N-MFP LIVE N 2014-12-31 0001046292 S000009354 2 N N N N 333-35883 Goldman Sachs Asset Management, L.P. 801-37591 PricewaterhouseCoopers LLP Boston MA Goldman Sachs Asset Management, L.P. The Bank of New York Mellon Goldman, Sachs & Co. 0000734700 84-01100 N N Y Prime 46 84 304837211.73 1939498.45 137986.43 306638723.75 0.0027 1.0000 2014-12-31 1.0000 2014-12-31 C000025638 1.00 305865860.30 1.00 -934922.04 11959049.00 12893971.04 0.0001 1.0000 2014-12-31 1.0000 2014-12-31 C000133599 1.00 772863.45 1.00 393621.50 490713.52 97092.02 0.0004 1.0000 2014-12-31 1.0000 2014-12-31 ABAG Finance Authority for Nonprofit Corps. ABAG Finance Authority for Nonprofit Corps., Series A-T 0.110000% 00037NJS6 Variable Rate Demand Note N First Tier Security N/A N/A 2015-01-07 2015-01-07 Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 100000.00 100000.00 0.0003 N 100000.00 100000.00 ABAG Finance Authority for Nonprofit Corps. ABAG Finance Authority for Nonprofit Corps., Series A-T 0.110000% 00037NLJ3 Variable Rate Demand Note N First Tier Security N/A N/A 2015-01-07 2015-01-07 Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 140000.00 140000.00 0.0005 N 140000.00 140000.00 ABAG Finance Authority for Nonprofit Corps. ABAG Finance Authority for Nonprofit Corps., Series A-T 0.110000% 00037NLL8 Variable Rate Demand Note N First Tier Security N/A N/A 2015-01-07 2015-01-07 Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 865000.00 865000.00 0.0028 N 865000.00 865000.00 ABAG Finance Authority for Nonprofit Corps. ABAG Finance Authority for Nonprofit Corps., Series A-T 0.110000% 00037NLS3 Variable Rate Demand Note N First Tier Security N/A N/A 2015-01-07 2015-01-07 Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 700000.00 700000.00 0.0023 N 700000.00 700000.00 ABN AMRO Bank N.V. Joint Account III 0.088010% 78479773779162ABN 0001238161 Government Agency Repurchase Agreement N FANNIE MAE 2027-04-01 3.000000 Government Agency Debt 28147.49 22461.11 FANNIE MAE 2028-05-01 3.000000 Government Agency Debt 65419.10 55688.15 FANNIE MAE 2028-09-01 3.000000 Government Agency Debt 12241.85 11105.45 FANNIE MAE 2028-09-01 3.500000 Government Agency Debt 19.29 16.53 FANNIE MAE 2029-10-01 3.000000 Government Agency Debt 21240.01 21781.24 FANNIE MAE 2037-03-01 3.500000 Government Agency Debt 65620.31 27034.17 FANNIE MAE 2037-03-01 3.500000 Government Agency Debt 30569.55 24429.76 FANNIE MAE 2037-06-01 3.500000 Government Agency Debt 54410.31 34762.67 FANNIE MAE 2037-06-01 3.500000 Government Agency Debt 33422.74 29206.15 FANNIE MAE 2037-07-01 3.500000 Government Agency Debt 136325.27 120530.98 FANNIE MAE 2037-08-01 3.500000 Government Agency Debt 57213.24 40063.34 FANNIE MAE 2037-10-01 3.500000 Government Agency Debt 143488.63 106145.27 FANNIE MAE 2041-02-01 4.000000 Government Agency Debt 38540.93 27674.09 FANNIE MAE 2041-07-01 4.500000 Government Agency Debt 176363.43 116883.85 FANNIE MAE 2042-09-01 3.500000 Government Agency Debt 75634.47 70195.80 FANNIE MAE 2043-04-01 3.500000 Government Agency Debt 3805.95 3499.96 FANNIE MAE 2043-05-01 3.500000 Government Agency Debt 6889.80 6469.41 FANNIE MAE 2044-03-01 4.500000 Government Agency Debt 44.83 44.44 FANNIE MAE 2044-04-01 4.000000 Government Agency Debt 141003.74 144411.43 FANNIE MAE 2044-04-01 4.500000 Government Agency Debt 28399.83 29953.60 FANNIE MAE 2044-09-01 4.000000 Government Agency Debt 1184139.30 1263266.48 FANNIE MAE 2044-11-01 4.000000 Government Agency Debt 502616.34 536026.36 FREDDIE MAC 2029-08-01 3.000000 Government Agency Debt 33720.44 33859.42 FREDDIE MAC 2042-04-01 4.000000 Government Agency Debt 9032.19 8577.90 FREDDIE MAC 2042-06-01 3.500000 Government Agency Debt 105.47 90.15 FREDDIE MAC 2043-03-01 3.500000 Government Agency Debt 4170.53 3802.00 FREDDIE MAC 2044-07-01 4.000000 Government Agency Debt 954395.73 993207.89 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-08-15 4.500000 Government Agency Debt 254095.10 102949.51 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-10-20 4.000000 Government Agency Debt 1536220.61 1389172.53 First Tier Security N/A N/A 2015-01-02 2015-01-02 N N N 5071174.37 5071174.37 0.0165 N 5071174.37 5071174.37 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.398098% 05252TBB5 Other Note N First Tier Security N/A N/A 2015-01-19 2015-10-16 N N N 5000000.00 5000000.00 0.0163 N 4999650.00 4999650.00 Banco Del Estado De Chile/New York Banco Del Estado De Chile/New York 0.210000% 05962P2X6 Certificate of Deposit N First Tier Security N/A N/A 2015-03-02 2015-03-02 N N N 8000000.00 8000000.00 0.0261 N 7999840.00 7999840.00 Bank of Montreal Bank of Montreal 0.220798% 06366CFD5 Other Note N First Tier Security N/A N/A 2015-01-13 2015-04-13 N N N 5000000.00 5000000.00 0.0163 N 4999700.00 4999700.00 Bank of Nova Scotia (The) Bank of Nova Scotia (The) 0.362901% 06417FAR1 Other Note N First Tier Security N/A N/A 2015-02-23 2016-01-22 N N N 5000000.00 5000000.00 0.0163 N 5001200.00 5001200.00 Baptist Memorial Health Care Baptist Memorial Health Care 0.180000% 06684WFG9 Other Municipal Debt N First Tier Security N/A N/A 2015-01-20 2015-01-20 N N N 2000000.00 2000000.00 0.0065 N 1999999.50 1999999.50 Bedford Row Funding Corp Bedford Row Funding Corp 0.310837% 07644BVR0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-08-25 2015-08-25 N N N 3000000.00 2993903.34 0.0098 N 2993550.00 2993550.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp. 0.450000% 78479676779162BNP 0001197610 Other Repurchase Agreement N AEGIS ASSET BACKED SECURITIES TRUST 2035-08-25 0.649499 Other Note 2460.00 2024.00 ARGENT SECURITIES INC. 2034-03-25 1.190250 Other Note 505586.00 249797.00 BEAR STEARNS ASSET BACKED SECURITIES TRUST 2035-02-25 1.294500 Other Note 283741.00 249872.00 BNPP IP CLO LTD 2025-10-30 5.485100 Other Note 254910.00 249999.00 CITIGROUP MORTGAGE LOAN TRUST INC 2037-05-25 0.339500 Other Note 282903.00 250000.00 COUNTRYWIDE ASSET-BACKED CERTIFICATES 2037-07-25 0.309500 Other Note 315346.00 248037.00 COUNTRYWIDE ASSET-BACKED CERTIFICATES 2046-01-25 0.329500 Other Note 392034.00 249200.00 COUNTRYWIDE ASSET-BACKED CERTIFICATES 2046-09-25 0.315249 Other Note 6761.00 3396.00 COUNTRYWIDE ASSET-BACKED CERTIFICATES 2047-06-25 0.349499 Other Note 226406.00 187461.00 COUNTRYWIDE ASSET-BACKED CERTIFICATES 2047-08-25 0.969500 Other Note 291998.00 248861.00 FBR SECURITIZATION TRUST 2035-09-25 0.905250 Other Note 285679.00 249812.00 HOME EQUITY ASSET TRUST 2037-05-25 0.279500 Other Note 331960.00 249728.00 KEYCORP STUDENT LOAN TRUST 2042-04-28 1.033600 Other Note 279524.00 249999.00 LONG BEACH MORTGAGE LOAN TRUST 2036-06-25 0.319500 Other Note 620420.00 249863.00 MERRILL LYNCH MORTGAGE INVESTORS TRUST 2035-08-25 1.369499 Other Note 384347.00 250000.00 MORGAN STANLEY HOME EQUITY LOAN TRUST 2037-04-25 0.399500 Other Note 417469.00 249886.00 NATIONAL COLLEGIATE STUDENT LOAN TRUST 2027-10-25 0.319500 Other Note 395763.00 249842.00 NATIONAL COLLEGIATE STUDENT LOAN TRUST 2027-11-25 0.379500 Other Note 265870.00 250000.00 NATIONAL COLLEGIATE STUDENT LOAN TRUST 2028-03-27 0.419499 Other Note 259393.00 249986.00 NATIONAL COLLEGIATE STUDENT LOAN TRUST 2029-04-25 0.449500 Other Note 256709.00 249981.00 ODBRCHT OFFSHRE DRLL FIN 2022-10-01 6.625000 Other Note 228.00 208.00 OPTION ONE MORTGAGE LOAN TRUST 2037-02-25 0.269500 Other Note 1077978.00 249908.00 PARK PLACE SECURITIES INC 2034-12-25 1.444499 Other Note 281668.00 250000.00 RESIDENTIAL ASSET SECURITIES CORPORATION 2036-07-25 0.429499 Other Note 324197.00 249960.00 SOCIAL PROFESSIONAL LOAN PROGRAM LLC 2029-12-25 3.750000 Other Note 354505.00 250000.00 SOUNDVIEW HOME EQUITY LOAN TRUST 2036-11-25 0.329500 Other Note 600078.00 249670.00 STEELE CREEK CLO LTD 2026-08-21 7.184400 Other Note 249220.00 249999.00 STRUCTURED ASSET INVESTMENT LOAN TRUST 2035-07-25 0.889499 Other Note 309312.00 250000.00 First Tier Security N/A N/A 2015-01-02 2015-01-02 N N N 5000000.00 5000000.00 0.0163 N 5000000.00 5000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp. 0.200000% 78479710779162PAR 0001197610 Other Repurchase Agreement N ALTRIA GROUP INCCOM 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 6777.00 AXIS CAPITAL HLDGS LTD 2049-01-01 5.500000 Other Note 100.00 2315.00 BERKSHIRE HATHAWAY INC DELCL A 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 228255.00 BRANDYWINE REALTY TRUST 2049-01-01 6.900000 Other Note 752.00 19853.00 CBL & ASSOCIATES PROP 2049-01-01 6.625000 Other Note 100.00 2497.00 DELEK LOGISTICS PARTNERS LP COM UNT 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 288777.00 DIRECTV COM 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 299976.00 ENERGY TRANSFER EQUITY L PCOM UT L 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 58847.00 FIRST SEC GROUP INC COM NEW 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 293449.00 IMAX CORP COM 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 299991.00 ISHARES GOLD TRUSTISHARES 2014-12-31 0.00 Other Instrument EXCHANGE-TRADED FUND 0.00 97440.00 ISHARES TRCORE TL 2014-12-31 0.00 Other Instrument EXCHANGE-TRADED FUND 0.00 299959.00 KILROY REALTY CORP 2049-01-01 6.875000 Other Note 100.00 2585.00 MPLX LP COM UNIT 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 299952.00 PAR PETE CORP COM NEW 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 55380.00 RETRACTABLE TECHNOLOGIES INCCOM 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 26741.00 SOLAR CAP LTD COM 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 285876.00 SPDR SER TR BRCLY HG 2014-12-31 0.00 Other Instrument EXCHANGE-TRADED FUND 0.00 2300.00 TARGACEPT INC COM 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 176530.00 TESORO LOGISTICS LP COM UNIT 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 190092.00 VORNADO REALTY TRUST 2049-01-01 5.700000 Other Note 100.00 2431.00 WHIRLPOOL CORPCOM 2014-12-31 0.00 Other Instrument COMMON SHARES 0.00 299979.00 First Tier Security N/A N/A 2015-01-02 2015-01-02 N N N 3000000.00 3000000.00 0.0098 N 3000000.00 3000000.00 BNZ International Funding Ltd. BNZ International Funding Ltd. 0.280800% 0556X4CG9 Other Note N First Tier Security N/A N/A 2015-01-15 2015-10-15 N N N 1650000.00 1649999.47 0.0054 N 1649736.00 1649736.00 California Deutsche Bank Spears/Lifers Trust California Deutsche Bank Spears/Lifers Trust, Series DBE-1342 0.129998% 25155WXS3 Variable Rate Demand Note N First Tier Security N/A N/A 2015-01-07 2015-01-07 Y DEUTSCHE BANK AKTIENGESELLSCHAFT N/A N/A N N 500000.00 500000.00 0.0016 N 500000.00 500000.00 California Puttable Floating Option Taxable Notes California Puttable Floating Option Taxable Notes, Series TN-027 0.419998% 74703SAK9 Variable Rate Demand Note N First Tier Security N/A N/A 2015-01-07 2015-01-07 Y Bank of America, N.A. N/A N/A N N 10250000.00 10250000.00 0.0334 N 10250000.00 10250000.00 City of New York, NY City of New York, NY, Series D-4 0.050001% 64966GZR6 Variable Rate Demand Note N First Tier Security N/A N/A 2015-01-07 2015-01-07 Y Credit Agricole Corporate and Investment Bank N/A N/A N N 250000.00 250000.00 0.0008 N 250000.00 250000.00 City of Newport News, VA City of Newport News, VA, Series B 0.789000% 652233ER4 Other Municipal Debt N First Tier Security N/A N/A 2015-07-15 2015-07-15 N N N 3385000.00 3392940.79 0.0111 N 3386929.45 3386929.45 Collier County, FL Housing Finance Authority Collier County, FL Housing Finance Authority, Series B 0.110000% 19464HCH2 Variable Rate Demand Note N First Tier Security N/A N/A 2015-01-07 2015-01-07 Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 670000.00 670000.00 0.0022 N 670000.00 670000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.237600% 20272AGF7 Other Note N First Tier Security N/A N/A 2015-01-02 2015-01-02 N N N 3000000.00 3000000.00 0.0098 N 3000000.00 3000000.00 Cooperatieve Centrale Raiffeisen-Boerenleenbank BA-NY Cooperatieve Centrale Raiffeisen-Boerenleenbank BA-NY 0.350000% 21684BJB1 Certificate of Deposit N First Tier Security N/A N/A 2015-01-09 2015-01-09 N N N 3000000.00 3000000.00 0.0098 N 3000150.00 3000150.00 Cooperatieve Centrale Raiffeisen-Boerenleenbank BA-NY Cooperatieve Centrale Raiffeisen-Boerenleenbank BA-NY 0.395000% 21684BWN0 Certificate of Deposit N First Tier Security N/A N/A 2015-09-11 2015-09-11 N N N 5000000.00 5000000.00 0.0163 N 5001200.00 5001200.00 Credit Agricole Corporate and Investment Bank Joint Account III 0.088010% 78479773779162CRE 0001330437 Government Agency Repurchase Agreement N TSY INFL IX N/B 2016-04-15 0.125000 Treasury Debt 7808728.19 8379609.58 First Tier Security N/A N/A 2015-01-02 2015-01-02 N N N 8215302.49 8215302.49 0.0268 N 8215302.49 8215302.49 Credit Suisse/New York NY Credit Suisse/New York NY 0.257000% 22549T5W4 Other Note N First Tier Security N/A N/A 2015-01-26 2015-05-01 Y CREDIT SUISSE AG N/A N/A N N 5000000.00 5000000.00 0.0163 N 4999230.00 4999230.00 DeKalb County, GA Development Authority DeKalb County, GA Development Authority, Series B 0.099999% 240463FD6 Variable Rate Demand Note N First Tier Security N/A N/A 2015-01-07 2015-01-07 Y Emory University N/A N/A N N 3400000.00 3400000.00 0.0111 N 3400000.00 3400000.00 Dexia Credit Local New York Branch Dexia Credit Local New York Branch 0.305631% 25214V2X7 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-05-20 2015-05-20 N N N 5000000.00 4994111.81 0.0163 N 4995550.00 4995550.00 DZ Bank AG DZ Bank AG 0.310000% 23328AGS7 Certificate of Deposit N First Tier Security N/A N/A 2015-02-13 2015-02-13 N N N 5000000.00 5000000.00 0.0163 N 5000600.00 5000600.00 Electricite de France Electricite de France 0.553330% 28504JAK6 Other Commercial Paper N First Tier Security N/A N/A 2015-01-02 2015-01-02 N N N 1000000.00 999984.72 0.0033 N 999990.00 999990.00 Electricite de France Electricite de France 0.553322% 28504JAM2 Other Commercial Paper N First Tier Security N/A N/A 2015-01-06 2015-01-06 N N N 1000000.00 999923.61 0.0033 N 999970.00 999970.00 Electricite de France Electricite de France 0.756191% 28504JBE9 Other Commercial Paper N First Tier Security N/A N/A 2016-01-15 2016-01-15 N N N 3000000.00 2976312.50 0.0097 N 2986080.00 2986080.00 Emory University Emory University 0.170000% 24046MWV5 Other Municipal Debt N First Tier Security N/A N/A 2015-02-18 2015-02-18 N N N 3355000.00 3354779.49 0.0109 N 3355100.65 3355100.65 Federal Home Loan Bank Federal Home Loan Bank 0.210000% 3130A2NX0 Government Agency Debt N First Tier Security N/A N/A 2015-08-17 2015-08-17 N N N 5000000.00 5000000.00 0.0163 N 4997685.00 4997685.00 Federal Home Loan Bank Federal Home Loan Bank 0.250000% 3130A2YG5 Government Agency Debt N First Tier Security N/A N/A 2015-10-05 2015-10-05 N N N 300000.00 300000.00 0.0010 N 299871.60 299871.60 Federal Home Loan Bank Federal Home Loan Bank 0.263000% 3130A2ZV1 Government Agency Debt N First Tier Security N/A N/A 2015-10-09 2015-10-09 N N N 3000000.00 3000000.00 0.0098 N 2998962.00 2998962.00 Florida Puttable Floating Option Taxable Notes Florida Puttable Floating Option Taxable Notes, Series TNP-1011 0.450001% 74703SDC4 Variable Rate Demand Note N First Tier Security N/A N/A 2015-01-02 2015-01-02 Y Bank of America, N.A. N/A N/A N N 5400000.00 5400000.00 0.0176 N 5400000.00 5400000.00 Georgia JPMorgan Chase Putters/Drivers Trust Georgia JPMorgan Chase Putters/Drivers Trust, Series SGT05 0.129998% 46636YP95 Variable Rate Demand Note N First Tier Security N/A N/A 2015-01-02 2015-01-02 Y Societe Generale N/A N/A N N 13200000.00 13200000.00 0.0430 N 13200000.00 13200000.00 Gotham Funding Corp. Gotham Funding Corp. 0.180042% 38346MP24 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-02-02 2015-02-02 N N N 5000000.00 4999200.00 0.0163 N 4999200.00 4999200.00 Illinois JPMorgan Chase Putters/Drivers Trust Illinois JPMorgan Chase Putters/Drivers Trust, Series T0021 0.110000% 46640KMH4 Variable Rate Demand Note N First Tier Security N/A N/A 2015-01-02 2015-01-02 Y JPMORGAN CHASE BANK, NATIONAL AS N/A N/A N N 1390000.00 1390000.00 0.0045 N 1390000.00 1390000.00 ING Financial Markets LLC ING Financial Markets LLC 0.150000% 78479658779162ING 0000877559 Other Repurchase Agreement N FREDDIE MAC 2042-10-01 3.500000 Government Agency Debt 6505000.00 5103857.00 First Tier Security N/A N/A 2015-01-02 2015-01-02 N N N 5000000.00 5000000.00 0.0163 N 5000000.00 5000000.00 JPMorgan Chase Bank NA JPMorgan Chase Bank NA 0.355348% 48125LJB9 Other Note N First Tier Security N/A N/A 2015-03-09 2016-01-07 N N N 4000000.00 4000000.00 0.0130 N 4000104.00 4000104.00 JPMorgan Chase Putters/Drivers Trust JPMorgan Chase Putters/Drivers Trust, Series T0005 0.160001% 46636YHW3 Variable Rate Demand Note N First Tier Security N/A N/A 2015-01-02 2015-01-02 Y JPMORGAN CHASE BANK, NATIONAL AS N/A N/A N N 950000.00 950000.00 0.0031 N 950000.00 950000.00 JPMorgan Chase Putters/Drivers Trust JPMorgan Chase Putters/Drivers Trust, Series T0008 0.160001% 46636YKK5 Variable Rate Demand Note N First Tier Security N/A N/A 2015-01-02 2015-01-02 Y JPMorgan Chase Bank, N.A. N/A N/A N N 1000000.00 1000000.00 0.0033 N 1000000.00 1000000.00 JPMorgan Securities LLC JPMorgan Securities LLC 0.351849% 46640CBA9 Other Note N First Tier Security N/A N/A 2015-02-19 2015-11-19 N N N 4000000.00 4000000.00 0.0130 N 3999180.00 3999180.00 Jupiter Securitization Co LLC Jupiter Securitization Co LLC 0.270541% 4820P3UW1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-07-30 2015-07-30 N N N 3000000.00 2995275.00 0.0098 N 2994360.00 2994360.00 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.270547% 4820P3RD7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-04-13 2015-04-13 N N N 1000000.00 999235.00 0.0033 N 999390.00 999390.00 Kaiser Foundation Hospitals Kaiser Foundation Hospitals 0.170071% 48306BNC5 Other Commercial Paper N First Tier Security N/A N/A 2015-01-12 2015-01-12 N N N 2155000.00 2154888.06 0.0070 N 2154918.09 2154918.09 Kaiser Foundation Hospitals Kaiser Foundation Hospitals 0.250213% 48306BR31 Other Commercial Paper N First Tier Security N/A N/A 2015-04-03 2015-04-03 N N N 2000000.00 1998722.22 0.0065 N 1998785.12 1998785.12 Kells Funding, LLC Kells Funding, LLC 0.242100% 48803AJA4 Other Note N First Tier Security N/A N/A 2015-02-16 2015-05-15 N N N 5000000.00 5000000.00 0.0163 N 4999335.00 4999335.00 Kentucky Housing Corp Kentucky Housing Corp, Series B 0.110000% 49130RBG4 Variable Rate Demand Note N First Tier Security N/A N/A 2015-01-07 2015-01-07 Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 690000.00 690000.00 0.0023 N 690000.00 690000.00 LMA Americas LLC LMA Americas LLC 0.180029% 53944RNC8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-01-12 2015-01-12 N N N 7000000.00 6999615.00 0.0228 N 6999650.00 6999650.00 Massachusetts Housing Finance Agency Massachusetts Housing Finance Agency, Series B 0.110000% 57586NDV0 Variable Rate Demand Note N First Tier Security N/A N/A 2015-01-07 2015-01-07 Y Bank of New York Mellon (The) N/A N/A Y BANK OF NEW YORK MELLON (THE) N/A N/A N 6104000.00 6104000.00 0.0199 N 6104000.00 6104000.00 Matchpoint Master Trust Matchpoint Master Trust 0.210056% 5766P1P21 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-02-02 2015-02-02 N N N 9400000.00 9398245.34 0.0306 N 9398590.00 9398590.00 Municipal Electric Authority of Georgia Municipal Electric Authority of Georgia, Series A 2.352000% 373541S44 Other Municipal Debt N First Tier Security N/A N/A 2015-01-01 2015-01-01 N N N 1180000.00 1180000.00 0.0038 N 1180000.00 1180000.00 National Australia Bank Ltd. National Australia Bank Ltd. 1.600000% 63254AAC2 Other Note N First Tier Security N/A N/A 2015-08-07 2015-08-07 N N N 990000.00 997071.05 0.0033 N 995736.06 995736.06 New York City, NY Transitional Finance Authority Future Tax Secured Revenue New York City, NY Transitional Finance Authority Future Tax Secured Revenue, Subseries F3 3.070000% 64971MN32 Other Municipal Debt N First Tier Security N/A N/A 2015-02-01 2015-02-01 N N N 2095000.00 2099861.62 0.0068 N 2099797.55 2099797.55 New York Deutsche Bank Spears/Lifers Trust New York Deutsche Bank Spears/Lifers Trust, Series DB-1201 0.090001% 25155D4S7 Variable Rate Demand Note N First Tier Security N/A N/A 2015-01-07 2015-01-07 Y DEUTSCHE BANK AKTIENGESELLSCHAFT N/A N/A N N 200000.00 200000.00 0.0007 N 200000.00 200000.00 New York State Housing Finance Agency New York State Housing Finance Agency, Series B 0.190000% 64986MM36 Variable Rate Demand Note N First Tier Security N/A N/A 2015-01-07 2015-01-07 Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 1000000.00 1000000.00 0.0033 N 1000000.00 1000000.00 New York State Housing Finance Agency New York State Housing Finance Agency, Series B 0.090001% 64986MQR9 Variable Rate Demand Note N First Tier Security N/A N/A 2015-01-07 2015-01-07 Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 300000.00 300000.00 0.0010 N 300000.00 300000.00 Norinchukin Bank Norinchukin Bank 0.230000% 65602M5X0 Certificate of Deposit N First Tier Security N/A N/A 2015-01-16 2015-01-16 N N N 5000000.00 5000000.00 0.0163 N 5000100.00 5000100.00 NRW Bank NRW Bank 0.145013% 62939MN78 Other Commercial Paper N First Tier Security N/A N/A 2015-01-07 2015-01-07 N N N 5000000.00 4999879.17 0.0163 N 4999900.00 4999900.00 Nuveen, OT Municipal Market Opportunity Fund, Inc. Nuveen, OT Municipal Market Opportunity Fund, Inc., Series 1-PFD 0.160001% 67062W608 Variable Rate Demand Note N First Tier Security N/A N/A 2015-01-07 2015-01-07 Y DEUTSCHE BANK AKTIENGESELLSCHAFT N/A N/A N N 1500000.00 1500000.00 0.0049 N 1500000.00 1500000.00 Nuveen, OT Municipal Market Opportunity Fund, Inc. Nuveen, OT Municipal Market Opportunity Fund, Inc. 0.129998% 670984863 Variable Rate Demand Note N First Tier Security N/A N/A 2015-01-07 2015-01-07 Y Citibank, N.A. N/A N/A N N 1000000.00 1000000.00 0.0033 N 1000000.00 1000000.00 Nuveen, OT Premier Municipal Income Fund, Inc. Nuveen, OT Premier Municipal Income Fund, Inc., Series 1-1277 0.129998% 670988500 Variable Rate Demand Note N First Tier Security N/A N/A 2015-01-07 2015-01-07 Y Barclays Bank PLC N/A N/A N N 1000000.00 1000000.00 0.0033 N 1000000.00 1000000.00 Overseas Private Investment Corp. Overseas Private Investment Corp. 0.110000% 690353A72 Government Agency Debt N First Tier Security N/A N/A 2015-01-07 2015-01-07 N Y UNITED STATES OF AMERICA N/A N/A N 2000000.00 2000000.00 0.0065 N 2000000.00 2000000.00 Overseas Private Investment Corp. Overseas Private Investment Corp. 0.110000% 690353D38 Government Agency Debt N First Tier Security N/A N/A 2015-01-07 2015-01-07 N Y UNITED STATES OF AMERICA N/A N/A N 1500000.00 1500000.00 0.0049 N 1500000.00 1500000.00 Overseas Private Investment Corp. Overseas Private Investment Corp. 0.110000% 690353VV6 Government Agency Debt N First Tier Security N/A N/A 2015-01-07 2015-01-07 N Y UNITED STATES OF AMERICA N/A N/A N 2000000.00 2000000.00 0.0065 N 2000000.00 2000000.00 Overseas Private Investment Corp. Overseas Private Investment Corp. 0.110000% 690353ZZ3 Government Agency Debt N First Tier Security N/A N/A 2015-01-07 2015-01-07 N Y UNITED STATES OF AMERICA N/A N/A N 1000000.00 1000000.00 0.0033 N 1000000.00 1000000.00 Port of Corpus Christi, TX Authority of Nueces County Port of Corpus Christi, TX Authority of Nueces County 0.090001% 733908AR8 Variable Rate Demand Note N First Tier Security N/A N/A 2015-01-07 2015-01-07 Y FLINT HILLS RESOURCES LLC N/A N/A N N 2000000.00 2000000.00 0.0065 N 2000000.00 2000000.00 Providence Health & Services - Washington Providence Health & Services - Washington 0.110001% 743755AG5 Variable Rate Demand Note N First Tier Security N/A N/A 2015-01-07 2015-01-07 Y U.S. BANK NATIONAL ASSOCIATION N/A N/A N N 800000.00 800000.00 0.0026 N 800000.00 800000.00 Providence Health & Services - Washington Providence Health & Services - Washington 0.885099% 743755AK6 Other Note N First Tier Security N/A N/A 2015-01-02 2015-10-01 N N N 3165000.00 3172232.80 0.0103 N 3171029.33 3171029.33 Puttable Floating Option Taxable Notes Puttable Floating Option Taxable Notes, Series TNP-1006 0.450001% 74703SCJ0 Variable Rate Demand Note N First Tier Security N/A N/A 2015-01-02 2015-01-02 Y Bank of America, N.A. N/A N/A N N 10855000.00 10855000.00 0.0354 N 10855000.00 10855000.00 Rutgers The State University of New Jersey Rutgers The State University of New Jersey 0.180000% 78318GEU7 Other Municipal Debt N First Tier Security N/A N/A 2015-03-05 2015-03-05 N N N 3000000.00 3000000.00 0.0098 N 3000000.00 3000000.00 South Carolina Association of Governmental Organizations South Carolina Association of Governmental Organizations, Series B 0.750000% 836895DY5 Other Municipal Debt N First Tier Security N/A N/A 2015-03-02 2015-03-02 N N N 3000000.00 3002081.93 0.0098 N 3001860.00 3001860.00 South Carolina State Public Service Authority South Carolina State Public Service Authority 0.200000% 83705WAZ6 Other Municipal Debt N First Tier Security N/A N/A 2015-01-05 2015-01-05 N Y Barclays Bank PLC N/A N/A N 1500000.00 1500000.00 0.0049 N 1500015.00 1500015.00 Standard Chartered Bank Standard Chartered Bank 0.250276% 85324UPA5 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-02-10 2015-02-10 N N N 5000000.00 4998611.11 0.0163 N 4999250.00 4999250.00 State of California State of California 5.450000% 13063A5C4 Other Municipal Debt N First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 3775000.00 3821161.38 0.0125 N 3820337.75 3820337.75 State of Illinois State of Illinois 1.064000% 452227FE6 Other Municipal Debt N First Tier Security N/A N/A 2015-06-15 2015-06-15 N N N 1775000.00 1780056.03 0.0058 N 1778993.75 1778993.75 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.230000% 86562YE59 Certificate of Deposit N First Tier Security N/A N/A 2015-03-10 2015-03-10 N N N 5000000.00 5000000.00 0.0163 N 4999600.00 4999600.00 Sumitomo Mitsui Trust Bank, Ltd. Sumitomo Mitsui Trust Bank, Ltd. 0.220000% 86563KTH6 Certificate of Deposit N First Tier Security N/A N/A 2015-02-23 2015-02-23 N N N 10000000.00 10000000.00 0.0326 N 10000000.00 10000000.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.431200% 86959JCN6 Other Note N First Tier Security N/A N/A 2015-01-05 2016-01-04 N N N 5000000.00 5000000.00 0.0163 N 5000000.00 5000000.00 TD Securities (USA) LLC Joint Account III 0.088010% 78479773779162TD 0001335977 Government Agency Repurchase Agreement N FANNIE MAE 2025-11-01 3.500000 Government Agency Debt 135299.69 69812.63 FANNIE MAE 2026-01-01 3.500000 Government Agency Debt 46476.01 25118.66 FANNIE MAE 2026-02-01 3.500000 Government Agency Debt 116330.47 75850.10 FANNIE MAE 2026-02-01 4.000000 Government Agency Debt 358078.94 195303.26 FANNIE MAE 2026-05-01 4.500000 Government Agency Debt 44304.20 26219.82 FANNIE MAE 2026-09-01 3.500000 Government Agency Debt 473196.52 281600.90 FANNIE MAE 2026-11-01 3.000000 Government Agency Debt 91281.14 60359.07 FANNIE MAE 2026-12-01 3.000000 Government Agency Debt 383418.42 325959.25 FANNIE MAE 2027-04-01 3.000000 Government Agency Debt 82913.59 61416.51 FANNIE MAE 2027-07-01 3.500000 Government Agency Debt 121708.19 89838.51 FANNIE MAE 2027-10-01 2.500000 Government Agency Debt 269282.58 211964.07 FANNIE MAE 2027-11-01 2.500000 Government Agency Debt 147880.72 147422.08 FANNIE MAE 2027-12-01 2.500000 Government Agency Debt 485247.64 399051.58 FANNIE MAE 2028-06-01 2.500000 Government Agency Debt 199593.60 176445.94 FANNIE MAE 2030-12-01 4.000000 Government Agency Debt 142083.57 88350.56 FANNIE MAE 2033-06-01 3.000000 Government Agency Debt 26599.96 25959.60 FANNIE MAE 2033-06-01 3.500000 Government Agency Debt 58702.82 54892.74 FANNIE MAE 2041-11-01 4.000000 Government Agency Debt 173836.33 128380.53 FANNIE MAE 2042-01-01 4.000000 Government Agency Debt 429707.22 348852.60 FANNIE MAE 2042-01-01 4.500000 Government Agency Debt 415175.42 333945.90 FANNIE MAE 2042-02-01 4.000000 Government Agency Debt 304270.46 262476.22 FANNIE MAE 2042-03-01 3.500000 Government Agency Debt 136520.10 111662.30 FANNIE MAE 2042-07-01 3.000000 Government Agency Debt 62171.04 53503.57 FANNIE MAE 2043-01-01 3.500000 Government Agency Debt 68229.39 55752.78 FANNIE MAE 2043-04-01 3.500000 Government Agency Debt 117206.00 108853.74 FANNIE MAE 2043-04-01 4.000000 Government Agency Debt 296039.33 273687.23 FANNIE MAE 2043-04-01 4.000000 Government Agency Debt 260783.79 246185.07 FANNIE MAE 2043-08-01 3.000000 Government Agency Debt 253510.24 241809.01 FANNIE MAE 2043-08-01 4.000000 Government Agency Debt 63773.90 65336.81 FANNIE MAE 2043-09-01 4.500000 Government Agency Debt 58381.58 59581.68 FANNIE MAE 2044-03-01 4.500000 Government Agency Debt 232181.50 246901.03 FANNIE MAE 2044-05-01 4.000000 Government Agency Debt 100821.61 105213.46 FANNIE MAE 2044-06-01 4.000000 Government Agency Debt 187140.95 195961.11 FANNIE MAE 2044-07-01 4.000000 Government Agency Debt 176432.62 186064.67 FANNIE MAE 2044-10-01 4.000000 Government Agency Debt 339370.79 364387.87 FANNIE MAE 2044-10-01 4.000000 Government Agency Debt 19535.07 21079.98 FANNIE MAE 2044-10-01 4.500000 Government Agency Debt 186042.24 205158.20 FANNIE MAE 2044-11-01 4.000000 Government Agency Debt 95289.51 102289.44 FANNIE MAE 2044-12-01 4.000000 Government Agency Debt 564577.88 603708.30 FANNIE MAE 2044-12-01 4.000000 Government Agency Debt 10.14 10.82 FREDDIE MAC 2026-01-01 4.000000 Government Agency Debt 233727.92 134777.31 FREDDIE MAC 2026-03-01 4.000000 Government Agency Debt 321987.33 158526.70 FREDDIE MAC 2026-05-01 4.000000 Government Agency Debt 2313.38 1575.58 FREDDIE MAC 2028-12-01 3.500000 Government Agency Debt 166320.72 158972.55 FREDDIE MAC 2029-01-01 3.500000 Government Agency Debt 203602.26 198411.70 FREDDIE MAC 2029-01-01 3.500000 Government Agency Debt 43568.75 42421.44 FREDDIE MAC 2041-06-01 4.500000 Government Agency Debt 166887.75 102204.59 FREDDIE MAC 2042-05-01 3.500000 Government Agency Debt 67446.62 57132.83 FREDDIE MAC 2042-08-01 3.500000 Government Agency Debt 21122.56 18351.09 FREDDIE MAC 2043-01-01 3.000000 Government Agency Debt 102575.73 90750.64 FREDDIE MAC 2043-03-01 3.500000 Government Agency Debt 143295.79 132301.62 FREDDIE MAC 2043-10-01 4.000000 Government Agency Debt 2298.57 2316.99 FREDDIE MAC 2044-06-01 4.000000 Government Agency Debt 95569.95 100853.75 First Tier Security N/A N/A 2015-01-02 2015-01-02 N N N 7606761.57 7606761.57 0.0248 N 7606761.57 7606761.57 University of California University of California, Series AJ 0.528000% 91412GSW6 Other Municipal Debt N First Tier Security N/A N/A 2015-05-15 2015-05-15 N N N 300000.00 300174.08 0.0010 N 300030.00 300030.00 University of North Texas University of North Texas 3.850000% 064255AB8 Other Note N First Tier Security N/A N/A 2015-01-22 2015-01-22 N N N 8000000.00 8014946.21 0.0261 N 8013320.00 8013320.00 University of North Texas University of North Texas 0.230000% 91472PJL7 Other Municipal Debt N First Tier Security N/A N/A 2015-01-05 2015-01-05 N N N 3000000.00 3000000.00 0.0098 N 3000030.00 3000030.00 University of Utah University of Utah 0.150000% 91518RCW2 Other Municipal Debt N First Tier Security N/A N/A 2015-01-09 2015-01-09 N N N 1000000.00 1000000.00 0.0033 N 1000000.00 1000000.00 Wells Fargo Bank NA Wells Fargo Bank NA 0.367099% 94985HL77 Other Note N First Tier Security N/A N/A 2015-03-20 2016-01-20 N N N 2500000.00 2500000.00 0.0082 N 2500350.00 2500350.00 Wells Fargo Securities LLC Joint Account III 0.088010% 78479773779162WEL 0000740906 Government Agency Repurchase Agreement N FANNIE MAE 2020-08-01 4.000000 Government Agency Debt 161263.35 11300.23 FANNIE MAE 2022-04-01 3.000000 Government Agency Debt 40569.40 22187.17 FANNIE MAE 2024-06-01 3.500000 Government Agency Debt 12692.95 12306.27 FANNIE MAE 2024-07-01 3.500000 Government Agency Debt 12335.26 12038.17 FANNIE MAE 2024-12-01 2.500000 Government Agency Debt 12483.86 12699.68 FANNIE MAE 2026-02-01 4.000000 Government Agency Debt 22865.26 9851.03 FANNIE MAE 2026-11-01 3.500000 Government Agency Debt 15882.63 10882.06 FANNIE MAE 2027-03-01 3.000000 Government Agency Debt 20284.70 12340.83 FANNIE MAE 2028-04-01 3.000000 Government Agency Debt 5842.96 4733.67 FANNIE MAE 2028-05-01 3.000000 Government Agency Debt 12810.22 10926.21 FANNIE MAE 2029-04-01 3.500000 Government Agency Debt 5008.22 4639.47 FANNIE MAE 2029-09-01 3.000000 Government Agency Debt 14651.92 15028.43 FANNIE MAE 2029-09-01 3.000000 Government Agency Debt 11722.64 12054.99 FANNIE MAE 2029-09-01 3.500000 Government Agency Debt 11531.71 12264.44 FANNIE MAE 2029-10-01 3.000000 Government Agency Debt 4648.21 4765.69 FANNIE MAE 2029-10-01 3.500000 Government Agency Debt 10536.66 11137.37 FANNIE MAE 2029-11-01 2.500000 Government Agency Debt 10694.92 10872.61 FANNIE MAE 2029-11-01 2.500000 Government Agency Debt 4620.72 4685.95 FANNIE MAE 2029-12-01 2.500000 Government Agency Debt 21613.35 21999.10 FANNIE MAE 2029-12-01 2.500000 Government Agency Debt 12080.48 12333.60 FANNIE MAE 2029-12-01 3.000000 Government Agency Debt 11621.38 12129.74 FANNIE MAE 2029-12-01 3.000000 Government Agency Debt 11242.23 11751.42 FANNIE MAE 2029-12-01 3.500000 Government Agency Debt 11488.45 12209.78 FANNIE MAE 2029-12-01 3.500000 Government Agency Debt 11216.43 11908.26 FANNIE MAE 2029-12-01 3.500000 Government Agency Debt 10176.50 10804.14 FANNIE MAE 2030-01-01 2.500000 Government Agency Debt 2709300.48 2765776.75 FANNIE MAE 2030-01-01 3.000000 Government Agency Debt 10574.77 11043.93 FANNIE MAE 2033-02-01 3.500000 Government Agency Debt 13912.70 10882.48 FANNIE MAE 2033-03-01 3.500000 Government Agency Debt 12857.38 10622.95 FANNIE MAE 2033-04-01 3.500000 Government Agency Debt 12908.63 11468.10 FANNIE MAE 2034-06-01 4.000000 Government Agency Debt 12003.29 12595.78 FANNIE MAE 2034-06-01 4.000000 Government Agency Debt 10326.10 11043.36 FANNIE MAE 2034-12-01 4.000000 Government Agency Debt 11530.28 12467.17 FANNIE MAE 2035-05-01 5.500000 Government Agency Debt 23327.40 4701.96 FANNIE MAE 2035-09-01 5.500000 Government Agency Debt 40877.18 12215.22 FANNIE MAE 2039-06-01 5.000000 Government Agency Debt 34382.56 11398.00 FANNIE MAE 2040-02-01 4.500000 Government Agency Debt 23327.40 12037.76 FANNIE MAE 2040-09-01 4.500000 Government Agency Debt 19929.72 11052.81 FANNIE MAE 2041-02-01 4.000000 Government Agency Debt 18002.67 11926.77 FANNIE MAE 2041-07-01 5.000000 Government Agency Debt 23327.40 11681.90 FANNIE MAE 2042-05-01 4.000000 Government Agency Debt 12475.09 10664.87 FANNIE MAE 2042-11-01 3.000000 Government Agency Debt 11998.40 10761.34 FANNIE MAE 2043-01-01 3.000000 Government Agency Debt 16737.25 15157.66 FANNIE MAE 2043-01-01 3.000000 Government Agency Debt 5071.17 4702.29 FANNIE MAE 2043-05-01 3.000000 Government Agency Debt 23975.54 22281.52 FANNIE MAE 2043-06-01 3.000000 Government Agency Debt 13471.73 12256.41 FANNIE MAE 2043-09-01 3.000000 Government Agency Debt 5267.10 4723.46 FANNIE MAE 2043-12-01 4.500000 Government Agency Debt 21491.12 16815.34 FANNIE MAE 2044-04-01 5.000000 Government Agency Debt 10736.57 11888.84 FANNIE MAE 2044-05-01 5.000000 Government Agency Debt 11084.90 12239.51 FANNIE MAE 2044-06-01 3.500000 Government Agency Debt 10881.21 11298.69 FANNIE MAE 2044-06-01 4.000000 Government Agency Debt 11443.52 12203.01 FANNIE MAE 2044-08-01 3.500000 Government Agency Debt 11909.18 12416.56 FANNIE MAE 2044-09-01 4.000000 Government Agency Debt 10518.38 11273.07 FANNIE MAE 2044-10-01 4.000000 Government Agency Debt 9906.72 10582.92 FANNIE MAE 2044-12-01 3.500000 Government Agency Debt 11598.86 12131.65 FANNIE MAE 2044-12-01 4.000000 Government Agency Debt 10224.07 10955.40 FANNIE MAE 2044-12-01 4.000000 Government Agency Debt 5851.82 6249.97 FANNIE MAE 2045-01-01 3.500000 Government Agency Debt 1266937.42 1325133.77 FANNIE MAE 2045-01-01 3.500000 Government Agency Debt 11155.82 11668.27 Federal Farm Credit Bank 2017-01-17 4.875000 Government Agency Debt 514288.08 567495.47 Federal Home Loan Bank 2016-06-10 0.375000 Government Agency Debt 232513.35 232210.79 FREDDIE MAC 2016-11-28 0.599999 Government Agency Debt 170645.02 170375.40 FREDDIE MAC 2018-02-01 4.500000 Government Agency Debt 172781.90 5249.82 FREDDIE MAC 2021-01-15 0.00 Government Agency Debt 94344.13 82006.74 FREDDIE MAC 2027-09-01 3.000000 Government Agency Debt 15573.11 12017.41 FREDDIE MAC 2027-09-01 3.000000 Government Agency Debt 13564.87 11336.64 FREDDIE MAC 2027-11-01 2.500000 Government Agency Debt 9369.15 5629.69 FREDDIE MAC 2029-01-01 3.500000 Government Agency Debt 4913.61 4752.53 FREDDIE MAC 2029-11-01 3.500000 Government Agency Debt 11126.47 11777.32 FREDDIE MAC 2029-12-01 2.500000 Government Agency Debt 11070.21 11292.15 FREDDIE MAC 2029-12-01 4.000000 Government Agency Debt 13951.98 15008.82 FREDDIE MAC 2032-07-15 0.00 Government Agency Debt 113411.74 61927.35 FREDDIE MAC 2034-05-01 4.500000 Government Agency Debt 4615.32 4686.53 FREDDIE MAC 2034-08-01 3.500000 Government Agency Debt 11569.88 11941.60 FREDDIE MAC 2039-02-01 4.500000 Government Agency Debt 62832.72 21950.82 FREDDIE MAC 2040-12-01 4.000000 Government Agency Debt 13662.31 11322.18 FREDDIE MAC 2043-03-01 3.000000 Government Agency Debt 3202.74 2884.44 FREDDIE MAC 2043-10-01 4.500000 Government Agency Debt 22966.68 22201.06 FREDDIE MAC 2044-10-01 4.000000 Government Agency Debt 19163.51 20229.10 FREDDIE MAC 2044-10-01 4.000000 Government Agency Debt 10814.72 11614.75 FREDDIE MAC 2044-11-01 3.500000 Government Agency Debt 5994.91 6254.25 FREDDIE MAC 2044-12-01 3.500000 Government Agency Debt 333797.44 348236.40 FREDDIE MAC 2044-12-01 3.500000 Government Agency Debt 11914.22 12429.62 FREDDIE MAC 2045-01-01 3.500000 Government Agency Debt 14853.26 15495.80 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-07-15 6.000000 Government Agency Debt 48019.49 9626.38 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2034-07-20 3.500000 Government Agency Debt 5934.33 6162.96 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2034-12-20 4.500000 Government Agency Debt 13224.12 14532.22 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2035-03-15 5.500000 Government Agency Debt 52740.21 10272.30 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2036-03-15 5.500000 Government Agency Debt 76594.50 13622.96 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2036-07-15 6.000000 Government Agency Debt 78101.62 14457.95 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-05-15 3.000000 Government Agency Debt 10207.32 10067.62 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-10-15 5.000000 Government Agency Debt 66694.76 9783.20 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-11-15 6.000000 Government Agency Debt 55839.43 10045.68 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-01-15 5.000000 Government Agency Debt 360201.63 13556.73 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-02-15 5.000000 Government Agency Debt 42297.73 13700.46 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-04-15 4.500000 Government Agency Debt 44355.41 13911.83 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-07-20 4.500000 Government Agency Debt 29498.14 14054.65 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-08-15 4.500000 Government Agency Debt 20538.26 14651.15 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-02-15 4.000000 Government Agency Debt 20312.93 14669.17 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-02-15 4.500000 Government Agency Debt 17024.86 14690.14 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-05-15 4.500000 Government Agency Debt 22136.96 14014.38 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-05-15 4.500000 Government Agency Debt 15763.70 13829.70 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-06-15 4.500000 Government Agency Debt 10285.95 9770.72 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-07-15 4.500000 Government Agency Debt 31439.02 10571.66 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-07-15 5.000000 Government Agency Debt 10765.05 10327.22 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-08-15 4.500000 Government Agency Debt 21075.51 14417.19 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-08-15 4.500000 Government Agency Debt 17910.17 10315.86 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-07-15 3.500000 Government Agency Debt 12740.06 10434.59 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-10-15 3.500000 Government Agency Debt 19938.01 13843.23 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-05-15 4.000000 Government Agency Debt 10967.77 11017.54 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-08-20 2.500000 Government Agency Debt 10775.05 10036.55 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-08-20 4.500000 Government Agency Debt 18269.63 14886.84 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-11-15 4.500000 Government Agency Debt 13421.75 14586.34 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2044-02-20 2.000000 Government Agency Debt 10050.34 10108.66 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2044-02-20 4.500000 Government Agency Debt 13089.85 14284.24 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2044-04-15 3.500000 Government Agency Debt 10256.18 10659.96 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2044-04-20 4.500000 Government Agency Debt 13519.10 14972.52 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2044-08-15 3.500000 Government Agency Debt 14053.67 14739.59 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2044-09-15 3.500000 Government Agency Debt 14027.47 14702.22 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2044-09-15 3.500000 Government Agency Debt 10142.35 10627.90 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2044-09-20 4.500000 Government Agency Debt 13485.00 14995.50 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2044-09-20 4.500000 Government Agency Debt 4328.07 4797.90 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2044-10-15 3.500000 Government Agency Debt 14264.31 14973.63 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2044-10-20 4.500000 Government Agency Debt 13596.97 14907.51 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2044-11-20 4.000000 Government Agency Debt 12680.24 13797.79 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2044-12-15 3.500000 Government Agency Debt 13226.21 13957.89 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2044-12-15 4.000000 Government Agency Debt 13514.51 14554.28 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2044-12-20 3.500000 Government Agency Debt 248727.70 262098.46 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2044-12-20 4.000000 Government Agency Debt 360064.75 387821.90 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2044-12-20 4.000000 Government Agency Debt 12566.93 13694.37 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2044-12-20 4.000000 Government Agency Debt 12456.59 13597.45 TENN VAL AUTH CPN STRIP 2026-06-15 0.00 Government Agency Debt 7221.35 5000.14 TENN VAL AUTH CPN STRIP 2027-01-15 0.00 Government Agency Debt 5882.56 3909.61 TENN VAL AUTH CPN STRIP 2027-12-15 0.00 Government Agency Debt 2525.44 1667.78 TENN VAL AUTH CPN STRIP 2027-12-15 0.00 Government Agency Debt 10.14 6.61 TENN VAL AUTH CPN STRIP 2028-12-15 0.00 Government Agency Debt 50661.03 31735.59 TENN VAL AUTH CPN STRIP 2029-06-15 0.00 Government Agency Debt 42739.86 26247.40 TENN VAL AUTH CPN STRIP 2030-05-01 0.00 Government Agency Debt 12779.36 7577.91 TENN VAL AUTH CPN STRIP 2030-07-15 0.00 Government Agency Debt 17343.42 10235.39 TENN VAL AUTH CPN STRIP 2030-07-15 0.00 Government Agency Debt 5558.01 3270.11 TENN VAL AUTH CPN STRIP 2031-01-15 0.00 Government Agency Debt 334.70 193.21 TENN VAL AUTH CPN STRIP 2031-06-15 0.00 Government Agency Debt 12789.50 7265.58 TENN VAL AUTH CPN STRIP 2032-06-15 0.00 Government Agency Debt 29798.22 16093.42 TENN VAL AUTH CPN STRIP 2033-12-15 0.00 Government Agency Debt 557.83 279.95 TENN VAL AUTH CPN STRIP 2034-03-15 0.00 Government Agency Debt 32303.38 16087.08 TENN VAL AUTH CPN STRIP 2034-12-15 0.00 Government Agency Debt 375.27 182.95 TENN VAL AUTH CPN STRIP 2035-06-15 0.00 Government Agency Debt 902.67 431.27 TENN VAL AUTH CPN STRIP 2035-07-15 0.00 Government Agency Debt 3397.69 1617.75 TENN VAL AUTH CPN STRIP 2036-01-15 0.00 Government Agency Debt 1866.19 870.26 TENN VAL AUTH CPN STRIP 2036-09-15 0.00 Government Agency Debt 25944.13 11782.27 TENN VAL AUTH CPN STRIP 2037-07-15 0.00 Government Agency Debt 10629.18 4677.27 TENN VAL AUTH CPN STRIP 2038-09-15 0.00 Government Agency Debt 12221.53 5106.28 TENN VAL AUTH CPN STRIP 2039-03-15 0.00 Government Agency Debt 32516.37 13751.83 US TREASURY N/B 2017-01-31 0.875000 Treasury Debt 4686.78 4715.17 First Tier Security N/A N/A 2015-01-02 2015-01-02 N N N 7606761.57 7606761.57 0.0248 N 7606761.57 7606761.57 Westpac Banking Corp. Westpac Banking Corp. 0.433598% 91621CCH2 Other Note N First Tier Security N/A N/A 2015-03-02 2015-12-31 N N N 4000000.00 4000000.00 0.0130 N 3999868.00 3999868.00