N-MFP LIVE N 2012-04-30 916620 S000001266 1 N N N N 33-73404 Northern Trust Investments, Inc. 801-33358 Deloitte & Touche LLP Chicago IL Northern Trust Investments, Inc. The Northern Trust Company 838981 85-05127 N N N Government/Agency 57 102 1261358628.87 628722.29 11733830.75 1250253520.41 0.0015 1.0000 2012-04-30 1.0000 2012-04-30 C000003412 2500.00 1250253520.41 1.00 -102503510.84 1879874074.31 1982377585.15 0.0001 1.0000 2012-04-30 1.0000 2012-04-30 Banc of America Securities LLC - REPO Banc of America Securities LLC - REPO 0.130000% JointRepo Treasury Repurchase Agreement Y US TREASURY N/B 2039-11-15 4.375000 Treasury Debt 10684144.90 11679031.63 First Tier Security N/A N/A 2012-05-01 2012-05-07 N N N 11436268.23 11436268.23 0.0091 N 11436268.23 11436268.23 Credit Suisse Securities (USA) LLC-REPO TRI-PARTY CREDIT SUISSE SECURITIES 0.180000% FMZNT5 Government Agency Repurchase Agreement Y Government National Mortgage Association - GNMA - Ginnie Mae 2033-04-15 5.500000 Government Agency Debt 10349232.48 11671396.39 Government National Mortgage Association - GNMA - Ginnie Mae 2041-07-15 4.000000 Government Agency Debt 35294492.20 38353091.41 Government National Mortgage Association - GNMA - Ginnie Mae 2041-09-20 5.000000 Government Agency Debt 81376491.34 90547560.15 Government National Mortgage Association - GNMA - Ginnie Mae 2041-12-20 4.500000 Government Agency Debt 10190413.35 11227085.61 First Tier Security N/A N/A 2012-05-01 2012-05-01 N N N 147373000.00 147373000.00 0.1179 N 147373000.00 147373000.00 Deutsche Bank Securities-Repo TRI-PARTY DEUTSCHE BANK SECURITIES 0.170000% DB0346BON Government Agency Repurchase Agreement Y Federal Home Loan Mortgage - FHLMC - Freddie Mac 2036-07-01 2.823000 Government Agency Debt 7554469.72 8096848.54 Federal National Mortgage Association - FNMA - Fannie Mae 2042-02-01 4.000000 Government Agency Debt 6923479.14 7353151.88 First Tier Security N/A N/A 2012-05-15 2012-05-15 N N N 15000000.00 15000000.00 0.0120 N 15000000.00 15000000.00 FEDERAL FARM CREDIT BANKS (FFCB) FFCB 0.090000% 313312A91 Government Agency Debt N First Tier Security N/A N/A 2012-08-06 2012-08-06 N N N 1800000.00 1799563.50 0.0014 N 1799611.20 1799611.20 FEDERAL FARM CREDIT BANKS (FFCB) FFCB 0.070000% 313312C81 Government Agency Debt N First Tier Security N/A N/A 2012-08-21 2012-08-21 N N N 2500000.00 2499455.55 0.0020 N 2499377.50 2499377.50 FEDERAL FARM CREDIT BANKS (FFCB) FFCB 0.090000% 313312YP9 Government Agency Debt N First Tier Security N/A N/A 2012-06-25 2012-06-25 N N N 2700000.00 2699628.75 0.0022 N 2699711.10 2699711.10 FEDERAL FARM CREDIT BANKS (FFCB) FFCB 0.060000% 313312ZW3 Government Agency Debt N First Tier Security N/A N/A 2012-07-26 2012-07-26 N N N 5000000.00 4999283.34 0.0040 N 4999165.00 4999165.00 FEDERAL FARM CREDIT BANKS (FFCB) FFCB 0.170000% 313313AJ7 Government Agency Debt N First Tier Security N/A N/A 2013-01-09 2013-01-09 N N N 1000000.00 998805.28 0.0008 N 999017.00 999017.00 FEDERAL FARM CREDIT BANKS (FFCB) FFCB 0.150000% 313313AX6 Government Agency Debt N First Tier Security N/A N/A 2013-01-22 2013-01-22 N N N 2800000.00 2796896.66 0.0022 N 2797107.60 2797107.60 FEDERAL FARM CREDIT BANKS (FFCB) FFCB 0.140000% 313313BD9 Government Agency Debt N First Tier Security N/A N/A 2013-01-28 2013-01-28 N N N 1800000.00 1798096.00 0.0014 N 1798097.40 1798097.40 FEDERAL FARM CREDIT BANKS (FFCB) FFCB 0.220000% 313313DF2 Government Agency Debt N First Tier Security N/A N/A 2013-03-19 2013-03-19 N N N 1900000.00 1896261.22 0.0015 N 1897115.80 1897115.80 FEDERAL FARM CREDIT BANKS (FFCB) FFCB 0.210000% 313313DY1 Government Agency Debt N First Tier Security N/A N/A 2013-04-05 2013-04-05 N N N 2000000.00 1996045.00 0.0016 N 1996240.00 1996240.00 FEDERAL FARM CREDIT BANKS (FFCB) FFCB 0.270000% 31331J3R2 Government Agency Debt N First Tier Security N/A N/A 2012-05-01 2012-11-26 N N N 10000000.00 10000577.04 0.0080 N 10005380.00 10005380.00 FEDERAL FARM CREDIT BANKS (FFCB) FFCB 0.100000% 31331K4M9 Government Agency Debt N First Tier Security N/A N/A 2012-05-27 2012-12-27 N N N 2000000.00 1999831.09 0.0016 N 1999336.00 1999336.00 FEDERAL FARM CREDIT BANKS (FFCB) FFCB 0.170000% 31331KNX4 Government Agency Debt N First Tier Security N/A N/A 2012-05-10 2012-07-10 N N N 5000000.00 4999887.37 0.0040 N 5000215.00 5000215.00 FEDERAL FARM CREDIT BANKS (FFCB) FEDERAL FARM CREDIT BANKS 0.230000% 31331KRA0 Government Agency Debt N First Tier Security N/A N/A 2012-05-08 2013-04-08 N N N 5000000.00 5000000.00 0.0040 N 5002865.00 5002865.00 FEDERAL FARM CREDIT BANKS (FFCB) FFCB 0.240000% 31331KRP7 Government Agency Debt N First Tier Security N/A N/A 2012-05-15 2014-01-15 N N N 2700000.00 2702107.73 0.0022 N 2701069.20 2701069.20 FEDERAL HOME LOAN BANKS FHLB 0.190000% 313373TD4 Government Agency Debt N First Tier Security N/A N/A 2012-05-13 2012-11-13 N N N 5000000.00 4999465.45 0.0040 N 5000960.00 5000960.00 FEDERAL HOME LOAN BANKS FHLB 0.170000% 313374H86 Government Agency Debt N First Tier Security N/A N/A 2012-05-27 2012-12-27 N N N 5000000.00 4998766.93 0.0040 N 5000280.00 5000280.00 FEDERAL HOME LOAN BANKS FHLB 0.190000% 313374LK4 Government Agency Debt N First Tier Security N/A N/A 2012-05-01 2012-07-18 N N N 10000000.00 9999893.44 0.0080 N 10000770.00 10000770.00 FEDERAL HOME LOAN BANKS FHLB 0.230000% 313374VP2 Government Agency Debt N First Tier Security N/A N/A 2012-05-01 2013-01-29 N N N 10000000.00 9998113.82 0.0080 N 10003320.00 10003320.00 FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.260000% 313374WW6 Government Agency Debt N First Tier Security N/A N/A 2012-05-01 2013-01-23 N N N 6645000.00 6645000.00 0.0053 N 6648641.46 6648641.46 FEDERAL HOME LOAN BANKS FHLB 0.290000% 313374XZ8 Government Agency Debt N First Tier Security N/A N/A 2012-05-01 2013-01-22 N N N 21490000.00 21490000.00 0.0172 N 21506396.87 21506396.87 FEDERAL HOME LOAN BANKS FHLB 0.290000% 313375DB0 Government Agency Debt N First Tier Security N/A N/A 2012-05-01 2013-02-12 N N N 5000000.00 5000000.00 0.0040 N 5003975.00 5003975.00 FEDERAL HOME LOAN BANKS FHLB 0.310000% 313375SB4 Government Agency Debt N First Tier Security N/A N/A 2012-05-01 2013-03-19 N N N 5000000.00 4999115.38 0.0040 N 5005125.00 5005125.00 FEDERAL HOME LOAN BANKS FHLB 0.300000% 313376FQ3 Government Agency Debt N First Tier Security N/A N/A 2012-12-11 2012-12-11 N N N 2000000.00 2000000.00 0.0016 N 2000774.00 2000774.00 FEDERAL HOME LOAN BANKS FHLB 0.300000% 313376GJ8 Government Agency Debt N First Tier Security N/A N/A 2012-12-07 2012-12-07 N N N 1000000.00 1000000.00 0.0008 N 999804.00 999804.00 FEDERAL HOME LOAN BANKS FHLB 0.320000% 313376GM1 Government Agency Debt N First Tier Security N/A N/A 2012-12-14 2012-12-14 N N N 2000000.00 2000000.00 0.0016 N 1999810.00 1999810.00 FEDERAL HOME LOAN BANKS FHLB 0.300000% 313376H81 Government Agency Debt N First Tier Security N/A N/A 2012-12-07 2012-12-07 N N N 1000000.00 1000000.00 0.0008 N 1000094.00 1000094.00 FEDERAL HOME LOAN BANKS FHLB 0.180000% 313376RD9 Government Agency Debt N First Tier Security N/A N/A 2013-01-09 2013-01-09 N N N 2500000.00 2499589.58 0.0020 N 2498967.50 2498967.50 FEDERAL HOME LOAN BANKS FHLB 0.170000% 313376TQ8 Government Agency Debt N First Tier Security N/A N/A 2013-02-06 2013-02-06 N N N 2200000.00 2199780.42 0.0018 N 2198781.20 2198781.20 FEDERAL HOME LOAN BANKS FHLB 0.170000% 313376UL7 Government Agency Debt N First Tier Security N/A N/A 2013-02-11 2013-02-11 N N N 1800000.00 1799677.37 0.0014 N 1798961.40 1798961.40 FEDERAL HOME LOAN BANKS FHLB 0.170000% 313376ZL2 Government Agency Debt N First Tier Security N/A N/A 2013-02-06 2013-02-06 N N N 2100000.00 2099792.01 0.0017 N 2098836.60 2098836.60 FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.190000% 313378AZ4 Government Agency Debt N First Tier Security N/A N/A 2013-02-15 2013-02-15 N N N 2100000.00 2099695.85 0.0017 N 2099080.20 2099080.20 FEDERAL HOME LOAN BANKS FHLB 0.250000% 313378CP4 Government Agency Debt N First Tier Security N/A N/A 2013-02-28 2013-02-28 N N N 3000000.00 3000000.00 0.0024 N 2999979.00 2999979.00 FEDERAL HOME LOAN BANKS FHLB 0.300000% 313378GU9 Government Agency Debt N First Tier Security N/A N/A 2013-03-27 2013-03-27 N N N 2000000.00 2000000.00 0.0016 N 2000342.00 2000342.00 FEDERAL HOME LOAN BANKS FHLB 0.130000% 313378JN2 Government Agency Debt N First Tier Security N/A N/A 2013-03-05 2013-03-05 N N N 1300000.00 1298921.59 0.0010 N 1298629.80 1298629.80 FEDERAL HOME LOAN BANKS FHLB 0.230000% 313378KJ9 Government Agency Debt N First Tier Security N/A N/A 2013-04-05 2013-04-05 N N N 1800000.00 1799695.74 0.0014 N 1799638.20 1799638.20 FEDERAL HOME LOAN BANKS FHLB 0.250000% 313378QL8 Government Agency Debt N First Tier Security N/A N/A 2013-03-19 2013-03-19 N N N 2700000.00 2700000.00 0.0022 N 2700000.00 2700000.00 FEDERAL HOME LOAN BANKS FHLB 0.200000% 313378XT3 Government Agency Debt N First Tier Security N/A N/A 2012-05-25 2013-10-25 N N N 2500000.00 2500000.00 0.0020 N 2500032.50 2500032.50 FEDERAL HOME LOAN BANKS FHLB 0.100000% 313384A41 Government Agency Debt N First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 6000000.00 5998466.66 0.0048 N 5998776.00 5998776.00 FEDERAL HOME LOAN BANKS FHLB 0.120000% 313384A66 Government Agency Debt N First Tier Security N/A N/A 2012-08-03 2012-08-03 N N N 7900000.00 7897627.80 0.0063 N 7898348.90 7898348.90 FEDERAL HOME LOAN BANKS FHLB 0.180000% 313384C23 Government Agency Debt N First Tier Security N/A N/A 2012-08-15 2012-08-15 N N N 2100000.00 2098917.91 0.0017 N 2099504.40 2099504.40 FEDERAL HOME LOAN BANKS FHLB 0.140000% 313384L31 Government Agency Debt N First Tier Security N/A N/A 2012-10-19 2012-10-19 N N N 8000000.00 7994755.99 0.0064 N 7995440.00 7995440.00 FEDERAL HOME LOAN BANKS FHLB 0.160000% 313384L80 Government Agency Debt N First Tier Security N/A N/A 2012-10-24 2012-10-24 N N N 1600000.00 1598771.92 0.0013 N 1599062.40 1599062.40 FEDERAL HOME LOAN BANKS FHLB 0.120000% 313384S26 Government Agency Debt N First Tier Security N/A N/A 2012-12-05 2012-12-05 N N N 4800000.00 4796512.00 0.0038 N 4796222.40 4796222.40 FEDERAL HOME LOAN BANKS FHLB 0.100000% 313384WH8 Government Agency Debt N First Tier Security N/A N/A 2012-05-02 2012-05-02 N N N 5000000.00 4999985.69 0.0040 N 4999995.00 4999995.00 FEDERAL HOME LOAN BANKS FHLB 0.100000% 313384WK1 Government Agency Debt N First Tier Security N/A N/A 2012-05-04 2012-05-04 N N N 4200000.00 4199965.00 0.0034 N 4199987.40 4199987.40 FEDERAL HOME LOAN BANKS FHLB 0.210000% 313384WS4 Government Agency Debt N First Tier Security N/A N/A 2012-05-11 2012-05-11 N N N 1800000.00 1799890.00 0.0014 N 1799980.20 1799980.20 FEDERAL HOME LOAN BANKS FHLB 0.210000% 313384WX3 Government Agency Debt N First Tier Security N/A N/A 2012-05-16 2012-05-16 N N N 2500000.00 2499781.26 0.0020 N 2499957.50 2499957.50 FEDERAL HOME LOAN BANKS FHLB 0.070000% 313384WY1 Government Agency Debt N First Tier Security N/A N/A 2012-05-17 2012-05-17 N N N 8400000.00 8399738.66 0.0067 N 8399738.59 8399738.59 FEDERAL HOME LOAN BANKS FHLB 0.110000% 313384XE4 Government Agency Debt N First Tier Security N/A N/A 2012-05-23 2012-05-23 N N N 17500000.00 17498823.62 0.0140 N 17499580.00 17499580.00 FEDERAL HOME LOAN BANKS FHLB 0.130000% 313384XE4 Government Agency Debt N First Tier Security N/A N/A 2012-05-23 2012-05-23 N N N 6700000.00 6699467.72 0.0054 N 6699839.20 6699839.20 FEDERAL HOME LOAN BANKS FHLB 0.100000% 313384XG9 Government Agency Debt N First Tier Security N/A N/A 2012-05-25 2012-05-25 N N N 36300000.00 36297338.00 0.0290 N 36299019.90 36299019.90 FEDERAL HOME LOAN BANKS FHLB 0.100000% 313384XP9 Government Agency Debt N First Tier Security N/A N/A 2012-06-01 2012-06-01 N N N 4400000.00 4399640.06 0.0035 N 4399736.00 4399736.00 FEDERAL HOME LOAN BANKS FHLB 0.140000% 313384YJ2 Government Agency Debt N First Tier Security N/A N/A 2012-06-20 2012-06-20 N N N 1500000.00 1499708.34 0.0012 N 1499854.50 1499854.50 FEDERAL HOME LOAN BANKS FHLB 0.100000% 313384YZ6 Government Agency Debt N First Tier Security N/A N/A 2012-07-05 2012-07-05 N N N 2800000.00 2799494.44 0.0022 N 2799647.20 2799647.20 FEDERAL HOME LOAN BANKS FHLB 0.140000% 313384ZN2 Government Agency Debt N First Tier Security N/A N/A 2012-07-18 2012-07-18 N N N 1900000.00 1899423.67 0.0015 N 1899711.20 1899711.20 FEDERAL HOME LOAN BANKS FHLB 0.080000% 313384ZQ5 Government Agency Debt N First Tier Security N/A N/A 2012-07-20 2012-07-20 N N N 1800000.00 1799674.64 0.0014 N 1799719.20 1799719.20 FEDERAL HOME LOAN BANKS FHLB 0.120000% 313384ZV4 Government Agency Debt N First Tier Security N/A N/A 2012-07-25 2012-07-25 N N N 9300000.00 9297365.00 0.0074 N 9298465.50 9298465.50 FEDERAL HOME LOAN BANKS FHLB 0.140000% 313385BD7 Government Agency Debt N First Tier Security N/A N/A 2013-01-28 2013-01-28 N N N 1800000.00 1798096.00 0.0014 N 1798097.40 1798097.40 FEDERAL HOME LOAN BANKS FHLB 0.190000% 313385BH8 Government Agency Debt N First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 3000000.00 2995630.00 0.0024 N 2996553.00 2996553.00 FEDERAL HOME LOAN BANKS FHLB 0.180000% 313385BL9 Government Agency Debt N First Tier Security N/A N/A 2013-02-04 2013-02-04 N N N 1900000.00 1897349.50 0.0015 N 1897794.10 1897794.10 FEDERAL HOME LOAN BANKS FHLB 0.210000% 313385DU7 Government Agency Debt N First Tier Security N/A N/A 2013-04-01 2013-04-01 N N N 1500000.00 1497068.75 0.0012 N 1497213.00 1497213.00 FEDERAL HOME LOAN BANKS FHLB 0.220000% 313385DV5 Government Agency Debt N First Tier Security N/A N/A 2013-04-02 2013-04-02 N N N 1800000.00 1796304.01 0.0014 N 1796646.60 1796646.60 FEDERAL HOME LOAN BANKS FHLB 0.210000% 313385EB8 Government Agency Debt N First Tier Security N/A N/A 2013-04-08 2013-04-08 N N N 2500000.00 2495012.51 0.0020 N 2495260.00 2495260.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.070000% 313588C37 Government Agency Debt N First Tier Security N/A N/A 2012-08-16 2012-08-16 N N N 5400000.00 5398876.50 0.0043 N 5398714.80 5398714.80 FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.150000% 313588H99 Government Agency Debt N First Tier Security N/A N/A 2012-10-01 2012-10-01 N N N 12394000.00 12386098.82 0.0099 N 12387679.06 12387679.06 FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.100000% 313588K79 Government Agency Debt N First Tier Security N/A N/A 2012-10-15 2012-10-15 N N N 4400000.00 4397958.90 0.0035 N 4397553.60 4397553.60 FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.110000% 313588M85 Government Agency Debt N First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 3000000.00 2998313.33 0.0024 N 2998161.00 2998161.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.110000% 313588WV3 Government Agency Debt N First Tier Security N/A N/A 2012-05-14 2012-05-14 N N N 11260000.00 11259552.73 0.0090 N 11259842.36 11259842.36 FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.100000% 313588YW9 Government Agency Debt N First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 1835000.00 1834683.97 0.0015 N 1834777.96 1834777.96 FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.100000% 313588ZF5 Government Agency Debt N First Tier Security N/A N/A 2012-07-11 2012-07-11 N N N 3500000.00 3499344.23 0.0028 N 3499517.00 3499517.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.090000% 313588ZF5 Government Agency Debt N First Tier Security N/A N/A 2012-07-11 2012-07-11 N N N 1800000.00 1799673.24 0.0014 N 1799751.60 1799751.60 FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.060000% 313588ZG3 Government Agency Debt N First Tier Security N/A N/A 2012-07-12 2012-07-12 N N N 5500000.00 5499340.01 0.0044 N 5499230.00 5499230.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.060000% 313588ZP3 Government Agency Debt N First Tier Security N/A N/A 2012-07-19 2012-07-19 N N N 10000000.00 9998683.33 0.0080 N 9998460.00 9998460.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.090000% 313588ZV0 Government Agency Debt N First Tier Security N/A N/A 2012-07-25 2012-07-25 N N N 9100000.00 9098173.67 0.0073 N 9098498.50 9098498.50 FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.140000% 313589AC7 Government Agency Debt N First Tier Security N/A N/A 2013-01-03 2013-01-03 N N N 3600000.00 3596492.75 0.0029 N 3596544.00 3596544.00 FEDERAL NATIONAL 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Incorporated-REPO Morgan Stanley & Co. 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2.621000 Government Agency Debt 7275967.65 7766302.03 Federal Home Loan Mortgage - FHLMC - Freddie Mac 2035-01-01 2.693000 Government Agency Debt 11389978.30 12174927.48 Federal Home Loan Mortgage - FHLMC - Freddie Mac 2035-06-01 2.487000 Government Agency Debt 8385855.52 8848405.60 Federal Home Loan Mortgage - FHLMC - Freddie Mac 2035-06-01 5.093000 Government Agency Debt 14202148.64 14924968.40 Federal Home Loan Mortgage - FHLMC - Freddie Mac 2037-08-01 5.386000 Government Agency Debt 14204322.74 15214158.21 Federal Home Loan Mortgage - FHLMC - Freddie Mac 2037-08-01 5.757000 Government Agency Debt 14000344.32 15054889.31 Federal Home Loan Mortgage - FHLMC - Freddie Mac 2039-11-01 4.000000 Government Agency Debt 6100701.69 6458339.58 Federal National Mortgage Association - FNMA - Fannie Mae 2030-01-01 1.720000 Government Agency Debt 9608146.51 9818153.48 Federal National Mortgage Association - FNMA - Fannie Mae 2032-03-01 1.902000 Government Agency Debt 7228929.59 7587832.80 Federal National Mortgage Association - FNMA - Fannie Mae 2035-03-01 3.965000 Government Agency Debt 7062026.82 7520630.10 Federal National Mortgage Association - FNMA - Fannie Mae 2035-05-01 2.080000 Government Agency Debt 13937599.65 14710939.21 Federal National Mortgage Association - FNMA - Fannie Mae 2035-06-01 2.018000 Government Agency Debt 7519190.04 7835428.55 Federal National Mortgage Association - FNMA - Fannie Mae 2035-09-01 2.332000 Government Agency Debt 11894400.00 12666119.71 Federal National Mortgage Association - FNMA - Fannie Mae 2036-01-01 2.125000 Government Agency Debt 11376051.02 11900917.66 Federal National Mortgage Association - FNMA - Fannie Mae 2036-03-01 3.041000 Government Agency Debt 11959532.31 12788390.63 Federal National Mortgage Association - FNMA - Fannie Mae 2036-04-01 2.153000 Government Agency Debt 6481737.14 6838166.89 Federal National Mortgage Association - FNMA - Fannie Mae 2036-04-01 2.161000 Government Agency Debt 5351083.94 5674447.87 Federal National Mortgage Association - FNMA - Fannie Mae 2036-08-01 2.516000 Government Agency Debt 11312350.00 12089775.02 Federal National Mortgage Association - FNMA - Fannie Mae 2036-09-01 2.168000 Government Agency Debt 11150603.97 11741421.58 Federal National Mortgage Association - FNMA - Fannie Mae 2036-09-01 2.432000 Government Agency Debt 10423714.64 10977918.80 Federal National Mortgage Association - FNMA - Fannie Mae 2036-09-01 2.493000 Government Agency Debt 9227750.00 9854275.58 Federal National Mortgage Association - FNMA - Fannie Mae 2038-11-01 5.267000 Government Agency Debt 9088674.99 9852670.73 Federal National Mortgage Association - FNMA - Fannie Mae 2040-08-01 2.925000 Government Agency Debt 13254509.71 14194404.70 Federal National Mortgage Association - FNMA - Fannie Mae 2041-07-01 2.893000 Government Agency Debt 10503104.77 11006516.19 First Tier Security N/A N/A 2012-05-01 2012-05-01 N N N 250000000.00 250000000.00 0.2000 N 250000000.00 250000000.00 Societe Generale - REPO Societe Generale - REPO 0.180000% JointRepo Treasury Repurchase Agreement Y Department of the Treasury 2017-05-31 2.750000 Treasury Debt 2601751.02 2876991.09 Department of the Treasury 2021-07-15 0.625000 Treasury Debt 2658932.37 2969548.91 Department of the Treasury 2028-04-15 3.625000 Treasury Debt 57467.25 122897.02 US TREASURY N/B 2012-09-30 4.250000 Treasury Debt 2716113.71 2762371.84 US TREASURY N/B 2017-12-31 2.750000 Treasury Debt 2658932.37 2942310.04 First Tier Security N/A N/A 2012-05-01 2012-05-07 N N N 11436268.23 11436268.23 0.0091 N 11436268.23 11436268.23 UBS Securities LLC - REPO UBS Securities LLC - REPO 0.170000% JointRepo Treasury Repurchase Agreement Y Department of the Treasury 2014-07-15 2.000000 Treasury Debt 4168805.68 5482833.79 Department of the Treasury 2037-05-15 5.000000 Treasury Debt 1529314.97 2121966.54 US TREASURY N/B 2023-08-15 6.250000 Treasury Debt 6945159.93 9950154.48 First Tier Security N/A N/A 2012-05-01 2012-05-07 N N N 17154402.35 17154402.35 0.0137 N 17154402.35 17154402.35 UBS Securities LLC - REPO TRI-PARTY UBS SECURITIES LLC 0.180000% UG1071BON Government Agency Repurchase Agreement Y Federal National Mortgage Association - FNMA - Fannie Mae 2041-01-01 4.000000 Government Agency Debt 14327980.17 15450000.21 First Tier Security N/A N/A 2012-05-15 2012-05-15 N N N 15000000.00 15000000.00 0.0120 N 15000000.00 15000000.00 UNITED STATES TREASURY TREASURY BILL 0.120000% 9127953S8 Treasury Debt N First Tier Security N/A N/A 2012-05-31 2012-05-31 N N N 1500000.00 1499850.00 0.0012 N 1499899.50 1499899.50 UNITED STATES TREASURY TREASURY BILL 0.100000% 9127954B4 Treasury Debt N First Tier Security N/A N/A 2012-07-26 2012-07-26 N N N 3000000.00 2999301.25 0.0024 N 2999337.00 2999337.00 UNITED STATES TREASURY TREASURY BILL 0.140000% 9127955C1 Treasury Debt N First Tier Security N/A N/A 2012-09-20 2012-09-20 N N N 3800000.00 3797894.06 0.0030 N 3798088.60 3798088.60 UNITED STATES TREASURY TREASURY BILL 0.080000% 9127955C1 Treasury Debt N First Tier Security N/A N/A 2012-09-20 2012-09-20 N N N 2000000.00 1999364.94 0.0016 N 1998994.00 1998994.00 UNITED STATES TREASURY TREASURY BILL 0.130000% 9127955G2 Treasury Debt N First Tier Security N/A N/A 2012-10-18 2012-10-18 N N N 5000000.00 4996859.73 0.0040 N 4996640.00 4996640.00 UNITED STATES TREASURY TREASURY BILL 0.090000% 9127955N7 Treasury Debt N First Tier Security N/A N/A 2012-05-17 2012-05-17 N N N 14100000.00 14099429.73 0.0113 N 14099605.20 14099605.20 UNITED STATES TREASURY TREASURY BILL 0.110000% 9127955Q0 Treasury Debt N First Tier Security N/A N/A 2012-12-13 2012-12-13 N N N 2000000.00 1998644.00 0.0016 N 1998118.00 1998118.00 UNITED STATES TREASURY TREASURY BILL 0.050000% 9127955U1 Treasury Debt N First Tier Security N/A N/A 2012-07-05 2012-07-05 N N N 3100000.00 3099706.15 0.0025 N 3099581.50 3099581.50 UNITED STATES TREASURY TREASURY BILL 0.060000% 9127955U1 Treasury Debt N First Tier Security N/A N/A 2012-07-05 2012-07-05 N N N 3000000.00 2999669.58 0.0024 N 2999595.00 2999595.00 UNITED STATES TREASURY TREASURY BILL 0.090000% 9127955U1 Treasury Debt N First Tier Security N/A N/A 2012-07-05 2012-07-05 N N N 2900000.00 2899557.55 0.0023 N 2899608.50 2899608.50 UNITED STATES TREASURY TREASURY BILL 0.130000% 9127955V9 Treasury Debt N First Tier Security N/A N/A 2013-01-10 2013-01-10 N N N 2900000.00 2897442.36 0.0023 N 2896882.50 2896882.50 UNITED STATES TREASURY TREASURY BILL 0.070000% 9127955W7 Treasury Debt N First Tier Security N/A N/A 2012-07-12 2012-07-12 N N N 1800000.00 1799748.00 0.0014 N 1799703.00 1799703.00 UNITED STATES TREASURY TREASURY BILL 0.080000% 9127955Y3 Treasury Debt N First Tier Security N/A N/A 2012-08-02 2012-08-02 N N N 3600000.00 3599279.25 0.0029 N 3599118.00 3599118.00 UNITED STATES TREASURY TREASURY BILL 0.140000% 9127956C0 Treasury Debt N First Tier Security N/A N/A 2012-08-30 2012-08-30 N N N 3700000.00 3698209.20 0.0030 N 3698664.30 3698664.30 UNITED STATES TREASURY TREASURY BILL 0.200000% 9127956E6 Treasury Debt N First Tier Security N/A N/A 2013-03-07 2013-03-07 N N N 2000000.00 1996641.67 0.0016 N 1997076.00 1997076.00 UNITED STATES TREASURY TREASURY BILL 0.180000% 9127956F3 Treasury Debt N First Tier Security N/A N/A 2013-04-04 2013-04-04 N N N 1800000.00 1797000.25 0.0014 N 1797004.80 1797004.80 UNITED STATES TREASURY TREASURY BILL 0.130000% 9127956G1 Treasury Debt N First Tier Security N/A N/A 2012-09-06 2012-09-06 N N N 6900000.00 6896921.07 0.0055 N 6897060.60 6897060.60 UNITED STATES TREASURY TREASURY BILL 0.140000% 9127956K2 Treasury Debt N First Tier Security N/A N/A 2012-10-04 2012-10-04 N N N 7400000.00 7395542.74 0.0059 N 7395752.40 7395752.40 UNITED STATES TREASURY WI TREASURY BILL 0.150000% 9127956M8 Treasury Debt N First Tier Security N/A N/A 2012-10-11 2012-10-11 N N N 4000000.00 3997373.87 0.0032 N 3997600.00 3997600.00 UNITED STATES TREASURY TREASURY BILL 0.150000% 9127956P1 Treasury Debt N First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 5100000.00 5096181.29 0.0041 N 5096175.00 5096175.00 UNITED STATES TREASURY TREASURY BILL 0.140000% 9127956P1 Treasury Debt N First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 5000000.00 4996435.83 0.0040 N 4996250.00 4996250.00 UNITED STATES TREASURY TREASURY NOTE 4.750000% 912828GU8 Treasury Debt N First Tier Security N/A N/A 2012-05-31 2012-05-31 N N N 8020000.00 8050392.09 0.0064 N 8050387.78 8050387.78 UNITED STATES TREASURY TREASURY NOTE 4.630000% 912828GZ7 Treasury Debt N First Tier Security N/A N/A 2012-07-31 2012-07-31 N N N 3000000.00 3033355.79 0.0024 N 3033750.00 3033750.00 UNITED STATES TREASURY TREASURY NOTE 4.130000% 912828HC7 Treasury Debt N First Tier Security N/A N/A 2012-08-31 2012-08-31 N N N 8020000.00 8126973.68 0.0065 N 8126200.84 8126200.84 UNITED STATES TREASURY TREASURY NOTE 3.880000% 912828HG8 Treasury Debt N First Tier Security N/A N/A 2012-10-31 2012-10-31 N N N 5000000.00 5094718.97 0.0041 N 5092190.00 5092190.00 UNITED STATES TREASURY TREASURY NOTE 3.380000% 912828HK9 Treasury Debt N First Tier Security N/A N/A 2012-11-30 2012-11-30 N N N 4100000.00 4177256.29 0.0033 N 4176235.40 4176235.40 UNITED STATES TREASURY TREASURY NOTE 2.750000% 912828HT0 Treasury Debt N First Tier Security N/A N/A 2013-02-28 2013-02-28 N N N 3500000.00 3575117.33 0.0029 N 3574238.50 3574238.50 UNITED STATES TREASURY TREASURY NOTE 1.380000% 912828KP4 Treasury Debt N First Tier Security N/A N/A 2012-05-15 2012-05-15 N N N 10345000.00 10350144.53 0.0083 N 10349851.80 10349851.80 UNITED STATES TREASURY TREASURY NOTE 1.880000% 912828KX7 Treasury Debt N First Tier Security N/A N/A 2012-06-15 2012-06-15 N N N 16625000.00 16661611.57 0.0133 N 16661375.50 16661375.50 UNITED STATES TREASURY TREASURY NOTE 1.750000% 912828LH1 Treasury Debt N First Tier Security N/A N/A 2012-08-15 2012-08-15 N N N 24500000.00 24616822.24 0.0197 N 24614856.00 24614856.00 UNITED STATES TREASURY TREASURY NOTE 1.380000% 912828LR9 Treasury Debt N First Tier Security N/A N/A 2012-10-15 2012-10-15 N N N 2300000.00 2313285.90 0.0019 N 2312758.10 2312758.10 UNITED STATES TREASURY TREASURY NOTE 1.380000% 912828MG2 Treasury Debt N First Tier Security N/A N/A 2013-01-15 2013-01-15 N N N 10400000.00 10488820.64 0.0084 N 10487339.20 10487339.20 UNITED STATES TREASURY TREASURY NOTE 1.750000% 912828MX5 Treasury Debt N First Tier Security N/A N/A 2013-04-15 2013-04-15 N N N 1800000.00 1826045.72 0.0015 N 1826438.40 1826438.40 UNITED STATES TREASURY TREASURY NOTE 0.750000% 912828NE6 Treasury Debt N First Tier Security N/A N/A 2012-05-31 2012-05-31 N N N 7015000.00 7018786.04 0.0056 N 7018290.03 7018290.03 UNITED STATES TREASURY TREASURY NOTE 0.630000% 912828NQ9 Treasury Debt N First Tier Security N/A N/A 2012-07-31 2012-07-31 N N N 26270000.00 26303573.50 0.0210 N 26302837.50 26302837.50 UNITED STATES TREASURY TREASURY NOTES 0.630000% 912828NS5 Treasury Debt N First Tier Security N/A N/A 2012-06-30 2012-06-30 N N N 3720000.00 3723121.94 0.0030 N 3723050.40 3723050.40 UNITED STATES TREASURY TREASURY NOTE 0.380000% 912828PD6 Treasury Debt N First Tier Security N/A N/A 2012-10-31 2012-10-31 N N N 3700000.00 3705009.56 0.0030 N 3703903.50 3703903.50 UNITED STATES TREASURY WI TREASURY NOTES 0.380000% 912828PH7 Treasury Debt N First Tier Security N/A N/A 2012-08-31 2012-08-31 N N N 15800000.00 15814179.13 0.0126 N 15812956.00 15812956.00 UNITED STATES TREASURY WI TREASURY NOTES 0.630000% 912828PR5 Treasury Debt N First Tier Security N/A N/A 2013-01-31 2013-01-31 N N N 2700000.00 2709848.92 0.0022 N 2708964.00 2708964.00 UNITED STATES TREASURY TREASURY NOTES 0.500000% 912828PV6 Treasury Debt N First Tier Security N/A N/A 2012-11-30 2012-11-30 N N N 1500000.00 1503399.84 0.0012 N 1502871.00 1502871.00 UNITED STATES TREASURY WI TREASURY NOTES 0.750000% 912828QL7 Treasury Debt N First Tier Security N/A N/A 2013-03-31 2013-03-31 N N N 2700000.00 2712429.95 0.0022 N 2713710.60 2713710.60