3133EDCK6 Government Agency Debt N First Tier Security N/A N/A 2015-02-28 2015-09-30 N N N 31000000.00 30998947.75 0.0050 N 31008804.00 31008804.00 FFCB FFCB 0.120000% 3133EDHM7 Government Agency Debt N First Tier Security N/A N/A 2015-02-21 2015-08-21 N N N 12000000.00 11999017.33 0.0020 N 12001392.00 12001392.00 FFCB FFCB 0.120000% 3133EDJ52 Government Agency Debt N First Tier Security N/A N/A 2015-02-04 2015-03-04 N N N 28000000.00 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8000000.00 7996898.91 0.0013 N 7999744.00 7999744.00 FFCB FFCB 0.160000% 3133EEEW6 Government Agency Debt N First Tier Security N/A N/A 2015-02-09 2016-12-09 N N N 18000000.00 17990590.06 0.0029 N 18000882.00 18000882.00 FHLB FHLB 0.130000% 3130A0A75 Government Agency Debt N First Tier Security N/A N/A 2015-02-16 2015-04-16 N N N 5000000.00 5000107.25 0.0008 N 5000435.00 5000435.00 FHLB FHLB 0.170000% 3130A0AF7 Government Agency Debt N First Tier Security N/A N/A 2015-02-23 2015-10-23 N N N 23000000.00 23000000.00 0.0037 N 23010189.00 23010189.00 FHLB FHLB 0.130000% 3130A0RM4 Government Agency Debt N First Tier Security N/A N/A 2015-02-21 2015-07-21 N N N 38000000.00 37997284.20 0.0062 N 38006118.00 38006118.00 FHLB FHLB 0.130000% 3130A0WP1 Government Agency Debt N First Tier Security N/A N/A 2015-02-10 2015-08-10 N N N 103000000.00 102991954.79 0.0168 N 103017819.00 103017819.00 FHLB FHLB 0.130000% 3130A0Z60 Government Agency Debt N First Tier Security N/A N/A 2015-02-23 2015-02-23 N N N 10000000.00 10000000.00 0.0016 N 9999990.00 9999990.00 FHLB FHLB 0.120000% 3130A1NS3 Government Agency Debt N First Tier Security N/A N/A 2015-02-14 2015-04-14 N N N 30000000.00 30000000.00 0.0049 N 30001680.00 30001680.00 FHLB FHLB 0.130000% 3130A1WS3 Government Agency Debt N First Tier Security N/A N/A 2015-05-08 2015-05-08 N N N 12000000.00 12000522.33 0.0020 N 11999244.00 11999244.00 FHLB FHLB 0.090000% 3130A1YC6 Government Agency Debt N First Tier Security N/A N/A 2015-02-19 2015-02-19 N N N 7000000.00 6999888.39 0.0011 N 6999895.00 6999895.00 FHLB FHLB 0.120000% 3130A1ZH4 Government Agency Debt N First Tier Security N/A N/A 2015-02-20 2015-11-20 N N N 18000000.00 17997803.01 0.0029 N 18000954.00 18000954.00 FHLB FHLB 0.120000% 3130A23E4 Government Agency Debt N First Tier Security N/A N/A 2015-05-01 2015-05-01 N N N 36000000.00 36001227.70 0.0059 N 35997984.00 35997984.00 FHLB FHLB 0.120000% 3130A24Y9 Government Agency Debt N First Tier Security N/A N/A 2015-05-08 2015-05-08 N N N 14000000.00 14000424.62 0.0023 N 13999104.00 13999104.00 FHLB FHLB 0.090000% 3130A26J0 Government Agency Debt N First Tier Security N/A N/A 2015-02-27 2015-02-27 N N N 26900000.00 26899479.25 0.0044 N 26899381.30 26899381.30 FHLB FHLB 0.100000% 3130A2BF2 Government Agency Debt N First Tier Security N/A N/A 2015-03-09 2015-03-09 N N N 37000000.00 36998672.07 0.0060 N 36999371.00 36999371.00 FHLB FHLB 0.100000% 3130A2BW5 Government Agency Debt N First Tier Security N/A N/A 2015-03-06 2015-03-06 N N N 22000000.00 22000390.57 0.0036 N 21999692.00 21999692.00 FHLB FHLB 0.090000% 3130A2F35 Government Agency Debt N First Tier Security N/A N/A 2015-02-02 2015-02-02 N N N 19000000.00 18999982.49 0.0031 N 19000000.00 19000000.00 FHLB FHLB 0.110000% 3130A2JQ0 Government Agency Debt N First Tier Security N/A N/A 2015-04-02 2015-04-02 N N N 45000000.00 44998008.50 0.0073 N 44998650.00 44998650.00 FHLB FHLB 0.110000% 3130A2JY3 Government Agency Debt N First Tier Security N/A N/A 2015-04-07 2015-04-07 N N N 14000000.00 13999328.79 0.0023 N 13999272.00 13999272.00 FHLB FHLB 0.110000% 3130A2K21 Government Agency Debt N First Tier Security N/A N/A 2015-04-09 2015-04-09 N N N 46000000.00 45997726.74 0.0075 N 45998160.00 45998160.00 FHLB FHLB 0.230000% 3130A2L46 Government Agency Debt N First Tier Security N/A N/A 2015-08-03 2015-08-03 N N N 41935000.00 41935000.00 0.0068 N 41935083.87 41935083.87 FHLB FHLB 0.120000% 3130A2LG9 Government Agency Debt N First Tier Security N/A N/A 2015-04-10 2015-04-10 N N N 19000000.00 18999401.15 0.0031 N 18999563.00 18999563.00 FHLB FHLB 0.120000% 3130A2LM6 Government Agency Debt N First Tier Security N/A N/A 2015-04-10 2015-04-10 N N N 37000000.00 36998806.28 0.0060 N 36999149.00 36999149.00 FHLB FHLB 0.120000% 3130A2LW4 Government Agency Debt N First Tier Security N/A N/A 2015-04-15 2015-04-15 N N N 59000000.00 58997403.69 0.0096 N 58998230.00 58998230.00 FHLB FHLB 0.120000% 3130A2LY0 Government Agency Debt N First Tier Security N/A N/A 2015-04-14 2015-04-14 N N N 15000000.00 14999194.48 0.0024 N 14999580.00 14999580.00 FHLB FHLB 0.130000% 3130A2TF3 Government Agency Debt N First Tier Security N/A N/A 2015-05-12 2015-05-12 N N N 20000000.00 19998951.36 0.0033 N 19999180.00 19999180.00 FHLB FHLB 0.130000% 3130A2VC7 Government Agency Debt N First Tier Security N/A N/A 2015-02-18 2015-08-18 N N N 15000000.00 14999990.81 0.0024 N 15002160.00 15002160.00 FHLB FHLB 0.250000% 3130A2XM3 Government Agency Debt N First Tier Security N/A N/A 2015-10-02 2015-10-02 N N N 50000000.00 50000000.00 0.0081 N 49994250.00 49994250.00 FHLB FHLB 0.190000% 3130A2YN0 Government Agency Debt N First Tier Security N/A N/A 2015-09-10 2015-09-10 N N N 10000000.00 9999532.74 0.0016 N 10001380.00 10001380.00 FHLB FHLB 0.090000% 3130A2ZA7 Government Agency Debt N First Tier Security N/A N/A 2015-03-23 2015-03-23 N N N 105000000.00 104997012.43 0.0171 N 104995065.00 104995065.00 FHLB FHLB 0.270000% 3130A32E3 Government Agency Debt N First Tier Security N/A N/A 2015-10-09 2015-10-09 N N N 15000000.00 15000000.00 0.0024 N 14998395.00 14998395.00 FHLB FHLB 0.200000% 3130A33T9 Government Agency Debt N First Tier Security N/A N/A 2015-09-25 2015-09-25 N N N 20000000.00 20000300.72 0.0033 N 20003560.00 20003560.00 FHLB FHLB 0.330000% 3130A3R89 Government Agency Debt N First Tier Security N/A N/A 2016-01-08 2016-01-08 N N N 6000000.00 6000000.00 0.0010 N 6003444.00 6003444.00 FHLB FHLB 0.180000% 3130A42T8 Government Agency Debt N First Tier Security N/A N/A 2015-11-06 2015-11-06 N N N 10000000.00 9998718.90 0.0016 N 9998310.00 9998310.00 FHLB FHLB 0.130000% 313383VG3 Government Agency Debt N First Tier Security N/A N/A 2015-02-13 2015-02-13 N N N 42000000.00 42000000.00 0.0068 N 42000630.00 42000630.00 FHLB FHLB 0.060000% 313384BT5 Government Agency Debt N First Tier Security N/A N/A 2015-02-11 2015-02-11 N N N 200000000.00 199996555.55 0.0325 N 199999000.00 199999000.00 FHLB FHLB 0.070000% 313384BV0 Government Agency Debt N First Tier Security N/A N/A 2015-02-13 2015-02-13 N N N 115000000.00 114997470.02 0.0187 N 114999310.00 114999310.00 FHLB FHLB 0.110000% 313384CZ0 Government Agency Debt N First Tier Security N/A N/A 2015-03-13 2015-03-13 N N N 100000000.00 99987777.78 0.0163 N 99997100.00 99997100.00 FHLB FHLB 0.120000% 313384DE6 Government Agency Debt N First Tier Security N/A N/A 2015-03-18 2015-03-18 N N N 150000000.00 149977500.00 0.0244 N 149995050.00 149995050.00 FHLB FHLB 0.070000% 313384DF3 Government Agency Debt N First Tier Security N/A N/A 2015-03-19 2015-03-19 N N N 25000000.00 24997763.89 0.0041 N 24999150.00 24999150.00 FHLB FHLB 0.170000% 313384DG1 Government Agency Debt N First Tier Security N/A N/A 2015-03-20 2015-03-20 N N N 32000000.00 31993106.66 0.0052 N 31998880.00 31998880.00 FHLB FHLB 0.080000% 313384DP1 Government Agency Debt N First Tier Security N/A N/A 2015-03-27 2015-03-27 N N N 30000000.00 29996400.00 0.0049 N 29998800.00 29998800.00 FHLB FHLB 0.080000% 313384DS5 Government Agency Debt N First Tier Security N/A N/A 2015-03-30 2015-03-30 N N N 30000000.00 29996200.00 0.0049 N 29998740.00 29998740.00 FHLB FHLB 0.080000% 313384DZ9 Government Agency Debt N First Tier Security N/A N/A 2015-04-06 2015-04-06 N N N 10000000.00 9998577.78 0.0016 N 9999260.00 9999260.00 FHLB FHLB 0.100000% 313384EB1 Government Agency Debt N First Tier Security N/A N/A 2015-04-08 2015-04-08 N N N 125000000.00 124977083.33 0.0203 N 124990500.00 124990500.00 FHLB FHLB 0.170000% 313384LL1 Government Agency Debt N First Tier Security N/A N/A 2015-09-08 2015-09-08 N N N 20000000.00 19979316.67 0.0033 N 19987880.00 19987880.00 FHLB FHLB 0.230000% 313384SP5 Government Agency Debt N First Tier Security N/A N/A 2015-02-02 2016-02-02 N N N 15000000.00 14965020.83 0.0024 N 14965020.00 14965020.00 FHLMC FHLMC 0.150000% 313396BR3 Government Agency Debt N First Tier Security N/A N/A 2015-02-09 2015-02-09 N N N 20000000.00 19999333.33 0.0033 N 19999920.00 19999920.00 FHLMC FHLMC 0.050000% 313396CJ0 Government Agency Debt N First Tier Security N/A N/A 2015-02-26 2015-02-26 N N N 54000000.00 53997937.49 0.0088 N 53999298.00 53999298.00 FHLMC FHLMC 0.100000% 313396EH2 Government Agency Debt N First Tier Security N/A N/A 2015-04-14 2015-04-14 N N N 40000000.00 39992399.96 0.0065 N 39996680.00 39996680.00 FHLMC FHLMC 0.100000% 313396ET6 Government Agency Debt N First Tier Security N/A N/A 2015-04-24 2015-04-24 N N N 25000000.00 24994590.25 0.0041 N 24997625.00 24997625.00 FHLMC FHLMC 0.110000% 313396FT5 Government Agency Debt N First Tier Security N/A N/A 2015-05-18 2015-05-18 N N N 27000000.00 26991652.50 0.0044 N 26995437.00 26995437.00 FHLMC FHLMC 0.110000% 313396FV0 Government Agency Debt N First Tier Security N/A N/A 2015-05-20 2015-05-20 N N N 127000000.00 126956185.30 0.0207 N 126978156.00 126978156.00 FHLMC FHLMC 0.120000% 313396GD9 Government Agency Debt N First Tier Security N/A N/A 2015-05-28 2015-05-28 N N N 27000000.00 26989560.00 0.0044 N 26995005.00 26995005.00 FHLMC FHLMC 0.190000% 313396PH0 Government Agency Debt N First Tier Security N/A N/A 2015-11-16 2015-11-16 N N N 24000000.00 23963520.00 0.0039 N 23963640.00 23963640.00 FHLMC FHLMC 0.500000% 3134G3ZA1 Government Agency Debt N First Tier Security N/A N/A 2015-08-28 2015-08-28 N N N 20439000.00 20477398.95 0.0033 N 20478774.29 20478774.29 FHLMC FHLMC 0.160000% 3134G4C97 Government Agency Debt N First Tier Security N/A N/A 2015-02-26 2015-06-26 N N N 63000000.00 63010318.53 0.0103 N 63015498.00 63015498.00 FHLMC FHLMC 0.160000% 3134G4DT2 Government Agency Debt N First Tier Security N/A N/A 2015-02-16 2015-07-16 N N N 51900000.00 51907291.89 0.0084 N 51914635.80 51914635.80 FHLMC FHLMC 0.150000% 3134G4J33 Government Agency Debt N First Tier Security N/A N/A 2015-02-16 2015-10-16 N N N 200000000.00 200016365.39 0.0326 N 200115000.00 200115000.00 FHLMC FHLMC 0.130000% 3134G5GG4 Government Agency Debt N First Tier Security N/A N/A 2015-02-18 2016-02-18 N N N 30000000.00 29995215.66 0.0049 N 30014370.00 30014370.00 FHLMC FHLMC 0.160000% 3134G5UB9 Government Agency Debt N First Tier Security N/A N/A 2015-02-12 2016-12-12 N N N 14000000.00 13996022.44 0.0023 N 14000658.00 14000658.00 FHLMC FHLMC 0.170000% 3134G5Z24 Government Agency Debt N First Tier Security N/A N/A 2015-02-12 2017-01-12 N N N 45000000.00 44991068.54 0.0073 N 44991225.00 44991225.00 FHLMC FHLMC 0.170000% 3134G5Z32 Government Agency Debt N First Tier Security N/A N/A 2015-02-13 2017-01-13 N N N 20000000.00 19996066.30 0.0033 N 20009960.00 20009960.00 FHLMC FHLMC 0.160000% 3134G6AE3 Government Agency Debt N First Tier Security N/A N/A 2015-02-21 2016-07-21 N N N 50000000.00 49992588.28 0.0081 N 50019100.00 50019100.00 FNMA FNMA 0.060000% 313588CN3 Government Agency Debt N First Tier Security N/A N/A 2015-03-02 2015-03-02 N N N 88835000.00 88830706.31 0.0145 N 88833134.46 88833134.46 FNMA FNMA 0.090000% 313588DU6 Government Agency Debt N First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 79000000.00 78988994.71 0.0129 N 78994628.00 78994628.00 FNMA FNMA 0.160000% 313588JY2 Government Agency Debt N First Tier Security N/A N/A 2015-08-03 2015-08-03 N N N 110000000.00 109910533.32 0.0179 N 109949950.00 109949950.00 FNMA FNMA 0.180000% 3135G0B44 Government Agency Debt N First Tier Security N/A N/A 2015-02-26 2017-01-26 N N N 25000000.00 24994940.12 0.0041 N 25012200.00 25012200.00 FNMA FNMA 0.350000% 3135G0UW1 Government Agency Debt N First Tier Security N/A N/A 2015-08-28 2015-08-28 N N N 100000000.00 100104389.52 0.0163 N 100108900.00 100108900.00 FNMA FNMA 0.160000% 3135G0YU1 Government Agency Debt N First Tier Security N/A N/A 2015-02-21 2015-10-21 N N N 92000000.00 92020355.63 0.0150 N 92032844.00 92032844.00 FNMA DISCOUNT MBS POOL AM7656 FNMA DISCOUNT MBS POOL AM7656 0.100000% 3138L8QJ6 Government Agency Debt N First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 52000000.00 51989773.33 0.0085 N 51984573.31 51984573.31 FNMA DISCOUNT MBS POOL AM7659 FNMA DISCOUNT MBS POOL AM7659 0.050000% 3138L8QM9 Government Agency Debt N First Tier Security N/A N/A 2015-02-02 2015-02-02 N N N 67150000.00 67149850.78 0.0109 N 67145374.10 67145374.10 FNMA DISCOUNT MBS POOL AM7704 FNMA DISCOUNT MBS POOL AM7704 0.080000% 3138L8R22 Government Agency Debt N First Tier Security N/A N/A 2015-02-02 2015-02-02 N N N 38000000.00 37999883.89 0.0062 N 38000000.00 38000000.00 Morgan Stanley & Co. Incorporated-REPO Morgan Stanley & Co. Incorporated-REPO 0.060000% JointRepo Treasury Repurchase Agreement N Department of the Treasury 2017-09-30 1.875000 Treasury Debt 30670950.01 31619847.86 Department of the Treasury 2044-02-15 3.625000 Treasury Debt 1726000.00 2234091.25 First Tier Security N/A N/A 2015-02-06 2015-02-06 N N N 33333333.33 33333333.33 0.0054 N 33333333.33 33333333.33 Societe Generale - REPO Societe Generale - REPO 0.060000% JointRepo Treasury Repurchase Agreement N Department of the Treasury 2018-04-15 0.125000 Treasury Debt 24966666.67 25937259.07 Department of the Treasury 2042-02-15 0.750000 Treasury Debt 509333.33 560443.23 TSY INFL IX N/B 2025-01-15 2.375000 Treasury Debt 5000666.67 7712432.09 First Tier Security N/A N/A 2015-02-06 2015-02-06 N N N 33333333.33 33333333.33 0.0054 N 33333333.33 33333333.33 TREASURY BILL TREASURY BILL 0.150000% 912796EJ4 Treasury Debt N First Tier Security N/A N/A 2015-06-25 2015-06-25 N N N 32000000.00 31980736.00 0.0052 N 31996512.00 31996512.00 TREASURY BILL TREASURY BILL 0.130000% 912796FT1 Treasury Debt N First Tier Security N/A N/A 2015-07-09 2015-07-09 N N N 34000000.00 33979780.38 0.0055 N 33995546.00 33995546.00 TREASURY FLOATING RATE NOTE TREASURY FLOATING RATE NOTE 0.090000% 912828D31 Treasury Debt N First Tier Security N/A N/A 2015-02-02 2016-04-30 N N N 8000000.00 7999899.24 0.0013 N 7999768.00 7999768.00 TREASURY FLOATING RATE NOTE TREASURY FLOATING RATE NOTE 0.070000% 912828F70 Treasury Debt N First Tier Security N/A N/A 2015-02-02 2016-10-31 N N N 51000000.00 50964679.12 0.0083 N 50975673.00 50975673.00 TREASURY FLOATING RATE NOTE TREASURY FLOATING RATE NOTE 0.090000% 912828WV8 Treasury Debt N First Tier Security N/A N/A 2015-02-02 2016-07-31 N N N 15000000.00 14999772.79 0.0024 N 14999700.00 14999700.00 TREASURY NOTE TREASURY NOTE 1.380000% 912828PJ3 Treasury Debt N First Tier Security N/A N/A 2015-11-30 2015-11-30 N N N 25000000.00 25251491.98 0.0041 N 25246100.00 25246100.00 TRI-PARTY BANK OF AMERICA NA TRI-PARTY BANK OF AMERICA NA 0.060000% NB0051BON Government Agency Repurchase Agreement N Federal Home Loan Mortgage - FHLMC - Freddie Mac 2035-10-01 2.231000 Government Agency Debt 6271847.59 6712803.60 Federal Home Loan Mortgage - FHLMC - Freddie Mac 2037-02-01 1.917000 Government Agency Debt 7560749.00 7907441.47 Federal Home Loan Mortgage - FHLMC - Freddie Mac 2037-02-01 5.000000 Government Agency Debt 4424759.73 4889610.73 Federal Home Loan Mortgage - FHLMC - Freddie Mac 2037-04-01 2.219000 Government Agency Debt 8844245.53 9441847.02 Federal National Mortgage Association - FNMA - Fannie Mae 2018-04-01 5.000000 Government Agency Debt 10552398.46 11170059.65 Federal National Mortgage Association - FNMA - Fannie Mae 2018-11-01 4.000000 Government Agency Debt 7750300.21 8237338.55 Federal National Mortgage Association - FNMA - Fannie Mae 2018-11-01 4.000000 Government Agency Debt 3482946.17 3701905.84 Federal National Mortgage Association - FNMA - Fannie Mae 2024-05-01 4.000000 Government Agency Debt 7510540.61 7969451.33 Federal National Mortgage Association - FNMA - Fannie Mae 2027-05-01 4.500000 Government Agency Debt 11023348.48 11984485.26 Federal National Mortgage Association - FNMA - Fannie Mae 2028-05-01 5.000000 Government Agency Debt 3380775.37 3745993.02 Federal National Mortgage Association - FNMA - Fannie Mae 2033-06-01 5.000000 Government Agency Debt 110452.30 122859.05 Federal National Mortgage Association - FNMA - Fannie Mae 2033-10-01 5.500000 Government Agency Debt 10985964.62 12404280.72 Federal National Mortgage Association - FNMA - Fannie Mae 2034-05-01 1.917000 Government Agency Debt 279998.80 292916.06 Federal National Mortgage Association - FNMA - Fannie Mae 2037-02-01 5.500000 Government Agency Debt 8898888.64 9701457.65 Federal National Mortgage Association - FNMA - Fannie Mae 2037-08-01 2.717000 Government Agency Debt 10461775.42 11031405.43 Federal National Mortgage Association - FNMA - Fannie Mae 2039-06-01 1.922000 Government Agency Debt 10145424.24 10752427.79 Federal National Mortgage Association - FNMA - Fannie Mae 2039-07-01 3.582000 Government Agency Debt 7387566.55 7901907.40 Federal National Mortgage Association - FNMA - Fannie Mae 2040-09-01 4.500000 Government Agency Debt 10115335.11 11014709.78 Federal National Mortgage Association - FNMA - Fannie Mae 2041-03-01 3.500000 Government Agency Debt 3328680.26 3523506.07 Federal National Mortgage Association - FNMA - Fannie Mae 2042-07-01 3.500000 Government Agency Debt 1195545.83 1264989.64 Federal National Mortgage Association - FNMA - Fannie Mae 2043-06-01 3.000000 Government Agency Debt 7329057.62 7591318.17 Federal National Mortgage Association - FNMA - Fannie Mae 2043-11-01 4.000000 Government Agency Debt 5488065.57 5935684.40 Government National Mortgage Association - GNMA - Ginnie Mae 2041-08-15 4.000000 Government Agency Debt 843486.83 907711.79 Government National Mortgage Association - GNMA - Ginnie Mae 2041-09-15 4.000000 Government Agency Debt 4213095.22 4533889.65 First Tier Security N/A N/A 2015-02-02 2015-02-02 N N N 158000000.00 158000000.00 0.0257 N 158000000.00 158000000.00 TRI-PARTY BNP PARIBAS SECURITIES C TRI-PARTY BNP PARIBAS SECURITIES C 0.070000% BN0641BON Government Agency Repurchase Agreement N Federal Home Loan Mortgage - FHLMC - Freddie Mac 2015-04-17 0.500000 Government Agency Debt 14000.00 14029.69 Federal Home Loan Mortgage - FHLMC - Freddie Mac 2017-06-29 1.000000 Government Agency Debt 255000.00 256752.13 Federal Home Loan Mortgage - FHLMC - Freddie Mac 2019-05-30 1.750000 Government Agency Debt 75000.00 76711.25 Federal Home Loan Mortgage - FHLMC - Freddie Mac 2019-10-02 1.250000 Government Agency Debt 1024155.00 1023967.81 Federal Home Loan Mortgage - FHLMC - Freddie Mac 2020-05-01 1.375000 Government Agency Debt 2115000.00 2111276.13 Federal Home Loan Mortgage - FHLMC - Freddie Mac 2025-12-11 0.00 Government Agency Debt 500.00 384.64 Federal Home Loan Mortgage - FHLMC - Freddie Mac 2028-07-19 3.540000 Government Agency Debt 6490000.00 6699378.22 Federal Home Loan Mortgage - FHLMC - Freddie Mac 2032-07-15 6.250000 Government Agency Debt 6000.00 9169.38 Federal National Mortgage Association - FNMA - Fannie Mae 2024-09-06 2.625000 Government Agency Debt 8000.00 8474.75 First Tier Security N/A N/A 2015-02-02 2015-02-02 N N N 10000000.00 10000000.00 0.0016 N 10000000.00 10000000.00 TRI-PARTY FEDERAL RESERVE BANK OF TRI-PARTY FEDERAL RESERVE BANK OF 0.050000% FFE631BON Treasury Repurchase Agreement N Department of the Treasury 2040-02-15 4.625000 Treasury Debt 473530900.00 697062170.19 Department of the Treasury 2041-08-15 3.750000 Treasury Debt 2237800.00 2940806.13 First Tier Security N/A N/A 2015-02-02 2015-02-02 N N N 700000000.00 700000000.00 0.1139 N 700000000.00 700000000.00 TRI-PARTY SOCIETE GENERALE (NEW YO TRI-PARTY SOCIETE GENERALE (NEW YO 0.070000% SG377BONY Other Repurchase Agreement N Government National Mortgage Association - GNMA - Ginnie Mae 2042-03-15 3.480000 Government Agency Debt 1605047.00 1673002.01 Government National Mortgage Association - GNMA - Ginnie Mae 2042-11-15 3.000000 Government Agency Debt 146643144.60 152228293.19 Government National Mortgage Association - GNMA - Ginnie Mae 2042-11-20 3.000000 Government Agency Debt 141846307.70 147331740.84 Government National Mortgage Association - GNMA - Ginnie Mae 2042-12-20 3.000000 Government Agency Debt 49093747.37 50992284.40 Government National Mortgage Association - GNMA - Ginnie Mae 2044-02-20 4.500000 Government Agency Debt 145938327.90 159035563.13 Government National Mortgage Association - GNMA - Ginnie Mae 2064-11-20 2.150000 Government Agency Debt 1800529.57 1900784.76 Government National Mortgage Association - GNMA - Ginnie Mae 2064-12-20 5.040000 Government Agency Debt 1644610.00 1838331.90 First Tier Security N/A N/A 2015-02-03 2015-02-03 N N N 500000000.00 500000000.00 0.0814 N 500000000.00 500000000.00 TRI-PARTY SOCIETE GENERALE (NEW YO TRI-PARTY SOCIETE GENERALE (NEW YO 0.080000% SG378BONY Government Agency Repurchase Agreement N Federal National Mortgage Association - FNMA - Fannie Mae 2044-09-01 4.000000 Government Agency Debt 29031754.81 31779065.25 Government National Mortgage Association - GNMA - Ginnie Mae 2042-07-20 3.000000 Government Agency Debt 43777926.31 45470935.46 First Tier Security N/A N/A 2015-02-02 2015-02-02 N N N 75000000.00 75000000.00 0.0122 N 75000000.00 75000000.00 TRI-PARTY SOCIETE GENERALE (NEW YO TRI-PARTY SOCIETE GENERALE (NEW YO 0.070000% SG733BONY Government Agency Repurchase Agreement N Federal Home Loan Bank System - FHLB 2016-01-13 0.320000 Government Agency Debt 25000000.00 25012527.78 Federal Home Loan Bank System - FHLB 2016-02-22 0.340000 Government Agency Debt 25000000.00 25053555.56 Federal Home Loan Bank System - FHLB 2023-12-08 3.375000 Government Agency Debt 13030000.00 14416326.85 Federal Home Loan Bank System - FHLB 2024-08-15 5.375000 Government Agency Debt 13000000.00 16794380.42 Federal Home Loan Mortgage - FHLMC - Freddie Mac 2015-05-06 0.00 Government Agency Debt 13742000.00 13739251.60 Federal Home Loan Mortgage - FHLMC - Freddie Mac 2016-08-25 2.000000 Government Agency Debt 21935000.00 22665679.22 Federal Home Loan Mortgage - FHLMC - Freddie Mac 2017-07-28 1.000000 Government Agency Debt 13984290.00 14052191.50 Federal Home Loan Mortgage - FHLMC - Freddie Mac 2019-02-19 1.750000 Government Agency Debt 1139000.00 1159953.49 Federal Home Loan Mortgage - FHLMC - Freddie Mac 2019-04-17 1.750000 Government Agency Debt 25000000.00 25175173.61 Federal Home Loan Mortgage - FHLMC - Freddie Mac 2019-11-29 0.00 Government Agency Debt 11614000.00 10569552.98 Federal Home Loan Mortgage - FHLMC - Freddie Mac 2032-07-15 6.250000 Government Agency Debt 85000.00 129899.47 Federal National Mortgage Association - FNMA - Fannie Mae 2016-03-30 0.500000 Government Agency Debt 18475000.00 18542187.42 Federal National Mortgage Association - FNMA - Fannie Mae 2016-11-15 0.00 Government Agency Debt 15000000.00 14833650.00 Federal National Mortgage Association - FNMA - Fannie Mae 2017-06-12 5.375000 Government Agency Debt 11000000.00 12234603.33 Federal National Mortgage Association - FNMA - Fannie Mae 2017-08-14 1.000000 Government Agency Debt 25000000.00 25016027.78 Federal National Mortgage Association - FNMA - Fannie Mae 2017-08-25 1.100000 Government Agency Debt 25000000.00 25067097.22 Federal National Mortgage Association - FNMA - Fannie Mae 2017-11-24 5.355000 Government Agency Debt 11800000.00 13313792.50 Federal National Mortgage Association - FNMA - Fannie Mae 2030-05-15 0.00 Government Agency Debt 20542000.00 13070052.92 Tennessee Valley Authority - TVA 2036-04-01 5.880000 Government Agency Debt 3322000.00 4954519.39 First Tier Security N/A N/A 2015-02-02 2015-02-02 N N N 290000000.00 290000000.00 0.0472 N 290000000.00 290000000.00