N-MFP LIVE N 2015-08-31 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 22 97 1894594726.29 69512448.21 326849.14 1963780325.36 0.0013 1.0000 2015-08-31 1.0000 2015-08-31 C000018365 1.00 1790724612.29 1.00 -113291010.88 731148390.13 844439401.01 0.0001 1.0000 2015-08-31 1.0000 2015-08-31 C000018362 1.00 112543078.64 1.00 -8367514.16 45485734.19 53853248.35 0.0001 0.9998 2015-08-31 .9998 2015-08-31 C000018363 1.00 2560710.33 1.00 335054.58 471624.07 136569.49 0.0001 0.9994 2015-08-31 .9994 2015-08-31 C000018364 1.00 57951924.10 1.00 15340404.26 38829354.34 23488950.08 0.0001 1.0000 2015-08-31 1.0000 2015-08-31 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.2% 3130A2WD4 Government Agency Debt First Tier Security N/A N/A 2015-09-18 2015-09-18 N N N 1635000.00 1635054.81 0.0008 No Additional Information N 1635081.75 1635081.75 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 7629991.84 0.0039 No Additional Information N 7630000.00 7630000.00 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.19% 3130A2XB7 Government Agency Debt First Tier Security N/A N/A 2015-09-29 2015-09-29 N N N 16540000.00 16540876.10 0.0084 No Additional Information N 16541984.80 16541984.80 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.2% 3130A2XN1 Government Agency Debt First Tier Security N/A N/A 2015-09-29 2015-09-29 N N N 590000.00 590034.77 0.0003 No Additional Information N 590076.70 590076.70 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.19% 3130A2Y59 Government Agency Debt First Tier Security N/A N/A 2015-09-08 2015-09-08 N N N 1555000.00 1555013.87 0.0008 No Additional Information N 1555031.10 1555031.10 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 729991.76 0.0004 No Additional Information N 730014.60 730014.60 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.2% 3130A2YS9 Government Agency Debt First Tier Security N/A N/A 2015-09-15 2015-09-15 N N N 1575000.00 1575034.38 0.0008 No Additional Information N 1575110.25 1575110.25 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.19% 3130A2Z25 Government Agency Debt First Tier Security N/A N/A 2015-09-17 2015-09-17 N N N 5080000.00 5080093.56 0.0026 No Additional Information N 5080254.00 5080254.00 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.21% 3130A32V5 Government Agency Debt First Tier Security N/A N/A 2015-10-13 2015-10-13 N N N 6940000.00 6940376.01 0.0035 No Additional Information N 6940832.80 6940832.80 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.2% 3130A33A0 Government Agency Debt First Tier Security N/A N/A 2015-09-18 2015-09-18 N N N 3720000.00 3720110.91 0.0019 No Additional Information N 3720037.20 3720037.20 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.2% 3130A33T9 Government Agency Debt First Tier Security N/A N/A 2015-09-25 2015-09-25 N N N 20550000.00 20551402.14 0.0105 No Additional Information N 20551027.50 20551027.50 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.2% 3130A34E1 Government Agency Debt First Tier Security N/A N/A 2015-09-25 2015-09-25 N N N 7095000.00 7095380.25 0.0036 No Additional Information N 7095709.50 7095709.50 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.19% 3130A3CC6 Government Agency Debt First Tier Security N/A N/A 2015-10-14 2015-10-14 N N N 2085000.00 2085042.06 0.0011 No Additional Information N 2085271.05 2085271.05 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 99949.04 0.0001 No Additional Information N 99999.00 99999.00 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.13% 3130A45M0 Government Agency Debt First Tier Security N/A N/A 2015-09-11 2015-09-11 N N N 3465000.00 3465015.73 0.0018 No Additional Information N 3465000.00 3465000.00 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.16% 3130A4FN7 Government Agency Debt First Tier Security N/A N/A 2015-09-25 2015-09-25 N N N 215000.00 215003.85 0.0001 No Additional Information N 215006.45 215006.45 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.15% 3130A4SQ6 Government Agency Debt First Tier Security N/A N/A 2015-10-02 2015-10-02 N N N 4460000.00 4459951.85 0.0023 No Additional Information N 4460133.80 4460133.80 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.1% 3130A54X4 Government Agency Debt First Tier Security N/A N/A 2015-09-23 2015-09-23 N N N 18755000.00 18754707.11 0.0096 No Additional Information N 18754812.45 18754812.45 FEDERAL HOME LOAN BANK * FHLB DISC NOTE 0.146999% 3130A5VZ9 Government Agency Debt First Tier Security N/A N/A 2015-09-09 2017-01-09 N N N 7915000.00 7915086.92 0.0040 No Additional Information N 7915791.50 7915791.50 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.191999% 3130A6C54 Government Agency Debt First Tier Security N/A N/A 2015-09-21 2017-08-21 N N N 11000000.00 11000000.00 0.0056 No Additional Information N 11000440.00 11000440.00 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.164002% 3130A6C96 Government Agency Debt First Tier Security N/A N/A 2015-09-14 2017-02-14 N N N 12980000.00 12980000.00 0.0066 No Additional Information N 12983894.00 12983894.00 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.199001% 3130A6DC8 Government Agency Debt First Tier Security N/A N/A 2015-09-25 2017-08-25 N N N 9755000.00 9754978.07 0.0050 No Additional Information N 9757146.10 9757146.10 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.203% 3130A6DH7 Government Agency Debt First Tier Security N/A N/A 2015-09-20 2017-08-17 N N N 8630000.00 8630000.00 0.0044 No Additional Information N 8632157.50 8632157.50 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 275695.82 0.0001 No Additional Information N 275800.25 275800.25 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.28575% 31331K2G4 Government Agency Debt First Tier Security N/A N/A 2015-09-06 2016-12-06 N N N 490000.00 490595.87 0.0003 No Additional Information N 490803.60 490803.60 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.294599% 31331KHT0 Government Agency Debt First Tier Security N/A N/A 2015-09-19 2016-04-19 N N N 8960000.00 8965651.64 0.0046 No Additional Information N 8968960.00 8968960.00 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.27275% 31331KHV5 Government Agency Debt First Tier Security N/A N/A 2015-09-20 2016-04-20 N N N 5027000.00 5029270.55 0.0026 No Additional Information N 5031373.49 5031373.49 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 5732257.37 0.0029 No Additional Information N 5733656.88 5733656.88 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 1.75% 313370JB5 Government Agency Debt First Tier Security N/A N/A 2015-09-11 2015-09-11 N N N 275000.00 275121.50 0.0001 No Additional Information N 275126.50 275126.50 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.48% 313383ZF1 Government Agency Debt First Tier Security N/A N/A 2015-09-18 2015-09-18 N N N 355000.00 355058.75 0.0002 No Additional Information N 355060.35 355060.35 FEDERAL HOME LOAN BANK * FHLB DISC NOTE 0.08% 313384LP2 Government Agency Debt First Tier Security N/A N/A 2015-09-11 2015-09-11 N N N 675000.00 674983.12 0.0003 No Additional Information N 675000.00 675000.00 FEDERAL HOME LOAN BANK * FHLB DISC NOTE 0.07% 313384LV9 Government Agency Debt First Tier Security N/A N/A 2015-09-17 2015-09-17 N N N 9955000.00 9954668.17 0.0051 No Additional Information N 9954900.45 9954900.45 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC DISC NOTE 0.07% 313384MD8 Government Agency Debt First Tier Security N/A N/A 2015-10-05 2015-10-05 N N N 24000000.00 23998392.73 0.0122 No Additional Information N 23999760.00 23999760.00 FEDERAL HOME LOAN BANK * FHLB DISC NOTE 0.16% 313384MR7 Government Agency Debt First Tier Security N/A N/A 2015-10-07 2015-10-07 N N N 8465000.00 8463645.60 0.0043 No Additional Information N 8464322.80 8464322.80 FEDERAL HOME LOAN BANK * FHLB DISC NOTE 0.15% 313384MY2 Government Agency Debt First Tier Security N/A N/A 2015-10-14 2015-10-14 N N N 3880000.00 3879281.66 0.0020 No Additional Information N 3879612.00 3879612.00 FEDERAL HOME LOAN BANK * FHLB DISC NOTE 0.18% 313384PA1 Government Agency Debt First Tier Security N/A N/A 2015-11-09 2015-11-09 N N N 465000.00 464839.58 0.0002 No Additional Information N 464874.45 464874.45 FEDERAL HOME LOAN BANK * FHLB DISC NOTE 0.17% 313384PM5 Government Agency Debt First Tier Security N/A N/A 2015-11-20 2015-11-20 N N N 74324000.00 74295875.66 0.0378 No Additional Information N 74300216.32 74300216.32 FEDERAL HOME LOAN BANK * FHLB DISC NOTE 0.18% 313384PQ6 Government Agency Debt First Tier Security N/A N/A 2015-11-23 2015-11-23 N N N 185000.00 184923.23 0.0001 No Additional Information N 184938.95 184938.95 FEDERAL HOME LOAN BANK * FHLB DISC NOTE 0.18% 313384PZ6 Government Agency Debt First Tier Security N/A N/A 2015-12-02 2015-12-02 N N N 520000.00 519760.80 0.0003 No Additional Information N 519792.00 519792.00 FEDERAL HOME LOAN BANK * FHLB DISC NOTE 3.75% 313384QA0 Government Agency Debt First Tier Security N/A N/A 2015-12-03 2015-12-03 N N N 1285000.00 1284402.48 0.0007 No Additional Information N 1284486.00 1284486.00 FEDERAL HOME LOAN BANK * FHLB DISC NOTE 0.18% 313384QG7 Government Agency Debt First Tier Security N/A N/A 2015-12-09 2015-12-09 N N N 645000.00 644680.73 0.0003 No Additional Information N 644722.65 644722.65 FEDERAL HOME LOAN MORTGAGE CORP * FREDDIE MAC DISCOUNT NOTE 0.15% 313396LP6 Government Agency Debt First Tier Security N/A N/A 2015-09-11 2015-09-11 N N N 29875000.00 29873672.22 0.0152 No Additional Information N 29875000.00 29875000.00 FEDERAL HOME LOAN MORTGAGE CORP * FREDDIE MAC DISCOUNT NOTE 0.24% 313396NV1 Government Agency Debt First Tier Security N/A N/A 2015-11-04 2015-11-04 N N N 5475000.00 5472664.00 0.0028 No Additional Information N 5473631.25 5473631.25 FEDERAL HOME LOAN MORTGAGE CORP * FREDDIE MAC DISCOUNT NOTE 0.24% 313396PH0 Government Agency Debt First Tier Security N/A N/A 2015-11-16 2015-11-16 N N N 1030000.00 1029478.13 0.0005 No Additional Information N 1029691.00 1029691.00 FEDERAL HOME LOAN MORTGAGE CORP * FREDDIE MAC DISCOUNT NOTE 0.25% 313396QE6 Government Agency Debt First Tier Security N/A N/A 2015-12-07 2015-12-07 N N N 5499000.00 5495295.81 0.0028 No Additional Information N 5496690.42 5496690.42 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC DISC NOTE 0.21% 313396RK1 Government Agency Debt First Tier Security N/A N/A 2016-01-05 2016-01-05 N N N 34820000.00 34793797.95 0.0177 No Additional Information N 34793536.80 34793536.80 FEDERAL HOME LOAN MORTGAGE CORP * FREDDIE MAC DISCOUNT NOTE 0.22% 313396RR6 Government Agency Debt First Tier Security N/A N/A 2016-01-11 2016-01-11 N N N 69645000.00 69588819.70 0.0354 No Additional Information N 69589980.45 69589980.45 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.2254% 3133EAJF6 Government Agency Debt First Tier Security N/A N/A 2015-09-22 2015-09-22 N N N 2979000.00 2979069.30 0.0015 No Additional Information N 2979238.32 2979238.32 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.229601% 3133ECAG9 Government Agency Debt First Tier Security N/A N/A 2015-09-18 2015-09-18 N N N 3000000.00 3000084.80 0.0015 No Additional Information N 3000150.00 3000150.00 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.250402% 3133ECAW4 Government Agency Debt First Tier Security N/A N/A 2015-09-24 2016-02-24 N N N 958000.00 958263.50 0.0005 No Additional Information N 958555.64 958555.64 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.229399% 3133ECBC7 Government Agency Debt First Tier Security N/A N/A 2015-09-26 2015-10-26 N N N 175000.00 175010.75 0.0001 No Additional Information N 175029.75 175029.75 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 2001341.78 0.0010 No Additional Information N 2001260.00 2001260.00 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.249998% 3133ECJH8 Government Agency Debt First Tier Security N/A N/A 2015-09-01 2015-09-21 N N N 310000.00 310003.40 0.0002 No Additional Information N 310015.50 310015.50 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.204599% 3133ECLZ5 Government Agency Debt First Tier Security N/A N/A 2015-09-19 2015-11-19 N N N 3435000.00 3435049.05 0.0018 No Additional Information N 3435549.60 3435549.60 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.204599% 3133ECM27 Government Agency Debt First Tier Security N/A N/A 2015-09-19 2016-01-19 N N N 895000.00 894966.91 0.0005 No Additional Information N 895241.65 895241.65 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.213502% 3133ECNB6 Government Agency Debt First Tier Security N/A N/A 2015-09-02 2016-05-02 N N N 1750000.00 1750359.96 0.0009 No Additional Information N 1751067.50 1751067.50 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.207601% 3133ECSA3 Government Agency Debt First Tier Security N/A N/A 2015-09-17 2016-06-17 N N N 1940000.00 1939926.46 0.0010 No Additional Information N 1941125.20 1941125.20 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.1885% 3133ECT95 Government Agency Debt First Tier Security N/A N/A 2015-09-01 2015-10-01 N N N 5540000.00 5540048.63 0.0028 No Additional Information N 5540332.40 5540332.40 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.191498% 3133ECU77 Government Agency Debt First Tier Security N/A N/A 2015-09-08 2015-10-08 N N N 706000.00 706008.81 0.0004 No Additional Information N 706056.48 706056.48 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.2146% 3133ECUQ5 Government Agency Debt First Tier Security N/A N/A 2015-09-19 2016-01-19 N N N 110000.00 109995.94 0.0001 No Additional Information N 110034.10 110034.10 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.219398% 3133ECY99 Government Agency Debt First Tier Security N/A N/A 2015-09-26 2016-08-26 N N N 895000.00 895179.66 0.0005 No Additional Information N 895698.10 895698.10 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.222548% 3133ECZE7 Government Agency Debt First Tier Security N/A N/A 2015-09-12 2015-09-30 N N N 2510000.00 2510793.88 0.0013 No Additional Information N 2512284.10 2512284.10 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.208501% 3133ED3B6 Government Agency Debt First Tier Security N/A N/A 2015-09-03 2016-10-03 N N N 15738000.00 15740776.41 0.0080 No Additional Information N 15751377.30 15751377.30 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.221249% 3133ED4J8 Government Agency Debt First Tier Security N/A N/A 2015-09-11 2016-10-11 N N N 1520000.00 1520488.64 0.0008 No Additional Information N 1521459.20 1521459.20 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.2115% 3133ED4K5 Government Agency Debt First Tier Security N/A N/A 2015-09-08 2015-09-30 N N N 2385000.00 2385362.54 0.0012 No Additional Information N 2386669.50 2386669.50 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.202748% 3133ED5A6 Government Agency Debt First Tier Security N/A N/A 2015-09-20 2016-01-20 N N N 7000000.00 7000281.42 0.0036 No Additional Information N 7001890.00 7001890.00 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.209999% 3133ED5G3 Government Agency Debt First Tier Security N/A N/A 2015-09-01 2015-10-22 N N N 1710000.00 1710036.33 0.0009 No Additional Information N 1710119.70 1710119.70 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.200002% 3133EDDB5 Government Agency Debt First Tier Security N/A N/A 2015-09-01 2016-01-13 N N N 13480000.00 13479749.99 0.0069 No Additional Information N 13481752.40 13481752.40 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.25% 3133EDEK4 Government Agency Debt First Tier Security N/A N/A 2015-09-10 2015-09-10 N N N 1755000.00 1755059.23 0.0009 No Additional Information N 1755035.10 1755035.10 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.209599% 3133EDFH0 Government Agency Debt First Tier Security N/A N/A 2015-09-18 2016-07-18 N N N 980000.00 980090.30 0.0005 No Additional Information N 980597.80 980597.80 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.213998% 3133EDH21 Government Agency Debt First Tier Security N/A N/A 2015-09-14 2016-09-14 N N N 8250000.00 8251316.87 0.0042 No Additional Information N 8256600.00 8256600.00 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.218498% 3133EDJ37 Government Agency Debt First Tier Security N/A N/A 2015-09-03 2017-01-03 N N N 1705000.00 1705470.02 0.0009 No Additional Information N 1706892.55 1706892.55 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.211252% 3133EDJA1 Government Agency Debt First Tier Security N/A N/A 2015-09-11 2016-10-11 N N N 3605000.00 3605621.62 0.0018 No Additional Information N 3608064.25 3608064.25 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.247601% 3133EDJX1 Government Agency Debt First Tier Security N/A N/A 2015-09-17 2017-04-17 N N N 2370000.00 2371141.76 0.0012 No Additional Information N 2373389.10 2373389.10 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.1926% 3133EDLM2 Government Agency Debt First Tier Security N/A N/A 2015-09-16 2016-08-16 N N N 8170000.00 8170021.31 0.0042 No Additional Information N 8174166.70 8174166.70 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.2205% 3133EDMX7 Government Agency Debt First Tier Security N/A N/A 2015-09-05 2017-06-05 N N N 3770000.00 3772032.69 0.0019 No Additional Information N 3771244.10 3771244.10 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.218452% 3133EDNA6 Government Agency Debt First Tier Security N/A N/A 2015-09-13 2017-03-13 N N N 175000.00 174993.94 0.0001 No Additional Information N 175190.75 175190.75 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.240401% 3133EDP30 Government Agency Debt First Tier Security N/A N/A 2015-09-24 2017-03-24 N N N 1900000.00 1900285.88 0.0010 No Additional Information N 1902470.00 1902470.00 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.163501% 3133EDPM8 Government Agency Debt First Tier Security N/A N/A 2015-09-03 2016-10-03 N N N 855000.00 854675.00 0.0004 No Additional Information N 855307.80 855307.80 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.229399% 3133EDYR7 Government Agency Debt First Tier Security N/A N/A 2015-09-25 2017-07-25 N N N 13989000.00 14000421.09 0.0071 No Additional Information N 14001310.32 14001310.32 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.217001% 3133EDZW5 Government Agency Debt First Tier Security N/A N/A 2015-09-29 2017-03-29 N N N 6000000.00 6000950.79 0.0031 No Additional Information N 6006000.00 6006000.00 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.232751% 3133EECD0 Government Agency Debt First Tier Security N/A N/A 2015-09-20 2017-06-20 N N N 11337000.00 11343218.33 0.0058 No Additional Information N 11348110.26 11348110.26 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.221501% 3133EEEA4 Government Agency Debt First Tier Security N/A N/A 2015-09-08 2017-05-08 N N N 3420000.00 3420887.37 0.0017 No Additional Information N 3423727.80 3423727.80 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.1885% 3133EEFN5 Government Agency Debt First Tier Security N/A N/A 2015-09-01 2016-12-01 N N N 10527000.00 10527050.26 0.0054 No Additional Information N 10534053.09 10534053.09 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.245401% 3133EEGF1 Government Agency Debt First Tier Security N/A N/A 2015-09-24 2017-05-24 N N N 8240000.00 8245035.98 0.0042 No Additional Information N 8250712.00 8250712.00 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.223448% 3133EEHV5 Government Agency Debt First Tier Security N/A N/A 2015-09-13 2017-07-13 N N N 37345000.00 37373255.80 0.0190 No Additional Information N 37352095.55 37352095.55 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 11610254.23 0.0059 No Additional Information N 11609883.90 11609883.90 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.205402% 3133EELD0 Government Agency Debt First Tier Security N/A N/A 2015-09-23 2017-02-23 N N N 5900000.00 5898905.21 0.0030 No Additional Information N 5904661.00 5904661.00 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.20075% 3133EEMU1 Government Agency Debt First Tier Security N/A N/A 2015-09-06 2017-02-06 N N N 5821000.00 5821031.51 0.0030 No Additional Information N 5826064.27 5826064.27 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.181501% 3133EEV56 Government Agency Debt First Tier Security N/A N/A 2015-09-09 2017-06-09 N N N 12335000.00 12335000.00 0.0063 No Additional Information N 12338947.20 12338947.20 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.172749% 3133EEW22 Government Agency Debt First Tier Security N/A N/A 2015-09-20 2017-03-20 N N N 6895000.00 6894296.68 0.0035 No Additional Information N 6896654.80 6896654.80 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 4.75% 3133XCUS0 Government Agency Debt First Tier Security N/A N/A 2015-09-11 2015-09-11 N N N 1740000.00 1742179.35 0.0009 No Additional Information N 1742262.00 1742262.00 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 2.875% 3133XWTZ2 Government Agency Debt First Tier Security N/A N/A 2015-09-11 2015-09-11 N N N 5195000.00 5198819.68 0.0027 No Additional Information N 5199052.10 5199052.10 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 3804671.34 0.0019 No Additional Information N 3805483.92 3805483.92 FEDERAL HOME LOAN MORTGAGE CORP * FREDDIE MAC 0.42% 3134G36F2 Government Agency Debt First Tier Security N/A N/A 2015-09-18 2015-09-18 N N N 22894000.00 22896982.55 0.0117 No Additional Information N 22897663.04 22897663.04 FEDERAL HOME LOAN MORTGAGE CORP * FREDDIE MAC 0.45% 3134G3J76 Government Agency Debt First Tier Security N/A N/A 2015-09-04 2015-09-04 N N N 11395000.00 11395294.28 0.0058 No Additional Information N 11395341.85 11395341.85 FEDERAL HOME LOAN MORTGAGE CORP * FREDDIE MAC 0.5% 3134G3L24 Government Agency Debt First Tier Security N/A N/A 2015-09-25 2015-09-25 N N N 10145000.00 10147477.40 0.0052 No Additional Information N 10147840.60 10147840.60 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 2581021.47 0.0013 No Additional Information N 2582425.20 2582425.20 FEDERAL HOME LOAN MORTGAGE CORP * FREDDIE MAC 0.177599% 3134G4J33 Government Agency Debt First Tier Security N/A N/A 2015-09-16 2015-10-16 N N N 10125000.00 10125067.98 0.0052 No Additional Information N 10126113.75 10126113.75 FEDERAL HOME LOAN MORTGAGE CORP * FREDDIE MAC 0.19845% 3134G5Z32 Government Agency Debt First Tier Security N/A N/A 2015-09-13 2017-01-13 N N N 12000000.00 11998325.09 0.0061 No Additional Information N 12007680.00 12007680.00 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 0.14% 313588MB8 Government Agency Debt First Tier Security N/A N/A 2015-09-23 2015-09-23 N N N 535000.00 534950.96 0.0003 No Additional Information N 534994.65 534994.65 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA DISC NOTE 0.22% 313588RK3 Government Agency Debt First Tier Security N/A N/A 2016-01-05 2016-01-05 N N N 4645000.00 4641423.35 0.0024 No Additional Information N 4641469.80 4641469.80 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 4.375% 31359MZC0 Government Agency Debt First Tier Security N/A N/A 2015-10-15 2015-10-15 N N N 4089000.00 4109637.44 0.0021 No Additional Information N 4110303.69 4110303.69 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 0.214402% 3135G0B44 Government Agency Debt First Tier Security N/A N/A 2015-09-26 2017-01-26 N N N 4000000.00 3999427.15 0.0020 No Additional Information N 4003640.00 4003640.00 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 0.5% 3135G0NV1 Government Agency Debt First Tier Security N/A N/A 2015-09-28 2015-09-28 N N N 48322000.00 48335055.41 0.0246 No Additional Information N 48335530.16 48335530.16 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 0.5% 3135G0QB2 Government Agency Debt First Tier Security N/A N/A 2015-10-22 2015-10-22 N N N 2475000.00 2476142.90 0.0013 No Additional Information N 2476014.75 2476014.75 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 29582000.00 29596694.69 0.0151 No Additional Information N 29596199.36 29596199.36 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 0.209401% 3135G0YG2 Government Agency Debt First Tier Security N/A N/A 2015-09-25 2016-07-25 N N N 3360000.00 3360253.91 0.0017 No Additional Information N 3362150.40 3362150.40 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 0.217598% 3135G0YH0 Government Agency Debt First Tier Security N/A N/A 2015-09-15 2016-08-15 N N N 8442000.00 8443338.35 0.0043 No Additional Information N 8448415.92 8448415.92 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 0.217598% 3135G0YK3 Government Agency Debt First Tier Security N/A N/A 2015-09-16 2016-08-12 N N N 6750000.00 6751269.46 0.0034 No Additional Information N 6755130.00 6755130.00 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 0.217598% 3135G0YL1 Government Agency Debt First Tier Security N/A N/A 2015-09-16 2016-08-16 N N N 945000.00 945142.53 0.0005 No Additional Information N 945718.20 945718.20 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 0.219398% 3135G0YQ0 Government Agency Debt First Tier Security N/A N/A 2015-09-26 2016-08-26 N N N 565000.00 565114.62 0.0003 No Additional Information N 565429.40 565429.40 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 0.460001% 3136FP4N4 Government Agency Debt First Tier Security N/A N/A 2015-09-01 2016-01-20 N N N 2465000.00 2466652.01 0.0013 No Additional Information N 2467933.35 2467933.35 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 1.875% 3136FPDY0 Government Agency Debt First Tier Security N/A N/A 2015-09-09 2015-09-09 N N N 1190000.00 1190441.31 0.0006 No Additional Information N 1190464.10 1190464.10 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 2.2% 3136FPEV5 Government Agency Debt First Tier Security N/A N/A 2015-09-16 2015-09-16 N N N 2565000.00 2567105.88 0.0013 No Additional Information N 2567000.70 2567000.70 FEDERAL HOME LOAN MORTGAGE CORP * FREDDIE MAC 1.75% 3137EACM9 Government Agency Debt First Tier Security N/A N/A 2015-09-10 2015-09-10 N N N 48279000.00 48297965.64 0.0246 No Additional Information N 48298311.60 48298311.60 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA 2% 31398A3T7 Government Agency Debt First Tier Security N/A N/A 2015-09-21 2015-09-21 N N N 54000.00 54053.47 0.0000 No Additional Information N 54057.78 54057.78 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 1.875% 31398A4K5 Government Agency Debt First Tier Security N/A N/A 2015-10-15 2015-10-15 N N N 975000.00 977000.72 0.0005 No Additional Information N 977115.75 977115.75 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 1.625% 31398A4M1 Government Agency Debt First Tier Security N/A N/A 2015-10-26 2015-10-26 N N N 1590000.00 1593475.22 0.0008 No Additional Information N 1593625.20 1593625.20 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA REPO 0.14% 36BNS0901 Government Agency Repurchase Agreement Y FANNIE MAE 2017-10-26 0.875 Government Agency Debt 77317.00 77479.45 FANNIE MAE 2024-09-06 2.625 Government Agency Debt 2000.00 2044.90 FANNIE MAE 2018-02-15 1 Government Agency Debt 3911000.00 3901982.97 FANNIE MAE 2030-05-15 7.25 Government Agency Debt 10480000.00 15858306.89 FANNIE MAE 2017-02-13 5 Government Agency Debt 431000.00 458454.70 FANNIE MAE 2030-01-15 7.125 Government Agency Debt 1884000.00 2810182.25 FEDERAL HOME LOAN BANK 2017-10-16 1 Government Agency Debt 1900000.00 1904085.00 FREDDIE MAC 2019-10-02 1.25 Government Agency Debt 3000.00 2985.94 FREDDIE MAC 2017-10-03 1.1 Government Agency Debt 2000.00 2010.56 FREDDIE MAC 2015-11-17 4.75 Government Agency Debt 5486000.00 5613835.99 Government National Mortgage A 2060-05-20 5.39 Government Agency Debt 80647.00 75840.00 Government National Mortgage A 2061-07-20 4.689 Government Agency Debt 16464.00 18408.71 Government National Mortgage A 2061-08-20 4.671 Government Agency Debt 412342.00 420547.25 Government National Mortgage A 2061-04-20 4.805 Government Agency Debt 4398.00 4975.75 Government National Mortgage A 2041-09-20 3.5 Government Agency Debt 830330.00 249173.47 Government National Mortgage A 2039-11-20 2.5 Government Agency Debt 2017204.00 607860.97 Government National Mortgage A 2061-06-20 5.056 Government Agency Debt 17220.00 15909.51 Government National Mortgage A 2045-06-20 4 Government Agency Debt 565529.00 606000.91 Government National Mortgage A 2045-06-20 4.5 Government Agency Debt 1000.00 1087.00 Government National Mortgage A 2045-06-20 4.5 Government Agency Debt 1000.00 1087.19 Government National Mortgage A 2045-05-20 3.5 Government Agency Debt 551525.00 572562.07 Government National Mortgage A 2043-11-20 3.5 Government Agency Debt 182806.00 77037.88 Government National Mortgage A 2042-07-20 3 Government Agency Debt 1182728.00 446384.12 Government National Mortgage A 2062-07-20 4.482 Government Agency Debt 303833.00 320518.00 Government National Mortgage A 2061-09-20 4.656 Government Agency Debt 179355.00 216089.06 Government National Mortgage A 2061-06-20 4.837 Government Agency Debt 1000.00 1114.87 Government National Mortgage A 2061-06-20 4.848 Government Agency Debt 31036.00 35630.89 Government National Mortgage A 2061-06-20 4.771 Government Agency Debt 840168.00 865166.13 US TREASURY N/B 2021-04-30 2.25 Treasury Debt 15295400.00 15833436.81 First Tier Security N/A N/A 2015-09-01 2015-09-01 N N N 50000000.00 50000000.00 0.0255 No Additional Information N 50000000.00 50000000.00 GOLDMAN SACHS & CO * GOLDMAN SACHS REPO 0.1% 36GSC0901 Government Agency Repurchase Agreement Y FANNIE MAE 2017-11-24 5.355 Government Agency Debt 3985000.00 4422946.52 FANNIE MAE 2019-09-10 1.88 Government Agency Debt 351000.00 354288.87 FANNIE MAE 2020-06-22 1.5 Government Agency Debt 3043000.00 3028773.97 FANNIE MAE 2017-04-27 1.125 Government Agency Debt 1750000.00 1766371.25 FANNIE MAE 2020-02-26 1.7 Government Agency Debt 28400000.00 28498153.56 FEDERAL HOME LOAN BANK 2032-05-07 3.3 Government Agency Debt 5090000.00 5010036.10 FEDERAL HOME LOAN BANK 2032-12-28 3.2 Government Agency Debt 1015000.00 972014.75 FEDERAL HOME LOAN BANK 2033-01-18 3.3 Government Agency Debt 720000.00 689113.20 FEDERAL HOME LOAN BANK 2032-10-04 3.4 Government Agency Debt 3000000.00 2481183.33 FEDERAL HOME LOAN BANK 2032-09-07 3.3 Government Agency Debt 1385000.00 1349710.20 FEDERAL HOME LOAN BANK 2032-08-27 3.3 Government Agency Debt 27100000.00 26009676.67 FEDERAL HOME LOAN BANK 2032-08-13 3.19 Government Agency Debt 37895000.00 36059176.72 FEDERAL HOME LOAN BANK 2035-08-08 3.3 Government Agency Debt 825000.00 777874.62 FEDERAL HOME LOAN BANK 2030-02-15 3.1 Government Agency Debt 1340000.00 1297251.02 FEDERAL HOME LOAN BANK 2027-06-14 3.24 Government Agency Debt 1525000.00 940023.77 FEDERAL HOME LOAN BANK 2015-12-30 0.375 Government Agency Debt 22615000.00 22640225.15 FREDDIE MAC 2016-10-14 0.875 Government Agency Debt 1162000.00 1170284.90 FREDDIE MAC 2019-08-01 1.25 Government Agency Debt 32192000.00 32001155.09 FREDDIE MAC 2017-06-29 1 Government Agency Debt 37062000.00 37265552.74 FREDDIE MAC 2018-03-07 0.875 Government Agency Debt 114000.00 114127.59 FREDDIE MAC 2017-01-27 0.5 Government Agency Debt 11154000.00 11144543.89 FREDDIE MAC 2022-01-13 2.375 Government Agency Debt 47226000.00 48285594.02 FREDDIE MAC 2020-04-08 1.84 Government Agency Debt 354000.00 357330.75 FREDDIE MAC 2016-05-27 0.4 Government Agency Debt 12132000.00 12148917.40 FREDDIE MAC 2032-07-15 6.25 Government Agency Debt 1000000.00 1407986.11 FREDDIE MAC 2029-09-15 6.75 Government Agency Debt 3050000.00 4494129.25 FREDDIE MAC 2037-05-22 5.55 Government Agency Debt 35677000.00 38979709.08 FREDDIE MAC DISCOUNT NT 2016-02-12 0 Government Agency Debt 5012000.00 5006336.44 FREDDIE MAC DISCOUNT NT 2016-05-17 0 Government Agency Debt 40000000.00 39912400.00 TENN VALLEY AUTHORITY 2042-12-15 3.5 Government Agency Debt 9776000.00 9335580.34 TENN VALLEY AUTHORITY 2024-09-15 2.875 Government Agency Debt 3646000.00 3732107.38 TENN VALLEY AUTHORITY 2021-02-15 3.875 Government Agency Debt 775000.00 849417.22 First Tier Security N/A N/A 2015-09-01 2015-09-01 N N N 375000000.00 375000000.00 0.1910 No Additional Information N 375000000.00 375000000.00 MITSUBISHI UFJ FINANCIAL GROUP MITSUBISHI UFJ SEC USA 0.12% 36MIT0901 Government Agency Repurchase Agreement Y FANNIE DISCOUNT NOTE 2016-02-10 0 Government Agency Debt 15253000.00 15236069.17 FANNIE MAE 2018-11-15 1.6 Government Agency Debt 24000.00 24198.51 FANNIE MAE 2018-10-29 1.2 Government Agency Debt 1000000.00 999696.67 FANNIE MAE 2018-12-12 1.15 Government Agency Debt 1999000.00 1993989.73 FANNIE MAE 2023-09-06 2.66 Government Agency Debt 1000.00 1005.36 FANNIE MAE 2022-10-04 2.5 Government Agency Debt 1000.00 1006.32 FANNIE MAE 2018-07-30 1.3 Government Agency Debt 2000000.00 1998998.89 FANNIE MAE 2020-03-27 1.625 Government Agency Debt 3000000.00 3011974.17 FANNIE MAE 2017-12-20 0.875 Government Agency Debt 18000.00 18003.52 FANNIE MAE 2016-09-26 0.625 Government Agency Debt 1000000.00 1002620.97 FANNIE MAE 2018-09-18 1.875 Government Agency Debt 510000.00 524978.49 FANNIE MAE 2020-04-08 1.81 Government Agency Debt 101765000.00 102404055.98 FANNIE MAE 2028-03-01 3 Government Agency Debt 24999000.00 24827506.86 FANNIE MAE 2019-01-30 1.25 Government Agency Debt 1000.00 993.44 FED HOME LN DISCOUNT NT 2015-11-03 0 Government Agency Debt 1225000.00 1224706.00 FED HOME LN DISCOUNT NT 2015-10-14 0 Government Agency Debt 898000.00 897892.24 FED HOME LN DISCOUNT NT 2015-09-14 0 Government Agency Debt 200000.00 199996.00 FED HOME LN DISCOUNT NT 2016-07-27 0 Government Agency Debt 90000000.00 89681400.00 FEDERAL FARM CREDIT BANK 2017-06-02 3 Government Agency Debt 50000.00 52292.33 FEDERAL FARM CREDIT BANK 2018-01-12 3.15 Government Agency Debt 2000.00 2107.56 FEDERAL FARM CREDIT BANK 2020-08-24 1.9 Government Agency Debt 27276000.00 27288804.57 FEDERAL FARM CREDIT BANK 2018-08-06 1.15 Government Agency Debt 9350000.00 9359337.01 FEDERAL FARM CREDIT BANK 2041-01-23 3.31 Government Agency Debt 3355000.00 3119894.65 FEDERAL FARM CREDIT BANK 2029-10-01 3.74 Government Agency Debt 965000.00 980945.02 FEDERAL FARM CREDIT BANK 2024-07-23 2.81 Government Agency Debt 4455000.00 4538424.82 FEDERAL FARM CREDIT BANK 2019-07-16 1.34 Government Agency Debt 10000000.00 9997850.00 FEDERAL HOME LOAN BANK 2027-08-27 2.5 Government Agency Debt 3000000.00 3001253.33 FEDERAL HOME LOAN BANK 2019-07-30 1.6 Government Agency Debt 3500000.00 3506992.22 FEDERAL HOME LOAN BANK 2019-06-14 1.625 Government Agency Debt 12500000.00 12622821.18 FEDERAL HOME LOAN BANK 2018-03-09 1.375 Government Agency Debt 500000.00 505654.72 FEDERAL HOME LOAN BANK 2015-12-11 1.625 Government Agency Debt 210000.00 211560.53 FEDERAL HOME LOAN BANK 2017-12-08 2.125 Government Agency Debt 1000000.00 1029319.31 FEDERAL HOME LOAN BANK 2022-06-10 2.375 Government Agency Debt 25000.00 25459.80 FEDERAL HOME LOAN BANK 2025-05-27 1.25 Government Agency Debt 10600000.00 10621453.22 FEDERAL HOME LOAN BANK 2018-02-20 1.1 Government Agency Debt 1000000.00 1002156.11 FEDERAL HOME LOAN BANK 2017-12-08 1.125 Government Agency Debt 1000000.00 1005583.75 FEDERAL HOME LOAN BANK 2029-09-24 3.5 Government Agency Debt 990000.00 1049740.45 FEDERAL HOME LOAN BANK 2015-09-29 0.19 Government Agency Debt 115000.00 115098.01 FEDERAL HOME LOAN BANK 2016-06-10 0.375 Government Agency Debt 290000.00 290027.19 FEDERAL HOME LOAN BANK 2019-04-04 1.85 Government Agency Debt 15000000.00 15424112.50 FEDERAL HOME LOAN BANK 2016-12-16 4.75 Government Agency Debt 3000000.00 3188897.50 FEDERAL HOME LOAN BANK 2016-04-12 5.375 Government Agency Debt 630000.00 662132.19 FEDERAL HOME LOAN BANK 2036-03-14 5.625 Government Agency Debt 75000.00 100210.78 FEDERAL HOME LOAN BANK 2017-02-13 7.02 Government Agency Debt 35000.00 38357.20 FEDERAL HOME LOAN BANK 2015-09-21 0.45 Government Agency Debt 55000.00 55119.35 FEDERAL HOME LOAN BANK 2019-12-13 1.4 Government Agency Debt 200000.00 198650.67 FEDERAL HOME LOAN BANK 2023-01-30 2.35 Government Agency Debt 30000.00 29567.81 FEDERAL HOME LOAN BANK 2023-01-23 2.3 Government Agency Debt 30000.00 29791.43 FREDDIE MAC 2035-11-23 5.625 Government Agency Debt 25000.00 25669.81 FREDDIE MAC 2018-06-05 4.6 Government Agency Debt 1000.00 1105.24 FREDDIE MAC 2017-02-16 5 Government Agency Debt 3327000.00 3541935.29 FREDDIE MAC 2018-01-12 0.75 Government Agency Debt 1000000.00 996970.83 FREDDIE MAC 2024-10-30 2.5 Government Agency Debt 10000000.00 9787227.78 FREDDIE MAC 2016-03-15 0.4 Government Agency Debt 490000.00 490918.48 FREDDIE MAC 2017-10-03 1.1 Government Agency Debt 2980000.00 2995741.02 FREDDIE MAC DISCOUNT NT 2015-09-11 0 Government Agency Debt 100000.00 99999.00 FREDDIE MAC DISCOUNT NT 2016-08-24 0 Government Agency Debt 747000.00 744094.17 Government National Mortgage A 2039-06-15 5 Government Agency Debt 20675524.00 4350190.63 Government National Mortgage A 2037-05-20 5 Government Agency Debt 7184946.00 714252.36 Government National Mortgage A 2026-09-20 4 Government Agency Debt 585739.00 230411.04 Government National Mortgage A 2025-04-20 4 Government Agency Debt 503000.00 146738.65 Government National Mortgage A 2040-03-20 5 Government Agency Debt 475000.00 65909.26 Government National Mortgage A 2039-02-20 6 Government Agency Debt 537714.00 12947.22 Government National Mortgage A 2034-06-15 5.5 Government Agency Debt 300494.00 35885.34 Government National Mortgage A 2044-06-20 4.5 Government Agency Debt 1663429.00 1776641.24 Government National Mortgage A 2065-07-20 2.571 Government Agency Debt 312038.00 336900.09 Government National Mortgage A 2044-02-20 4 Government Agency Debt 2566064.00 2191514.42 Government National Mortgage A 2037-01-15 5.5 Government Agency Debt 35000.00 36484.48 Government National Mortgage A 2045-08-20 4 Government Agency Debt 1145789.00 1242248.78 Government National Mortgage A 2045-08-20 5.5 Government Agency Debt 679978.00 775530.78 Government National Mortgage A 2045-07-20 2.5 Government Agency Debt 3095804.00 3180887.01 Government National Mortgage A 2042-07-20 3.5 Government Agency Debt 10417209.00 6983308.38 Government National Mortgage A 2065-07-20 1.997 Government Agency Debt 56053.00 58109.03 US TREASURY N/B 2016-09-30 0.5 Treasury Debt 10496600.00 10525099.99 US TREASURY N/B 2018-05-31 1 Treasury Debt 4.00 4.01 US TREASURY N/B 2017-04-30 0.5 Treasury Debt 8035000.00 8027697.76 US TREASURY N/B 2020-01-31 1.375 Treasury Debt 7643100.00 7624483.61 US TREASURY N/B 2018-01-15 0.875 Treasury Debt 200.00 200.14 US TREASURY N/B 2042-11-15 2.75 Treasury Debt 100.00 97.52 US TREASURY N/B 2045-08-15 2.875 Treasury Debt 11771800.00 11711410.67 US TREASURY N/B 2042-08-15 2.75 Treasury Debt 710000.00 688221.21 US TREASURY N/B 2036-02-15 4.5 Treasury Debt 1.00 1.30 First Tier Security N/A N/A 2015-09-01 2015-09-01 N N N 425000000.00 425000000.00 0.2164 No Additional Information N 425000000.00 425000000.00 TD SECURITIES TD SECURITIES REPO 0.12% 36TDS0901 Government Agency Repurchase Agreement Y US TREASURY N/B 2020-10-31 1.75 Treasury Debt 59900000.00 60652834.27 US TREASURY N/B 2019-02-28 1.5 Treasury Debt 16829739.00 16987517.80 US TREASURY N/B 2020-11-30 2 Treasury Debt 300000.00 307039.60 US TREASURY N/B 2015-11-30 0.25 Treasury Debt 27800.00 27821.81 US TREASURY N/B 2020-11-15 2.625 Treasury Debt 22727900.00 24025181.35 First Tier Security N/A N/A 2015-09-01 2015-09-01 N N N 100000000.00 100000000.00 0.0509 No Additional Information N 100000000.00 100000000.00 WELLS FARGO SECURITIES WELLS FARGO REPO 0.12% 36WLL0914 Government Agency Repurchase Agreement Y Government National Mortgage A 2045-05-15 4 Government Agency Debt 1868291.00 2011869.71 Government National Mortgage A 2045-07-15 4 Government Agency Debt 1849176.00 1977709.14 Government National Mortgage A 2045-05-20 4 Government Agency Debt 1896073.00 2028686.86 Government National Mortgage A 2045-04-15 4 Government Agency Debt 1874926.00 2006364.19 Government National Mortgage A 2045-04-15 4 Government Agency Debt 1901134.00 2034057.85 Government National Mortgage A 2045-08-15 4 Government Agency Debt 1903959.00 2036747.45 Government National Mortgage A 2042-10-15 3.5 Government Agency Debt 1711075.00 1165758.58 First Tier Security N/A N/A 2015-09-14 2015-09-14 N N N 13000000.00 13000000.00 0.0066 No Additional Information Y 13000000.00 13000000.00