N-MFP LIVE N 2015-12-31 0000701939 S000006773 2 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 17 92 2035243074.55 76135476.86 414303.02 2110964248.39 0.0030 0.9997 2015-12-31 0.9997 2015-12-31 C000018365 1.00 2077757276.79 1.00 -170584038.69 876844710.22 1047428748.91 0.0010 0.9997 2015-12-31 .9997 2015-12-31 C000162326 1.00 33206971.60 1.00 -2119182.76 13865188.49 15984371.25 0.0005 0.9998 2015-12-31 .9998 2015-12-31 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.3% 3130A3FM1 Government Agency Debt First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 225000.00 224942.14 0.0001 No Additional Information N 224995.50 224995.50 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.34% 3130A46M9 Government Agency Debt First Tier Security N/A N/A 2016-03-09 2016-03-09 N N N 400000.00 399966.09 0.0002 No Additional Information N 399976.00 399976.00 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.34% 3130A4BR2 Government Agency Debt First Tier Security N/A N/A 2016-03-14 2016-03-14 N N N 885000.00 884848.43 0.0004 No Additional Information N 884893.80 884893.80 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.241999% 3130A5VZ9 Government Agency Debt First Tier Security N/A N/A 2016-01-09 2017-01-09 N N N 7915000.00 7915065.54 0.0038 No Additional Information N 7903048.35 7903048.35 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.392101% 3130A6C54 Government Agency Debt First Tier Security N/A N/A 2016-01-21 2017-08-21 N N N 11000000.00 11000000.00 0.0052 No Additional Information N 10971290.00 10971290.00 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.286999% 3130A6C96 Government Agency Debt First Tier Security N/A N/A 2016-01-14 2017-02-14 N N N 12980000.00 12980000.00 0.0062 No Additional Information N 12961438.60 12961438.60 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.421999% 3130A6DC8 Government Agency Debt First Tier Security N/A N/A 2016-01-25 2017-08-25 N N N 9755000.00 9754981.77 0.0046 No Additional Information N 9730612.50 9730612.50 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.402001% 3130A6DH7 Government Agency Debt First Tier Security N/A N/A 2016-01-20 2017-08-17 N N N 8630000.00 8630000.00 0.0041 No Additional Information N 8609115.40 8609115.40 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.24% 3130A6JS7 Government Agency Debt First Tier Security N/A N/A 2016-04-15 2016-04-15 N N N 37035000.00 37034734.70 0.0175 No Additional Information N 37016482.50 37016482.50 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.416999% 3130A6P50 Government Agency Debt First Tier Security N/A N/A 2016-01-21 2017-04-21 N N N 7485000.00 7481535.08 0.0035 No Additional Information N 7474446.15 7474446.15 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.3636% 31331K2G4 Government Agency Debt First Tier Security N/A N/A 2016-01-06 2016-12-06 N N N 490000.00 490438.52 0.0002 No Additional Information N 490093.10 490093.10 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.492098% 31331KHT0 Government Agency Debt First Tier Security N/A N/A 2016-01-19 2016-04-19 N N N 8960000.00 8962666.79 0.0043 No Additional Information N 8960985.60 8960985.60 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.4721% 31331KHV5 Government Agency Debt First Tier Security N/A N/A 2016-01-20 2016-04-20 N N N 5027000.00 5028076.55 0.0024 No Additional Information N 5027251.35 5027251.35 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 1% 313375RN9 Government Agency Debt First Tier Security N/A N/A 2016-03-11 2016-03-11 N N N 175000.00 175192.44 0.0001 No Additional Information N 175220.50 175220.50 FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.375% 3133834R9 Government Agency Debt First Tier Security N/A N/A 2016-06-24 2016-06-24 N N N 930000.00 930312.04 0.0004 No Additional Information N 928837.50 928837.50 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.36% 313384TW9 Government Agency Debt First Tier Security N/A N/A 2016-03-04 2016-03-04 N N N 27075000.00 27057641.75 0.0128 No Additional Information N 27061462.50 27061462.50 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.42% 313384UB3 Government Agency Debt First Tier Security N/A N/A 2016-03-09 2016-03-09 N N N 19443000.00 19427419.23 0.0092 No Additional Information N 19432500.78 19432500.78 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.39% 313384UD9 Government Agency Debt First Tier Security N/A N/A 2016-03-11 2016-03-11 N N N 40547000.00 40515850.20 0.0192 No Additional Information N 40524293.68 40524293.68 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.47% 313384UH0 Government Agency Debt First Tier Security N/A N/A 2016-03-15 2016-03-15 N N N 4235000.00 4230821.47 0.0020 No Additional Information N 4232501.35 4232501.35 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.45% 313384UJ6 Government Agency Debt First Tier Security N/A N/A 2016-03-16 2016-03-16 N N N 17414000.00 17397492.98 0.0082 No Additional Information N 17403551.60 17403551.60 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.43% 313384UL1 Government Agency Debt First Tier Security N/A N/A 2016-03-18 2016-03-18 N N N 9430000.00 9421226.17 0.0045 No Additional Information N 9424153.40 9424153.40 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.4% 313384UP2 Government Agency Debt First Tier Security N/A N/A 2016-03-21 2016-03-21 N N N 12010000.00 11999324.44 0.0057 No Additional Information N 12002313.60 12002313.60 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.4% 313384UR8 Government Agency Debt First Tier Security N/A N/A 2016-03-23 2016-03-23 N N N 17799000.00 17782518.58 0.0084 No Additional Information N 17787252.66 17787252.66 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.25% 313384UY3 Government Agency Debt First Tier Security N/A N/A 2016-03-30 2016-03-30 N N N 11233000.00 11226057.38 0.0053 No Additional Information N 11224912.24 11224912.24 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.22% 313384VA4 Government Agency Debt First Tier Security N/A N/A 2016-04-01 2016-04-01 N N N 2000000.00 1998862.50 0.0010 No Additional Information N 1998280.00 1998280.00 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.24% 313384VH9 Government Agency Debt First Tier Security N/A N/A 2016-04-08 2016-04-08 N N N 5000000.00 4996733.34 0.0024 No Additional Information N 4995400.00 4995400.00 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.27% 313384VM8 Government Agency Debt First Tier Security N/A N/A 2016-04-12 2016-04-12 N N N 415000.00 414682.52 0.0002 No Additional Information N 414601.60 414601.60 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.25% 313384VN6 Government Agency Debt First Tier Security N/A N/A 2016-04-13 2016-04-13 N N N 5000000.00 4996423.61 0.0024 No Additional Information N 4995150.00 4995150.00 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.24% 313384VQ9 Government Agency Debt First Tier Security N/A N/A 2016-04-15 2016-04-15 N N N 10000000.00 9992854.17 0.0047 No Additional Information N 9990100.00 9990100.00 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.25% 313384VV8 Government Agency Debt First Tier Security N/A N/A 2016-04-20 2016-04-20 N N N 22000000.00 21983011.11 0.0104 No Additional Information N 21977120.00 21977120.00 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.25% 313384VX4 Government Agency Debt First Tier Security N/A N/A 2016-04-22 2016-04-22 N N N 10000000.00 9992222.22 0.0047 No Additional Information N 9989400.00 9989400.00 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.26% 313384WC9 Government Agency Debt First Tier Security N/A N/A 2016-04-27 2016-04-27 N N N 4060000.00 4056569.30 0.0019 No Additional Information N 4055493.40 4055493.40 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.3% 313384XP9 Government Agency Debt First Tier Security N/A N/A 2016-06-01 2016-06-01 N N N 6605000.00 6591334.99 0.0031 No Additional Information N 6592186.30 6592186.30 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC DISC NOTE 0.17% 313396RK1 Government Agency Debt First Tier Security N/A N/A 2016-01-05 2016-01-05 N N N 34820000.00 34819168.19 0.0165 No Additional Information N 34820000.00 34820000.00 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC DISCOUNT NOTE 0.2% 313396RR6 Government Agency Debt First Tier Security N/A N/A 2016-01-11 2016-01-11 N N N 69645000.00 69640743.92 0.0330 No Additional Information N 69642910.65 69642910.65 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.78% 3133EALZ9 Government Agency Debt First Tier Security N/A N/A 2016-04-18 2016-04-18 N N N 500000.00 500760.84 0.0002 No Additional Information N 500410.00 500410.00 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.4675% 3133ECAW4 Government Agency Debt First Tier Security N/A N/A 2016-01-24 2016-02-24 N N N 958000.00 958080.84 0.0005 No Additional Information N 957942.52 957942.52 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.402098% 3133ECM27 Government Agency Debt First Tier Security N/A N/A 2016-01-19 2016-01-19 N N N 895000.00 894995.75 0.0004 No Additional Information N 894955.25 894955.25 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.267998% 3133ECNB6 Government Agency Debt First Tier Security N/A N/A 2016-01-02 2016-05-02 N N N 1750000.00 1750179.98 0.0008 No Additional Information N 1749982.50 1749982.50 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.3605% 3133ECSA3 Government Agency Debt First Tier Security N/A N/A 2016-01-17 2016-06-17 N N N 1940000.00 1939957.40 0.0009 No Additional Information N 1939631.40 1939631.40 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.412099% 3133ECUQ5 Government Agency Debt First Tier Security N/A N/A 2016-01-19 2016-01-19 N N N 110000.00 109999.48 0.0001 No Additional Information N 109994.50 109994.50 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.441601% 3133ECY99 Government Agency Debt First Tier Security N/A N/A 2016-01-26 2016-08-26 N N N 895000.00 895118.77 0.0004 No Additional Information N 894695.70 894695.70 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.347% 3133ECZE7 Government Agency Debt First Tier Security N/A N/A 2016-01-12 2016-01-30 N N N 2510000.00 2510536.98 0.0012 No Additional Information N 2509447.80 2509447.80 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.26375% 3133ED3B6 Government Agency Debt First Tier Security N/A N/A 2016-01-03 2016-10-03 N N N 15738000.00 15739925.35 0.0075 No Additional Information N 15733278.60 15733278.60 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.330502% 3133ED4J8 Government Agency Debt First Tier Security N/A N/A 2016-01-11 2016-10-11 N N N 1520000.00 1520341.81 0.0007 No Additional Information N 1519574.40 1519574.40 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.295499% 3133ED4K5 Government Agency Debt First Tier Security N/A N/A 2016-01-08 2016-01-30 N N N 2385000.00 2385220.32 0.0011 No Additional Information N 2384713.80 2384713.80 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.402098% 3133ED5A6 Government Agency Debt First Tier Security N/A N/A 2016-01-20 2016-01-20 N N N 7000000.00 7000037.92 0.0033 No Additional Information N 6999580.00 6999580.00 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.45% 3133EDDB5 Government Agency Debt First Tier Security N/A N/A 2016-01-01 2016-01-13 N N N 13480000.00 13479977.61 0.0064 No Additional Information N 13479865.20 13479865.20 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.370001% 3133EDFH0 Government Agency Debt First Tier Security N/A N/A 2016-01-18 2016-07-18 N N N 980000.00 980055.98 0.0005 No Additional Information N 979735.40 979735.40 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.337% 3133EDH21 Government Agency Debt First Tier Security N/A N/A 2016-01-14 2016-09-14 N N N 8250000.00 8250892.97 0.0039 No Additional Information N 8247442.50 8247442.50 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.273751% 3133EDJ37 Government Agency Debt First Tier Security N/A N/A 2016-01-03 2017-01-03 N N N 1705000.00 1705352.99 0.0008 No Additional Information N 1704130.45 1704130.45 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.320501% 3133EDJA1 Government Agency Debt First Tier Security N/A N/A 2016-01-11 2016-10-11 N N N 3605000.00 3605434.83 0.0017 No Additional Information N 3603702.20 3603702.20 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.4005% 3133EDJX1 Government Agency Debt First Tier Security N/A N/A 2016-01-17 2017-04-17 N N N 2370000.00 2370907.27 0.0011 No Additional Information N 2367819.60 2367819.60 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.339502% 3133EDLM2 Government Agency Debt First Tier Security N/A N/A 2016-01-16 2016-08-16 N N N 8170000.00 8170013.88 0.0039 No Additional Information N 8166650.30 8166650.30 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.298598% 3133EDMX7 Government Agency Debt First Tier Security N/A N/A 2016-01-05 2017-06-05 N N N 17510000.00 17505043.66 0.0083 No Additional Information N 17484960.70 17484960.70 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.342% 3133EDNA6 Government Agency Debt First Tier Security N/A N/A 2016-01-13 2017-03-13 N N N 175000.00 174995.26 0.0001 No Additional Information N 174826.75 174826.75 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.457499% 3133EDP30 Government Agency Debt First Tier Security N/A N/A 2016-01-24 2017-03-24 N N N 1900000.00 1900224.69 0.0009 No Additional Information N 1898252.00 1898252.00 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.21875% 3133EDPM8 Government Agency Debt First Tier Security N/A N/A 2016-01-03 2016-10-03 N N N 855000.00 854774.62 0.0004 No Additional Information N 854461.35 854461.35 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.451598% 3133EDW81 Government Agency Debt First Tier Security N/A N/A 2016-01-26 2017-04-26 N N N 660000.00 659285.55 0.0003 No Additional Information N 659142.00 659142.00 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.451598% 3133EDYR7 Government Agency Debt First Tier Security N/A N/A 2016-01-25 2017-07-25 N N N 13989000.00 13998410.46 0.0066 No Additional Information N 13962700.68 13962700.68 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.441601% 3133EDZW5 Government Agency Debt First Tier Security N/A N/A 2016-01-29 2017-03-29 N N N 6000000.00 6000749.06 0.0028 No Additional Information N 5993460.00 5993460.00 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.347% 3133EEBR0 Government Agency Debt First Tier Security N/A N/A 2016-01-13 2017-11-13 N N N 6955000.00 6947026.28 0.0033 No Additional Information N 6938655.75 6938655.75 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.432101% 3133EECD0 Government Agency Debt First Tier Security N/A N/A 2016-01-20 2017-06-20 N N N 11337000.00 11342065.38 0.0054 No Additional Information N 11310131.31 11310131.31 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.3055% 3133EEEA4 Government Agency Debt First Tier Security N/A N/A 2016-01-08 2017-05-08 N N N 3420000.00 3420711.34 0.0016 No Additional Information N 3415725.00 3415725.00 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.243749% 3133EEFN5 Government Agency Debt First Tier Security N/A N/A 2016-01-01 2016-12-01 N N N 10527000.00 10527036.85 0.0050 No Additional Information N 10519210.02 10519210.02 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.462499% 3133EEGF1 Government Agency Debt First Tier Security N/A N/A 2016-01-24 2017-05-24 N N N 8455000.00 8458833.10 0.0040 No Additional Information N 8444262.15 8444262.15 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.347% 3133EEHV5 Government Agency Debt First Tier Security N/A N/A 2016-01-13 2017-07-13 N N N 37345000.00 37368193.82 0.0177 No Additional Information N 37280019.70 37280019.70 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.424501% 3133EELD0 Government Agency Debt First Tier Security N/A N/A 2016-01-23 2017-02-23 N N N 5900000.00 5899152.10 0.0028 No Additional Information N 5893097.00 5893097.00 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.2786% 3133EEMU1 Government Agency Debt First Tier Security N/A N/A 2016-01-06 2017-02-06 N N N 5821000.00 5821024.18 0.0028 No Additional Information N 5815819.31 5815819.31 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.276998% 3133EEV56 Government Agency Debt First Tier Security N/A N/A 2016-01-09 2017-06-09 N N N 12335000.00 12335000.00 0.0058 No Additional Information N 12309713.25 12309713.25 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.3721% 3133EEW22 Government Agency Debt First Tier Security N/A N/A 2016-01-20 2017-03-20 N N N 6895000.00 6894448.28 0.0033 No Additional Information N 6883071.65 6883071.65 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.353099% 3133EFNV5 Government Agency Debt First Tier Security N/A N/A 2016-01-10 2017-08-10 N N N 30000000.00 29995067.04 0.0142 No Additional Information N 29958900.00 29958900.00 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.3645% 3133EFPD3 Government Agency Debt First Tier Security N/A N/A 2016-01-16 2017-03-16 N N N 6515000.00 6511841.88 0.0031 No Additional Information N 6507963.80 6507963.80 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 6% 3133MEAB7 Government Agency Debt First Tier Security N/A N/A 2016-02-12 2016-02-12 N N N 220000.00 221361.83 0.0001 No Additional Information N 221353.00 221353.00 FEDERAL HOME LOAN MORTGAGE CORP * FREDDIE MAC 0.321998% 3134G5Z32 Government Agency Debt First Tier Security N/A N/A 2016-01-13 2017-01-13 N N N 12000000.00 11998733.77 0.0057 No Additional Information N 11990880.00 11990880.00 FEDERAL HOME LOAN MORTGAGE CORP * FREDDIE MAC 0.407099% 3134G72G5 Government Agency Debt First Tier Security N/A N/A 2016-01-20 2017-04-20 N N N 12560000.00 12555406.17 0.0060 No Additional Information N 12540908.80 12540908.80 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 0.18% 313588RK3 Government Agency Debt First Tier Security N/A N/A 2016-01-05 2016-01-05 N N N 4645000.00 4644886.46 0.0022 No Additional Information N 4645000.00 4645000.00 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 5% 31359MH89 Government Agency Debt First Tier Security N/A N/A 2016-03-15 2016-03-15 N N N 760000.00 767316.57 0.0004 No Additional Information N 767083.20 767083.20 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 2.25% 3135G0AL7 Government Agency Debt First Tier Security N/A N/A 2016-03-15 2016-03-15 N N N 620000.00 622507.66 0.0003 No Additional Information N 622213.40 622213.40 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 0.436601% 3135G0B44 Government Agency Debt First Tier Security N/A N/A 2016-01-26 2017-01-26 N N N 20093000.00 20088226.37 0.0095 No Additional Information N 20081546.99 20081546.99 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 0.4316% 3135G0YG2 Government Agency Debt First Tier Security N/A N/A 2016-01-25 2016-07-25 N N N 3360000.00 3360159.46 0.0016 No Additional Information N 3359361.60 3359361.60 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 0.3505% 3135G0YH0 Government Agency Debt First Tier Security N/A N/A 2016-01-15 2016-08-15 N N N 8442000.00 8442870.50 0.0040 No Additional Information N 8439973.92 8439973.92 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 0.3645% 3135G0YK3 Government Agency Debt First Tier Security N/A N/A 2016-01-16 2016-08-12 N N N 6750000.00 6750821.85 0.0032 No Additional Information N 6748380.00 6748380.00 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 0.3645% 3135G0YL1 Government Agency Debt First Tier Security N/A N/A 2016-01-16 2016-08-16 N N N 945000.00 945092.85 0.0005 No Additional Information N 944763.75 944763.75 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 0.441601% 3135G0YQ0 Government Agency Debt First Tier Security N/A N/A 2016-01-26 2016-08-26 N N N 565000.00 565075.77 0.0003 No Additional Information N 564796.60 564796.60 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 0.67% 3136FP4N4 Government Agency Debt First Tier Security N/A N/A 2016-01-01 2016-01-20 N N N 2465000.00 2465222.61 0.0012 No Additional Information N 2465197.20 2465197.20 BANK OF MONTREAL BANK OF MONTREAL REPO 0.26% 36BMO0104 Treasury Repurchase Agreement Y TSY INFL IX N/B 2017-01-15 2.375 Treasury Debt 14891200.00 18173962.76 US TREASURY N/B 2020-05-15 3.5 Treasury Debt 94758200.00 102191324.81 US TREASURY N/B 2017-03-31 1 Treasury Debt 9076100.00 9112346.87 US TREASURY N/B 2022-02-15 2 Treasury Debt 21826900.00 21978596.95 US TREASURY N/B 2021-11-15 8 Treasury Debt 20134900.00 27049021.10 First Tier Security N/A N/A 2016-01-04 2016-01-04 N N N 175000000.00 175000000.00 0.0829 No Additional Information N 175000000.00 175000000.00 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA REPO 0.32% 36BSC0104 Government Agency Repurchase Agreement Y FANNIE MAE 2017-10-26 0.875 Government Agency Debt 541000.00 538980.91 FANNIE MAE 2018-05-25 1.05 Government Agency Debt 2238000.00 2221304.52 FANNIE MAE 2020-03-11 1.88 Government Agency Debt 136000.00 136975.72 FANNIE MAE 2030-11-15 6.625 Government Agency Debt 7460000.00 10585257.17 FANNIE MAE 2030-05-15 7.25 Government Agency Debt 536000.00 795870.96 FANNIE MAE 2017-02-13 5 Government Agency Debt 15463000.00 16451188.79 FEDERAL HOME LOAN BANK 2022-07-05 2.5 Government Agency Debt 1845000.00 1624245.31 FEDERAL HOME LOAN BANK 2016-12-28 0.625 Government Agency Debt 10000.00 9978.32 FREDDIE MAC 2016-10-18 5.125 Government Agency Debt 148000.00 154671.89 FREDDIE MAC 2019-10-02 1.25 Government Agency Debt 13950000.00 13774512.88 Government National Mortgage A 2042-04-20 5 Government Agency Debt 3719.00 1328.89 Government National Mortgage A 2042-03-20 1.75 Government Agency Debt 4525079.00 1303949.48 Government National Mortgage A 2040-07-15 4.75 Government Agency Debt 199066.00 82225.33 Government National Mortgage A 2041-03-20 4.5 Government Agency Debt 174398.00 62482.09 Government National Mortgage A 2045-09-20 4 Government Agency Debt 4665.00 4960.11 Government National Mortgage A 2045-06-20 4.5 Government Agency Debt 1000.00 1081.37 Government National Mortgage A 2045-10-20 4.5 Government Agency Debt 119332.00 130609.96 Government National Mortgage A 2045-09-20 3 Government Agency Debt 2040.00 2072.40 Government National Mortgage A 2045-07-20 3 Government Agency Debt 321574.00 324664.40 Government National Mortgage A 2045-06-20 5 Government Agency Debt 1721.00 1697.98 Government National Mortgage A 2045-05-20 2 Government Agency Debt 2853188.00 2793931.23 First Tier Security N/A N/A 2016-01-04 2016-01-04 N N N 50000000.00 50000000.00 0.0237 No Additional Information N 50000000.00 50000000.00 GOLDMAN SACHS & CO * GOLDMAN SACHS REPO 0.3% 36GMS0104 Government Agency Repurchase Agreement Y FANNIE DISCOUNT NOTE 2016-03-30 0 Government Agency Debt 437000.00 436672.25 FANNIE DISCOUNT NOTE 2016-03-16 0 Government Agency Debt 138000.00 137913.06 FANNIE MAE 2018-12-14 1.125 Government Agency Debt 4950000.00 4909564.69 FANNIE MAE 2018-11-27 1.625 Government Agency Debt 1081000.00 1089296.37 FANNIE MAE 2021-09-29 1.985 Government Agency Debt 84836000.00 84279711.50 FANNIE MAE 2023-09-27 2.67 Government Agency Debt 102619000.00 103445253.96 FANNIE MAE 2017-09-27 1 Government Agency Debt 50000.00 50004.06 FANNIE MAE 2018-09-18 1.875 Government Agency Debt 50000.00 50936.73 FANNIE MAE 2023-09-13 2.635 Government Agency Debt 1074000.00 1083961.35 FANNIE MAE 2024-09-06 2.625 Government Agency Debt 550000.00 559902.98 FANNIE MAE 2023-08-28 2.66 Government Agency Debt 38408000.00 37862926.47 FANNIE MAE 2019-06-20 1.75 Government Agency Debt 20000.00 20149.29 FANNIE MAE 2017-04-27 1.125 Government Agency Debt 60000.00 60207.60 FANNIE MAE 2017-04-20 0.75 Government Agency Debt 2000000.00 1996858.33 FANNIE MAE 2017-01-30 1.25 Government Agency Debt 132000.00 133204.24 FANNIE MAE 2030-05-15 7.25 Government Agency Debt 1000000.00 1484833.89 FANNIE MAE 2017-05-11 5 Government Agency Debt 56000.00 59335.05 FEDERAL FARM CREDIT BANK 2027-12-28 3.37 Government Agency Debt 9312000.00 9254552.72 FEDERAL FARM CREDIT BANK 2017-12-08 0.3105 Government Agency Debt 9904000.00 9882492.23 FEDERAL FARM CREDIT BANK 2017-05-08 0.3055 Government Agency Debt 3151000.00 3147644.75 FEDERAL FARM CREDIT BANK 2018-04-16 0.3945 Government Agency Debt 30868000.00 30787878.25 FEDERAL FARM CREDIT BANK 2017-03-29 0.4416 Government Agency Debt 4987000.00 4981636.65 FREDDIE MAC 2017-01-27 0.5 Government Agency Debt 91458000.00 91291444.82 FREDDIE MAC 2022-01-13 2.375 Government Agency Debt 490000.00 501413.73 FREDDIE MAC 2021-05-27 2.06 Government Agency Debt 2000.00 2009.37 FREDDIE MAC 2032-07-15 6.25 Government Agency Debt 858000.00 1214934.38 FREDDIE MAC 2016-10-14 0.875 Government Agency Debt 14311000.00 14350090.89 FREDDIE MAC 2019-10-02 1.25 Government Agency Debt 76104000.00 75146632.82 FREDDIE MAC 2017-09-29 1 Government Agency Debt 25000.00 25023.64 FREDDIE MAC 2017-05-12 1.25 Government Agency Debt 87000.00 87265.47 FREDDIE MAC 2020-05-01 1.375 Government Agency Debt 535000.00 527837.24 FREDDIE MAC 2017-04-18 5 Government Agency Debt 169000.00 179349.37 FREDDIE MAC 2019-03-27 3.75 Government Agency Debt 755000.00 815423.91 FREDDIE MAC 2018-03-07 0.875 Government Agency Debt 50000.00 49767.54 FREDDIE MAC 2017-02-22 0.875 Government Agency Debt 50000.00 50121.77 TSY INFL IX N/B 2018-04-15 0.125 Treasury Debt 14386200.00 14760254.60 First Tier Security N/A N/A 2016-01-04 2016-01-04 N N N 485000000.00 485000000.00 0.2298 No Additional Information N 485000000.00 485000000.00 MITSUBISHI UFJ FINANCIAL GROUP MITSUBISHI UFJ SEC USA 0.26% 36MIT0104 Government Agency Repurchase Agreement Y FANNIE MAE 2018-12-28 1 Government Agency Debt 6180000.00 6175262.00 FED HOME LN DISCOUNT NT 2016-09-23 0 Government Agency Debt 119648000.00 119102405.10 FED HOME LN DISCOUNT NT 2016-07-27 0 Government Agency Debt 54000000.00 53818020.00 FED HOME LN DISCOUNT NT 2016-07-15 0 Government Agency Debt 3200000.00 3189856.00 FED HOME LN DISCOUNT NT 2016-05-20 0 Government Agency Debt 320000.00 319449.60 FED HOME LN DISCOUNT NT 2016-05-04 0 Government Agency Debt 280000.00 279571.60 FEDERAL FARM CREDIT BANK 2023-09-05 5.24 Government Agency Debt 1500000.00 1818396.67 FEDERAL FARM CREDIT BANK 2025-12-15 2.69 Government Agency Debt 7500000.00 7392416.67 FEDERAL FARM CREDIT BANK 2025-11-25 2.7 Government Agency Debt 1150000.00 1143422.00 FEDERAL HOME LOAN BANK 2018-06-13 1.05 Government Agency Debt 3000000.00 2957895.00 FEDERAL HOME LOAN BANK 2023-03-28 2.22 Government Agency Debt 2000000.00 1998870.00 FEDERAL HOME LOAN BANK 2027-11-23 2 Government Agency Debt 900000.00 845281.00 FEDERAL HOME LOAN BANK 2018-09-14 2 Government Agency Debt 4000000.00 4091337.78 FEDERAL HOME LOAN BANK 2018-06-29 1.3 Government Agency Debt 2225000.00 2221333.69 FEDERAL HOME LOAN BANK 2022-12-09 2.5 Government Agency Debt 1500000.00 1522736.67 FEDERAL HOME LOAN BANK 2017-12-08 1.125 Government Agency Debt 1000000.00 999848.75 FEDERAL HOME LOAN BANK 2016-12-16 4.75 Government Agency Debt 3000000.00 3117537.50 FREDDIE MAC 2018-01-12 0.75 Government Agency Debt 1000000.00 994340.83 FREDDIE MAC 2018-12-28 0 Government Agency Debt 5900000.00 5893347.75 FREDDIE MAC 2024-10-30 2.5 Government Agency Debt 9901000.00 9625713.70 FREDDIE MAC DISCOUNT NT 2016-08-24 0 Government Agency Debt 81265000.00 80949691.80 Government National Mortgage A 2041-09-20 4.5 Government Agency Debt 5476378.00 2069928.96 Government National Mortgage A 2040-05-15 5 Government Agency Debt 1123962.00 235997.18 Government National Mortgage A 2042-01-15 4 Government Agency Debt 9673087.00 4197025.28 Government National Mortgage A 2039-11-15 3.35 Government Agency Debt 254452.00 267081.48 Government National Mortgage A 2045-11-20 3.5 Government Agency Debt 2556857.00 2632796.46 Government National Mortgage A 2045-10-20 3.5 Government Agency Debt 3431077.00 3566090.56 Government National Mortgage A 2045-06-20 3 Government Agency Debt 200091.00 199468.58 Government National Mortgage A 2045-05-20 3 Government Agency Debt 2471200.00 2430513.79 TSY INFL IX N/B 2024-01-15 0.625 Treasury Debt 9689500.00 9757778.95 TSY INFL IX N/B 2027-01-15 2.375 Treasury Debt 12121100.00 16628196.66 US TREASURY N/B 2018-07-15 0.875 Treasury Debt 10000000.00 9943313.42 US TREASURY N/B 2018-06-30 1.375 Treasury Debt 700.00 702.41 US TREASURY N/B 2020-05-31 1.5 Treasury Debt 263400.00 261161.23 US TREASURY N/B 2025-05-15 2.125 Treasury Debt 4116600.00 4063188.92 US TREASURY N/B 2023-05-15 1.75 Treasury Debt 27877100.00 27150359.01 US TREASURY N/B 2016-03-31 2.25 Treasury Debt 3148200.00 3180269.88 US TREASURY N/B 2044-11-15 3 Treasury Debt 156200.00 155376.71 US TREASURY N/B 2043-11-15 3.75 Treasury Debt 100000.00 115063.90 US TREASURY N/B 2041-05-15 4.375 Treasury Debt 4929500.00 6216857.89 US TREASURY N/B 2045-02-15 2.5 Treasury Debt 100.00 90.17 US TREASURY N/B 2044-02-15 3.625 Treasury Debt 2314600.00 2621200.59 US TREASURY N/B 2021-02-15 7.875 Treasury Debt 41475400.00 54864125.72 First Tier Security N/A N/A 2016-01-04 2016-01-04 N N N 450000000.00 450000000.00 0.2132 No Additional Information N 450000000.00 450000000.00 TD SECURITIES TD SECURITIES REPO 0.34% 36TDS0104 Treasury Repurchase Agreement Y US TREASURY N/B 2020-05-31 1.375 Treasury Debt 27840500.00 27435827.68 US TREASURY N/B 2016-05-31 0.375 Treasury Debt 27179300.00 27178420.01 US TREASURY N/B 2020-04-30 1.375 Treasury Debt 14040500.00 13872073.79 US TREASURY N/B 2041-02-15 4.75 Treasury Debt 25000000.00 33517562.50 First Tier Security N/A N/A 2016-01-04 2016-01-04 N N N 100000000.00 100000000.00 0.0474 No Additional Information N 100000000.00 100000000.00