N-MFP LIVE N 2015-03-31 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 42 84 1988507475.04 73372293.20 272962.14 2061606806.10 0.0012 1.0000 2015-03-31 1.0000 2015-03-31 C000018365 1.00 1882769019.72 1.00 -147848111.37 1005947242.55 1153795353.92 0.0002 1.0000 2015-03-31 1.0000 2015-03-31 C000018362 1.00 131863043.06 1.00 6969526.91 40899315.51 33929788.60 0.0002 0.9998 2015-03-31 .9998 2015-03-31 C000018363 1.00 3716645.48 1.00 -1163574.48 19362688.99 20526263.47 0.0002 0.9996 2015-03-31 .9996 2015-03-31 C000018364 1.00 43258097.84 1.00 -5835053.98 15685168.92 21520222.90 0.0002 1.0000 2015-03-31 1.0000 2015-03-31 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.135% 3130A0A75 Government Agency Debt First Tier Security N/A N/A 2015-04-16 2015-04-16 N N N 4290000.00 4290003.71 0.0021 No Additional Information N 4290042.90 4290042.90 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.21% 3130A0R69 Government Agency Debt First Tier Security N/A N/A 2015-04-24 2015-04-24 N N N 1360000.00 1360085.72 0.0007 No Additional Information N 1360122.40 1360122.40 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.124999% 3130A1NS3 Government Agency Debt First Tier Security N/A N/A 2015-04-14 2015-04-14 N N N 30000000.00 30000174.24 0.0146 No Additional Information N 30000000.00 30000000.00 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.125% 3130A1QG6 Government Agency Debt First Tier Security N/A N/A 2015-04-21 2015-04-21 N N N 8540000.00 8540019.83 0.0041 No Additional Information N 8540170.80 8540170.80 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.125% 3130A1U97 Government Agency Debt First Tier Security N/A N/A 2015-04-29 2015-04-29 N N N 14415000.00 14414886.94 0.0070 No Additional Information N 14414855.85 14414855.85 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.125% 3130A1UQ9 Government Agency Debt First Tier Security N/A N/A 2015-05-01 2015-05-01 N N N 305000.00 304995.95 0.0001 No Additional Information N 304996.95 304996.95 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.12% 3130A23C8 Government Agency Debt First Tier Security N/A N/A 2015-05-01 2015-05-01 N N N 26750000.00 26749624.77 0.0130 No Additional Information N 26749465.00 26749465.00 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.125% 3130A25H5 Government Agency Debt First Tier Security N/A N/A 2015-05-27 2015-05-27 N N N 655000.00 655044.26 0.0003 No Additional Information N 654967.25 654967.25 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.12% 3130A26C5 Government Agency Debt First Tier Security N/A N/A 2015-05-27 2015-05-27 N N N 240000.00 240000.00 0.0001 No Additional Information N 240012.00 240012.00 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.125% 3130A27D2 Government Agency Debt First Tier Security N/A N/A 2015-06-02 2015-06-02 N N N 335000.00 335014.41 0.0002 No Additional Information N 335006.70 335006.70 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.125% 3130A2AM8 Government Agency Debt First Tier Security N/A N/A 2015-06-03 2015-06-03 N N N 5490000.00 5490237.37 0.0027 No Additional Information N 5490274.50 5490274.50 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.125% 3130A2AV8 Government Agency Debt First Tier Security N/A N/A 2015-06-04 2015-06-04 N N N 530000.00 530030.21 0.0003 No Additional Information N 529941.70 529941.70 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.125% 3130A2EK8 Government Agency Debt First Tier Security N/A N/A 2015-06-16 2015-06-16 N N N 2395000.00 2395075.69 0.0012 No Additional Information N 2394808.40 2394808.40 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.11% 3130A2GS9 Government Agency Debt First Tier Security N/A N/A 2015-05-01 2015-05-01 N N N 3915000.00 3914997.95 0.0019 No Additional Information N 3914921.70 3914921.70 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.12% 3130A2LY0 Government Agency Debt First Tier Security N/A N/A 2015-04-14 2015-04-14 N N N 2440000.00 2440016.95 0.0012 No Additional Information N 2440000.00 2440000.00 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.125% 3130A2QH2 Government Agency Debt First Tier Security N/A N/A 2015-07-29 2015-07-29 N N N 1720000.00 1720017.62 0.0008 No Additional Information N 1719810.80 1719810.80 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.21% 3130A2RE8 Government Agency Debt First Tier Security N/A N/A 2015-08-26 2015-08-26 N N N 2720000.00 2720619.67 0.0013 No Additional Information N 2720598.40 2720598.40 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.125% 3130A2WV4 Government Agency Debt First Tier Security N/A N/A 2015-09-02 2015-09-02 N N N 7630000.00 7628743.69 0.0037 No Additional Information N 7627253.20 7627253.20 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.125% 3130A2YL4 Government Agency Debt First Tier Security N/A N/A 2015-09-08 2015-09-08 N N N 730000.00 729811.70 0.0004 No Additional Information N 729423.30 729423.30 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.07% 3130A3BT0 Government Agency Debt First Tier Security N/A N/A 2015-04-17 2015-04-17 N N N 20970000.00 20969806.43 0.0102 No Additional Information N 20969370.90 20969370.90 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.07% 3130A3CZ5 Government Agency Debt First Tier Security N/A N/A 2015-04-22 2015-04-22 N N N 14005000.00 14004741.52 0.0068 No Additional Information N 14004439.80 14004439.80 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.07% 3130A3DE1 Government Agency Debt First Tier Security N/A N/A 2015-04-27 2015-04-27 N N N 610000.00 609982.18 0.0003 No Additional Information N 609975.60 609975.60 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.07% 3130A3DK7 Government Agency Debt First Tier Security N/A N/A 2015-04-28 2015-04-28 N N N 19040000.00 19039214.65 0.0092 No Additional Information N 19039048.00 19039048.00 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.07% 3130A3DV3 Government Agency Debt First Tier Security N/A N/A 2015-04-29 2015-04-29 N N N 11270000.00 11269529.55 0.0055 No Additional Information N 11269436.50 11269436.50 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.1% 3130A3GN8 Government Agency Debt First Tier Security N/A N/A 2015-05-12 2015-05-12 N N N 6130000.00 6129894.24 0.0030 No Additional Information N 6130000.00 6130000.00 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.09% 3130A3GW8 Government Agency Debt First Tier Security N/A N/A 2015-05-12 2015-05-12 N N N 14155000.00 14154466.41 0.0069 No Additional Information N 14155141.55 14155141.55 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.1% 3130A3H31 Government Agency Debt First Tier Security N/A N/A 2015-05-14 2015-05-14 N N N 27655000.00 27654205.42 0.0134 No Additional Information N 27654170.35 27654170.35 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.115999% 3130A3HW7 Government Agency Debt First Tier Security N/A N/A 2015-04-20 2015-05-20 N N N 44775000.00 44776352.10 0.0217 No Additional Information N 44775895.50 44775895.50 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.125% 3130A3KK9 Government Agency Debt First Tier Security N/A N/A 2015-11-25 2015-11-25 N N N 100000.00 99857.32 0.0001 No Additional Information N 99908.00 99908.00 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.12% 3130A3W34 Government Agency Debt First Tier Security N/A N/A 2015-06-12 2015-06-12 N N N 5000000.00 5000375.32 0.0024 No Additional Information N 4999800.00 4999800.00 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 1.5% 31331J2S1 Government Agency Debt First Tier Security N/A N/A 2015-11-16 2015-11-16 N N N 275000.00 277096.61 0.0001 No Additional Information N 277123.00 277123.00 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.27% 31331K2G4 Government Agency Debt First Tier Security N/A N/A 2015-04-06 2016-12-06 N N N 490000.00 490793.20 0.0002 No Additional Information N 490744.80 490744.80 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.267502% 31331KHT0 Government Agency Debt First Tier Security N/A N/A 2015-04-19 2016-04-19 N N N 8960000.00 8969394.93 0.0044 No Additional Information N 8972812.80 8972812.80 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.245999% 31331KHV5 Government Agency Debt First Tier Security N/A N/A 2015-04-20 2016-04-20 N N N 5027000.00 5030767.96 0.0024 No Additional Information N 5034188.61 5034188.61 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 4.875% 31331VGU4 Government Agency Debt First Tier Security N/A N/A 2015-12-16 2015-12-16 N N N 5656000.00 5842326.97 0.0028 No Additional Information N 5840215.92 5840215.92 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.53% 313378LX7 Government Agency Debt First Tier Security N/A N/A 2015-04-30 2015-04-30 N N N 2160000.00 2160671.30 0.0011 No Additional Information N 2160734.40 2160734.40 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.54% 3133792M0 Government Agency Debt First Tier Security N/A N/A 2015-05-01 2015-05-01 N N N 375000.00 375126.48 0.0002 No Additional Information N 375131.25 375131.25 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.5% 313379ER6 Government Agency Debt First Tier Security N/A N/A 2015-06-12 2015-06-12 N N N 12085000.00 12094642.01 0.0059 No Additional Information N 12094547.15 12094547.15 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.375% 313383V81 Government Agency Debt First Tier Security N/A N/A 2015-08-28 2015-08-28 N N N 4875000.00 4879583.67 0.0024 No Additional Information N 4878363.75 4878363.75 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.22% 313383WM9 Government Agency Debt First Tier Security N/A N/A 2015-04-01 2015-08-19 N N N 4180000.00 4180970.24 0.0020 No Additional Information N 4182048.20 4182048.20 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0% 313384DU0 Government Agency Debt First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 4861000.00 4861000.00 0.0024 No Additional Information N 4861000.00 4861000.00 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.02% 313384DZ9 Government Agency Debt First Tier Security N/A N/A 2015-04-06 2015-04-06 N N N 320000.00 319994.67 0.0002 No Additional Information N 320000.00 320000.00 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.12% 313384EC9 Government Agency Debt First Tier Security N/A N/A 2015-04-09 2015-04-09 N N N 4100000.00 4099881.55 0.0020 No Additional Information N 4099959.00 4099959.00 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.12% 313384EL9 Government Agency Debt First Tier Security N/A N/A 2015-04-17 2015-04-17 N N N 3470000.00 3469799.51 0.0017 No Additional Information N 3469930.60 3469930.60 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.11% 313384ER6 Government Agency Debt First Tier Security N/A N/A 2015-04-22 2015-04-22 N N N 295000.00 294979.35 0.0001 No Additional Information N 294994.10 294994.10 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.06% 313384ET2 Government Agency Debt First Tier Security N/A N/A 2015-04-24 2015-04-24 N N N 36645000.00 36643491.33 0.0178 No Additional Information N 36644267.10 36644267.10 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.04% 313384EY1 Government Agency Debt First Tier Security N/A N/A 2015-04-29 2015-04-29 N N N 1065000.00 1064900.60 0.0005 No Additional Information N 1064968.05 1064968.05 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 1.14% 313384FE4 Government Agency Debt First Tier Security N/A N/A 2015-05-05 2015-05-05 N N N 1435000.00 1434844.14 0.0007 No Additional Information N 1434942.60 1434942.60 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.13% 313384FF1 Government Agency Debt First Tier Security N/A N/A 2015-05-06 2015-05-06 N N N 3548000.00 3547542.37 0.0017 No Additional Information N 3547858.08 3547858.08 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.07% 313384FQ7 Government Agency Debt First Tier Security N/A N/A 2015-05-15 2015-05-15 N N N 61000000.00 60994333.78 0.0296 No Additional Information N 60996950.00 60996950.00 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.2% 313384FT1 Government Agency Debt First Tier Security N/A N/A 2015-05-18 2015-05-18 N N N 8419000.00 8417461.19 0.0041 No Additional Information N 8418579.05 8418579.05 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.15% 313384FU8 Government Agency Debt First Tier Security N/A N/A 2015-05-19 2015-05-19 N N N 2100000.00 2099580.00 0.0010 No Additional Information N 2099874.00 2099874.00 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.07% 313384FV6 Government Agency Debt First Tier Security N/A N/A 2015-05-20 2015-05-20 N N N 15474000.00 15472420.37 0.0075 No Additional Information N 15473071.56 15473071.56 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.12% 313384FX2 Government Agency Debt First Tier Security N/A N/A 2015-05-22 2015-05-22 N N N 6243000.00 6241893.13 0.0030 No Additional Information N 6242625.42 6242625.42 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.12% 313384GC7 Government Agency Debt First Tier Security N/A N/A 2015-05-27 2015-05-27 N N N 2480000.00 2479511.17 0.0012 No Additional Information N 2479851.20 2479851.20 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.07% 313384GK9 Government Agency Debt First Tier Security N/A N/A 2015-06-03 2015-06-03 N N N 16745000.00 16742948.74 0.0081 No Additional Information N 16743158.05 16743158.05 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.08% 313384GS2 Government Agency Debt First Tier Security N/A N/A 2015-06-10 2015-06-10 N N N 25000000.00 24996208.33 0.0121 No Additional Information N 24997000.00 24997000.00 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 5.1% 313384GU7 Government Agency Debt First Tier Security N/A N/A 2015-06-12 2015-06-12 N N N 20415000.00 20411733.60 0.0099 No Additional Information N 20412550.20 20412550.20 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.11% 313384GZ6 Government Agency Debt First Tier Security N/A N/A 2015-06-17 2015-06-17 N N N 64794000.00 64778755.41 0.0314 No Additional Information N 64785576.78 64785576.78 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.08% 313384HG7 Government Agency Debt First Tier Security N/A N/A 2015-06-24 2015-06-24 N N N 42172000.00 42163832.69 0.0205 No Additional Information N 42166095.92 42166095.92 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.11% 313384JD2 Government Agency Debt First Tier Security N/A N/A 2015-07-15 2015-07-15 N N N 9120000.00 9117074.00 0.0044 No Additional Information N 9118176.00 9118176.00 FEDERAL HOME LOAN MORTGAGE CORP * FREDDIE MAC 0.09% 313396EC3 Government Agency Debt First Tier Security N/A N/A 2015-04-09 2015-04-09 N N N 695000.00 694984.56 0.0003 No Additional Information N 694993.05 694993.05 FEDERAL HOME LOAN MORTGAGE CORP * FREDDIE MAC 0.1% 313396FF5 Government Agency Debt First Tier Security N/A N/A 2015-05-06 2015-05-06 N N N 675000.00 674934.37 0.0003 No Additional Information N 674973.00 674973.00 FEDERAL HOME LOAN MORTGAGE CORP * FREDDIE MAC DISCOUNT NOTE 0.1% 313396GM9 Government Agency Debt First Tier Security N/A N/A 2015-06-05 2015-06-05 N N N 5210000.00 5209059.30 0.0025 No Additional Information N 5209426.90 5209426.90 FEDERAL HOME LOAN MORTGAGE CORP * FREDDIE MAC 0.12% 313396JR5 Government Agency Debt First Tier Security N/A N/A 2015-07-27 2015-07-27 N N N 6268000.00 6265514.74 0.0030 No Additional Information N 6266558.36 6266558.36 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC DISC NOTE 9/11/15 0.16% 313396LP6 Government Agency Debt First Tier Security N/A N/A 2015-09-11 2015-09-11 N N N 29875000.00 29853357.22 0.0145 No Additional Information N 29857373.75 29857373.75 FEDERAL HOME LOAN MORTGAGE CORP * FREDDIE MAC 0.24% 313396NV1 Government Agency Debt First Tier Security N/A N/A 2015-11-04 2015-11-04 N N N 5475000.00 5467079.50 0.0027 No Additional Information N 5469251.25 5469251.25 FEDERAL HOME LOAN MORTGAGE CORP * FREDDIE MAC 0.24% 313396PH0 Government Agency Debt First Tier Security N/A N/A 2015-11-16 2015-11-16 N N N 1030000.00 1028427.54 0.0005 No Additional Information N 1028856.70 1028856.70 FEDERAL HOME LOAN MORTGAGE CORP * FREDDIE MAC 0.25% 313396QE6 Government Agency Debt First Tier Security N/A N/A 2015-12-07 2015-12-07 N N N 5499000.00 5489453.13 0.0027 No Additional Information N 5491301.40 5491301.40 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.193252% 3133EA5D6 Government Agency Debt First Tier Security N/A N/A 2015-04-23 2015-04-23 N N N 3435000.00 3435074.39 0.0017 No Additional Information N 3435240.45 3435240.45 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.198248% 3133EAJF6 Government Agency Debt First Tier Security N/A N/A 2015-04-22 2015-09-22 N N N 2979000.00 2979574.17 0.0014 No Additional Information N 2980400.13 2980400.13 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.2165% 3133EAL48 Government Agency Debt First Tier Security N/A N/A 2015-04-17 2015-08-17 N N N 4525000.00 4525733.99 0.0022 No Additional Information N 4526945.75 4526945.75 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.349999% 3133EANP9 Government Agency Debt First Tier Security N/A N/A 2015-04-01 2015-05-01 N N N 4280000.00 4280481.95 0.0021 No Additional Information N 4280856.00 4280856.00 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.2056% 3133EAP69 Government Agency Debt First Tier Security N/A N/A 2015-04-27 2015-07-27 N N N 1500000.00 1500271.05 0.0007 No Additional Information N 1500495.00 1500495.00 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.204998% 3133EAR34 Government Agency Debt First Tier Security N/A N/A 2015-04-06 2015-04-06 N N N 275000.00 275002.31 0.0001 No Additional Information N 275000.00 275000.00 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.205999% 3133EAZA9 Government Agency Debt First Tier Security N/A N/A 2015-04-20 2015-07-20 N N N 355000.00 355054.82 0.0002 No Additional Information N 355120.70 355120.70 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.202748% 3133EC4H4 Government Agency Debt First Tier Security N/A N/A 2015-04-26 2015-06-26 N N N 9320000.00 9321352.17 0.0045 No Additional Information N 9322423.20 9322423.20 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.207% 3133ECAG9 Government Agency Debt First Tier Security N/A N/A 2015-04-18 2015-09-18 N N N 3000000.00 3000847.99 0.0015 No Additional Information N 3001410.00 3001410.00 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.223999% 3133ECAW4 Government Agency Debt First Tier Security N/A N/A 2015-04-24 2016-02-24 N N N 958000.00 958492.55 0.0005 No Additional Information N 958890.94 958890.94 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.202748% 3133ECBC7 Government Agency Debt First Tier Security N/A N/A 2015-04-26 2015-10-26 N N N 175000.00 175040.65 0.0001 No Additional Information N 175098.00 175098.00 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.44% 3133ECBD5 Government Agency Debt First Tier Security N/A N/A 2015-12-28 2015-12-28 N N N 2000000.00 2003081.55 0.0010 No Additional Information N 2001600.00 2001600.00 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.3% 3133ECCN2 Government Agency Debt First Tier Security N/A N/A 2015-04-14 2015-04-14 N N N 765000.00 765043.09 0.0004 No Additional Information N 765053.55 765053.55 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.249998% 3133ECJH8 Government Agency Debt First Tier Security N/A N/A 2015-04-01 2015-09-21 N N N 310000.00 310029.44 0.0001 No Additional Information N 310217.00 310217.00 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.23% 3133ECKJ2 Government Agency Debt First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 1185000.00 1185000.00 0.0006 No Additional Information N 1185000.00 1185000.00 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.3% 3133ECLP7 Government Agency Debt First Tier Security N/A N/A 2015-08-17 2015-08-17 N N N 1000000.00 1000524.76 0.0005 No Additional Information N 1000400.00 1000400.00 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.177502% 3133ECLZ5 Government Agency Debt First Tier Security N/A N/A 2015-04-19 2015-11-19 N N N 3435000.00 3435144.02 0.0017 No Additional Information N 3436408.35 3436408.35 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.177502% 3133ECM27 Government Agency Debt First Tier Security N/A N/A 2015-04-19 2016-01-19 N N N 895000.00 894930.75 0.0004 No Additional Information N 895411.70 895411.70 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.177098% 3133ECM92 Government Agency Debt First Tier Security N/A N/A 2015-04-23 2015-07-23 N N N 19000000.00 18999887.30 0.0092 No Additional Information N 19002470.00 19002470.00 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.196898% 3133ECNB6 Government Agency Debt First Tier Security N/A N/A 2015-04-02 2016-05-02 N N N 1750000.00 1750585.67 0.0009 No Additional Information N 1751312.50 1751312.50 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.186502% 3133ECSA3 Government Agency Debt First Tier Security N/A N/A 2015-04-17 2016-06-17 N N N 1940000.00 1939887.66 0.0009 No Additional Information N 1941105.80 1941105.80 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.1719% 3133ECT95 Government Agency Debt First Tier Security N/A N/A 2015-04-01 2015-10-01 N N N 5540000.00 5540296.66 0.0027 No Additional Information N 5541883.60 5541883.60 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.153% 3133ECTN4 Government Agency Debt First Tier Security N/A N/A 2015-04-03 2015-08-03 N N N 4000000.00 3999869.86 0.0019 No Additional Information N 4000720.00 4000720.00 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.175% 3133ECU77 Government Agency Debt First Tier Security N/A N/A 2015-04-08 2015-10-08 N N N 706000.00 706045.23 0.0003 No Additional Information N 706247.10 706247.10 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.187499% 3133ECUQ5 Government Agency Debt First Tier Security N/A N/A 2015-04-19 2016-01-19 N N N 110000.00 109991.51 0.0001 No Additional Information N 110059.40 110059.40 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.136001% 3133ECXN9 Government Agency Debt First Tier Security N/A N/A 2015-04-20 2015-04-20 N N N 10260000.00 10259975.37 0.0050 No Additional Information N 10260205.20 10260205.20 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.192751% 3133ECY99 Government Agency Debt First Tier Security N/A N/A 2015-04-26 2016-08-26 N N N 895000.00 895256.01 0.0004 No Additional Information N 895563.85 895563.85 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.2079% 3133ECZE7 Government Agency Debt First Tier Security N/A N/A 2015-04-12 2015-04-30 N N N 2510000.00 2511116.07 0.0012 No Additional Information N 2511907.60 2511907.60 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.193% 3133ED3B6 Government Agency Debt First Tier Security N/A N/A 2015-04-03 2016-10-03 N N N 15738000.00 15741843.73 0.0076 No Additional Information N 15747285.42 15747285.42 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.2065% 3133ED4J8 Government Agency Debt First Tier Security N/A N/A 2015-04-11 2016-10-11 N N N 1520000.00 1520672.79 0.0007 No Additional Information N 1521140.00 1521140.00 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.195001% 3133ED4K5 Government Agency Debt First Tier Security N/A N/A 2015-04-08 2015-04-30 N N N 2385000.00 2385540.89 0.0012 No Additional Information N 2386597.95 2386597.95 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.176% 3133ED5A6 Government Agency Debt First Tier Security N/A N/A 2015-04-20 2016-01-20 N N N 7000000.00 7000586.80 0.0034 No Additional Information N 7003220.00 7003220.00 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.209999% 3133ED5G3 Government Agency Debt First Tier Security N/A N/A 2015-04-01 2015-10-22 N N N 1710000.00 1710145.32 0.0008 No Additional Information N 1710974.70 1710974.70 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.200002% 3133EDDB5 Government Agency Debt First Tier Security N/A N/A 2015-04-01 2016-01-13 N N N 13480000.00 13479464.53 0.0065 No Additional Information N 13487414.00 13487414.00 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.186998% 3133EDFH0 Government Agency Debt First Tier Security N/A N/A 2015-04-18 2016-07-18 N N N 980000.00 980133.35 0.0005 No Additional Information N 980519.40 980519.40 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.194501% 3133EDH21 Government Agency Debt First Tier Security N/A N/A 2015-04-14 2016-09-14 N N N 8250000.00 8251848.48 0.0040 No Additional Information N 8255032.50 8255032.50 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.203% 3133EDJ37 Government Agency Debt First Tier Security N/A N/A 2015-04-03 2017-01-03 N N N 1705000.00 1705616.78 0.0008 No Additional Information N 1706329.90 1706329.90 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.196499% 3133EDJA1 Government Agency Debt First Tier Security N/A N/A 2015-04-11 2016-10-11 N N N 3605000.00 3605855.87 0.0018 No Additional Information N 3607126.95 3607126.95 FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.226501% 3133EDJX1 Government Agency Debt First Tier Security N/A N/A 2015-04-17 2017-04-17 N N N 2370000.00 2371435.85 0.0012 No Additional Information N 2371327.20 2371327.20 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.169499% 3133EDLM2 Government Agency Debt First Tier Security N/A N/A 2015-04-16 2016-08-16 N N N 8170000.00 8170030.62 0.0040 No Additional Information N 8172369.30 8172369.30 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.200999% 3133EDNA6 Government Agency Debt First Tier Security N/A N/A 2015-04-13 2017-03-13 N N N 175000.00 174992.28 0.0001 No Additional Information N 175120.75 175120.75 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.100001% 3133EDNP3 Government Agency Debt First Tier Security N/A N/A 2015-04-01 2015-05-18 N N N 8765000.00 8764597.34 0.0043 No Additional Information N 8765350.60 8765350.60 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.213998% 3133EDP30 Government Agency Debt First Tier Security N/A N/A 2015-04-24 2017-03-24 N N N 1900000.00 1900362.61 0.0009 No Additional Information N 1901862.00 1901862.00 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.148% 3133EDPM8 Government Agency Debt First Tier Security N/A N/A 2015-04-03 2016-10-03 N N N 855000.00 854550.06 0.0004 No Additional Information N 854931.60 854931.60 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.197752% 3133EDZW5 Government Agency Debt First Tier Security N/A N/A 2015-04-29 2017-03-29 N N N 6000000.00 6001203.78 0.0029 No Additional Information N 6003600.00 6003600.00 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.1719% 3133EEFN5 Government Agency Debt First Tier Security N/A N/A 2015-04-01 2016-12-01 N N N 10527000.00 10527067.09 0.0051 No Additional Information N 10529842.29 10529842.29 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.25% 3133EEKK5 Government Agency Debt First Tier Security N/A N/A 2015-12-21 2015-12-21 N N N 11610000.00 11610604.65 0.0056 No Additional Information N 11604775.50 11604775.50 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.17825% 3133EELD0 Government Agency Debt First Tier Security N/A N/A 2015-04-23 2017-02-23 N N N 5900000.00 5898595.60 0.0029 No Additional Information N 5901829.00 5901829.00 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.185% 3133EEMU1 Government Agency Debt First Tier Security N/A N/A 2015-04-06 2017-02-06 N N N 5821000.00 5821040.71 0.0028 No Additional Information N 5823444.82 5823444.82 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 2.875% 3133XWNB1 Government Agency Debt First Tier Security N/A N/A 2015-06-12 2015-06-12 N N N 1035000.00 1040720.35 0.0005 No Additional Information N 1040630.40 1040630.40 FEDERAL HOME LOAN MORTGAGE CORP * FREDDIE MAC 4.375% 3134A4VC5 Government Agency Debt First Tier Security N/A N/A 2015-07-17 2015-07-17 N N N 18094000.00 18320610.25 0.0089 No Additional Information N 18318727.48 18318727.48 FEDERAL HOME LOAN MORTGAGE CORP * FREDDIE MAC 4.75% 3134A4VG6 Government Agency Debt First Tier Security N/A N/A 2015-11-17 2015-11-17 N N N 3769000.00 3875550.77 0.0019 No Additional Information N 3874607.38 3874607.38 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC 0.45 9/4/15 CORP 0.45% 3134G3J76 Government Agency Debt First Tier Security N/A N/A 2015-09-04 2015-09-04 N N N 2260000.00 2262699.91 0.0011 No Additional Information N 2262237.40 2262237.40 FEDERAL HOME LOAN MORTGAGE CORP * FREDDIE MAC 0.45% 3134G3W55 Government Agency Debt First Tier Security N/A N/A 2015-11-24 2015-11-24 N N N 2580000.00 2582882.00 0.0013 No Additional Information N 2583637.80 2583637.80 FEDERAL HOME LOAN MORTGAGE CORP * FREDDIE MAC 0.5% 3134G3ZA1 Government Agency Debt First Tier Security N/A N/A 2015-08-28 2015-08-28 N N N 16635000.00 16658710.93 0.0081 No Additional Information N 16657623.60 16657623.60 FEDERAL HOME LOAN MORTGAGE CORP * FREDDIE MAC 0.164498% 3134G4DT2 Government Agency Debt First Tier Security N/A N/A 2015-04-16 2015-07-16 N N N 1275000.00 1275101.60 0.0006 No Additional Information N 1275242.25 1275242.25 FEDERAL HOME LOAN MORTGAGE CORP * FREDDIE MAC 0.154501% 3134G4J33 Government Agency Debt First Tier Security N/A N/A 2015-04-16 2015-10-16 N N N 10125000.00 10125299.08 0.0049 No Additional Information N 10129758.75 10129758.75 FEDERAL HOME LOAN MORTGAGE CORP * FREDDIE MAC 0.3% 3134G4TH1 Government Agency Debt First Tier Security N/A N/A 2015-07-08 2015-07-08 N N N 515000.00 515192.27 0.0003 No Additional Information N 515133.90 515133.90 FEDERAL HOME LOAN MORTGAGE CORP * FREDDIE MAC 0.181001% 3134G5Z32 Government Agency Debt First Tier Security N/A N/A 2015-04-13 2017-01-13 N N N 12000000.00 11997812.57 0.0058 No Additional Information N 12006120.00 12006120.00 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 0% 313588DU6 Government Agency Debt First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 730000.00 730000.00 0.0004 No Additional Information N 730000.00 730000.00 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 0.12% 313588EW1 Government Agency Debt First Tier Security N/A N/A 2015-04-27 2015-04-27 N N N 6305000.00 6304424.67 0.0031 No Additional Information N 6304810.85 6304810.85 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 5% 31359MA45 Government Agency Debt First Tier Security N/A N/A 2015-04-15 2015-04-15 N N N 39331000.00 39405617.11 0.0191 No Additional Information N 39405728.90 39405728.90 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 0.187751% 3135G0B44 Government Agency Debt First Tier Security N/A N/A 2015-04-26 2017-01-26 N N N 4000000.00 3999256.30 0.0019 No Additional Information N 4002000.00 4002000.00 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 0.5% 3135G0KM4 Government Agency Debt First Tier Security N/A N/A 2015-05-27 2015-05-27 N N N 33033000.00 33051565.06 0.0160 No Additional Information N 33053150.13 33053150.13 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 0.5% 3135G0LN1 Government Agency Debt First Tier Security N/A N/A 2015-07-02 2015-07-02 N N N 76457000.00 76526703.49 0.0371 No Additional Information N 76524282.16 76524282.16 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 0.375% 3135G0SB0 Government Agency Debt First Tier Security N/A N/A 2015-12-21 2015-12-21 N N N 6557000.00 6563526.92 0.0032 No Additional Information N 6560868.63 6560868.63 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 0.35% 3135G0UW1 Government Agency Debt First Tier Security N/A N/A 2015-08-28 2015-08-28 N N N 3735000.00 3738139.95 0.0018 No Additional Information N 3736755.45 3736755.45 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 0.183751% 3135G0YG2 Government Agency Debt First Tier Security N/A N/A 2015-04-25 2016-07-25 N N N 3360000.00 3360372.34 0.0016 No Additional Information N 3361780.80 3361780.80 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 0.194501% 3135G0YH0 Government Agency Debt First Tier Security N/A N/A 2015-04-15 2016-08-15 N N N 8442000.00 8443925.08 0.0041 No Additional Information N 8447402.88 8447402.88 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 0.194501% 3135G0YK3 Government Agency Debt First Tier Security N/A N/A 2015-04-16 2016-08-12 N N N 6750000.00 6751830.80 0.0033 No Additional Information N 6754387.50 6754387.50 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 0.194501% 3135G0YL1 Government Agency Debt First Tier Security N/A N/A 2015-04-16 2016-08-16 N N N 945000.00 945204.83 0.0005 No Additional Information N 945604.80 945604.80 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA FLOATER 0.192751% 3135G0YQ0 Government Agency Debt First Tier Security N/A N/A 2015-04-26 2016-08-26 N N N 565000.00 565163.33 0.0003 No Additional Information N 565350.30 565350.30 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 0.439999% 3136FP4N4 Government Agency Debt First Tier Security N/A N/A 2015-04-01 2016-01-20 N N N 2465000.00 2468444.62 0.0012 No Additional Information N 2470398.35 2470398.35 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 2% 3136FPAB3 Government Agency Debt First Tier Security N/A N/A 2015-08-18 2015-08-18 N N N 1000000.00 1006885.00 0.0005 No Additional Information N 1006480.00 1006480.00 FANNIE MAE FNMA 1.875% 3136FPDY0 Government Agency Debt First Tier Security N/A N/A 2015-09-09 2015-09-09 N N N 520000.00 523845.10 0.0003 No Additional Information N 523775.20 523775.20 FANNIE MAE FNMA 2.2% 3136FPEV5 Government Agency Debt First Tier Security N/A N/A 2015-09-16 2015-09-16 N N N 2565000.00 2588585.86 0.0013 No Additional Information N 2588341.50 2588341.50 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 0.67% 3136FT6R5 Government Agency Debt First Tier Security N/A N/A 2015-08-26 2015-08-26 N N N 510000.00 511037.38 0.0003 No Additional Information N 510948.60 510948.60 FEDERAL HOME LOAN MORTGAGE CORP FREDDIE MAC 1.75% 1.75% 3137EACM9 Government Agency Debt First Tier Security N/A N/A 2015-09-10 2015-09-10 N N N 16408000.00 16521771.09 0.0080 No Additional Information N 16519410.32 16519410.32 FEDERAL HOME LOAN MORTGAGE CORP * FREDDIE MAC 0.5% 3137EADD8 Government Agency Debt First Tier Security N/A N/A 2015-04-17 2015-04-17 N N N 54936000.00 54945571.97 0.0267 No Additional Information N 54946437.84 54946437.84 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 2.375% 31398AU34 Government Agency Debt First Tier Security N/A N/A 2015-07-28 2015-07-28 N N N 33632000.00 33875788.58 0.0164 No Additional Information N 33874823.04 33874823.04 FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 2.15% 08/4/2015 2.15% 31398AZ54 Government Agency Debt First Tier Security N/A N/A 2015-08-04 2015-08-04 N N N 3095000.00 3116136.85 0.0015 No Additional Information N 3115798.40 3115798.40 GOLDMAN SACHS & CO * GOLDMAN SACHS REPO 0.13% 36GDN0331 Government Agency Repurchase Agreement Y FREDDIE MAC 2018-03-07 0.875 Government Agency Debt 9059000.00 9036020.34 FREDDIE MAC 2017-01-27 0.5 Government Agency Debt 2445000.00 2446030.97 FREDDIE MAC 2022-01-13 2.375 Government Agency Debt 5462000.00 5661394.86 FANNIE MAE 2015-12-21 0.375 Government Agency Debt 6209000.00 6220869.54 FANNIE MAE 2019-11-26 1.75 Government Agency Debt 770000.00 784373.12 FANNIE MAE 2017-11-15 1 Government Agency Debt 5000000.00 5019888.89 FANNIE MAE 2016-08-26 0.625 Government Agency Debt 16059000.00 16104087.87 FANNIE MAE 2019-06-20 1.75 Government Agency Debt 738000.00 752309.61 FANNIE MAE 2017-01-30 1.25 Government Agency Debt 22774726.00 23068020.19 FANNIE MAE 2015-10-15 4.375 Government Agency Debt 2760000.00 2876054.17 FANNIE MAE 2017-11-24 5.355 Government Agency Debt 9493000.00 10708115.87 FANNIE MAE 2017-06-12 5.375 Government Agency Debt 1281000.00 1429524.66 FREDDIE MAC 2017-08-23 5.5 Government Agency Debt 100000.00 111643.06 FREDDIE MAC 2017-05-12 1.25 Government Agency Debt 8437000.00 8571202.20 FREDDIE MAC 2017-03-08 1 Government Agency Debt 3245000.00 3264336.59 FANNIE MAE 2015-10-15 4.375 Government Agency Debt 3000000.00 3126145.83 FANNIE MAE 2016-07-15 5.375 Government Agency Debt 1454000.00 1561839.14 FANNIE MAE 2017-05-11 5 Government Agency Debt 2807000.00 3110701.81 FANNIE DISCOUNT NOTE 2015-09-23 0 Government Agency Debt 968000.00 967380.48 FREDDIE MAC 2019-11-21 1.62 Government Agency Debt 2902000.00 2904756.90 FREDDIE MAC 2017-10-03 1.1 Government Agency Debt 33262000.00 33347113.76 FREDDIE MAC 2016-09-27 0.7 Government Agency Debt 1851000.00 1846757.10 FREDDIE MAC 2020-01-09 1.6 Government Agency Debt 4004000.00 3974708.52 FREDDIE MAC 2020-01-08 1.57 Government Agency Debt 65420000.00 65030078.63 FREDDIE MAC 2015-11-17 4.75 Government Agency Debt 7675000.00 8021760.76 FREDDIE MAC 2031-03-15 6.75 Government Agency Debt 199000.00 304009.91 FEDERAL HOME LOAN BANK 2020-03-13 4.125 Government Agency Debt 3839000.00 4318846.21 FEDERAL HOME LOAN BANK 2036-07-15 5.5 Government Agency Debt 10420000.00 14650375.28 FEDERAL HOME LOAN BANK 2015-12-21 5 Government Agency Debt 6465000.00 6771110.57 FEDERAL FARM CREDIT BANK 2024-12-26 2.9 Government Agency Debt 5200000.00 5184674.44 FEDERAL FARM CREDIT BANK 2022-06-30 2.48 Government Agency Debt 29650000.00 29721127.06 FEDERAL FARM CREDIT BANK 2022-03-24 2.48 Government Agency Debt 10000000.00 9970822.22 FREDDIE MAC DISCOUNT NT 2015-05-15 0 Government Agency Debt 197000.00 196988.18 FEDERAL HOME LOAN BANK 2016-06-24 0.375 Government Agency Debt 130000.00 130107.95 FEDERAL HOME LOAN BANK 2015-11-20 0.5 Government Agency Debt 3350000.00 3361957.64 FEDERAL HOME LOAN BANK 2032-08-27 3.3 Government Agency Debt 16975000.00 16874621.17 FEDERAL HOME LOAN BANK 2017-06-21 1 Government Agency Debt 6670000.00 6725813.08 FEDERAL HOME LOAN BANK 2018-04-25 1.125 Government Agency Debt 10000.00 10040.82 FEDERAL HOME LOAN BANK 2015-09-08 0.19 Government Agency Debt 3480000.00 3480248.43 FEDERAL HOME LOAN BANK 2015-08-26 0.21 Government Agency Debt 10000.00 10004.54 FREDDIE MAC 2035-11-23 5.625 Government Agency Debt 9355000.00 9846885.90 First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 325000000.00 325000000.00 0.1576 No Additional Information N 325000000.00 325000000.00 BANK OF MONTREAL BK OF MONTREAL REPO 0.1% 36MDN0331 Treasury Repurchase Agreement Y US TREASURY N/B 2018-12-31 1.375 Treasury Debt 59905500.00 60522137.76 US TREASURY N/B 2023-08-15 2.5 Treasury Debt 15182400.00 15978165.36 First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 75000000.00 75000000.00 0.0364 No Additional Information N 75000000.00 75000000.00 BANK OF NOVA SCOTIA BK OF NOVA SCOTIA REPO 0.09% 36NSA0227 Treasury Repurchase Agreement Y TSY INFL IX N/B 2029-01-15 2.5 Treasury Debt 7200200.00 10035365.85 Government National Mortgage A 2062-04-20 4.505 Government Agency Debt 45793.00 51874.97 FANNIE MAE 2030-11-15 6.625 Government Agency Debt 9000.00 13716.82 FED HOME LN DISCOUNT NT 2015-05-01 0 Government Agency Debt 100000.00 99996.00 First Tier Security N/A N/A 2015-04-28 2015-04-28 N N N 10000000.00 10000000.00 0.0049 No Additional Information Y 10000000.00 10000000.00 BANK OF NOVA SCOTIA BK OF NOVA SCOTIA REPO 0.13% 36SDN0331 Treasury Repurchase Agreement Y US TREASURY N/B 2017-02-28 0.5 Treasury Debt 32850500.00 32818017.29 TREASURY BILL 2015-07-23 0 Treasury Debt 69193500.00 69182429.04 First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 100000000.00 100000000.00 0.0485 No Additional Information N 100000000.00 100000000.00 TD SECURITIES TD SECURITIES REPO 0.12% 36TDN0331 Government Agency Repurchase Agreement Y US TREASURY N/B 2017-07-15 0.875 Treasury Debt 2914000.00 2930664.71 US TREASURY N/B 2017-01-15 0.75 Treasury Debt 100.00 100.52 TSY INFL IX N/B 2016-01-15 2 Treasury Debt 10200.00 12366.23 TENN VALLEY AUTHORITY 2024-09-15 2.875 Government Agency Debt 52000.00 54380.96 FANNIE MAE 2030-05-15 7.25 Government Agency Debt 22328000.00 35561780.79 FANNIE MAE 2029-05-15 6.25 Government Agency Debt 9202000.00 13370378.19 FEDERAL HOME LOAN BANK 2026-06-12 5.75 Government Agency Debt 5955000.00 7930688.70 FEDERAL FARM CREDIT BANK 2018-03-12 1.125 Government Agency Debt 2159000.00 2167665.69 FEDERAL FARM CREDIT BANK 2017-06-13 0.2399 Government Agency Debt 8070000.00 8080006.40 FEDERAL HOME LOAN BANK 2015-09-11 1.75 Government Agency Debt 410000.00 413166.11 FEDERAL HOME LOAN BANK 2016-08-18 0.5 Government Agency Debt 50000.00 50019.36 FEDERAL HOME LOAN BANK 2025-03-14 2.375 Government Agency Debt 400000.00 399413.11 FEDERAL HOME LOAN BANK 2024-09-13 2.875 Government Agency Debt 6900000.00 7229802.75 FEDERAL HOME LOAN BANK 2016-02-19 0.375 Government Agency Debt 11435000.00 11451094.76 TENN VALLEY AUTHORITY 2015-06-15 4.375 Government Agency Debt 2000.00 2043.52 FANNIE MAE 2015-07-28 2.375 Government Agency Debt 276000.00 279142.60 FREDDIE MAC 2017-05-12 1.25 Government Agency Debt 12000.00 12190.88 FANNIE MAE 2016-11-15 1.375 Government Agency Debt 26000.00 26450.70 FANNIE MAE 2018-09-18 1.875 Government Agency Debt 2541000.00 2602154.46 FANNIE MAE 2024-09-06 2.625 Government Agency Debt 21000.00 21721.83 FANNIE MAE 2017-04-27 1.125 Government Agency Debt 24000.00 24335.58 FANNIE MAE 2016-03-30 0.5 Government Agency Debt 5621000.00 5630521.35 FANNIE MAE 2017-01-30 1.25 Government Agency Debt 76276.00 77258.29 FANNIE MAE 2030-11-15 6.625 Government Agency Debt 2410000.00 3673058.77 First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 100000000.00 100000000.00 0.0485 No Additional Information N 100000000.00 100000000.00 WELLS FARGO SECURITIES WELLS FARGO REPO 0.11% 36WFS0227 Government Agency Repurchase Agreement Y Government National Mortgage A 2045-03-20 4 Government Agency Debt 6151306.00 6590640.47 Government National Mortgage A 2045-03-20 4 Government Agency Debt 3890774.00 4269308.70 Government National Mortgage A 2045-02-20 4 Government Agency Debt 6171783.00 6602979.21 Government National Mortgage A 2045-03-15 4 Government Agency Debt 2728608.00 2939129.20 First Tier Security N/A N/A 2015-05-07 2015-05-07 N N N 20000000.00 20000000.00 0.0097 No Additional Information Y 20000000.00 20000000.00 WELLS FARGO SECURITIES WELLS FARGO REPO 0.09% 36WSF0227 Government Agency Repurchase Agreement Y Government National Mortgage A 2045-03-15 4 Government Agency Debt 3085893.00 3323979.93 Government National Mortgage A 2045-03-15 4 Government Agency Debt 3450112.00 3716299.64 Government National Mortgage A 2045-01-15 4 Government Agency Debt 6430165.00 6672805.74 Government National Mortgage A 2044-04-15 4 Government Agency Debt 6954514.00 6688597.74 First Tier Security N/A N/A 2015-05-21 2015-05-21 N N N 20000000.00 20000000.00 0.0097 No Additional Information Y 20000000.00 20000000.00 TENNESSEE VALLEY AUTHORITY TENN VALLEY AUTHORITY 4.375% 880591DY5 Government Agency Debt First Tier Security N/A N/A 2015-06-15 2015-06-15 N N N 1281000.00 1292134.67 0.0006 No Additional Information N 1291760.40 1291760.40 U.S. TREASURY BILL/NOTE/BOND US TREASURY N/B 1.875% 912828NL0 Treasury Debt First Tier Security N/A N/A 2015-06-30 2015-06-30 N N N 50000000.00 50222988.71 0.0244 No Additional Information N 50215000.00 50215000.00