N-MFP LIVE N 2012-05-31 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 53 96 1389646266.61 3534978.67 20303136.45 1372878108.83 0.0017 1.0001 2012-05-31 1.0001 2012-05-31 C000003412 2500.00 1372878108.83 1.00 122624335.88 1194711591.55 1072087255.67 0.0001 1.0001 2012-05-31 1.0001 2012-05-31 Banc of America Securities LLC - REPO Banc of America Securities LLC - REPO 0.120000% JointRepo Treasury Repurchase Agreement Y US TREASURY N/B 2039-11-15 4.375000 Treasury Debt 11217972.82 12208082.09 First Tier Security N/A N/A 2012-06-01 2012-06-07 N N N 12024259.54 12024259.54 0.0088 N 12024259.54 12024259.54 Barclays Capital Inc-REPO TRI-PARTY BARCLAYS CAPITAL INC 0.180000% BZ2731BON Treasury Repurchase Agreement Y Department of the Treasury 2014-03-31 0.250000 Treasury Debt 15509800.00 15510213.59 First Tier Security N/A N/A 2012-06-01 2012-06-01 N N N 15206000.00 15206000.00 0.0111 N 15206000.00 15206000.00 BNP Paribas Securities Corp.-REPO TRI-PARTY BNP PARIBAS SECURITIES C 0.260000% BN0512BON Government Agency Repurchase Agreement Y Federal Home Loan Bank System - FHLB 2016-05-18 5.375000 Government Agency Debt 55370000.00 65284606.03 Federal Home Loan Mortgage - FHLMC - Freddie Mac 2014-02-21 0.450000 Government Agency Debt 40359000.00 40461108.27 Federal National Mortgage Association - FNMA - Fannie Mae 2015-07-02 0.500000 Government Agency Debt 22367000.00 22302110.85 Federal National Mortgage Association - FNMA - Fannie Mae 2016-05-23 0.875000 Government Agency Debt 67000000.00 66919897.78 Federal National Mortgage Association - FNMA - Fannie Mae 2017-02-13 5.000000 Government Agency Debt 50067000.00 60032335.68 First Tier Security N/A N/A 2012-06-01 2012-06-01 N N N 250000000.00 250000000.00 0.1821 N 250000000.00 250000000.00 Deutsche Bank Securities-Repo TRI-PARTY DEUTSCHE BANK SECURITIES 0.180000% K1BBONY1K Government Agency Repurchase Agreement Y Federal National Mortgage Association - FNMA - Fannie Mae 2039-05-01 4.500000 Government Agency Debt 2547246.81 2742162.29 Federal National Mortgage Association - FNMA - Fannie Mae 2041-05-01 4.500000 Government Agency Debt 10502526.09 11355423.27 Federal National Mortgage Association - FNMA - Fannie Mae 2042-02-01 4.000000 Government Agency Debt 1265985.32 1352414.94 First Tier Security N/A N/A 2012-06-15 2012-06-15 N N N 15000000.00 15000000.00 0.0109 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 1799703.00 0.0013 N 1799769.60 1799769.60 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 2499606.25 0.0018 N 2499607.50 2499607.50 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 2699838.00 0.0020 N 2699964.90 2699964.90 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 4999541.67 0.0036 N 4999695.00 4999695.00 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 998951.66 0.0007 N 999076.00 999076.00 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 2797258.33 0.0020 N 2797261.60 2797261.60 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 1798313.00 0.0013 N 1798194.60 1798194.60 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 1896621.16 0.0014 N 1897393.20 1897393.20 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 1996406.67 0.0015 N 1996924.00 1996924.00 FEDERAL FARM CREDIT BANKS (FFCB) FFCB 0.200000% 313313EN4 Government Agency Debt N First Tier Security N/A N/A 2013-04-19 2013-04-19 N N N 1400000.00 1397495.55 0.0010 N 1397750.20 1397750.20 FEDERAL FARM CREDIT BANKS (FFCB) FFCB 0.300000% 31331J3R2 Government Agency Debt N First Tier Security N/A N/A 2012-06-01 2012-11-26 N N N 10000000.00 10000491.45 0.0073 N 10004770.00 10004770.00 FEDERAL FARM CREDIT BANKS (FFCB) FFCB 0.210000% 31331K2Z2 Government Agency Debt N First Tier Security N/A N/A 2012-06-13 2014-01-13 N N N 3000000.00 3000026.87 0.0022 N 3000153.00 3000153.00 FEDERAL FARM CREDIT BANKS (FFCB) FFCB 0.100000% 31331K4M9 Government Agency Debt N First Tier Security N/A N/A 2012-06-27 2012-12-27 N N N 2000000.00 1999852.91 0.0015 N 1999470.00 1999470.00 FEDERAL FARM CREDIT BANKS (FFCB) FFCB 0.260000% 31331KDB3 Government Agency Debt N First Tier Security N/A N/A 2012-06-22 2013-08-22 N N N 4100000.00 4104104.32 0.0030 N 4103845.80 4103845.80 FEDERAL FARM CREDIT BANKS (FFCB) FFCB 0.170000% 31331KNX4 Government Agency Debt N First Tier Security N/A N/A 2012-06-10 2012-07-10 N N N 5000000.00 4999937.25 0.0036 N 5000100.00 5000100.00 FEDERAL FARM CREDIT BANKS (FFCB) FEDERAL FARM CREDIT BANKS 0.230000% 31331KRA0 Government Agency Debt N First Tier Security N/A N/A 2012-06-08 2013-04-08 N N N 5000000.00 5000000.00 0.0036 N 5002745.00 5002745.00 FEDERAL FARM CREDIT BANKS (FFCB) FFCB 0.240000% 31331KRP7 Government Agency Debt N First Tier Security N/A N/A 2012-06-15 2014-01-15 N N N 2700000.00 2702003.02 0.0020 N 2701417.50 2701417.50 FEDERAL HOME LOAN BANKS FHLB 0.190000% 313373TD4 Government Agency Debt N First Tier Security N/A N/A 2012-06-13 2012-11-13 N N N 5000000.00 4999550.00 0.0036 N 5000875.00 5000875.00 FEDERAL HOME LOAN BANKS FHLB 0.170000% 313374H86 Government Agency Debt N First Tier Security N/A N/A 2012-06-27 2012-12-27 N N N 5000000.00 4998926.20 0.0036 N 5000330.00 5000330.00 FEDERAL HOME LOAN BANKS FHLB 0.220000% 313374LK4 Government Agency Debt N First Tier Security N/A N/A 2012-06-01 2012-07-18 N N N 10000000.00 9999935.79 0.0073 N 10000500.00 10000500.00 FEDERAL HOME LOAN BANKS FHLB 0.260000% 313374VP2 Government Agency Debt N First Tier Security N/A N/A 2012-06-01 2013-01-29 N N N 10000000.00 9998328.00 0.0073 N 10003250.00 10003250.00 FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.290000% 313374WW6 Government Agency Debt N First Tier Security N/A N/A 2012-06-01 2013-01-23 N N N 6645000.00 6645000.00 0.0048 N 6648408.88 6648408.88 FEDERAL HOME LOAN BANKS FHLB 0.320000% 313374XZ8 Government Agency Debt N First Tier Security N/A N/A 2012-06-01 2013-01-22 N N N 21490000.00 21490000.00 0.0157 N 21505064.49 21505064.49 FEDERAL HOME LOAN BANKS FHLB 0.320000% 313375DB0 Government Agency Debt N First Tier Security N/A N/A 2012-06-01 2013-02-12 N N N 5000000.00 5000000.00 0.0036 N 5003695.00 5003695.00 FEDERAL HOME LOAN BANKS FHLB 0.340000% 313375SB4 Government Agency Debt N First Tier Security N/A N/A 2012-06-01 2013-03-19 N N N 5000000.00 4999200.55 0.0036 N 5004810.00 5004810.00 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 0.0015 N 2000870.00 2000870.00 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 0.0007 N 1000014.00 1000014.00 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 0.0015 N 2000068.00 2000068.00 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 0.0007 N 1000022.00 1000022.00 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 2499639.87 0.0018 N 2499497.50 2499497.50 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 2199804.64 0.0016 N 2199252.00 2199252.00 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 1799712.34 0.0013 N 1799375.40 1799375.40 FEDERAL HOME LOAN BANKS FHLB 0.180000% 313376VV4 Government Agency Debt N First Tier Security N/A N/A 2012-06-25 2014-01-24 N N N 4400000.00 4398571.70 0.0032 N 4398006.80 4398006.80 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 2099814.96 0.0015 N 2099286.00 2099286.00 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 2099728.36 0.0015 N 2099554.80 2099554.80 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 0.0022 N 3000630.00 3000630.00 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 0.0015 N 2000126.00 2000126.00 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 1299030.13 0.0009 N 1299048.40 1299048.40 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 1799723.56 0.0013 N 1800000.00 1800000.00 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 0.0020 N 2700518.40 2700518.40 FEDERAL HOME LOAN BANKS FHLB 0.200000% 313378XT3 Government Agency Debt N First Tier Security N/A N/A 2012-06-25 2013-10-25 N N N 2500000.00 2500000.00 0.0018 N 2500207.50 2500207.50 FEDERAL HOME LOAN BANKS FHLB 0.220000% 313379BZ1 Government Agency Debt N First Tier Security N/A N/A 2013-05-17 2013-05-17 N N N 1400000.00 1399689.28 0.0010 N 1399794.20 1399794.20 FEDERAL HOME LOAN BANKS FHLB 313379PW3 Government Agency Debt N First Tier Security N/A N/A 2012-06-04 2013-12-04 N N N 5000000.00 4998480.00 0.0036 N 4997640.00 4997640.00 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 5998983.33 0.0044 N 5999286.00 5999286.00 FEDERAL HOME LOAN BANKS FHLB 0.120000% 313384A41 Government Agency Debt N First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 5400000.00 5398924.90 0.0039 N 5399357.40 5399357.40 FEDERAL HOME LOAN BANKS FHLB 0.150000% 313384A41 Government Agency Debt N First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 1400000.00 1399644.16 0.0010 N 1399833.40 1399833.40 FEDERAL HOME LOAN BANKS FHLB 0.130000% 313384A66 Government Agency Debt N First Tier Security N/A N/A 2012-08-03 2012-08-03 N N N 12400000.00 12397282.25 0.0090 N 12398487.20 12398487.20 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 11500000.00 11497654.12 0.0084 N 11498597.00 11498597.00 FEDERAL HOME LOAN BANKS FHLB 0.090000% 313384A66 Government Agency Debt N First Tier Security N/A N/A 2012-08-03 2012-08-03 N N N 8000000.00 7998782.00 0.0058 N 7999024.00 7999024.00 FEDERAL HOME LOAN BANKS FHLB 0.120000% 313384B32 Government Agency Debt N First Tier Security N/A N/A 2012-08-08 2012-08-08 N N N 7900000.00 7898184.79 0.0058 N 7898957.20 7898957.20 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 2099234.37 0.0015 N 2099693.40 2099693.40 FEDERAL HOME LOAN BANKS FHLB 0.130000% 313384C98 Government Agency Debt N First Tier Security N/A N/A 2012-08-22 2012-08-22 N N N 14000000.00 13995790.62 0.0102 N 13997774.00 13997774.00 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 7995706.66 0.0058 N 7996272.00 7996272.00 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 1598988.23 0.0012 N 1599227.20 1599227.20 FEDERAL HOME LOAN BANKS FHLB 0.150000% 313384M97 Government Agency Debt N First Tier Security N/A N/A 2012-11-02 2012-11-02 N N N 11400000.00 11392685.01 0.0083 N 11393661.60 11393661.60 FEDERAL HOME LOAN BANKS FHLB 0.160000% 313384N62 Government Agency Debt N First Tier Security N/A N/A 2012-11-07 2012-11-07 N N N 2000000.00 1998586.66 0.0015 N 1998852.00 1998852.00 FEDERAL HOME LOAN BANKS FHLB 0.160000% 313384P52 Government Agency Debt N First Tier Security N/A N/A 2012-11-14 2012-11-14 N N N 3000000.00 2997759.00 0.0022 N 2998203.00 2998203.00 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 4797008.00 0.0035 N 4796510.40 4796510.40 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 4400000.00 0.0032 N 4400000.00 4400000.00 FEDERAL HOME LOAN BANKS FHLB 0.200000% 313384XU8 Government Agency Debt N First Tier Security N/A N/A 2012-06-06 2012-06-06 N N N 3800000.00 3799894.44 0.0028 N 3799988.60 3799988.60 FEDERAL HOME LOAN BANKS FHLB 0.200000% 313384XW4 Government Agency Debt N First Tier Security N/A N/A 2012-06-08 2012-06-08 N N N 4200000.00 4199836.66 0.0031 N 4199983.20 4199983.20 FEDERAL HOME LOAN BANKS FHLB 0.180000% 313384XW4 Government Agency Debt N First Tier Security N/A N/A 2012-06-08 2012-06-08 N N N 2500000.00 2499902.78 0.0018 N 2499990.00 2499990.00 FEDERAL HOME LOAN BANKS FHLB 0.170000% 313384YD5 Government Agency Debt N First Tier Security N/A N/A 2012-06-15 2012-06-15 N N N 2300000.00 2299847.95 0.0017 N 2299981.60 2299981.60 FEDERAL HOME LOAN BANKS FHLB 0.190000% 313384YD5 Government Agency Debt N First Tier Security N/A N/A 2012-06-15 2012-06-15 N N N 2200000.00 2199837.44 0.0016 N 2199982.40 2199982.40 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 1499889.17 0.0011 N 1499983.50 1499983.50 FEDERAL HOME LOAN BANKS FHLB 0.110000% 313384YZ6 Government Agency Debt N First Tier Security N/A N/A 2012-07-05 2012-07-05 N N N 14000000.00 13998559.73 0.0102 N 13999468.00 13999468.00 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 5900000.00 5899442.78 0.0043 N 5899775.80 5899775.80 FEDERAL HOME LOAN BANKS FHLB 0.110000% 313384ZF9 Government Agency Debt N First Tier Security N/A N/A 2012-07-11 2012-07-11 N N N 2800000.00 2799651.56 0.0020 N 2799876.80 2799876.80 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 1899652.72 0.0014 N 1899901.20 1899901.20 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 1799800.72 0.0013 N 1799902.80 1799902.80 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 9298326.00 0.0068 N 9299442.00 9299442.00 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 1798313.00 0.0013 N 1798194.60 1798194.60 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 2996120.83 0.0022 N 2996736.00 2996736.00 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 1897644.00 0.0014 N 1897908.10 1897908.10 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 1497340.00 0.0011 N 1497723.00 1497723.00 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 1796645.01 0.0013 N 1797258.60 1797258.60 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 2495464.60 0.0018 N 2496117.50 2496117.50 FEDERAL HOME LOAN BANKS FHLB 0.200000% 313385FB7 Government Agency Debt N First Tier Security N/A N/A 2013-05-02 2013-05-02 N N N 2500000.00 2495347.23 0.0018 N 2495587.50 2495587.50 FEDERAL HOME LOAN BANKS FHLB 0.200000% 313385FC5 Government Agency Debt N First Tier Security N/A N/A 2013-05-03 2013-05-03 N N N 4200000.00 4192160.02 0.0031 N 4192566.00 4192566.00 FEDERAL HOME LOAN BANKS FHLB 0.210000% 313385FN1 Government Agency Debt N First Tier Security N/A N/A 2013-05-13 2013-05-13 N N N 2200000.00 2195559.67 0.0016 N 2195989.40 2195989.40 FEDERAL HOME LOAN BANKS FHLB 0.210000% 313385FW1 Government Agency Debt N First Tier Security N/A N/A 2013-05-21 2013-05-21 N N N 11000000.00 10977182.03 0.0080 N 10979485.00 10979485.00 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 5399202.00 0.0039 N 5399200.80 5399200.80 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 12387699.72 0.0090 N 12388968.03 12388968.03 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 4398337.79 0.0032 N 4398006.80 4398006.80 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 1834841.99 0.0013 N 1834937.61 1834937.61 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 3499630.55 0.0025 N 3499846.00 3499846.00 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 1799815.91 0.0013 N 1799920.80 1799920.80 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 5499624.17 0.0040 N 5499747.00 5499747.00 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 9999200.00 0.0073 N 9999470.00 9999470.00 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 9098839.74 0.0066 N 9099454.00 9099454.00 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 3596932.93 0.0026 N 3596763.60 3596763.60 FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.140000% 313589AD5 Government Agency Debt N First Tier Security N/A N/A 2013-01-04 2013-01-04 N N N 6200000.00 6194767.89 0.0045 N 6194401.40 6194401.40 FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.140000% 313589AH6 Government Agency Debt N First Tier Security N/A N/A 2013-01-08 2013-01-08 N N N 3500000.00 3496991.93 0.0025 N 3496780.00 3496780.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.230000% 3135G0CE1 Government Agency Debt N First Tier Security N/A N/A 2012-06-12 2013-08-12 N N N 10000000.00 9996361.72 0.0073 N 10005650.00 10005650.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.400000% 3135G0EV1 Government Agency Debt N First Tier Security N/A N/A 2012-06-01 2013-10-17 N N N 5000000.00 4998599.97 0.0036 N 5009000.00 5009000.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.400000% 3135G0FD0 Government Agency Debt N First Tier Security N/A N/A 2012-06-01 2013-10-28 N N N 10000000.00 10011392.21 0.0073 N 10017980.00 10017980.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION FANNIE MAE 0.260000% 31398A3F7 Government Agency Debt N First Tier Security N/A N/A 2012-06-23 2012-08-23 N N N 10000000.00 10004477.53 0.0073 N 10002730.00 10002730.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.270000% 31398A5A6 Government Agency Debt N First Tier Security N/A N/A 2012-06-18 2012-10-18 N N N 15000000.00 15003502.50 0.0109 N 15007185.00 15007185.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.270000% 31398A7G1 Government Agency Debt N First Tier Security N/A N/A 2012-06-20 2012-12-20 N N N 5000000.00 5004793.02 0.0036 N 5003235.00 5003235.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 1.130000% 31398AT77 Government Agency Debt N First Tier Security N/A N/A 2012-07-30 2012-07-30 N N N 15000000.00 15025172.36 0.0109 N 15023955.00 15023955.00 FREDDIE MAC FHLMC 0.120000% 313396C92 Government Agency Debt N First Tier Security N/A N/A 2012-08-22 2012-08-22 N N N 4900000.00 4898660.67 0.0036 N 4899220.90 4899220.90 FREDDIE MAC FHLMC 0.150000% 313396H97 Government Agency Debt N First Tier Security N/A N/A 2012-10-01 2012-10-01 N N N 9300000.00 9295177.95 0.0068 N 9296224.20 9296224.20 FREDDIE MAC FHLMC 0.100000% 313396J38 Government Agency Debt N First Tier Security N/A N/A 2012-10-03 2012-10-03 N N N 2700000.00 2699070.00 0.0020 N 2698884.90 2698884.90 FREDDIE MAC FHLMC 0.100000% 313396K28 Government Agency Debt N First Tier Security N/A N/A 2012-10-10 2012-10-10 N N N 2700000.00 2699017.50 0.0020 N 2698822.80 2698822.80 FREDDIE MAC FHLMC 0.100000% 313396M83 Government Agency Debt N First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 7000000.00 6997025.00 0.0051 N 6996136.00 6996136.00 FREDDIE MAC FHLMC 0.150000% 313396M83 Government Agency Debt N First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 2300000.00 2298533.76 0.0017 N 2298730.40 2298730.40 FREDDIE MAC FHLMC 0.130000% 313396N58 Government Agency Debt N First Tier Security N/A N/A 2012-11-06 2012-11-06 N N N 3000000.00 2998288.20 0.0022 N 3000000.00 3000000.00 FREDDIE MAC FHLMC 0.100000% 313396ZD8 Government Agency Debt N First Tier Security N/A N/A 2012-07-09 2012-07-09 N N N 1800000.00 1799810.00 0.0013 N 1799924.40 1799924.40 FREDDIE MAC FHLMC 0.120000% 313396ZM8 Government Agency Debt N First Tier Security N/A N/A 2012-07-17 2012-07-17 N N N 5000000.00 4999233.33 0.0036 N 4999745.00 4999745.00 FREDDIE MAC FHLMC 0.170000% 313397BH3 Government Agency Debt N First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 4200000.00 4195140.85 0.0031 N 4195430.40 4195430.40 FREDDIE MAC FHLMC 0.300000% 3134G1WN0 Government Agency Debt N First Tier Security N/A N/A 2012-06-01 2012-10-12 N N N 10000000.00 10001838.45 0.0073 N 10003810.00 10003810.00 FREDDIE MAC FHLMC 0.190000% 3134G2GJ5 Government Agency Debt N First Tier Security N/A N/A 2012-06-03 2013-05-03 N N N 30000000.00 29988825.13 0.0218 N 30006300.00 30006300.00 FREDDIE MAC FHLMC 0.190000% 3134G2MJ8 Government Agency Debt N First Tier Security N/A N/A 2012-06-17 2013-06-17 N N N 10000000.00 9994725.94 0.0073 N 10003680.00 10003680.00 Merrill Lynch Pierce Fenner Smith - REP TRI-PARTY MERRILL LYNCH PF&S INC 0.210000% MIC023BON Government Agency Repurchase Agreement Y Federal Home Loan Mortgage - FHLMC - Freddie Mac 2042-02-01 4.000000 Government Agency Debt 46140525.41 49174742.73 Federal National Mortgage Association - FNMA - Fannie Mae 2041-02-01 3.906000 Government Agency Debt 65773629.34 70018514.21 Federal National Mortgage Association - FNMA - Fannie Mae 2041-03-01 3.065000 Government Agency Debt 71384672.60 74605445.18 Federal National Mortgage Association - FNMA - Fannie Mae 2042-03-01 4.500000 Government Agency Debt 57504037.86 63701298.67 First Tier Security N/A N/A 2012-06-01 2012-06-01 N N N 250000000.00 250000000.00 0.1821 N 250000000.00 250000000.00 Morgan Stanley & Co. Incorporated-REPO Morgan Stanley & Co. Incorporated-REPO 0.190000% JointRepo Treasury Repurchase Agreement Y Department of the Treasury 2020-11-15 2.625000 Treasury Debt 11090876.39 12261485.12 Department of the Treasury 2029-04-15 3.875000 Treasury Debt 18757.84 42799.21 First Tier Security N/A N/A 2012-06-01 2012-06-07 N N N 12024259.54 12024259.54 0.0088 N 12024259.54 12024259.54 Societe Generale - REPO Societe Generale - REPO 0.190000% JointRepo Treasury Repurchase Agreement Y Department of the Treasury 2017-05-31 2.750000 Treasury Debt 2735519.05 3012276.98 Department of the Treasury 2017-11-30 2.250000 Treasury Debt 2639324.97 2847995.28 Department of the Treasury 2021-07-15 0.625000 Treasury Debt 2795640.34 3197916.43 Department of the Treasury 2028-04-15 3.625000 Treasury Debt 43587.94 96603.57 US TREASURY N/B 2017-12-31 2.750000 Treasury Debt 2795640.34 3126548.74 First Tier Security N/A N/A 2012-06-01 2012-06-07 N N N 12024259.54 12024259.54 0.0088 N 12024259.54 12024259.54 UBS Securities LLC - REPO UBS Securities LLC - REPO 0.180000% JointRepo Treasury Repurchase Agreement Y Department of the Treasury 2014-07-15 2.000000 Treasury Debt 4343162.55 5679741.97 Department of the Treasury 2037-05-15 5.000000 Treasury Debt 1607944.11 2358402.17 US TREASURY N/B 2023-08-15 6.250000 Treasury Debt 7052739.25 10461708.29 First Tier Security N/A N/A 2012-06-01 2012-06-07 N N N 18036389.31 18036389.31 0.0131 N 18036389.31 18036389.31 UBS Securities LLC - REPO TRI-PARTY UBS SECURITIES LLC 0.180000% UG1071BON Government Agency Repurchase Agreement Y Federal Home Loan Mortgage - FHLMC - Freddie Mac 2030-12-01 4.000000 Government Agency Debt 14312042.10 15450000.66 First Tier Security N/A N/A 2012-06-15 2012-06-15 N N N 15000000.00 15000000.00 0.0109 N 15000000.00 15000000.00 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 3798353.81 0.0028 N 3799004.40 3799004.40 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 4997432.36 0.0036 N 4997780.00 4997780.00 UNITED STATES TREASURY TREASURY BILL 0.150000% 9127955L1 Treasury Debt N First Tier Security N/A N/A 2012-11-15 2012-11-15 N N N 3000000.00 2997912.50 0.0022 N 2998332.00 2998332.00 UNITED STATES TREASURY TREASURY BILL 0.190000% 9127955T4 Treasury Debt N First Tier Security N/A N/A 2012-06-21 2012-06-21 N N N 4000000.00 3999577.77 0.0029 N 3999956.00 3999956.00 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 2899768.56 0.0021 N 2899918.80 2899918.80 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 2897754.51 0.0021 N 2897532.10 2897532.10 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 1799856.50 0.0013 N 1799922.60 1799922.60 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 3698668.00 0.0027 N 3699374.70 3699374.70 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 1996977.50 0.0015 N 1997716.00 1997716.00 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 1797275.38 0.0013 N 1797471.00 1797471.00 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 6897666.74 0.0050 N 6898695.90 6898695.90 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 7396428.47 0.0054 N 7397624.60 7397624.60 UNITED STATES TREASURY TREASURY BILL 0.110000% 9127956K2 Treasury Debt N First Tier Security N/A N/A 2012-10-04 2012-10-04 N N N 2000000.00 1999270.83 0.0015 N 1999358.00 1999358.00 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 3997873.32 0.0029 N 3998460.00 3998460.00 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 5096789.77 0.0037 N 5097455.10 5097455.10 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 4997003.75 0.0036 N 4997505.00 4997505.00 UNITED STATES TREASURY TREASURY BILL 0.190000% 9127956R7 Treasury Debt N First Tier Security N/A N/A 2013-05-30 2013-05-30 N N N 2300000.00 2295581.99 0.0017 N 2295889.90 2295889.90 UNITED STATES TREASURY TREASURY BILL 0.090000% 912795Y96 Treasury Debt N First Tier Security N/A N/A 2012-08-23 2012-08-23 N N N 7000000.00 6998580.31 0.0051 N 6998950.00 6998950.00 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 3021992.83 0.0022 N 3022266.00 3022266.00 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 8099791.85 0.0059 N 8099574.44 8099574.44 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 5078673.67 0.0037 N 5077150.00 5077150.00 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 4166012.42 0.0030 N 4165825.50 4165825.50 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 3567432.06 0.0026 N 3566857.00 3566857.00 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 16636390.27 0.0121 N 16635390.62 16635390.62 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 24582657.24 0.0179 N 24582295.50 24582295.50 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 2310819.66 0.0017 N 2310600.70 2310600.70 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 10478189.59 0.0076 N 10478000.00 10478000.00 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 3200000.00 3242614.92 0.0024 N 3243001.60 3243001.60 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 26292136.38 0.0192 N 26292565.93 26292565.93 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 3721508.94 0.0027 N 3721454.52 3721454.52 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 3704160.94 0.0027 N 3703759.20 3703759.20 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 15810576.23 0.0115 N 15810491.20 15810491.20 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 2708738.68 0.0020 N 2708016.30 2708016.30 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 1502905.02 0.0011 N 1502578.50 1502578.50 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 2711276.27 0.0020 N 2712549.60 2712549.60