N-MFP LIVE N 2016-02-29 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 18 79 2045824338.40 176893793.78 586135.56 2222131996.62 0.0032 0.9998 2016-02-29 0.9998 2016-02-29 C000018365 1.00 2187894819.87 1.00 278385921.78 1071096482.10 792710560.32 0.0011 0.9998 2016-02-29 .9998 2016-02-29 C000162326 1.00 34237176.75 1.00 -1761819.57 4935051.10 6696870.67 0.0011 0.9999 2016-02-29 .9999 2016-02-29 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 225000.00 0.0001 No Additional Information N 225000.00 225000.00 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 399996.01 0.0002 No Additional Information N 400000.80 400000.80 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 884973.01 0.0004 No Additional Information N 885018.58 885018.58 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.384001% 3130A5VZ9 Government Agency Debt First Tier Security N/A N/A 2016-03-09 2017-01-09 N N N 7915000.00 7915055.03 0.0036 No Additional Information N 7907203.72 7907203.72 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.421999% 3130A6C54 Government Agency Debt First Tier Security N/A N/A 2016-03-21 2017-08-21 N N N 11000000.00 11000000.00 0.0050 No Additional Information N 10975063.00 10975063.00 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.397001% 3130A6C96 Government Agency Debt First Tier Security N/A N/A 2016-03-14 2017-02-14 N N N 12980000.00 12980000.00 0.0058 No Additional Information N 12966046.50 12966046.50 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.436% 3130A6DC8 Government Agency Debt First Tier Security N/A N/A 2016-03-25 2017-08-25 N N N 9755000.00 9754983.58 0.0044 No Additional Information N 9733724.34 9733724.34 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.432% 3130A6DH7 Government Agency Debt First Tier Security N/A N/A 2016-03-20 2017-08-17 N N N 8630000.00 8630000.00 0.0039 No Additional Information N 8612049.60 8612049.60 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 37034886.30 0.0167 No Additional Information N 37033703.77 37033703.77 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.447001% 3130A6P50 Government Agency Debt First Tier Security N/A N/A 2016-03-21 2017-04-21 N N N 7485000.00 7481971.83 0.0034 No Additional Information N 7477140.75 7477140.75 FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.46% 3130A7CH6 Government Agency Debt First Tier Security N/A N/A 2016-08-19 2016-08-19 N N N 5300000.00 5299119.70 0.0024 No Additional Information N 5298224.50 5298224.50 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.49% 3130A7DV4 Government Agency Debt First Tier Security N/A N/A 2016-08-26 2016-08-26 N N N 9245000.00 9244298.53 0.0042 No Additional Information N 9240553.15 9240553.15 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.47% 3130A7ED3 Government Agency Debt First Tier Security N/A N/A 2016-08-26 2016-08-26 N N N 12000000.00 11997315.08 0.0054 No Additional Information N 11997300.00 11997300.00 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.522698% 31331K2G4 Government Agency Debt First Tier Security N/A N/A 2016-03-06 2016-12-06 N N N 490000.00 490361.13 0.0002 No Additional Information N 490134.26 490134.26 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.520049% 31331KHT0 Government Agency Debt First Tier Security N/A N/A 2016-03-19 2016-04-19 N N N 8960000.00 8961198.83 0.0040 No Additional Information N 8960232.96 8960232.96 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.501998% 31331KHV5 Government Agency Debt First Tier Security N/A N/A 2016-03-20 2016-04-20 N N N 5027000.00 5027489.34 0.0023 No Additional Information N 5026969.84 5026969.84 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 175027.49 0.0001 No Additional Information N 175031.50 175031.50 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 930205.05 0.0004 No Additional Information N 929664.27 929664.27 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.51% 313384A66 Government Agency Debt First Tier Security N/A N/A 2016-08-03 2016-08-03 N N N 40000000.00 39912166.67 0.0180 No Additional Information N 39927680.00 39927680.00 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.49% 313384C64 Government Agency Debt First Tier Security N/A N/A 2016-08-19 2016-08-19 N N N 14572000.00 14538083.67 0.0065 No Additional Information N 14542928.86 14542928.86 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.49% 313384D30 Government Agency Debt First Tier Security N/A N/A 2016-08-24 2016-08-24 N N N 18000000.00 17956440.00 0.0081 No Additional Information N 17963046.00 17963046.00 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.49% 313384D55 Government Agency Debt First Tier Security N/A N/A 2016-08-26 2016-08-26 N N N 12000000.00 11970689.34 0.0054 No Additional Information N 11975040.00 11975040.00 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.27% 313384TW9 Government Agency Debt First Tier Security N/A N/A 2016-03-04 2016-03-04 N N N 27075000.00 27074173.42 0.0122 No Additional Information N 27074377.27 27074377.27 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.38% 313384UB3 Government Agency Debt First Tier Security N/A N/A 2016-03-09 2016-03-09 N N N 19443000.00 19441166.97 0.0088 No Additional Information N 19441794.53 19441794.53 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.36% 313384UD9 Government Agency Debt First Tier Security N/A N/A 2016-03-11 2016-03-11 N N N 40547000.00 40542550.03 0.0182 No Additional Information N 40543837.33 40543837.33 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.45% 313384UH0 Government Agency Debt First Tier Security N/A N/A 2016-03-15 2016-03-15 N N N 4235000.00 4234209.47 0.0019 No Additional Information N 4234669.67 4234669.67 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.3% 313384UJ6 Government Agency Debt First Tier Security N/A N/A 2016-03-16 2016-03-16 N N N 17414000.00 17410698.60 0.0078 No Additional Information N 17411962.56 17411962.56 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.41% 313384UL1 Government Agency Debt First Tier Security N/A N/A 2016-03-18 2016-03-18 N N N 9430000.00 9428062.92 0.0042 No Additional Information N 9428755.24 9428755.24 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.38% 313384UP2 Government Agency Debt First Tier Security N/A N/A 2016-03-21 2016-03-21 N N N 12010000.00 12007331.11 0.0054 No Additional Information N 12008126.44 12008126.44 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.39% 313384UR8 Government Agency Debt First Tier Security N/A N/A 2016-03-23 2016-03-23 N N N 17799000.00 17794578.16 0.0080 No Additional Information N 17795956.37 17795956.37 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.34% 313384UY3 Government Agency Debt First Tier Security N/A N/A 2016-03-30 2016-03-30 N N N 11233000.00 11230737.80 0.0051 No Additional Information N 11230461.34 11230461.34 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 1999612.50 0.0009 No Additional Information N 1999440.00 1999440.00 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.23% 313384VH9 Government Agency Debt First Tier Security N/A N/A 2016-04-08 2016-04-08 N N N 5000000.00 4998733.33 0.0023 No Additional Information N 4998285.00 4998285.00 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.26% 313384VM8 Government Agency Debt First Tier Security N/A N/A 2016-04-12 2016-04-12 N N N 415000.00 414869.28 0.0002 No Additional Information N 414842.72 414842.72 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.24% 313384VN6 Government Agency Debt First Tier Security N/A N/A 2016-04-13 2016-04-13 N N N 5000000.00 4998506.95 0.0023 No Additional Information N 4998060.00 4998060.00 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 9996937.50 0.0045 No Additional Information N 9995940.00 9995940.00 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 21992277.78 0.0099 No Additional Information N 21990078.00 21990078.00 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 9996388.89 0.0045 No Additional Information N 9995310.00 9995310.00 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 4058328.63 0.0018 No Additional Information N 4057909.10 4057909.10 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.39% 313384XJ3 Government Agency Debt First Tier Security N/A N/A 2016-05-27 2016-05-27 N N N 31446000.00 31416286.15 0.0141 No Additional Information N 31419396.68 31419396.68 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 6596729.07 0.0030 No Additional Information N 6598751.67 6598751.67 FEDERAL HOME LOAN BANK * FEDERAL HOME LOAN BANK 0.5% 313384ZZ5 Government Agency Debt First Tier Security N/A N/A 2016-07-29 2016-07-29 N N N 10000000.00 9979166.67 0.0045 No Additional Information N 9984170.00 9984170.00 FEDERAL HOME LOAN MORTGAGE CORP * FREDDIE MAC 0.48% 313396C68 Government Agency Debt First Tier Security N/A N/A 2016-08-19 2016-08-19 N N N 7320000.00 7303136.55 0.0033 No Additional Information N 7305396.60 7305396.60 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 500338.15 0.0002 No Additional Information N 500252.00 500252.00 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.45% 3133ECNB6 Government Agency Debt First Tier Security N/A N/A 2016-03-02 2016-05-02 N N N 1750000.00 1750091.46 0.0008 No Additional Information N 1750078.75 1750078.75 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.43925% 3133ECSA3 Government Agency Debt First Tier Security N/A N/A 2016-03-17 2016-06-17 N N N 1940000.00 1939972.61 0.0009 No Additional Information N 1939813.76 1939813.76 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.453802% 3133ECY99 Government Agency Debt First Tier Security N/A N/A 2016-03-26 2016-08-26 N N N 895000.00 895088.83 0.0004 No Additional Information N 894813.84 894813.84 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.456502% 3133ECZE7 Government Agency Debt First Tier Security N/A N/A 2016-03-12 2016-03-30 N N N 2510000.00 2510410.63 0.0011 No Additional Information N 2509789.16 2509789.16 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.447001% 3133ED3B6 Government Agency Debt First Tier Security N/A N/A 2016-03-03 2016-10-03 N N N 15738000.00 15739506.79 0.0071 No Additional Information N 15736221.61 15736221.61 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.4585% 3133ED4J8 Government Agency Debt First Tier Security N/A N/A 2016-03-11 2016-10-11 N N N 1520000.00 1520269.60 0.0007 No Additional Information N 1519802.40 1519802.40 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.4477% 3133ED4K5 Government Agency Debt First Tier Security N/A N/A 2016-03-08 2016-03-30 N N N 2385000.00 2385150.38 0.0011 No Additional Information N 2384947.53 2384947.53 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.439499% 3133EDFH0 Government Agency Debt First Tier Security N/A N/A 2016-03-18 2016-07-18 N N N 980000.00 980039.10 0.0004 No Additional Information N 979965.70 979965.70 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.447001% 3133EDH21 Government Agency Debt First Tier Security N/A N/A 2016-03-14 2016-09-14 N N N 8250000.00 8250684.50 0.0037 No Additional Information N 8248680.00 8248680.00 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.456998% 3133EDJ37 Government Agency Debt First Tier Security N/A N/A 2016-03-03 2017-01-03 N N N 1705000.00 1705295.44 0.0008 No Additional Information N 1704508.96 1704508.96 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.448499% 3133EDJA1 Government Agency Debt First Tier Security N/A N/A 2016-03-11 2016-10-11 N N N 3605000.00 3605342.96 0.0016 No Additional Information N 3604297.02 3604297.02 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.47925% 3133EDJX1 Government Agency Debt First Tier Security N/A N/A 2016-03-17 2017-04-17 N N N 2370000.00 2370791.93 0.0011 No Additional Information N 2367717.69 2367717.69 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.425498% 3133EDLM2 Government Agency Debt First Tier Security N/A N/A 2016-03-16 2016-08-16 N N N 8170000.00 8170010.22 0.0037 No Additional Information N 8167982.01 8167982.01 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.4585% 3133EDMX7 Government Agency Debt First Tier Security N/A N/A 2016-03-05 2017-06-05 N N N 17510000.00 17505614.44 0.0079 No Additional Information N 17491807.11 17491807.11 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.452002% 3133EDNA6 Government Agency Debt First Tier Security N/A N/A 2016-03-13 2017-03-13 N N N 175000.00 174995.91 0.0001 No Additional Information N 174880.13 174880.13 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.473501% 3133EDP30 Government Agency Debt First Tier Security N/A N/A 2016-03-24 2017-03-24 N N N 1900000.00 1900194.60 0.0009 No Additional Information N 1898801.10 1898801.10 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.402001% 3133EDPM8 Government Agency Debt First Tier Security N/A N/A 2016-03-03 2016-10-03 N N N 855000.00 854823.62 0.0004 No Additional Information N 854679.38 854679.38 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.463799% 3133EDW81 Government Agency Debt First Tier Security N/A N/A 2016-03-26 2017-04-26 N N N 660000.00 659374.67 0.0003 No Additional Information N 659360.46 659360.46 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.4658% 3133EDYR7 Government Agency Debt First Tier Security N/A N/A 2016-03-25 2017-07-25 N N N 13989000.00 13997421.61 0.0063 No Additional Information N 13969835.07 13969835.07 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.4585% 3133EDZW5 Government Agency Debt First Tier Security N/A N/A 2016-03-29 2017-03-29 N N N 6000000.00 6000649.84 0.0027 No Additional Information N 5995548.00 5995548.00 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.456998% 3133EEBR0 Government Agency Debt First Tier Security N/A N/A 2016-03-13 2017-11-13 N N N 7200000.00 7192177.83 0.0032 No Additional Information N 7185074.40 7185074.40 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.461999% 3133EECD0 Government Agency Debt First Tier Security N/A N/A 2016-03-20 2017-06-20 N N N 11337000.00 11341498.36 0.0051 No Additional Information N 11322749.39 11322749.39 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.4577% 3133EEEA4 Government Agency Debt First Tier Security N/A N/A 2016-03-08 2017-05-08 N N N 3420000.00 3420624.76 0.0015 No Additional Information N 3416942.52 3416942.52 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.4262% 3133EEFN5 Government Agency Debt First Tier Security N/A N/A 2016-03-01 2016-12-01 N N N 10527000.00 10527030.25 0.0047 No Additional Information N 10521515.43 10521515.43 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.478501% 3133EEGF1 Government Agency Debt First Tier Security N/A N/A 2016-03-24 2017-05-24 N N N 8455000.00 8458381.26 0.0038 No Additional Information N 8447170.67 8447170.67 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.456998% 3133EEHV5 Government Agency Debt First Tier Security N/A N/A 2016-03-13 2017-07-13 N N N 37345000.00 37365704.32 0.0168 No Additional Information N 37294397.53 37294397.53 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.438502% 3133EELD0 Government Agency Debt First Tier Security N/A N/A 2016-03-23 2017-02-23 N N N 5900000.00 5899273.51 0.0027 No Additional Information N 5894878.80 5894878.80 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.437699% 3133EEMU1 Government Agency Debt First Tier Security N/A N/A 2016-03-06 2017-02-06 N N N 5821000.00 5821020.57 0.0026 No Additional Information N 5817431.73 5817431.73 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.4189% 3133EEV56 Government Agency Debt First Tier Security N/A N/A 2016-03-09 2017-06-09 N N N 12335000.00 12335000.00 0.0056 No Additional Information N 12315313.34 12315313.34 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.401999% 3133EEW22 Government Agency Debt First Tier Security N/A N/A 2016-03-20 2017-03-20 N N N 6895000.00 6894522.84 0.0031 No Additional Information N 6885822.75 6885822.75 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.489251% 3133EFNV5 Government Agency Debt First Tier Security N/A N/A 2016-03-10 2017-08-10 N N N 30000000.00 29995571.26 0.0135 No Additional Information N 29967030.00 29967030.00 FEDERAL FARM CREDIT BANK * FEDERAL FARM CREDIT BANK 0.4505% 3133EFPD3 Government Agency Debt First Tier Security N/A N/A 2016-03-16 2017-03-16 N N N 6515000.00 6512272.53 0.0029 No Additional Information N 6510055.12 6510055.12 FEDERAL HOME LOAN MORTGAGE CORP * FREDDIE MAC 0.432% 3134G5Z32 Government Agency Debt First Tier Security N/A N/A 2016-03-13 2017-01-13 N N N 12000000.00 11998934.76 0.0054 No Additional Information N 11993664.00 11993664.00 FEDERAL HOME LOAN MORTGAGE CORP * FREDDIE MAC 0.437% 3134G72G5 Government Agency Debt First Tier Security N/A N/A 2016-03-20 2017-04-20 N N N 12560000.00 12555986.45 0.0056 No Additional Information N 12545556.00 12545556.00 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 761384.22 0.0003 No Additional Information N 761357.36 761357.36 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 620474.42 0.0003 No Additional Information N 620399.90 620399.90 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 0.448801% 3135G0B44 Government Agency Debt First Tier Security N/A N/A 2016-03-26 2017-01-26 N N N 20093000.00 20088958.89 0.0090 No Additional Information N 20082792.76 20082792.76 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE .625% 3135G0YE7 Government Agency Debt First Tier Security N/A N/A 2016-08-26 2016-08-26 N N N 480000.00 480232.29 0.0002 No Additional Information N 479977.92 479977.92 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 0.445799% 3135G0YG2 Government Agency Debt First Tier Security N/A N/A 2016-03-25 2016-07-25 N N N 3360000.00 3360113.02 0.0015 No Additional Information N 3359865.60 3359865.60 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 0.447001% 3135G0YH0 Government Agency Debt First Tier Security N/A N/A 2016-03-15 2016-08-15 N N N 8442000.00 8442640.42 0.0038 No Additional Information N 8441755.18 8441755.18 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 0.4505% 3135G0YK3 Government Agency Debt First Tier Security N/A N/A 2016-03-16 2016-08-12 N N N 6750000.00 6750601.70 0.0030 No Additional Information N 6749217.00 6749217.00 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 0.4505% 3135G0YL1 Government Agency Debt First Tier Security N/A N/A 2016-03-16 2016-08-16 N N N 945000.00 945068.41 0.0004 No Additional Information N 944884.71 944884.71 FEDERAL NATIONAL MORTGAGE ASSOC * FANNIE MAE 0.453802% 3135G0YQ0 Government Agency Debt First Tier Security N/A N/A 2016-03-26 2016-08-26 N N N 565000.00 565056.67 0.0003 No Additional Information N 564871.18 564871.18 BANK OF MONTREAL BANK OF MONTREAL REPO 0.28% 36BMT0301 Treasury Repurchase Agreement Y US TREASURY N/B 2024-08-15 2.375 Treasury Debt 2711600.00 2860557.57 US TREASURY N/B 2018-04-30 0.625 Treasury Debt 144100.00 143723.98 TSY INFL IX N/B 2016-04-15 0.125 Treasury Debt 2850000.00 3056737.45 US TREASURY N/B 2019-02-15 2.75 Treasury Debt 448100.00 471959.39 US TREASURY N/B 2021-01-31 1.375 Treasury Debt 32930300.00 33147820.01 US TREASURY N/B 2044-05-15 3.375 Treasury Debt 4459000.00 5212072.91 US TREASURY N/B 2045-02-15 2.5 Treasury Debt 19983500.00 19411802.80 US TREASURY N/B 2040-02-15 4.625 Treasury Debt 16116400.00 22528677.94 US TREASURY N/B 2036-02-15 4.5 Treasury Debt 3611412.00 4967427.75 First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 90000000.00 90000000.00 0.0405 No Additional Information N 90000000.00 90000000.00 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA REPO 0.31% 36BSC0301 Treasury Repurchase Agreement Y US TREASURY N/B 2017-06-15 0.875 Treasury Debt 34333500.00 34449545.17 US TREASURY N/B 2020-04-30 1.375 Treasury Debt 23843400.00 24131207.52 TREASURY BILL 2016-03-31 0 Treasury Debt 100.00 99.98 FANNIE MAE 2017-11-24 5.355 Government Agency Debt 2248000.00 2451087.13 FANNIE MAE 2017-10-26 0.875 Government Agency Debt 11828000.00 11870812.43 FANNIE MAE 2018-05-25 1.05 Government Agency Debt 4824000.00 4829845.08 FANNIE MAE 2018-03-20 1.125 Government Agency Debt 48000.00 48239.94 FANNIE MAE 2018-02-15 1 Government Agency Debt 1422000.00 1422282.82 FANNIE MAE 2030-11-15 6.625 Government Agency Debt 3745000.00 5637157.09 FANNIE MAE 2029-05-15 6.25 Government Agency Debt 2346000.00 3383210.13 FREDDIE MAC 2017-04-25 0.9 Government Agency Debt 13684000.00 13777461.72 First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 100000000.00 100000000.00 0.0450 No Additional Information N 100000000.00 100000000.00 CITIBANK CITIBANK REPO 0.29% 36CIT0301 Treasury Repurchase Agreement Y US TREASURY N/B 2016-07-31 0.5 Treasury Debt 70492100.00 70518065.88 US TREASURY N/B 2016-05-31 0.375 Treasury Debt 881300.00 882042.38 TSY INFL IX N/B 2026-01-15 2 Treasury Debt 400.00 550.68 First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 70000000.00 70000000.00 0.0315 No Additional Information N 70000000.00 70000000.00 CREDIT SUISSE FIRST BOSTON CREDIT SUISSE REPO 0.3% 36CSS0301 Treasury Repurchase Agreement Y US TREASURY N/B 2017-03-31 0.5 Treasury Debt 11765000.00 11766957.89 US TREASURY N/B 2020-02-29 1.375 Treasury Debt 78845800.00 80037903.82 First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 90000000.00 90000000.00 0.0405 No Additional Information N 90000000.00 90000000.00 GOLDMAN SACHS & CO * GOLDMAN SACHS REPO 0.28% 36GDD0301 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN BANK 2035-08-08 3.3 Government Agency Debt 940000.00 941818.90 FEDERAL HOME LOAN BANK 2017-06-23 1.25 Government Agency Debt 13915000.00 13995660.62 FEDERAL HOME LOAN BANK 2016-12-28 0.625 Government Agency Debt 18611000.00 18624009.61 FREDDIE MAC 2017-07-28 1 Government Agency Debt 6811.00 6834.24 FREDDIE MAC 2017-06-29 1 Government Agency Debt 8131000.00 8164635.24 FANNIE MAE 2019-02-01 2 Government Agency Debt 1000.00 1008.15 FANNIE MAE 2016-03-06 2.66 Government Agency Debt 2000.00 2026.33 FANNIE MAE 2018-10-25 1.22 Government Agency Debt 55000000.00 55161822.22 FANNIE MAE 2017-10-26 0.875 Government Agency Debt 589000.00 591131.93 FANNIE MAE 2021-09-29 1.985 Government Agency Debt 1342000.00 1355756.62 FANNIE MAE 2018-09-18 1.875 Government Agency Debt 2910000.00 3000225.76 FANNIE MAE 2023-09-13 2.635 Government Agency Debt 28159000.00 28514655.99 FANNIE MAE 2024-09-06 2.625 Government Agency Debt 13568000.00 14448218.35 FANNIE MAE 2017-04-27 1.125 Government Agency Debt 5739000.00 5783032.48 FANNIE MAE 2016-03-15 2.25 Government Agency Debt 3480000.00 3518662.80 FANNIE MAE 2020-01-30 1.6 Government Agency Debt 5170000.00 5178369.66 FANNIE MAE 2017-01-30 1.25 Government Agency Debt 817.00 822.04 FANNIE MAE 2020-01-09 1.57 Government Agency Debt 18509000.00 18522336.76 FANNIE MAE 2030-01-15 7.125 Government Agency Debt 1910000.00 2942122.62 FREDDIE MAC 2021-05-27 2.06 Government Agency Debt 76014000.00 76647534.46 FREDDIE MAC 2032-07-15 6.25 Government Agency Debt 2000.00 2937.64 FREDDIE MAC 2029-09-15 6.75 Government Agency Debt 50671000.00 77374617.00 FEDERAL HOME LOAN BANK 2017-11-17 5 Government Agency Debt 8225000.00 8920560.83 FEDERAL FARM CREDIT BANK 2036-02-22 3.42 Government Agency Debt 749000.00 750014.89 FEDERAL FARM CREDIT BANK 2017-12-08 0.4627 Government Agency Debt 4040000.00 4032646.83 FEDERAL FARM CREDIT BANK 2018-03-22 0.467 Government Agency Debt 2006000.00 2000685.72 FEDERAL FARM CREDIT BANK 2018-01-17 0.4592 Government Agency Debt 6882000.00 6866192.62 FEDERAL HOME LOAN BANK 2016-06-24 0.375 Government Agency Debt 850000.00 850320.52 FEDERAL HOME LOAN BANK 2028-03-10 3 Government Agency Debt 3055000.00 3244145.23 First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 354352000.00 354352000.00 0.1595 No Additional Information N 354352000.00 354352000.00 JP MORGAN JP MORGAN REPO 0.29% 36JPM0301 Treasury Repurchase Agreement Y US TREASURY N/B 2022-07-31 2 Treasury Debt 88925000.00 91800245.29 First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 90000000.00 90000000.00 0.0405 No Additional Information N 90000000.00 90000000.00 MITSUBISHI UFJ FINANCIAL GROUP MITSUBISHI REPO 0.3% 36MIT0301 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN BANK 2027-11-23 2 Government Agency Debt 900000.00 894099.00 FEDERAL HOME LOAN BANK 2020-03-13 1.875 Government Agency Debt 8165000.00 8417754.38 FEDERAL HOME LOAN BANK 2022-12-09 2.5 Government Agency Debt 1500000.00 1575953.33 US TREASURY N/B 2025-11-15 2.25 Treasury Debt 22993000.00 24118098.02 US TREASURY N/B 2018-04-15 0.75 Treasury Debt 43826200.00 43873899.43 US TREASURY N/B 2022-01-31 1.5 Treasury Debt 20277000.00 20383617.58 FEDERAL FARM CREDIT BANK 2024-12-16 2.54 Government Agency Debt 1550000.00 1610435.36 FEDERAL FARM CREDIT BANK 2021-03-11 1.6 Government Agency Debt 2045000.00 2067304.13 FED HOME LN DISCOUNT NT 2017-02-21 0 Government Agency Debt 985000.00 980006.05 FED HOME LN DISCOUNT NT 2017-01-26 0 Government Agency Debt 89000000.00 88589710.00 FED HOME LN DISCOUNT NT 2016-09-23 0 Government Agency Debt 108712000.00 108436958.60 FEDERAL HOME LOAN BANK 2018-06-13 1.05 Government Agency Debt 3000000.00 2985590.00 FEDERAL HOME LOAN BANK 2023-03-28 2.22 Government Agency Debt 2000000.00 2069223.33 First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 300000000.00 300000000.00 0.1350 No Additional Information N 300000000.00 300000000.00 RBC DAIN RAUSCHER RBC CAPITAL REPO 0.27% 36RBC0301 Treasury Repurchase Agreement Y US TREASURY N/B 2022-11-30 2 Treasury Debt 49006100.00 50739086.92 US TREASURY N/B 2021-09-30 2.125 Treasury Debt 249300.00 261384.85 First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 50000000.00 50000000.00 0.0225 No Additional Information N 50000000.00 50000000.00 TD SECURITIES TD SECURITIES REPO 0.3% 36TDD0301 Treasury Repurchase Agreement Y US TREASURY N/B 2045-05-15 3 Treasury Debt 42376300.00 45924733.03 US TREASURY N/B 2043-05-15 2.875 Treasury Debt 52765000.00 56076122.62 First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 100000000.00 100000000.00 0.0450 No Additional Information N 100000000.00 100000000.00