N-MFP LIVE N 2011-11-30 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 40 87 1153413536.11 666909.13 312272.25 1153768172.99 0.0014 1.0000 2011-11-30 1.0000 2011-11-30 C000018365 1.00 715649613.79 1.00 -20668916.43 440324453.53 460993369.96 0.0005 1.0000 2011-11-30 1.0000 2011-11-30 C000018362 1.00 402389178.74 1.00 -14033346.19 104209316.73 118242662.92 0.0005 1.0000 2011-11-30 1.0000 2011-11-30 C000018363 1.00 10105609.80 1.00 -27533828.84 40228712.96 67762541.80 0.0005 1.0000 2011-11-30 1.0000 2011-11-30 C000018364 1.00 25623770.66 1.00 754434.41 26922009.50 26167575.09 0.0005 1.0000 2011-11-30 1.0000 2011-11-30 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC DISC NOTE 0.210218% 3128X9ZJ2 Government Agency Debt First Tier Security Moody AAA 2011-12-16 2012-02-16 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 10291000.00 10291009.24 0.0089 No Additional Information N 10292234.92 10292234.92 FEDERAL FARM CREDIT BANK * FFCB NOTE 2.25% 31331GNQ8 Government Agency Debt First Tier Security Moody AAA 2012-04-24 2012-04-24 N Y FEDERAL FARM CREDIT BANK N/A NR N 735000.00 741108.80 0.0006 No Additional Information N 741129.90 741129.90 FEDERAL FARM CREDIT BANK * FFCB Floating Note 0.34583% 31331GV30 Government Agency Debt First Tier Security Moody AAA 2011-12-01 2012-10-01 N Y FEDERAL FARM CREDIT BANK N/A NR N 1496000.00 1497735.74 0.0013 No Additional Information N 1498079.44 1498079.44 FEDERAL FARM CREDIT BANK * FFCB Floating Note 0.22% 31331J3R2 Government Agency Debt First Tier Security Moody AAA 2011-12-01 2012-11-26 N Y FEDERAL FARM CREDIT BANK N/A NR N 8000000.00 8000000.00 0.0069 No Additional Information N 8002480.00 8002480.00 FEDERAL FARM CREDIT BANK * FFCB Floating Note 0.26789% 31331J4Y6 Government Agency Debt First Tier Security Moody AAA 2011-12-13 2012-12-13 N Y FEDERAL FARM CREDIT BANK N/A NR N 348000.00 348147.05 0.0003 No Additional Information N 348278.40 348278.40 FEDERAL FARM CREDIT BANK * FFCB Floating Note 0.227891% 31331J5B5 Government Agency Debt First Tier Security Moody AAA 2011-12-13 2011-12-13 N Y FEDERAL FARM CREDIT BANK N/A NR N 1000000.00 1000000.00 0.0009 No Additional Information N 1000020.00 1000020.00 FEDERAL FARM CREDIT BANK * FFCB Floating Note 0.234781% 31331J5Y5 Government Agency Debt First Tier Security Moody AAA 2011-12-21 2012-03-21 N Y FEDERAL FARM CREDIT BANK N/A NR N 10000000.00 9999693.62 0.0087 No Additional Information N 10002400.00 10002400.00 FEDERAL FARM CREDIT BANK * FFCB Floating Note 0.267779% 31331J7B3 Government Agency Debt First Tier Security Moody AAA 2011-12-10 2013-01-10 N Y FEDERAL FARM CREDIT BANK N/A NR N 6400000.00 6398918.34 0.0056 No Additional Information N 6405312.00 6405312.00 FEDERAL FARM CREDIT BANK * FFCB Floating Note 0.36333% 31331JCW1 Government Agency Debt First Tier Security Moody AAA 2012-01-25 2013-01-25 N Y FEDERAL FARM CREDIT BANK N/A NR N 1470000.00 1470163.87 0.0013 No Additional Information N 1470896.70 1470896.70 FEDERAL FARM CREDIT BANK * FFCB FLOATING NOTE 0.25789% 31331JD83 Government Agency Debt First Tier Security Moody AAA 2011-12-13 2012-11-13 N Y FEDERAL FARM CREDIT BANK N/A NR N 8848000.00 8850774.50 0.0077 No Additional Information N 8854016.64 8854016.64 FEDERAL FARM CREDIT BANK * FFCB Floating Note 0.235829% 31331JFR9 Government Agency Debt First Tier Security Moody AAA 2011-12-01 2012-03-01 N Y FEDERAL FARM CREDIT BANK N/A NR N 10000000.00 9999495.33 0.0087 No Additional Information N 9999800.00 9999800.00 FEDERAL FARM CREDIT BANK * FFCB NOTE 0.95% 31331JGD9 Government Agency Debt First Tier Security Moody AAA 2012-03-05 2012-03-05 N Y FEDERAL FARM CREDIT BANK N/A NR N 3065000.00 3071091.23 0.0027 No Additional Information N 3071651.05 3071651.05 FEDERAL FARM CREDIT BANK * FFCB Floating Note 0.284782% 31331JH89 Government Agency Debt First Tier Security Moody AAA 2011-12-20 2012-09-20 N Y FEDERAL FARM CREDIT BANK N/A NR N 1000000.00 1000492.76 0.0009 No Additional Information N 1000800.00 1000800.00 FEDERAL FARM CREDIT BANK * FFCB FLOATING NOTE 0.26789% 31331JR47 Government Agency Debt First Tier Security Moody AAA 2011-12-12 2012-10-12 N Y FEDERAL FARM CREDIT BANK N/A NR N 847000.00 847447.98 0.0007 No Additional Information N 847635.25 847635.25 FEDERAL FARM CREDIT BANK * FFCB Floating Note 0.267502% 31331JZ55 Government Agency Debt First Tier Security Moody AAA 2011-12-05 2012-11-05 N Y FEDERAL FARM CREDIT BANK N/A NR N 430000.00 430163.37 0.0004 No Additional Information N 430301.00 430301.00 FEDERAL FARM CREDIT BANK * FFCB Floating Note 0.384998% 31331KBV1 Government Agency Debt First Tier Security Moody AAA 2012-02-07 2013-02-07 N Y FEDERAL FARM CREDIT BANK N/A NR N 3000000.00 2999714.78 0.0026 No Additional Information N 3002370.00 3002370.00 FEDERAL FARM CREDIT BANK * FFCB NOTE 0.28% 31331KEN6 Government Agency Debt First Tier Security Moody AAA 2012-03-16 2012-03-16 N Y FEDERAL FARM CREDIT BANK N/A NR N 7000000.00 7002394.19 0.0061 No Additional Information N 7003290.00 7003290.00 FEDERAL FARM CREDIT BANK * FFCB NOTE 0.23% 31331KEU0 Government Agency Debt First Tier Security Moody AAA 2012-03-23 2012-03-23 N Y FEDERAL FARM CREDIT BANK N/A NR N 20000000.00 20004198.53 0.0173 No Additional Information N 20006800.00 20006800.00 FEDERAL FARM CREDIT BANK * FFCB Floating Note 0.265% 31331KFV7 Government Agency Debt First Tier Security Moody AAA 2011-12-22 2013-03-22 N Y FEDERAL FARM CREDIT BANK N/A NR N 2000000.00 1999985.89 0.0017 No Additional Information N 2001000.00 2001000.00 FEDERAL FARM CREDIT BANK * FFCB FLOATING NOTE 0.209441% 31331KHC7 Government Agency Debt First Tier Security Moody AAA 2011-12-29 2013-07-29 N Y FEDERAL FARM CREDIT BANK N/A NR N 115000.00 114807.30 0.0001 No Additional Information N 114967.80 114967.80 FEDERAL FARM CREDIT BANK * FFCB Floating Note 0.209441% 31331KJN1 Government Agency Debt First Tier Security Moody AAA 2011-12-29 2012-11-29 N Y FEDERAL FARM CREDIT BANK N/A NR N 2000000.00 1999595.33 0.0017 No Additional Information N 2001620.00 2001620.00 FEDERAL FARM CREDIT BANK * FFCB FLOATING NOTE 0.227221% 31331KKH2 Government Agency Debt First Tier Security Moody AAA 2011-12-24 2013-07-24 N Y FEDERAL FARM CREDIT BANK N/A NR N 125000.00 124833.69 0.0001 No Additional Information N 125007.50 125007.50 FEDERAL FARM CREDIT BANK * FFCB FLOATING NOTE 0.240001% 31331KL99 Government Agency Debt First Tier Security Moody AAA 2012-02-01 2013-02-01 N Y FEDERAL FARM CREDIT BANK N/A NR N 8500000.00 8497985.49 0.0074 No Additional Information N 8498470.00 8498470.00 FEDERAL FARM CREDIT BANK * FFCB FLOATING NOTE 0.187222% 31331KSU5 Government Agency Debt First Tier Security Moody AAA 2011-12-26 2012-10-26 N Y FEDERAL FARM CREDIT BANK N/A NR N 3000000.00 2999184.99 0.0026 No Additional Information N 2999730.00 2999730.00 FEDERAL HOME LOAN BANK * FHLB Floating Note 0.290002% 313372EB6 Government Agency Debt First Tier Security Moody AAA 2012-01-20 2012-01-20 N Y FEDERAL HOME LOAN BANK N/A NR N 2800000.00 2799961.72 0.0024 No Additional Information N 2800308.00 2800308.00 FEDERAL HOME LOAN BANK * FHLB NOTE 0.3% 313372L36 Government Agency Debt First Tier Security Moody AAA 2012-02-08 2012-02-08 N Y FEDERAL HOME LOAN BANK N/A NR N 17000000.00 17006967.50 0.0147 No Additional Information N 17005780.00 17005780.00 FEDERAL HOME LOAN BANK * FHLB Floating Note 0.207% 313373MR0 Government Agency Debt First Tier Security Moody AAA 2011-12-25 2012-10-25 N Y FEDERAL HOME LOAN BANK N/A NR N 2000000.00 1999636.02 0.0017 No Additional Information N 2000220.00 2000220.00 FEDERAL HOME LOAN BANK * FHLB FLOATING NOTE 0.207% 313373TK8 Government Agency Debt First Tier Security Moody AAA 2011-12-26 2012-11-26 N Y FEDERAL HOME LOAN BANK N/A NR N 12500000.00 12497495.98 0.0108 No Additional Information N 12500750.00 12500750.00 FEDERAL HOME LOAN BANK * FHLB NOTE 0.13% 313374EU0 Government Agency Debt First Tier Security Moody AAA 2012-01-23 2012-01-23 N Y FEDERAL HOME LOAN BANK N/A NR N 8000000.00 7999559.73 0.0069 No Additional Information N 8000080.00 8000080.00 FEDERAL HOME LOAN BANK * FHLB NOTE 0.13% 313374QA1 Government Agency Debt First Tier Security Moody AAA 2012-02-13 2012-02-13 N Y FEDERAL HOME LOAN BANK N/A NR N 17000000.00 16999180.84 0.0147 No Additional Information N 17000340.00 17000340.00 FEDERAL HOME LOAN BANK * FHLB NOTE 0.13% 313374QD5 Government Agency Debt First Tier Security Moody AAA 2012-02-15 2012-02-15 N Y FEDERAL HOME LOAN BANK N/A NR N 22000000.00 21998931.63 0.0191 No Additional Information N 22000440.00 22000440.00 FEDERAL HOME LOAN BANK * FHLB NOTE 0.15% 313374X21 Government Agency Debt Unrated Security Unrated Security Unrated Security 2012-04-16 2012-04-16 N Y FEDERAL HOME LOAN BANK N/A NR N 2065000.00 2064823.75 0.0018 No Additional Information N 2066156.40 2066156.40 FEDERAL HOME LOAN BANK * FHLB NOTE 0.15% 313374XC9 Government Agency Debt Unrated Security Unrated Security Unrated Security 2012-04-16 2012-04-16 N Y FEDERAL HOME LOAN BANK N/A NR N 1150000.00 1149901.84 0.0010 No Additional Information N 1150644.00 1150644.00 FEDERAL HOME LOAN BANK * FHLB NOTE 0.12% 313374YK0 Government Agency Debt First Tier Security Moody AAA 2012-03-02 2012-03-02 N Y FEDERAL HOME LOAN BANK N/A NR N 8000000.00 7998848.91 0.0069 No Additional Information N 8000000.00 8000000.00 FEDERAL HOME LOAN BANK * FHLB DISC NOTE 0.06% 313384PZ6 Government Agency Debt First Tier Security Moody AAA 2011-12-02 2011-12-02 N Y FEDERAL HOME LOAN BANK N/A NR N 20000000.00 19999927.78 0.0173 No Additional Information N 20000000.00 20000000.00 FEDERAL HOME LOAN BANK * FHLB DISC NOTE 0.09% 313384RL5 Government Agency Debt Unrated Security Unrated Security Unrated Security 2012-01-06 2012-01-06 N Y FEDERAL HOME LOAN BANK N/A NR N 24000000.00 23997670.00 0.0208 No Additional Information N 23999520.00 23999520.00 FEDERAL HOME LOAN BANK * FHLB DISC NOTE 0.09% 313384SX8 Government Agency Debt First Tier Security Moody AAA 2012-02-10 2012-02-10 N Y FEDERAL HOME LOAN BANK N/A NR N 24480000.00 24475546.72 0.0212 No Additional Information N 24479020.80 24479020.80 FEDERAL HOME LOAN BANK * FHLB DISC NOTE 0.08% 313384UR8 Government Agency Debt First Tier Security Moody AAA 2012-03-23 2012-03-23 N Y FEDERAL HOME LOAN BANK N/A NR N 1100000.00 1099706.51 0.0010 No Additional Information N 1099934.00 1099934.00 FEDERAL HOME LOAN BANK * FHLB DISC NOTE 2.1% 313384VB2 Government Agency Debt First Tier Security Moody P-1 2012-04-02 2012-04-02 N Y FEDERAL HOME LOAN BANK N/A NR N 2500000.00 2499316.67 0.0022 No Additional Information N 2499750.00 2499750.00 FEDERAL HOME LOAN BANK * FHLB DISC NOTE 1.9% 313384VJ5 Government Agency Debt First Tier Security Moody P-1 2012-04-09 2012-04-09 N Y FEDERAL HOME LOAN BANK N/A NR N 10335000.00 10331454.52 0.0090 No Additional Information N 10333863.15 10333863.15 FEDERAL HOME LOAN BANK * FHLB DISC NOTE 0.08% 313384WC9 Government Agency Debt First Tier Security Moody AAA 2012-04-27 2012-04-27 N Y FEDERAL HOME LOAN BANK N/A NR N 3531000.00 3529838.70 0.0031 No Additional Information N 3530576.28 3530576.28 FEDERAL HOME LOAN BANK * FHLB DISC NOTE 2.73% 313384WQ8 Government Agency Debt First Tier Security Moody AAA 2012-05-09 2012-05-09 N Y FEDERAL HOME LOAN BANK N/A NR N 1000000.00 999622.23 0.0009 No Additional Information N 999820.00 999820.00 FEDERAL HOME LOAN BANK * FHLB DISC NOTE 0.09% 313384YL7 Government Agency Debt First Tier Security Moody AAA 2012-06-22 2012-06-22 N Y FEDERAL HOME LOAN BANK N/A NR N 1250000.00 1249327.08 0.0011 No Additional Information N 1249575.00 1249575.00 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC DISC NOTE 1.048% 313396QC0 Government Agency Debt First Tier Security Moody AAA 2011-12-05 2011-12-05 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 3000000.00 2999956.67 0.0026 No Additional Information N 3000000.00 3000000.00 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC DISC NOTE 0.11% 313396RP0 Government Agency Debt First Tier Security Standard & Poor AAA 2012-01-09 2012-01-09 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 9000000.00 8998927.50 0.0078 No Additional Information N 8999820.00 8999820.00 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC DISC NOTE 0.08% 313396SD6 Government Agency Debt First Tier Security Moody AAA 2012-01-23 2012-01-23 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 14000000.00 13998351.11 0.0121 No Additional Information N 13999580.00 13999580.00 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC DISCOUNT 0.19% 313396SL8 Government Agency Debt First Tier Security Moody P-1 2012-01-30 2012-01-30 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 22800000.00 22792780.00 0.0198 No Additional Information N 22799316.00 22799316.00 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC DISC NOTE 0.13% 313396TA1 Government Agency Debt First Tier Security Moody AAA 2012-02-13 2012-02-13 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 10000000.00 9997327.78 0.0087 No Additional Information N 9999600.00 9999600.00 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC DISC NOTE 5.52% 313396TL7 Government Agency Debt First Tier Security Moody AAA 2012-02-23 2012-02-23 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 13000000.00 12996966.67 0.0113 No Additional Information N 12999350.00 12999350.00 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC DISC NOTE 0.11% 313396VC4 Government Agency Debt Unrated Security Unrated Security Unrated Security 2012-04-03 2012-04-03 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 18000000.00 17992870.00 0.0156 No Additional Information N 17998200.00 17998200.00 FEDERAL HOME LOAN MORTGAGE CORP * FREDN DISC NOTE 0.08% 313396VR1 Government Agency Debt Unrated Security Unrated Security Unrated Security 2012-04-16 2012-04-16 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 1900000.00 1899385.40 0.0017 No Additional Information N 1899791.00 1899791.00 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC DISC NOTE 0.08% 313396WN9 Government Agency Debt Unrated Security Unrated Security Unrated Security 2012-05-07 2012-05-07 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 7000000.00 6997542.22 0.0061 No Additional Information N 6998740.00 6998740.00 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC NOTE 5.75% 3134A4JT2 Government Agency Debt First Tier Security Moody AAA 2012-01-15 2012-01-15 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 260000.00 261796.86 0.0002 No Additional Information N 261814.80 261814.80 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC FLOATING NOTE 0.207781% 3134G13Z5 Government Agency Debt First Tier Security Moody AAA 2011-12-10 2012-08-10 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 4790000.00 4788661.50 0.0042 No Additional Information N 4793832.00 4793832.00 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC FLOATING NOTE 0.185281% 3134G16A7 Government Agency Debt First Tier Security Moody AAA 2011-12-02 2012-11-02 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 8000000.00 7998555.33 0.0069 No Additional Information N 8000320.00 8000320.00 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC FLOATING NOTE 0.207889% 3134G1HC1 Government Agency Debt First Tier Security Moody AAA 2011-12-14 2011-12-14 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 7000000.00 7000001.30 0.0061 No Additional Information N 7000280.00 7000280.00 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC FLOATING NOTE 0.204779% 3134G1JR6 Government Agency Debt First Tier Security Moody AAA 2011-12-21 2011-12-21 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 3000000.00 2999984.38 0.0026 No Additional Information N 3000210.00 3000210.00 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC FLOATING NOTE 0.21528% 3134G1QD9 Government Agency Debt First Tier Security Moody AAA 2011-12-03 2012-04-03 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 5149000.00 5149186.91 0.0045 No Additional Information N 5150184.27 5150184.27 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC FLOATING NOTE 0.22% 3134G1WN0 Government Agency Debt First Tier Security Moody AAA 2011-12-01 2012-10-12 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 723000.00 722873.64 0.0006 No Additional Information N 723209.67 723209.67 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC FLOATING NOTE 0.21478% 3134G2BL5 Government Agency Debt First Tier Security Moody AAA 2011-12-21 2013-03-21 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 4255000.00 4252191.26 0.0037 No Additional Information N 4257084.95 4257084.95 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC FLOATING NOTE 0.195278% 3134G2DM1 Government Agency Debt First Tier Security Moody AAA 2011-12-04 2013-02-04 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 12000000.00 11992790.76 0.0104 No Additional Information N 12000360.00 12000360.00 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC FLOATING NOTE 0.195278% 3134G2KM3 Government Agency Debt First Tier Security Moody AAA 2011-12-03 2013-06-03 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 2500000.00 2498477.18 0.0022 No Additional Information N 2499625.00 2499625.00 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA DISC NOTE 0% 313588PY5 Government Agency Debt First Tier Security Moody AAA 2011-12-01 2011-12-01 N Y FANNIE MAE COLLATERAL N/A NR N 17000000.00 17000000.00 0.0147 No Additional Information N 17000000.00 17000000.00 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA DISC NOTE 0.13% 313588QS7 Government Agency Debt First Tier Security Moody AAA 2011-12-19 2011-12-19 N Y FANNIE MAE COLLATERAL N/A NR N 22000000.00 21998460.00 0.0191 No Additional Information N 21999780.00 21999780.00 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA DISC NOTE 0.06% 313588RP2 Government Agency Debt First Tier Security Moody AAA 2012-01-09 2012-01-09 N Y FANNIE MAE COLLATERAL N/A NR N 700000.00 699950.71 0.0006 No Additional Information N 699986.00 699986.00 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA DISC NOTE 0.06% 313588RR8 Government Agency Debt First Tier Security Moody AAA 2012-01-11 2012-01-11 N Y FANNIE MAE COLLATERAL N/A NR N 12000000.00 11999180.00 0.0104 No Additional Information N 11999760.00 11999760.00 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA DISC NOTE 0.2% 313588RY3 Government Agency Debt First Tier Security Moody AAA 2012-01-18 2012-01-18 N Y FANNIE MAE COLLATERAL N/A NR N 12000000.00 11996800.00 0.0104 No Additional Information N 11999640.00 11999640.00 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA DISC NOTE 0.08% 313588SF3 Government Agency Debt First Tier Security Moody AAA 2012-01-25 2012-01-25 N Y FANNIE MAE COLLATERAL N/A NR N 12000000.00 11998533.33 0.0104 No Additional Information N 11999640.00 11999640.00 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA DISC NOTE 0.14% 313588TC9 Government Agency Debt First Tier Security Moody AAA 2012-02-15 2012-02-15 N Y FANNIE MAE COLLATERAL N/A NR N 7960000.00 7957647.38 0.0069 No Additional Information N 7959681.60 7959681.60 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA DISC NOTE 5.44% 313588WH4 Government Agency Debt Unrated Security Unrated Security Unrated Security 2012-05-02 2012-05-02 N Y FANNIE MAE COLLATERAL N/A NR N 1500000.00 1499458.13 0.0013 No Additional Information N 1499745.00 1499745.00 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA NOTE 5% 31359M5H2 Government Agency Debt First Tier Security Moody AAA 2012-02-16 2012-02-16 N Y FANNIE MAE COLLATERAL N/A NR N 1735000.00 1752625.92 0.0015 No Additional Information N 1752592.90 1752592.90 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA NOTE 6.125% 31359MMQ3 Government Agency Debt First Tier Security Moody AAA 2012-03-15 2012-03-15 N Y FANNIE MAE COLLATERAL N/A NR N 12000000.00 12204243.75 0.0106 No Additional Information N 12207720.00 12207720.00 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA FLOATING NOTE 0.4% 3135G0AQ6 Government Agency Debt First Tier Security Moody AAA 2012-02-01 2013-02-01 N Y FANNIE MAE COLLATERAL N/A NR N 5850000.00 5848894.00 0.0051 No Additional Information N 5859711.00 5859711.00 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA FLOATING NOTE 0.32% 3135G0EV1 Government Agency Debt First Tier Security Moody AAA 2011-12-01 2011-12-01 N Y FANNIE MAE COLLATERAL N/A NR N 5000000.00 4998090.62 0.0043 No Additional Information N 5005200.00 5005200.00 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA FLOATING NOTE 0.217501% 3135G0FQ1 Government Agency Debt First Tier Security Moody AAA 2011-12-08 2013-11-08 N Y FANNIE MAE COLLATERAL N/A NR N 18500000.00 18489262.48 0.0160 No Additional Information N 18497225.00 18497225.00 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC NOTE 2.125% 3137EABY4 Government Agency Debt First Tier Security Moody AAA 2012-03-23 2012-03-23 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 8370000.00 8421106.93 0.0073 No Additional Information N 8422479.90 8422479.90 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA FLOATING NOTE 0.280001% 31398A6R8 Government Agency Debt First Tier Security Moody AAA 2011-12-01 2012-11-23 N Y FANNIE MAE COLLATERAL N/A NR N 435000.00 435171.91 0.0004 No Additional Information N 435387.15 435387.15 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA FLOATING NOTE 0.284782% 31398A7G1 Government Agency Debt First Tier Security Moody AAA 2011-12-20 2012-12-20 N Y FANNIE MAE COLLATERAL N/A NR N 4000000.00 3999145.94 0.0035 No Additional Information N 4003640.00 4003640.00 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA NOTE 2% 31398AUU4 Government Agency Debt First Tier Security Moody AAA 2012-01-09 2012-01-09 N Y FANNIE MAE COLLATERAL N/A NR N 625000.00 626249.63 0.0005 No Additional Information N 626262.50 626262.50 BARCLAYS BANK * BARCLAYS CAPITAL 0.1% Government Agency Repurchase Agreement Y U.S. GOVERMENT AGENCY 2011-12-01 0.1 Government Agency Repurchase Agreement 100000000.00 102000618.10 First Tier Security Moody AAA 2011-12-01 2011-12-01 N N N 100000000.00 100000000.00 0.0867 No Additional Information N 100000000.00 100000000.00 BNP PARIBAS BNP PARIBAS 0.13% Government Agency Repurchase Agreement Y U.S. GOVERMENT AGENCY 2011-12-01 0.13 Government Agency Repurchase Agreement 80000000.00 81600524.46 First Tier Security Moody AAA 2011-12-01 2011-12-01 N N N 80000000.00 80000000.00 0.0693 No Additional Information N 80000000.00 80000000.00 CREDIT SUISSE FIRST BOSTON-NY CREDIT SUISSE REPO 0.12% Government Agency Repurchase Agreement Y U.S. GOVERMENT AGENCY 2012-01-23 0.12 Government Agency Repurchase Agreement 14000000.00 14281501.12 First Tier Security Moody AAA 2012-01-23 2012-01-23 N N N 14000000.00 14000000.00 0.0121 No Additional Information Y 14000000.00 14000000.00 DEUTSCHE BANK AG * DEUTSCHE BANK 0.11% Government Agency Repurchase Agreement Y U.S. GOVERMENT AGENCY 2011-12-01 0.11 Government Agency Repurchase Agreement 85000000.00 86700745.82 First Tier Security Moody AAA 2011-12-01 2011-12-01 N N N 85000000.00 85000000.00 0.0737 No Additional Information N 85000000.00 85000000.00 GOLDMAN SACHS & CO * GOLDMAN SACHS 0.11% Government Agency Repurchase Agreement Y U.S. GOVERMENT AGENCY 2011-12-01 0.11 Government Agency Repurchase Agreement 70000000.00 71400238.87 First Tier Security Moody AAA 2011-12-01 2011-12-01 N N N 70000000.00 70000000.00 0.0607 No Additional Information N 70000000.00 70000000.00 CREDIT SUISSE FIRST BOSTON-NY CREDIT SUISSE REPO 0.1% Government Agency Repurchase Agreement Y U.S. GOVERMENT AGENCY 2012-01-03 0.1 Government Agency Repurchase Agreement 20000000.00 20401161.28 First Tier Security Moody AAA 2012-01-03 2012-01-03 N N N 20000000.00 20000000.00 0.0173 No Additional Information Y 20000000.00 20000000.00 UBS FINANCE UBS SECURITIES 0.15% Government Agency Repurchase Agreement Y U.S. GOVERMENT AGENCY 2011-12-01 0.15 Government Agency Repurchase Agreement 13000000.00 13390000.78 First Tier Security Moody AAA 2011-12-01 2011-12-01 N N N 13000000.00 13000000.00 0.0113 No Additional Information N 13000000.00 13000000.00 U.S. TREASURY BILL/NOTE/BOND U.S. TREASURY BOND 4.5% 912828GM6 Treasury Debt First Tier Security Moody AAA 2012-03-31 2012-03-31 N Y US TREASURIES N/A NR N 7500000.00 7609754.12 0.0066 No Additional Information N 7610175.00 7610175.00 U.S. TREASURY BILL/NOTE/BOND U.S. TREASURY NOTE 4.75% 912828GU8 Treasury Debt First Tier Security Moody AAA 2012-05-31 2012-05-31 N Y US TREASURIES N/A NR N 14500000.00 14835892.46 0.0129 No Additional Information N 14836400.00 14836400.00 U.S. TREASURY BILL/NOTE/BOND U.S. TREASURY NOTE 4.625% 912828GZ7 Treasury Debt First Tier Security Moody AAA 2012-07-31 2012-07-31 N Y US TREASURIES N/A NR N 2500000.00 2574605.86 0.0022 No Additional Information N 2575200.00 2575200.00 U.S. TREASURY BILL/NOTE/BOND U.S. TREASURY NOTE 1.5% 912828LB4 Treasury Debt First Tier Security Moody AAA 2012-07-15 2012-07-15 N Y US TREASURIES N/A NR N 2000000.00 2017423.25 0.0018 No Additional Information N 2017340.00 2017340.00 U.S. TREASURY BILL/NOTE/BOND U.S. TREASURY NOTE 1% 912828MU1 Treasury Debt First Tier Security Moody AAA 2012-03-31 2012-03-31 N Y US TREASURIES N/A NR N 13500000.00 13542695.45 0.0117 No Additional Information N 13542660.00 13542660.00 U.S. TREASURY BILL/NOTE/BOND U.S. TREASURY NOTE 1% 912828NB2 Treasury Debt First Tier Security Moody AAA 2012-04-30 2012-04-30 N Y US TREASURIES N/A NR N 46660000.00 46837057.62 0.0406 No Additional Information N 46842440.60 46842440.60 BNP PARIBAS BNP PARIBAS 0.15% Government Agency Repurchase Agreement Y U.S. GOVERNMENT AGENCY 2011-12-01 0.15 Government Agency Repurchase Agreement 33000000.00 33990000.59 First Tier Security Moody AAA 2011-12-01 2011-12-01 N N N 33000000.00 33000000.00 0.0286 No Additional Information N 33000000.00 33000000.00 UBS FINANCE UBS SECURITIES 0.09% Treasury Repurchase Agreement Y U.S. TREASURY 2011-12-01 0.09 Treasury Repurchase Agreement 72346000.00 73792947.03 First Tier Security Moody AAA 2011-12-01 2011-12-01 N N N 72346000.00 72346000.00 0.0627 No Additional Information N 72346000.00 72346000.00