N-MFP LIVE N 2013-06-30 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 49 88 1554225602.68 2947064.30 283036.78 1556889630.20 0.0011 1.0000 2013-06-30 1.0000 2013-06-30 C000018365 1.00 1397743265.79 1.00 52803435.21 597607212.07 544803776.86 0.0002 1.0000 2013-06-30 1.0000 2013-06-30 C000018362 1.00 125076786.03 1.00 6997245.87 57472772.08 50475526.21 0.0002 0.9998 2013-06-30 .9998 2013-06-30 C000018363 1.00 4163400.54 1.00 -6397829.50 4867011.14 11264840.64 0.0002 0.9996 2013-06-30 .9996 2013-06-30 C000018364 1.00 29906177.84 1.00 6301429.36 17823502.87 11522073.51 0.0002 1.0000 2013-06-30 1.0000 2013-06-30 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC NOTE 5% 3128X2TM7 Government Agency Debt First Tier Security Moody AAA 2014-01-30 2014-01-30 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 3540000.00 3639262.08 0.0023 No Additional Information N 3638518.20 3638518.20 FEDERAL FARM CREDIT BANK * FFCB NOTE 3.875% 31331GCS6 Government Agency Debt First Tier Security Moody AAA 2013-10-07 2013-10-07 N Y FEDERAL FARM CREDIT BANK N/A NR N 3287000.00 3319632.23 0.0021 No Additional Information N 3319705.65 3319705.65 FEDERAL FARM CREDIT BANK * FFCB NOTE 2.125% 31331JGC1 Government Agency Debt First Tier Security Moody AAA 2014-03-05 2014-03-05 N Y FEDERAL FARM CREDIT BANK N/A NR N 1528000.00 1548434.18 0.0010 No Additional Information N 1547390.32 1547390.32 FEDERAL FARM CREDIT BANK * FFCB NOTE 0.7% 31331JY64 Government Agency Debt First Tier Security Moody AAA 2013-11-04 2013-11-04 N Y FEDERAL FARM CREDIT BANK N/A NR N 155000.00 155285.56 0.0001 No Additional Information N 155296.05 155296.05 FEDERAL FARM CREDIT BANK * FFCB FLOATING NOTE 0.290002% 31331K4N7 Government Agency Debt First Tier Security Moody AAA 2013-07-01 2013-11-27 N Y FEDERAL FARM CREDIT BANK N/A NR N 6000000.00 6000000.00 0.0039 No Additional Information N 6005520.00 6005520.00 FEDERAL FARM CREDIT BANK * FFCB FLOATING NOTE 0.134348% 31331K5C0 Government Agency Debt First Tier Security Moody AAA 2013-07-27 2013-09-27 N Y FEDERAL FARM CREDIT BANK N/A NR N 12000000.00 11999561.54 0.0077 No Additional Information N 12001560.00 12001560.00 FEDERAL FARM CREDIT BANK * FFCB NOTE 1.125% 31331KAH3 Government Agency Debt First Tier Security Moody AAA 2014-02-27 2014-02-27 N Y FEDERAL FARM CREDIT BANK N/A NR N 736000.00 740758.68 0.0005 No Additional Information N 740408.64 740408.64 FEDERAL FARM CREDIT BANK * FFCB FLOATING NOTE 0.145051% 31331KHC7 Government Agency Debt First Tier Security Moody AAA 2013-07-29 2013-07-29 N Y FEDERAL FARM CREDIT BANK N/A NR N 115000.00 114991.10 0.0001 No Additional Information N 115005.75 115005.75 FEDERAL FARM CREDIT BANK * FFCB FLOATING NOTE 0.163001% 31331KKH2 Government Agency Debt First Tier Security Moody AAA 2013-07-24 2013-07-24 N Y FEDERAL FARM CREDIT BANK N/A NR N 125000.00 124993.64 0.0001 No Additional Information N 125005.00 125005.00 FEDERAL FARM CREDIT BANK * FFCB NOTE 0.4% 31331KQ45 Government Agency Debt First Tier Security Moody AAA 2013-11-08 2013-11-08 N Y FEDERAL FARM CREDIT BANK N/A NR N 345000.00 345295.82 0.0002 No Additional Information N 345317.40 345317.40 FEDERAL FARM CREDIT BANK * FFCB NOTE 3.88% 31331Q3T2 Government Agency Debt First Tier Security Moody AAA 2013-07-08 2013-07-08 N Y FEDERAL FARM CREDIT BANK N/A NR N 183000.00 183129.16 0.0001 No Additional Information N 183133.59 183133.59 FEDERAL HOME LOAN BANK * FHLB NOTE 1% 313370J58 Government Agency Debt First Tier Security Moody AAA 2013-10-30 2013-10-30 N Y FEDERAL HOME LOAN BANK N/A NR N 255000.00 255730.30 0.0002 No Additional Information N 255708.90 255708.90 FEDERAL HOME LOAN BANK * FHLB NOTE 1% 313370LB2 Government Agency Debt First Tier Security Moody AAA 2013-09-13 2013-09-13 N Y FEDERAL HOME LOAN BANK N/A NR N 1500000.00 1502509.53 0.0010 No Additional Information N 1502580.00 1502580.00 FEDERAL HOME LOAN BANK * FHLB NOTE 0.5% 313371PU4 Government Agency Debt First Tier Security Moody AAA 2013-12-13 2013-12-13 N Y FEDERAL HOME LOAN BANK N/A NR N 14105000.00 14126237.06 0.0091 No Additional Information N 14121220.75 14121220.75 FEDERAL HOME LOAN BANK * FHLB NOTE 0.5% 313374Y61 Government Agency Debt First Tier Security Moody AAA 2013-08-28 2013-08-28 N Y FEDERAL HOME LOAN BANK N/A NR N 1215000.00 1215725.51 0.0008 No Additional Information N 1215692.55 1215692.55 FEDERAL HOME LOAN BANK * FHLB FLOATING NOTE 0.330001% 313375JS7 Government Agency Debt First Tier Security Moody AAA 2013-07-01 2013-09-16 N Y FEDERAL HOME LOAN BANK N/A NR N 1000000.00 1000042.60 0.0006 No Additional Information N 1000560.00 1000560.00 FEDERAL HOME LOAN BANK * FHLB NOTE 0.375% 3133762C8 Government Agency Debt First Tier Security Moody AAA 2013-11-27 2013-11-27 N Y FEDERAL HOME LOAN BANK N/A NR N 3085000.00 3087671.50 0.0020 No Additional Information N 3087930.75 3087930.75 FEDERAL HOME LOAN BANK * FHLB NOTE 0.33% 313376GY5 Government Agency Debt First Tier Security Moody AAA 2013-07-01 2013-07-01 N Y FEDERAL HOME LOAN BANK N/A NR N 5755000.00 5755000.00 0.0037 No Additional Information N 5755000.00 5755000.00 FEDERAL HOME LOAN BANK * FHLB NOTE 0.35% 313376NT8 Government Agency Debt First Tier Security Moody AAA 2013-07-11 2013-07-11 N Y FEDERAL HOME LOAN BANK N/A NR N 995000.00 995045.94 0.0006 No Additional Information N 995059.70 995059.70 FEDERAL HOME LOAN BANK * FHLB NOTE 0.375% 313376UF0 Government Agency Debt First Tier Security Moody AAA 2014-01-29 2014-01-29 N Y FEDERAL HOME LOAN BANK N/A NR N 1080000.00 1081372.90 0.0007 No Additional Information N 1081090.80 1081090.80 FEDERAL HOME LOAN BANK * FHLB NOTE 0.28% 313376WB7 Government Agency Debt First Tier Security Moody AAA 2013-08-13 2013-08-13 N Y FEDERAL HOME LOAN BANK N/A NR N 5535000.00 5535573.09 0.0036 No Additional Information N 5535885.60 5535885.60 FEDERAL HOME LOAN BANK * FHLB NOTE 0.3% 3133793Y3 Government Agency Debt First Tier Security Moody AAA 2013-10-18 2013-10-18 N Y FEDERAL HOME LOAN BANK N/A NR N 265000.00 265105.66 0.0002 No Additional Information N 265079.50 265079.50 FEDERAL HOME LOAN BANK * FHLB NOTE 0.28% 3133794Z9 Government Agency Debt First Tier Security Moody AAA 2013-10-25 2013-10-25 N Y FEDERAL HOME LOAN BANK N/A NR N 6660000.00 6662510.42 0.0043 No Additional Information N 6662930.40 6662930.40 FEDERAL HOME LOAN BANK * FHLB NOTE 0.24% 3133797D5 Government Agency Debt First Tier Security Moody AAA 2013-07-25 2013-07-25 N Y FEDERAL HOME LOAN BANK N/A NR N 220000.00 220007.00 0.0001 No Additional Information N 220015.40 220015.40 FEDERAL HOME LOAN BANK * FHLB FLOATING NOTE 0.18% 313379CK3 Government Agency Debt First Tier Security Moody AAA 2013-07-01 2013-11-08 N Y FEDERAL HOME LOAN BANK N/A NR N 11925000.00 11923277.50 0.0077 No Additional Information N 11930008.50 11930008.50 FEDERAL HOME LOAN BANK * FHLB FLOATING NOTE 0.169999% 313379CV9 Government Agency Debt First Tier Security Moody Aaa 2013-07-01 2013-11-08 N Y FEDERAL HOME LOAN BANK N/A NR N 1350000.00 1349805.73 0.0009 No Additional Information N 1350526.50 1350526.50 FEDERAL HOME LOAN BANK * FHLB NOTE 0.29% 313379F79 Government Agency Debt First Tier Security Moody AAA 2013-11-08 2013-11-08 N Y FEDERAL HOME LOAN BANK N/A NR N 210000.00 210084.24 0.0001 No Additional Information N 210111.30 210111.30 FEDERAL HOME LOAN BANK * FLHB NOTE 0.28% 313379F87 Government Agency Debt First Tier Security Moody AAA 2013-11-14 2013-11-14 N Y FEDERAL HOME LOAN BANK N/A NR N 5155000.00 5157167.81 0.0033 No Additional Information N 5157680.60 5157680.60 FEDERAL HOME LOAN BANK * FHLB NOTE 0.3% 313379FK0 Government Agency Debt First Tier Security Moody AAA 2013-11-15 2013-11-15 N Y FEDERAL HOME LOAN BANK N/A NR N 310000.00 310170.52 0.0002 No Additional Information N 310186.00 310186.00 FEDERAL HOME LOAN BANK * FHLB NOTE 0.28% 313379FS3 Government Agency Debt First Tier Security Moody AAA 2013-11-21 2013-11-21 N Y FEDERAL HOME LOAN BANK N/A NR N 2000000.00 2000766.35 0.0013 No Additional Information N 2001080.00 2001080.00 FEDERAL HOME LOAN BANK * FHLB NOTE 0.29% 313379H28 Government Agency Debt First Tier Security Moody AAA 2013-12-06 2013-12-06 N Y FEDERAL HOME LOAN BANK N/A NR N 7155000.00 7158596.21 0.0046 No Additional Information N 7159507.65 7159507.65 FEDERAL HOME LOAN BANK * FHLB NOTE 0.3% 313379KF5 Government Agency Debt First Tier Security Moody AAA 2013-12-06 2013-12-06 N Y FEDERAL HOME LOAN BANK N/A NR N 5000000.00 5002667.96 0.0032 No Additional Information N 5003400.00 5003400.00 FEDERAL HOME LOAN BANK * FHLB FLOATING NOTE 0.190001% 313379NK1 Government Agency Debt First Tier Security Moody AAA 2013-07-01 2013-11-25 N Y FEDERAL HOME LOAN BANK N/A NR N 7000000.00 6999430.21 0.0045 No Additional Information N 7003570.00 7003570.00 FEDERAL HOME LOAN BANK * FHLB NOTE 0.3% 313379Q28 Government Agency Debt First Tier Security Moody AAA 2013-12-04 2013-12-04 N Y FEDERAL HOME LOAN BANK N/A NR N 6615000.00 6618692.96 0.0043 No Additional Information N 6619432.05 6619432.05 FEDERAL HOME LOAN BANK * FHLB NOTE 0.25% 313379QS1 Government Agency Debt First Tier Security Moody AAA 2013-09-06 2013-09-06 N Y FEDERAL HOME LOAN BANK N/A NR N 5000000.00 5000523.82 0.0032 No Additional Information N 5001000.00 5001000.00 FEDERAL HOME LOAN BANK * FHLB NOTE 0.31% 313379R68 Government Agency Debt First Tier Security Moody AAA 2013-12-06 2013-12-06 N Y FEDERAL HOME LOAN BANK N/A NR N 6340000.00 6343518.15 0.0041 No Additional Information N 6344564.80 6344564.80 FEDERAL HOME LOAN BANK * FHLB NOTE 0.32% 313379T58 Government Agency Debt First Tier Security Moody AAA 2013-12-11 2013-12-11 N Y FEDERAL HOME LOAN BANK N/A NR N 140000.00 140119.55 0.0001 No Additional Information N 140096.60 140096.60 FEDERAL HOME LOAN BANK * FHLB NOTE 0.34% 313379UM9 Government Agency Debt First Tier Security Moody AAA 2013-12-18 2013-12-18 N Y FEDERAL HOME LOAN BANK N/A NR N 17000000.00 17017398.98 0.0109 No Additional Information N 17015300.00 17015300.00 FEDERAL HOME LOAN BANK * FHLB NOTE 0.33% 313379Y60 Government Agency Debt First Tier Security Moody AAA 2014-01-03 2014-01-03 N Y FEDERAL HOME LOAN BANK N/A NR N 720000.00 720551.01 0.0005 No Additional Information N 720619.20 720619.20 FEDERAL HOME LOAN BANK * FHLB NOTE 0.25% 313379YQ6 Government Agency Debt First Tier Security Moody AAA 2013-07-01 2013-07-01 N Y FEDERAL HOME LOAN BANK N/A NR N 85000.00 85000.00 0.0001 No Additional Information N 85000.00 85000.00 FEDERAL HOME LOAN BANK * FHLB NOTE 0.25% 313379YR4 Government Agency Debt First Tier Security Moody AAA 2013-07-02 2013-07-02 N Y FEDERAL HOME LOAN BANK N/A NR N 1065000.00 1065002.51 0.0007 No Additional Information N 1065000.00 1065000.00 FEDERAL HOME LOAN BANK * FHLB NOTE 0.25% 313379Z36 Government Agency Debt First Tier Security Moody AAA 2013-07-05 2013-07-05 N Y FEDERAL HOME LOAN BANK N/A NR N 3405000.00 3405029.31 0.0022 No Additional Information N 3405034.05 3405034.05 FEDERAL HOME LOAN BANK * FHLB NOTE 0.25% 3133803J4 Government Agency Debt First Tier Security Moody AAA 2013-07-18 2013-07-18 N Y FEDERAL HOME LOAN BANK N/A NR N 3955000.00 3955135.68 0.0025 No Additional Information N 3955197.75 3955197.75 FEDERAL HOME LOAN BANK * FHLB NOTE 0.25% 3133803P0 Government Agency Debt First Tier Security Moody AAA 2013-07-19 2013-07-19 N Y FEDERAL HOME LOAN BANK N/A NR N 10000000.00 10000290.12 0.0064 No Additional Information N 10000600.00 10000600.00 FEDERAL HOME LOAN BANK * FHLB NOTE 0.2% 313380X44 Government Agency Debt First Tier Security Moody AAA 2013-10-04 2013-10-04 N Y FEDERAL HOME LOAN BANK N/A NR N 750000.00 750110.33 0.0005 No Additional Information N 750120.00 750120.00 FEDERAL HOME LOAN BANK * FHLB NOTE 0.17% 313380XT9 Government Agency Debt First Tier Security Moody AAA 2013-07-12 2013-07-12 N Y FEDERAL HOME LOAN BANK N/A NR N 13000000.00 12999875.48 0.0084 No Additional Information N 13000130.00 13000130.00 FEDERAL HOME LOAN BANK * FHLB NOTE 0.17% 313380YB7 Government Agency Debt First Tier Security Moody AAA 2013-07-17 2013-07-17 N Y FEDERAL HOME LOAN BANK N/A NR N 11670000.00 11669899.76 0.0075 No Additional Information N 11670116.70 11670116.70 FEDERAL HOME LOAN BANK * FHLB NOTE 0.18% 313381DS1 Government Agency Debt First Tier Security Moody AAA 2013-08-20 2013-08-20 N Y FEDERAL HOME LOAN BANK N/A NR N 5000000.00 4999917.58 0.0032 No Additional Information N 5000250.00 5000250.00 FEDERAL HOME LOAN BANK * FHLB NOTE 0.15% 313381PJ8 Government Agency Debt First Tier Security Moody Aaa 2013-10-04 2013-10-04 N Y FEDERAL HOME LOAN BANK N/A NR N 3880000.00 3879829.91 0.0025 No Additional Information N 3880116.40 3880116.40 FEDERAL HOME LOAN BANK * FHLB NOTE 0.18% 313381PS8 Government Agency Debt First Tier Security Moody AAA 2014-01-07 2014-01-07 N Y FEDERAL HOME LOAN BANK N/A NR N 14735000.00 14735321.61 0.0095 No Additional Information N 14736031.45 14736031.45 FEDERAL HOME LOAN BANK * FHLB NOTE 0.18% 313382EK5 Government Agency Debt First Tier Security Moody AAA 2014-03-11 2014-03-11 N Y FEDERAL HOME LOAN BANK N/A NR N 1575000.00 1575309.93 0.0010 No Additional Information N 1574669.25 1574669.25 FEDERAL HOME LOAN BANK * FHLB NOTE 0.11% 313382UP6 Government Agency Debt First Tier Security Moody Aaa 2013-10-25 2013-10-25 N Y FEDERAL HOME LOAN BANK N/A NR N 11745000.00 11744931.81 0.0075 No Additional Information N 11743942.95 11743942.95 FEDERAL HOME LOAN BANK * FHLB NOTE 0.12% 3133832N0 Government Agency Debt First Tier Security Moody Aaa 2014-02-20 2014-02-20 N Y FEDERAL HOME LOAN BANK N/A NR N 7515000.00 7513906.88 0.0048 No Additional Information N 7510791.60 7510791.60 FEDERAL HOME LOAN BANK * FHLB NOTE 0.09% 313383F48 Government Agency Debt First Tier Security Moody Aaa 2013-11-29 2013-11-29 N Y FEDERAL HOME LOAN BANK N/A NR N 7330000.00 7329340.88 0.0047 No Additional Information N 7328460.70 7328460.70 FEDERAL HOME LOAN BANK * FHLB DISC NOTE 0.05% 313385JH0 Government Agency Debt First Tier Security Moody Aaa 2013-07-19 2013-07-19 N Y FEDERAL HOME LOAN BANK N/A NR N 26505000.00 26504337.38 0.0170 No Additional Information N 26504734.95 26504734.95 FEDERAL FARM CREDIT BANK * FFCB FLOATING NOTE 0.1625% 3133EA4L9 Government Agency Debt First Tier Security Moody AAA 2013-07-12 2014-08-12 N Y FEDERAL FARM CREDIT BANK N/A NR N 14875000.00 14870847.02 0.0096 No Additional Information N 14879165.00 14879165.00 FEDERAL FARM CREDIT BANK * FFCB NOTE 0.3% 3133EALT3 Government Agency Debt First Tier Security Moody AAA 2013-11-18 2013-11-18 N Y FEDERAL FARM CREDIT BANK N/A NR N 1090000.00 1090547.64 0.0007 No Additional Information N 1090664.90 1090664.90 FEDERAL FARM CREDIT BANK * FFCB FLOATING NOTE 0.172501% 3133EC2G8 Government Agency Debt First Tier Security Moody AAA 2013-07-14 2014-07-14 N Y FEDERAL FARM CREDIT BANK N/A NR N 15250000.00 15246792.10 0.0098 No Additional Information N 15256100.00 15256100.00 FEDERAL FARM CREDIT BANK * FFCB NOTE 0.2% 3133EC3J1 Government Agency Debt First Tier Security Moody AAA 2013-11-20 2013-11-20 N Y FEDERAL FARM CREDIT BANK N/A NR N 1106000.00 1106141.82 0.0007 No Additional Information N 1106254.38 1106254.38 FEDERAL FARM CREDIT BANK * FFCB NOTE 0.2% 3133EC5H3 Government Agency Debt First Tier Security Moody AAA 2013-12-03 2013-12-03 N Y FEDERAL FARM CREDIT BANK N/A NR N 1696000.00 1696201.37 0.0011 No Additional Information N 1696424.00 1696424.00 FEDERAL FARM CREDIT BANK * FFCB NOTE 0.19% 3133EC6L3 Government Agency Debt First Tier Security Moody AAA 2013-12-13 2013-12-13 N Y FEDERAL FARM CREDIT BANK N/A NR N 5170000.00 5170429.28 0.0033 No Additional Information N 5171034.00 5171034.00 FEDERAL FARM CREDIT BANK * FFCB NOTE 0.249998% 3133ECAE4 Government Agency Debt First Tier Security Moody AAA 2013-07-01 2014-10-20 N Y FEDERAL FARM CREDIT BANK N/A NR N 4834000.00 4834000.00 0.0031 No Additional Information N 4837673.84 4837673.84 FEDERAL FARM CREDIT BANK * FFCB NOTE 0.15% 3133ECD35 Government Agency Debt First Tier Security Moody Aaa 2014-01-17 2014-01-17 N Y FEDERAL FARM CREDIT BANK N/A NR N 5820000.00 5819453.48 0.0037 No Additional Information N 5818952.40 5818952.40 FEDERAL FARM CREDIT BANK * FFCB NOTE 0.15% 3133ECEH3 Government Agency Debt First Tier Security Moody AAA 2014-02-05 2014-02-05 N Y FEDERAL FARM CREDIT BANK N/A NR N 1160000.00 1160119.93 0.0008 No Additional Information N 1159640.40 1159640.40 FEDERAL FARM CREDIT BANK * FFCB NOTE 0.22% 3133ECGM0 Government Agency Debt First Tier Security Moody AAA 2013-07-01 2015-03-04 N Y FEDERAL FARM CREDIT BANK N/A NR N 7689000.00 7687693.57 0.0049 No Additional Information N 7688000.43 7688000.43 FEDERAL FARM CREDIT BANK * FFCB FLOATING NOTE 0.23% 3133ECKJ2 Government Agency Debt First Tier Security Moody AAA 2013-07-01 2015-04-01 N Y FEDERAL FARM CREDIT BANK N/A NR N 1185000.00 1185000.00 0.0008 No Additional Information N 1184881.50 1184881.50 FEDERAL FARM CREDIT BANK * FFCB FLOATING NOTE 0.196099% 3133ECM92 Government Agency Debt First Tier Security Moody AAA 2013-07-23 2015-07-23 N Y FEDERAL FARM CREDIT BANK N/A NR N 19000000.00 18999249.97 0.0122 No Additional Information N 18983660.00 18983660.00 FEDERAL HOME LOAN BANK * FHLB NOTE 4.5% 3133X1BV8 Government Agency Debt First Tier Security Moody AAA 2013-09-16 2013-09-16 N Y FEDERAL HOME LOAN BANK N/A NR N 1125000.00 1135255.51 0.0007 No Additional Information N 1135215.00 1135215.00 FEDERAL HOME LOAN BANK * FHLB NOTE 5.25% 3133XGJ96 Government Agency Debt First Tier Security Moody AAA 2013-09-13 2013-09-13 N Y FEDERAL HOME LOAN BANK N/A NR N 115000.00 116177.47 0.0001 No Additional Information N 116167.25 116167.25 FEDERAL HOME LOAN BANK * FHLB NOTE 5.125% 3133XGVF8 Government Agency Debt First Tier Security Moody AAA 2013-08-14 2013-08-14 N Y FEDERAL HOME LOAN BANK N/A NR N 95000.00 95566.09 0.0001 No Additional Information N 95570.00 95570.00 FEDERAL HOME LOAN BANK * FHLB NOTE 4% 3133XRX88 Government Agency Debt First Tier Security Moody AAA 2013-09-06 2013-09-06 N Y FEDERAL HOME LOAN BANK N/A NR N 2205000.00 2220399.41 0.0014 No Additional Information N 2220346.80 2220346.80 FEDERAL HOME LOAN BANK * FHLB NOTE 4.11% 3133XS3V8 Government Agency Debt First Tier Security Moody AAA 2013-09-27 2013-09-27 N Y FEDERAL HOME LOAN BANK N/A NR N 1660000.00 1675753.72 0.0011 No Additional Information N 1675736.80 1675736.80 FEDERAL HOME LOAN BANK * FHLB NOTE 3.625% 3133XSAE8 Government Agency Debt First Tier Security Moody AAA 2013-10-18 2013-10-18 N Y FEDERAL HOME LOAN BANK N/A NR N 17335000.00 17514126.63 0.0113 No Additional Information N 17513377.15 17513377.15 FEDERAL HOME LOAN BANK * FHLB NOTE 3.125% 3133XSP93 Government Agency Debt First Tier Security Moody AAA 2013-12-13 2013-12-13 N Y FEDERAL HOME LOAN BANK N/A NR N 8065000.00 8173132.28 0.0053 No Additional Information N 8173071.00 8173071.00 FEDERAL HOME LOAN BANK * FHLB NOTE 2.65% 3133XTKB1 Government Agency Debt First Tier Security Moody AAA 2014-04-23 2014-04-23 N Y FEDERAL HOME LOAN BANK N/A NR N 160000.00 163188.17 0.0001 No Additional Information N 163150.40 163150.40 FEDERAL HOME LOAN BANK * FHLB NOTE 2.375% 3133XWKV0 Government Agency Debt First Tier Security Moody AAA 2014-03-14 2014-03-14 N Y FEDERAL HOME LOAN BANK N/A NR N 3090000.00 3137794.03 0.0020 No Additional Information N 3136937.10 3136937.10 FEDERAL HOME LOAN BANK * FHLB NOTE 2% 3133XXX36 Government Agency Debt First Tier Security Moody AAA 2013-10-30 2013-10-30 N Y FEDERAL HOME LOAN BANK N/A NR N 725000.00 729393.24 0.0005 No Additional Information N 729451.50 729451.50 FEDERAL HOME LOAN BANK * FHLB NOTE 2% 3133XY4A0 Government Agency Debt First Tier Security Moody AAA 2013-10-25 2013-10-25 N Y FEDERAL HOME LOAN BANK N/A NR N 190000.00 191109.14 0.0001 No Additional Information N 191119.10 191119.10 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC NOTE 4.5% 3134A4TZ7 Government Agency Debt First Tier Security Moody AAA 2013-07-15 2013-07-15 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 11933000.00 11952845.84 0.0077 No Additional Information N 11953405.43 11953405.43 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC NOTE 4.875% 3134A4UK8 Government Agency Debt First Tier Security Moody AAA 2013-11-15 2013-11-15 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 26898000.00 27373145.28 0.0176 No Additional Information N 27377860.32 27377860.32 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC NOTE 4.5% 3134A4UM4 Government Agency Debt First Tier Security Moody AAA 2014-01-15 2014-01-15 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 42229000.00 43221481.83 0.0278 No Additional Information N 43206601.35 43206601.35 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC NOTE 0.5% 3134G23H3 Government Agency Debt First Tier Security Moody AAA 2013-10-15 2013-10-15 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 12945000.00 12957419.92 0.0083 No Additional Information N 12958462.80 12958462.80 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC NOTE 0.375% 3134G2U42 Government Agency Debt First Tier Security Moody AAA 2013-10-15 2013-10-15 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 14880000.00 14888589.14 0.0096 No Additional Information N 14890118.40 14890118.40 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC FLOATING NOTE 0.389999% 3134G3AG5 Government Agency Debt First Tier Security Moody AAA 2013-07-01 2013-11-18 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 2001000.00 2002239.64 0.0013 No Additional Information N 2003481.24 2003481.24 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC NOTE 0.45% 3134G3JR2 Government Agency Debt First Tier Security Moody AAA 2014-01-09 2014-01-09 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 8792000.00 8805419.86 0.0057 No Additional Information N 8804836.32 8804836.32 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA NOTE 4.375% 31359MSL8 Government Agency Debt First Tier Security Moody AAA 2013-07-17 2013-07-17 N Y FANNIE MAE COLLATERAL N/A NR N 4025000.00 4032450.26 0.0026 No Additional Information N 4032486.50 4032486.50 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA NOTE 4.625% 31359MTG8 Government Agency Debt First Tier Security Moody AAA 2013-10-15 2013-10-15 N Y FANNIE MAE COLLATERAL N/A NR N 4863000.00 4925699.87 0.0032 No Additional Information N 4926121.74 4926121.74 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA NOTE 1.25% 3135G0AP8 Government Agency Debt First Tier Security Moody AAA 2014-02-27 2014-02-27 N Y FANNIE MAE COLLATERAL N/A NR N 20164000.00 20309052.40 0.0130 No Additional Information N 20315834.92 20315834.92 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA NOTE 0.5% 3135G0BR3 Government Agency Debt First Tier Security Moody AAA 2013-08-09 2013-08-09 N Y FANNIE MAE COLLATERAL N/A NR N 4389000.00 4390534.28 0.0028 No Additional Information N 4390667.82 4390667.82 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA FLOATING NOTE 0.330001% 3135G0EV1 Government Agency Debt First Tier Security Moody AAA 2013-07-01 2013-10-17 N Y FANNIE MAE COLLATERAL N/A NR N 5000000.00 4999699.40 0.0032 No Additional Information N 5003950.00 5003950.00 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA FLOATING NOTE 0.162878% 3135G0FQ1 Government Agency Debt First Tier Security Moody AAA 2013-07-08 2013-11-08 N Y FANNIE MAE COLLATERAL N/A NR N 19543000.00 19540955.81 0.0126 No Additional Information N 19546908.60 19546908.60 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA FLOATING NOTE 0.2016% 3135G0HB2 Government Agency Debt First Tier Security Moody AAA 2013-07-20 2015-01-20 N Y FANNIE MAE COLLATERAL N/A NR N 1426000.00 1426451.55 0.0009 No Additional Information N 1427069.50 1427069.50 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA FLOATING NOTE 0.171601% 3135G0MH3 Government Agency Debt First Tier Security Moody AAA 2013-07-20 2014-06-20 N Y FANNIE MAE COLLATERAL N/A NR N 7830000.00 7828463.92 0.0050 No Additional Information N 7833288.60 7833288.60 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA FLOATING NOTE 0.164351% 3135G0VK6 Government Agency Debt First Tier Security Moody AAA 2013-07-27 2015-02-27 N Y FANNIE MAE COLLATERAL N/A NR N 25000000.00 24989562.90 0.0160 No Additional Information N 25000000.00 25000000.00 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA FLOATING NOTE 0.32% 3136FP5Q6 Government Agency Debt First Tier Security Moody AAA 2013-07-01 2014-01-27 N Y FANNIE MAE COLLATERAL N/A NR N 1700000.00 1699900.57 0.0011 No Additional Information N 1702431.00 1702431.00 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC NOTE 4.125% 3137EABS7 Government Agency Debt First Tier Security Moody AAA 2013-09-27 2013-09-27 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 22105000.00 22316459.83 0.0143 No Additional Information N 22316323.80 22316323.80 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC NOTE 2.5% 3137EABX6 Government Agency Debt First Tier Security Moody AAA 2014-01-07 2014-01-07 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 11191000.00 11327064.86 0.0073 No Additional Information N 11328089.75 11328089.75 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC NOTE 0.875% 3137EACL1 Government Agency Debt First Tier Security Moody AAA 2013-10-28 2013-10-28 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 776000.00 777764.71 0.0005 No Additional Information N 777854.64 777854.64 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC NOTE 1.375% 3137EACR8 Government Agency Debt First Tier Security Moody AAA 2014-02-25 2014-02-25 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 25951000.00 26156909.20 0.0168 No Additional Information N 26147449.07 26147449.07 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC NOTE 0.375% 3137EACX5 Government Agency Debt First Tier Security Moody AAA 2013-10-30 2013-10-30 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 1925000.00 1926417.96 0.0012 No Additional Information N 1926424.50 1926424.50 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC NOTE 0.375% 3137EACZ0 Government Agency Debt First Tier Security Moody AAA 2013-11-27 2013-11-27 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 5023000.00 5027155.87 0.0032 No Additional Information N 5027771.85 5027771.85 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA NOTE 1% 31398A2S0 Government Agency Debt First Tier Security Moody AAA 2013-09-23 2013-09-23 N Y FANNIE MAE COLLATERAL N/A NR N 4905000.00 4914699.68 0.0032 No Additional Information N 4914368.55 4914368.55 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA NOTE 1.125% 31398A4H2 Government Agency Debt First Tier Security Moody AAA 2013-10-08 2013-10-08 N Y FANNIE MAE COLLATERAL N/A NR N 1740000.00 1744506.52 0.0011 No Additional Information N 1744611.00 1744611.00 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA NOTE 1.05% 31398A4S8 Government Agency Debt First Tier Security Moody AAA 2013-10-22 2013-10-22 N Y FANNIE MAE COLLATERAL N/A NR N 810000.00 812235.51 0.0005 No Additional Information N 812097.90 812097.90 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA NOTE 0.75% 31398A5W8 Government Agency Debt First Tier Security Moody AAA 2013-12-18 2013-12-18 N Y FANNIE MAE COLLATERAL N/A NR N 9629000.00 9655882.06 0.0062 No Additional Information N 9657309.26 9657309.26 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA NOTE 3.875% 31398ASD5 Government Agency Debt First Tier Security Moody AAA 2013-07-12 2013-07-12 N Y FANNIE MAE COLLATERAL N/A NR N 9212000.00 9222281.93 0.0059 No Additional Information N 9222685.92 9222685.92 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA NOTE 2.875% 31398AUJ9 Government Agency Debt First Tier Security Moody AAA 2013-12-11 2013-12-11 N Y FANNIE MAE COLLATERAL N/A NR N 17775000.00 17990392.06 0.0116 No Additional Information N 17992921.50 17992921.50 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA NOTE 1.25% 31398AX31 Government Agency Debt First Tier Security Moody AAA 2013-08-20 2013-08-20 N Y FANNIE MAE COLLATERAL N/A NR N 5352000.00 5359896.21 0.0034 No Additional Information N 5359867.44 5359867.44 BARCLAYS BANK * BARCLAYS REPO 0.1% 36BCS0701 Treasury Repurchase Agreement Y United States Treasury Inflation Indexed Bonds 2017-04-15 0.125 Treasury Repurchase Agreement 68965900.00 72420691.09 First Tier Security Moody AAA 2013-07-01 2013-07-01 N N N 71000000.00 71000000.00 0.0456 No Additional Information N 71000000.00 71000000.00 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA REPO 0.12% 36BNS0701 Government Agency Repurchase Agreement Y Federal National Mortgage Association 2019-09-26 1 Government Agency Repurchase Agreement 3399000.00 3307653.76 Federal National Mortgage Association 2024-08-22 1.75 Government Agency Repurchase Agreement 181064000.00 172909782.80 Federal National Mortgage Association 2018-05-21 1.03 Government Agency Repurchase Agreement 24750000.00 23979250.62 Federal Home Loan Mortgage Corp 2016-01-15 0.5 Government Agency Repurchase Agreement 3817000.00 3805869.20 First Tier Security Moody AAA 2013-07-01 2013-07-01 N N N 200000000.00 200000000.00 0.1285 No Additional Information N 200000000.00 200000000.00 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA REPO 0.12% 36BNS0806 Government Agency Repurchase Agreement Y Federal National Mortgage Association 2019-09-26 1 Government Agency Repurchase Agreement 10314000.00 10036816.98 Federal National Mortgage Association 2024-08-22 1.75 Government Agency Repurchase Agreement 5515000.00 5266631.98 First Tier Security Moody AAA 2013-08-06 2013-08-06 N N N 15000000.00 15000000.00 0.0096 No Additional Information Y 15000000.00 15000000.00 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA REPO 0.09% 36BNS0905 Government Agency Repurchase Agreement Y Federal National Mortgage Association 2019-09-26 1 Government Agency Repurchase Agreement 338000.00 328916.44 Federal National Mortgage Association 2024-08-22 1.75 Government Agency Repurchase Agreement 11335000.00 10824528.28 Federal National Mortgage Association 2016-03-04 0.75 Government Agency Repurchase Agreement 4135000.00 4148335.37 First Tier Security Moody AAA 2013-09-05 2013-09-05 N N N 15000000.00 15000000.00 0.0096 No Additional Information Y 15000000.00 15000000.00 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA REPO 0.08% 36BNS0909 Government Agency Repurchase Agreement Y Federal National Mortgage Association 2019-09-26 1 Government Agency Repurchase Agreement 3138000.00 3053667.99 Federal National Mortgage Association 2024-08-22 1.75 Government Agency Repurchase Agreement 2086000.00 1992056.99 Federal Home Loan Banks 2019-12-27 0 Government Agency Repurchase Agreement 2200000.00 2117099.11 Federal Home Loan Banks 2018-06-27 0 Government Agency Repurchase Agreement 3505000.00 3389748.78 Federal Home Loan Banks 2024-10-09 0 Government Agency Repurchase Agreement 5020000.00 4748613.22 First Tier Security Moody AAA 2013-09-09 2013-09-09 N N N 15000000.00 15000000.00 0.0096 No Additional Information Y 15000000.00 15000000.00 BANK OF MONTREAL BANK OF MONTREAL REPO 0.1% 36BOM0701 Government Agency Repurchase Agreement Y Federal National Mortgage Association 2015-10-21 2.125 Government Agency Repurchase Agreement 12806000.00 13284494.41 Federal National Mortgage Association 2016-09-13 0.75 Government Agency Repurchase Agreement 23261000.00 23142543.36 Federal Home Loan Banks 2016-08-22 0.65 Government Agency Repurchase Agreement 22720000.00 22604014.40 Federal Home Loan Banks 2017-10-23 0.9 Government Agency Repurchase Agreement 210000.00 206420.55 United States Treasury Bill 2013-11-29 0 Government Agency Repurchase Agreement 87100.00 87070.04 Federal National Mortgage Association 2017-08-28 0.5 Government Agency Repurchase Agreement 7155000.00 7151684.85 Federal National Mortgage Association 2017-08-14 0.625 Government Agency Repurchase Agreement 769000.00 756247.20 Federal National Mortgage Association 2016-02-24 0.76 Government Agency Repurchase Agreement 4310000.00 4325808.12 First Tier Security Moody AAA 2013-07-01 2013-07-01 N N N 70000000.00 70000000.00 0.0450 No Additional Information N 70000000.00 70000000.00 GOLDMAN SACHS & CO * GOLDMAN SACHS REPO 0.11% 36GMA0701 Government Agency Repurchase Agreement Y Federal Home Loan Mortgage Corp 2017-07-28 1 Government Agency Repurchase Agreement 98696000.00 97688971.81 Federal National Mortgage Association 2014-02-27 1.25 Government Agency Repurchase Agreement 100000000.00 101223138.89 Federal National Mortgage Association 2017-02-06 0.75 Government Agency Repurchase Agreement 2386000.00 2365715.02 Federal Home Loan Mortgage Corp 2031-03-15 6.75 Government Agency Repurchase Agreement 38834000.00 53724606.04 First Tier Security Moody AAA 2013-07-01 2013-07-01 N N N 250000000.00 250000000.00 0.1606 No Additional Information N 250000000.00 250000000.00 GOLDMAN SACHS & CO * GOLDMAN SACHS REPO 0.04% 36GMS0701 Treasury Repurchase Agreement Y United States Treasury Note/Bond 2021-11-15 2 Treasury Repurchase Agreement 2450900.00 2414433.81 First Tier Security Moody AAA 2013-07-01 2013-07-01 N N N 2367000.00 2367000.00 0.0015 No Additional Information N 2367000.00 2367000.00 J.P. MORGAN JP MORGAN REPO 0.11% 36JPN0701 Government Agency Repurchase Agreement Y Fannie Mae Interest Strip 2025-07-15 0 Government Agency Repurchase Agreement 4477000.00 2921779.82 Fannie Mae Interest Strip 2026-03-23 0 Government Agency Repurchase Agreement 7313000.00 4537350.56 Fannie Mae Interest Strip 2026-05-15 0 Government Agency Repurchase Agreement 10178000.00 6263744.60 Fannie Mae Interest Strip 2026-07-15 0 Government Agency Repurchase Agreement 2091000.00 1274589.99 Fannie Mae Interest Strip 2026-08-06 0 Government Agency Repurchase Agreement 1797000.00 1091587.67 Fannie Mae Interest Strip 2026-11-15 0 Government Agency Repurchase Agreement 6533000.00 3905558.34 Fannie Mae Interest Strip 2027-05-15 0 Government Agency Repurchase Agreement 2684000.00 1558464.52 Fannie Mae Interest Strip 2027-07-15 0 Government Agency Repurchase Agreement 1056000.00 620642.87 Fannie Mae Interest Strip 2027-11-15 0 Government Agency Repurchase Agreement 100000.00 56244.00 Fannie Mae Interest Strip 2029-05-15 0 Government Agency Repurchase Agreement 470000.00 248521.89 Fannie Mae Principal Strip 2030-11-15 6.625 Government Agency Repurchase Agreement 7002000.00 3396530.19 Federal Farm Credit Banks 2020-05-21 1.74 Government Agency Repurchase Agreement 8525000.00 8232493.17 Federal Farm Credit Banks 2021-02-04 1.84 Government Agency Repurchase Agreement 460000.00 434488.41 Federal Farm Credit Banks 2023-04-24 2.35 Government Agency Repurchase Agreement 9640000.00 9210998.80 Federal Farm Credit Banks 2023-05-01 2.33 Government Agency Repurchase Agreement 3640000.00 3445621.04 Federal Farm Credit Banks 2023-07-24 5.75 Government Agency Repurchase Agreement 22400000.00 23030273.44 Federal Farm Credit Banks 2024-07-16 2.625 Government Agency Repurchase Agreement 3250000.00 3075938.08 Federal Farm Credit Banks 2027-05-14 3.25 Government Agency Repurchase Agreement 16000000.00 15237475.40 Federal Farm Credit Banks 2027-09-20 3.02 Government Agency Repurchase Agreement 5156000.00 4795446.67 Federal Farm Credit Banks 2028-01-24 2.95 Government Agency Repurchase Agreement 11695000.00 10720916.70 Federal Farm Credit Banks 2032-12-27 3.24 Government Agency Repurchase Agreement 28536700.00 26651567.11 Federal Home Loan Banks 2032-11-26 3.18 Government Agency Repurchase Agreement 7870000.00 7260206.46 Freddie Mac Coupon Strips 2023-07-15 0 Government Agency Repurchase Agreement 3968000.00 2886402.45 Freddie Mac Coupon Strips 2024-03-15 0.0005 Government Agency Repurchase Agreement 4594000.00 3207944.49 Freddie Mac Coupon Strips 2025-01-15 0 Government Agency Repurchase Agreement 2722000.00 1835907.36 Federal National Mortgage Association 2028-12-08 5.057 Government Agency Repurchase Agreement 7480000.00 8279083.95 Federal National Mortgage Association 2030-11-15 0.0004 Government Agency Repurchase Agreement 1000000.00 478549.99 Federal National Mortgage Association 2031-03-17 0 Government Agency Repurchase Agreement 500000.00 234760.00 Federal Home Loan Mortgage Corp 2035-11-23 5.625 Government Agency Repurchase Agreement 12000000.00 13109624.86 Freddie Mac Coupon Strips 2025-09-15 0.0005 Government Agency Repurchase Agreement 3236000.00 2162651.12 Freddie Mac Coupon Strips 2030-03-15 0.0005 Government Agency Repurchase Agreement 200000.00 100226.00 Freddie Mac Coupon Strips 2031-03-15 0 Government Agency Repurchase Agreement 254000.00 121996.19 Freddie Mac Strips 2029-09-15 6.75 Government Agency Repurchase Agreement 5900000.00 3093841.81 Freddie Mac Strips 2031-03-15 6.75 Government Agency Repurchase Agreement 9600000.00 4610879.80 Freddie Mac Strips 2032-07-15 6.25 Government Agency Repurchase Agreement 2150000.00 949719.48 Federal Home Loan Mortgage Corp 2025-12-11 0 Government Agency Repurchase Agreement 2125000.00 1354942.57 Federal Home Loan Mortgage Corp 2029-12-17 0 Government Agency Repurchase Agreement 1285000.00 665809.92 Fannie Mae Interest Strip 2023-05-15 0 Government Agency Repurchase Agreement 11353000.00 8247386.47 Fannie Mae Interest Strip 2023-08-06 0 Government Agency Repurchase Agreement 1863000.00 1337652.65 Fannie Mae Interest Strip 2023-11-15 0 Government Agency Repurchase Agreement 16648000.00 11767638.67 Fannie Mae Interest Strip 2025-01-15 0 Government Agency Repurchase Agreement 2322000.00 1587481.70 First Tier Security Moody AAA 2013-07-01 2013-07-01 N N N 200000000.00 200000000.00 0.1285 No Additional Information N 200000000.00 200000000.00 TENNESSEE VALLEY AUTHORITY TVA NOTE 4.75% 880591DW9 Government Agency Debt First Tier Security Moody AAA 2013-08-01 2013-08-01 N Y TENN VALLEY AUTHORITY N/A NR N 1220000.00 1224766.27 0.0008 No Additional Information N 1224416.40 1224416.40