N-MFP LIVE N 2011-04-29 0000701939 S000006773 4 N N N N 002-77048 SEI Investments Management Corporation 801-24593 BOFA Advisors801-50372 KPMG Philadelphia PA SEI Investments Global Funds Services SEI Institutional Transfer Agent, Inc 1451217 084-06349 N N N Government/Agency 49 96 923945594.05 35751593.19 296025.12 959401162.12 0.0015 1.0000 2011-04-29 1.0000 2011-04-29 C000018365 1.00 534719179.27 1.00 -69664010.87 293551848.84 363215859.71 0.0005 1.0000 2011-04-29 1.0000 2011-04-29 C000018362 1.00 365754759.18 1.00 -3648480.50 125657882.56 129306363.06 0.0005 1.0001 2011-04-29 1.0001 2011-04-29 C000018363 1.00 38721005.39 1.00 -5902980.02 23086599.00 28989579.02 0.0005 0.9995 2011-04-29 .9995 2011-04-29 C000018364 1.00 20206218.28 1.00 700173.52 14245317.53 13545144.01 0.0005 0.9999 2011-04-29 .9999 2011-04-29 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC DISC NOTE 0.175849% 3128X9ZJ2 Government Agency Debt First Tier Security Moody AAA 2011-05-16 2012-02-16 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 10291000.00 10291034.92 0.0107 No Additional Information N 10292543.65 10292543.65 FEDERAL FARM CREDIT BANK * FFCB DISC NOTE 0.23% 31331J3R2 Government Agency Debt First Tier Security Moody AAA 2011-05-01 2011-05-01 N Y FEDERAL FARM CREDIT BANK N/A NR N 8000000.00 8000000.00 0.0083 No Additional Information N 8003360.00 8003360.00 FEDERAL FARM CREDIT BANK * FFCB DISC NOTE 0.2038% 31331J5B5 Government Agency Debt First Tier Security Moody AAA 2011-05-13 2011-12-13 N Y FEDERAL FARM CREDIT BANK N/A NR N 1000000.00 1000000.00 0.0010 No Additional Information N 1000290.00 1000290.00 FEDERAL FARM CREDIT BANK * FFCB DISC NOTE 0.1926% 31331J5Y5 Government Agency Debt First Tier Security Moody AAA 2011-05-21 2012-03-21 N Y FEDERAL FARM CREDIT BANK N/A NR N 10000000.00 9999102.94 0.0104 No Additional Information N 10003200.00 10003200.00 FEDERAL FARM CREDIT BANK * FFCB DISC NOTE 0.251381% 31331J7B3 Government Agency Debt First Tier Security Moody AAA 2011-05-10 2013-01-10 N Y FEDERAL FARM CREDIT BANK N/A NR N 6400000.00 6398348.21 0.0067 No Additional Information N 6403456.00 6403456.00 FEDERAL FARM CREDIT BANK * FFCB DISC NOTE 0.21875% 31331JCW1 Government Agency Debt First Tier Security Moody AAA 2011-07-25 2013-01-25 N Y FEDERAL FARM CREDIT BANK N/A NR N 1470000.00 1470247.16 0.0015 No Additional Information N 1469559.00 1469559.00 FEDERAL FARM CREDIT BANK * FFCB DISC NOTE 0.233798% 31331JD83 Government Agency Debt First Tier Security Moody AAA 2011-05-13 2012-11-13 N Y FEDERAL FARM CREDIT BANK N/A NR N 1204000.00 1204570.60 0.0013 No Additional Information N 1204529.76 1204529.76 FEDERAL FARM CREDIT BANK * FFCB DISC NOTE 0.233798% 31331JFR9 Government Agency Debt First Tier Security Moody AAA 2011-05-01 2012-03-01 N Y FEDERAL FARM CREDIT BANK N/A NR N 10000000.00 9998308.52 0.0104 No Additional Information N 9999200.00 9999200.00 FEDERAL FARM CREDIT BANK * FFCB DISC NOTE 0.262951% 31331JZ55 Government Agency Debt First Tier Security Moody AAA 2011-05-05 2012-11-05 N Y FEDERAL FARM CREDIT BANK N/A NR N 430000.00 430266.20 0.0005 No Additional Information N 430253.70 430253.70 FEDERAL FARM CREDIT BANK * FFCB DISC NOTE 0.2605% 31331KBV1 Government Agency Debt First Tier Security Moody AAA 2011-05-07 2013-02-07 N Y FEDERAL FARM CREDIT BANK N/A NR N 3000000.00 2999574.15 0.0031 No Additional Information N 2999430.00 2999430.00 FEDERAL FARM CREDIT BANK * FFCB DISC NOTE 0.218999% 31331KFV7 Government Agency Debt First Tier Security Moody AAA 2011-06-22 2013-03-22 N Y FEDERAL FARM CREDIT BANK N/A NR N 2000000.00 1999979.56 0.0021 No Additional Information N 1998000.00 1998000.00 FEDERAL FARM CREDIT BANK * FFCB DISC NOTE 0.160499% 31331KJN1 Government Agency Debt First Tier Security Moody AAA 2011-05-29 2012-11-29 N Y FEDERAL FARM CREDIT BANK N/A NR N 2000000.00 1999357.42 0.0021 No Additional Information N 1999900.00 1999900.00 FEDERAL HOME LOAN BANK * FHLB DISC NOTE 0.26% 313371SY3 Government Agency Debt First Tier Security Moody AAA 2011-11-17 2011-11-17 N Y FEDERAL HOME LOAN BANK N/A NR N 12000000.00 11996778.08 0.0125 No Additional Information N 12002400.00 12002400.00 FEDERAL HOME LOAN BANK * FHLB DISC NOTE 0.290002% 313372EB6 Government Agency Debt First Tier Security Moody AAA 2011-07-20 2012-01-20 N Y FEDERAL HOME LOAN BANK N/A NR N 2800000.00 2799797.88 0.0029 No Additional Information N 2801344.00 2801344.00 FEDERAL HOME LOAN BANK * FHLB DISC NOTE 0.162601% 313373MR0 Government Agency Debt First Tier Security Standard & Poor AAAe 2011-05-25 2012-10-25 N Y FEDERAL HOME LOAN BANK N/A NR N 2000000.00 1999399.27 0.0021 No Additional Information N 1999140.00 1999140.00 FEDERAL HOME LOAN BANK * FHLB DISC NOTE 0.13% 313384FD6 Government Agency Debt Unrated Security Moody NR 2011-05-04 2011-05-04 N Y FEDERAL HOME LOAN BANK N/A NR N 14000000.00 13999801.67 0.0146 No Additional Information N 14000000.00 14000000.00 FEDERAL HOME LOAN BANK * FHLB DISC NOTE 0.2% 313384FT1 Government Agency Debt Unrated Security Moody NR 2011-05-18 2011-05-18 N Y FEDERAL HOME LOAN BANK N/A NR N 3000000.00 2999716.67 0.0031 No Additional Information N 2999970.00 2999970.00 FEDERAL HOME LOAN BANK * FHLB DISC NOTE 0.2% 313384GH6 Government Agency Debt Unrated Security Moody NR 2011-06-01 2011-06-01 N Y FEDERAL HOME LOAN BANK N/A NR N 2000000.00 1999638.33 0.0021 No Additional Information N 1999960.00 1999960.00 FEDERAL HOME LOAN BANK * FHLB DISC NOTE 1.1% 313384LM9 Government Agency Debt First Tier Security Moody AAA 2011-09-09 2011-09-09 N Y FEDERAL HOME LOAN BANK N/A NR N 5000000.00 4996997.92 0.0052 No Additional Information N 4998200.00 4998200.00 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC DISC NOTE 0.22% 313396FY4 Government Agency Debt First Tier Security Moody AAA 2011-05-23 2011-05-23 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 15000000.00 14997845.83 0.0156 No Additional Information N 14999850.00 14999850.00 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC DISC NOTE 0.22% 313396GP2 Government Agency Debt Unrated Security Moody NR 2011-06-07 2011-06-07 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 6000000.00 5998612.50 0.0063 No Additional Information N 5999880.00 5999880.00 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC DISC NOTE 0.21% 313396HD8 Government Agency Debt Unrated Security Moody NR 2011-06-21 2011-06-21 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 7000000.00 6997867.92 0.0073 No Additional Information N 6999790.00 6999790.00 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC DISC NOTE 0.22% 313396HT3 Government Agency Debt Unrated Security Moody NR 2011-07-05 2011-07-05 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 12000000.00 11995233.33 0.0125 No Additional Information N 11999160.00 11999160.00 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC DISC NOTE 0.24% 313396HU0 Government Agency Debt First Tier Security Moody AAA 2011-07-06 2011-07-06 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 6000000.00 5997360.00 0.0063 No Additional Information N 5999580.00 5999580.00 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC DISC NOTE 0.2% 313396HV8 Government Agency Debt First Tier Security Moody AAA 2011-07-07 2011-07-07 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 4000000.00 3998511.11 0.0042 No Additional Information N 3999720.00 3999720.00 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC DISC NOTE 1.16% 313396JG9 Government Agency Debt First Tier Security Moody AAA 2011-07-18 2011-07-18 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 10500000.00 10496132.50 0.0109 No Additional Information N 10499055.00 10499055.00 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC DISC NOTE 0.160096% 313396JJ3 Government Agency Debt First Tier Security Moody AAA 2011-07-20 2011-07-20 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 20000000.00 19992888.89 0.0208 No Additional Information N 19998200.00 19998200.00 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC DISC NOTE 0.19% 313396JP9 Government Agency Debt First Tier Security Moody AAA 2011-07-25 2011-07-25 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 41004000.00 40985392.94 0.0427 No Additional Information N 41000309.64 41000309.64 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC DISC NOTE 0.25% 313396KM4 Government Agency Debt Unrated Security Moody NR 2011-08-16 2011-08-16 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 21000000.00 20984395.83 0.0219 No Additional Information N 20995590.00 20995590.00 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC DISC NOTE 0.16% 313396LQ4 Government Agency Debt First Tier Security Moody AAA 2011-09-12 2011-09-12 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 12500000.00 12492555.56 0.0130 No Additional Information N 12495375.00 12495375.00 FEDERAL HOME LOAN MORTGAGE CORP FHLMC DISC NOTE 0.17% 313396LY7 Government Agency Debt First Tier Security Moody AAA 2011-09-20 2011-09-20 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 15000000.00 14989941.67 0.0156 No Additional Information N 14994150.00 14994150.00 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC DISC NOTE 0.14% 313396ME0 Government Agency Debt First Tier Security Moody AAA 2011-09-26 2011-09-26 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 14861000.00 14852446.67 0.0155 No Additional Information N 14854906.99 14854906.99 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC DISC NOTE 5.6% 313396NB5 Government Agency Debt First Tier Security Moody AAA 2011-10-17 2011-10-17 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 7000000.00 6995070.83 0.0073 No Additional Information N 6996430.00 6996430.00 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC DISC NOTE 0.18% 313396NC3 Government Agency Debt Unrated Security Moody NR 2011-10-18 2011-10-18 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 6310000.00 6304636.50 0.0066 No Additional Information N 6306718.80 6306718.80 FEDERAL HOME LOAN BANK * FHLB 2.625% 05/20/2011 2.625% 3133XQQQ8 Government Agency Debt First Tier Security Moody AAA 2011-05-20 2011-05-20 N Y FEDERAL HOME LOAN BANK N/A NR N 19000000.00 19024046.17 0.0198 No Additional Information N 19023940.00 19023940.00 FEDERAL HOME LOAN BANK * FHLB DISC NOTE 1.625% 3133XTXH4 Government Agency Debt First Tier Security Moody AAA 2011-07-27 2011-07-27 N Y FEDERAL HOME LOAN BANK N/A NR N 7410000.00 7434573.40 0.0078 No Additional Information N 7436676.00 7436676.00 FEDERAL HOME LOAN BANK * FHLB DISC NOTE 0.785% 3133XYLD5 Government Agency Debt First Tier Security Moody AAA 2011-11-25 2011-11-25 N Y FEDERAL HOME LOAN BANK N/A NR N 6000000.00 6014308.72 0.0063 No Additional Information N 6018060.00 6018060.00 FEDERAL HOME LOAN BANK * FHLB DISC NOTE 0.53% 3133XYTF2 Government Agency Debt First Tier Security Moody AAA 2011-07-01 2011-07-01 N Y FEDERAL HOME LOAN BANK N/A NR N 19000000.00 19011578.69 0.0198 No Additional Information N 19013300.00 19013300.00 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC DISC NOTE 0.19138% 3134G13Z5 Government Agency Debt First Tier Security Moody AAA 2011-05-10 2012-08-10 N Y FANNIE MAE COLLATERAL N/A NR N 4790000.00 4787529.33 0.0050 No Additional Information N 4794454.70 4794454.70 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC DISC NOTE 0.181102% 3134G1HC1 Government Agency Debt First Tier Security Moody AAA 2011-05-14 2011-12-14 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 7000000.00 7000022.62 0.0073 No Additional Information N 7001330.00 7001330.00 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC DISC NOTE 0.162601% 3134G1JR6 Government Agency Debt First Tier Security Moody AAA 2011-05-21 2011-12-21 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 3000000.00 2999817.19 0.0031 No Additional Information N 3000480.00 3000480.00 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC DISC NOTE 0.213451% 3134G1QD9 Government Agency Debt First Tier Security Moody AAA 2011-05-03 2012-04-03 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 5149000.00 5149509.49 0.0054 No Additional Information N 5150081.29 5150081.29 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC DISC NOTE 0.23% 3134G1WN0 Government Agency Debt First Tier Security Moody AAA 2011-05-01 2012-10-12 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 723000.00 722788.06 0.0008 No Additional Information N 723339.81 723339.81 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC DISC NOTE 0.172598% 3134G2BL5 Government Agency Debt First Tier Security Moody AAA 2011-05-21 2013-03-21 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 4000000.00 3996173.76 0.0042 No Additional Information N 3997440.00 3997440.00 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC DISC NOTE 0.19345% 3134G2DM1 Government Agency Debt First Tier Security Moody AAA 2011-05-04 2013-02-04 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 12000000.00 11989211.22 0.0125 No Additional Information N 11991480.00 11991480.00 FEDERAL HOME LOAN MORTGAGE CORP * FNMA DISC NOTE 4.68% 313588GH2 Government Agency Debt Unrated Security Moody NR 2011-06-01 2011-06-01 N Y FANNIE MAE COLLATERAL N/A NR N 5840000.00 5839145.09 0.0061 No Additional Information N 5839883.20 5839883.20 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA DISC NOTE 0.16% 313588GJ8 Government Agency Debt First Tier Security Moody AAA 2011-06-02 2011-06-02 N Y FANNIE MAE COLLATERAL N/A NR N 6000000.00 5999093.33 0.0063 No Additional Information N 5999880.00 5999880.00 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA DISC NOTE 0.25% 313588HV0 Government Agency Debt First Tier Security Moody AAA 2011-07-07 2011-07-07 N Y FANNIE MAE COLLATERAL N/A NR N 1000000.00 999534.72 0.0010 No Additional Information N 999930.00 999930.00 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA DISC NOTE 0.17% 313588JR7 Government Agency Debt Unrated Security Moody NR 2011-07-27 2011-07-27 N Y FANNIE MAE COLLATERAL N/A NR N 26000000.00 25989318.34 0.0271 No Additional Information N 25997400.00 25997400.00 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA DISC NOTE 5.09% 313588KD6 Government Agency Debt First Tier Security Moody AAA 2011-08-08 2011-08-08 N Y FANNIE MAE COLLATERAL N/A NR N 9000000.00 8997525.00 0.0094 No Additional Information N 8998290.00 8998290.00 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA DISC NOTE 5.152% 313588KF1 Government Agency Debt First Tier Security Moody AAA 2011-08-10 2011-08-10 N Y FANNIE MAE COLLATERAL N/A NR N 7000000.00 6996072.22 0.0073 No Additional Information N 6998670.00 6998670.00 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA DISC NOTE 4.92% 313588KV6 Government Agency Debt Unrated Security Moody NR 2011-08-24 2011-08-24 N Y FANNIE MAE COLLATERAL N/A NR N 10000000.00 9995048.61 0.0104 No Additional Information N 9997800.00 9997800.00 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA DISC NOTE 0.16% 313588LC7 Government Agency Debt Unrated Security Moody NR 2011-08-31 2011-08-31 N Y FANNIE MAE COLLATERAL N/A NR N 15000000.00 14991866.67 0.0156 No Additional Information N 14996550.00 14996550.00 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA DISC NOTE 4.93% 313588LS2 Government Agency Debt Unrated Security Moody NR 2011-09-14 2011-09-14 N Y FANNIE MAE COLLATERAL N/A NR N 28250000.00 28231857.22 0.0294 No Additional Information N 28239547.50 28239547.50 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA DISC NOTE 0.14% 2010FNMA1 Government Agency Debt Unrated Security Moody NR 2011-09-21 2011-09-21 N Y FANNIE MAE COLLATERAL N/A NR N 12000000.00 11993088.81 0.0125 No Additional Information N 11993088.84 11993088.84 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA DISC NOTE 0.4% 3135G0AQ6 Government Agency Debt First Tier Security Moody AAA 2011-05-01 2013-02-01 N Y FANNIE MAE COLLATERAL N/A NR N 5850000.00 5848341.01 0.0061 No Additional Information N 5858482.50 5858482.50 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA DISC NOTE 0.290002% 31398A6R8 Government Agency Debt First Tier Security Moody AAA 2011-05-01 2012-11-23 N Y FANNIE MAE COLLATERAL N/A NR N 435000.00 435274.67 0.0005 No Additional Information N 435587.25 435587.25 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA DISC NOTE 0.24295% 31398A7G1 Government Agency Debt First Tier Security Moody AAA 2011-05-20 2012-12-20 N Y FANNIE MAE COLLATERAL N/A NR N 4000000.00 3998671.22 0.0042 No Additional Information N 4002960.00 4002960.00 BARCLAYS BANK * BARCLAYS REPO 0.14% Government Agency Repurchase Agreement Y BARCLAYS BANK * 2011-05-13 0.14 Government Agency Repurchase Agreement 11000000.00 11220491.12 First Tier Security Moody AAA 2011-05-13 2011-05-13 N N N 11000000.00 11000000.00 0.0115 No Additional Information Y 11000000.00 11000000.00 BNP PARIBAS BNP REPO 0.06% Government Agency Repurchase Agreement Y BNP PARIBAS 2011-05-02 0.06 Government Agency Repurchase Agreement 48000000.00 49440000.00 First Tier Security Moody AAA 2011-05-02 2011-05-02 N N N 48000000.00 48000000.00 0.0500 No Additional Information N 48000000.00 48000000.00 BARCLAYS BANK * BARCLAYS REPO 0.08% Government Agency Repurchase Agreement Y BARCLAYS BANK * 2011-05-03 0.08 Government Agency Repurchase Agreement 80000000.00 81600469.09 First Tier Security Moody AAA 2011-05-03 2011-05-03 N N N 80000000.00 80000000.00 0.0834 No Additional Information N 80000000.00 80000000.00 BARCLAYS BANK * BARCLAYS REPO 0.14% Government Agency Repurchase Agreement Y BARCLAYS BANK * 2011-05-02 0.14 Government Agency Repurchase Agreement 11000000.00 11220099.32 First Tier Security Moody AAA 2011-05-02 2011-05-02 N N N 11000000.00 11000000.00 0.0115 No Additional Information N 11000000.00 11000000.00 GOLDMAN SACHS & CO * GOLDMAN REPO 0.06% Government Agency Repurchase Agreement Y GOLDMAN SACHS & CO * 2011-05-02 0.06 Government Agency Repurchase Agreement 48000000.00 48960244.81 First Tier Security Moody AAA 2011-05-02 2011-05-02 N N N 48000000.00 48000000.00 0.0500 No Additional Information N 48000000.00 48000000.00 UBS FINANCE UBS REPO 0.06% Government Agency Repurchase Agreement Y UBS FINANCE 2011-05-02 0.06 Government Agency Repurchase Agreement 48000000.00 49440000.95 First Tier Security Moody AAA 2011-05-02 2011-05-02 N N N 48000000.00 48000000.00 0.0500 No Additional Information N 48000000.00 48000000.00 U.S. TREASURY BILL/NOTE/BOND U.S. TREASURY BILL 0.18% 9127952S9 Treasury Debt First Tier Security Moody AAA 2011-05-26 2011-05-26 N Y US TREASURIES N/A NR N 14000000.00 13998152.77 0.0146 No Additional Information N 13999860.00 13999860.00 U.S. TREASURY BILL/NOTE/BOND U.S. TREASURY BILL 0.2% 9127952X8 Treasury Debt First Tier Security Moody AAA 2011-07-07 2011-07-07 N Y US TREASURIES N/A NR N 11000000.00 10995854.37 0.0115 No Additional Information N 10999450.00 10999450.00 U.S. TREASURY BILL/NOTE/BOND U.S. TREASURY NOTE 1.125% 912828LF5 Treasury Debt First Tier Security Moody AAA 2011-06-30 2011-06-30 N Y US TREASURIES N/A NR N 5000000.00 5007734.38 0.0052 No Additional Information N 5008400.00 5008400.00 U.S. TREASURY BILL/NOTE/BOND U.S. TREASURY BOND 1% 912828LG3 Treasury Debt First Tier Security Moody AAA 2011-07-31 2011-07-31 N Y US TREASURIES N/A NR N 3500000.00 3507023.38 0.0037 No Additional Information N 3508085.00 3508085.00 U.S. TREASURY BILL/NOTE/BOND U.S. TREASURY BOND 1% 912828LT5 Treasury Debt First Tier Security Moody AAA 2011-10-31 2011-10-31 N Y US TREASURIES N/A NR N 5000000.00 5020820.69 0.0052 No Additional Information N 5021500.00 5021500.00 U.S. TREASURY BILL/NOTE/BOND U.S. TREASURY NOTE 1% 912828LW8 Treasury Debt First Tier Security Moody AAA 2011-09-30 2011-09-30 N Y US TREASURIES N/A NR N 2000000.00 2006831.32 0.0021 No Additional Information N 2007420.00 2007420.00 U.S. TREASURY BILL/NOTE/BOND U.S. TREASURY NOTE 0.75% 912828MM9 Treasury Debt First Tier Security Moody AAA 2011-11-30 2011-11-30 N Y US TREASURIES N/A NR N 4000000.00 4012970.00 0.0042 No Additional Information N 4013920.00 4013920.00 GOLDMAN SACHS & CO * GOLDMAN REPO 0.04% Government Agency Repurchase Agreement Y GOLDMAN SACHS & CO * 2011-05-02 0.04 Government Agency Repurchase Agreement 120290000.00 122696977.30 First Tier Security Moody AAA 2011-05-02 2011-05-02 N N N 120290000.00 120290000.00 0.1254 No Additional Information N 120290000.00 120290000.00