N-MFP LIVE N 2015-06-30 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 28 57 318128450.15 160323.57 100967.46 318187806.26 0.0024 1.0000 2015-06-30 1.0000 2015-06-30 C000025638 1.00 317398883.87 1.00 2187727.39 14469884.59 12282157.20 0.0001 1.0000 2015-06-30 1.0000 2015-06-30 C000133599 1.00 788922.39 1.00 480599.99 483271.30 2671.31 0.0001 1.0000 2015-06-30 1.0000 2015-06-30 ABAG Finance Authority for Nonprofit Corps. ABAG Finance Authority for Nonprofit Corps., Series A-T 0.120001% 00037NJS6 Variable Rate Demand Note N First Tier Security N/A N/A 2015-07-07 2015-07-07 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 0.120001% 00037NLJ3 Variable Rate Demand Note N First Tier Security N/A N/A 2015-07-07 2015-07-07 Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 140000.00 140000.00 0.0004 N 140000.00 140000.00 ABAG Finance Authority for Nonprofit Corps. ABAG Finance Authority for Nonprofit Corps., Series A-T 0.120001% 00037NLL8 Variable Rate Demand Note N First Tier Security N/A N/A 2015-07-07 2015-07-07 Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 865000.00 865000.00 0.0027 N 865000.00 865000.00 ABAG Finance Authority for Nonprofit Corps. ABAG Finance Authority for Nonprofit Corps., Series A-T 0.120001% 00037NLS3 Variable Rate Demand Note N First Tier Security N/A N/A 2015-07-07 2015-07-07 Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 700000.00 700000.00 0.0022 N 700000.00 700000.00 ABN AMRO Bank N.V. Joint Account III 0.180000% 779162ABN 0001238161 Government Agency Repurchase Agreement N FANNIE MAE 2027-04-01 3.000000 Government Agency Debt 123051.54 92069.10 FANNIE MAE 2028-05-01 3.000000 Government Agency Debt 285990.61 222160.47 FANNIE MAE 2028-10-01 3.000000 Government Agency Debt 1893.19 1553.33 FANNIE MAE 2028-11-01 3.500000 Government Agency Debt 1158085.82 1012184.72 FANNIE MAE 2029-12-01 3.000000 Government Agency Debt 3556536.60 3564704.95 FANNIE MAE 2030-03-01 3.000000 Government Agency Debt 760659.60 772428.18 FANNIE MAE 2030-06-01 3.000000 Government Agency Debt 1496440.68 1547994.90 FANNIE MAE 2030-06-01 3.000000 Government Agency Debt 646619.02 671589.27 FANNIE MAE 2034-09-01 5.500000 Government Agency Debt 591382.58 44643.19 FANNIE MAE 2037-03-01 3.500000 Government Agency Debt 286870.21 94707.93 FANNIE MAE 2037-03-01 3.500000 Government Agency Debt 133639.91 90481.19 FANNIE MAE 2037-05-01 3.500000 Government Agency Debt 1352782.33 849854.11 FANNIE MAE 2037-06-01 3.500000 Government Agency Debt 237863.83 140656.47 FANNIE MAE 2037-06-01 3.500000 Government Agency Debt 146113.13 107275.38 FANNIE MAE 2037-07-01 3.500000 Government Agency Debt 595968.83 430628.27 FANNIE MAE 2037-08-01 3.500000 Government Agency Debt 250117.31 169719.56 FANNIE MAE 2037-09-01 3.500000 Government Agency Debt 863365.35 509680.91 FANNIE MAE 2037-09-01 3.500000 Government Agency Debt 678203.54 424584.60 FANNIE MAE 2037-10-01 3.500000 Government Agency Debt 759962.41 497564.44 FANNIE MAE 2037-10-01 3.500000 Government Agency Debt 627284.65 345287.13 FANNIE MAE 2041-02-01 4.000000 Government Agency Debt 168488.14 112627.93 FANNIE MAE 2041-07-01 4.500000 Government Agency Debt 1989490.13 1163429.95 FANNIE MAE 2043-09-01 4.000000 Government Agency Debt 105857.06 102008.61 FANNIE MAE 2044-04-01 4.000000 Government Agency Debt 1120873.35 1056933.79 FANNIE MAE 2044-04-01 4.500000 Government Agency Debt 246660.51 243740.48 FANNIE MAE 2044-04-01 4.500000 Government Agency Debt 1250.63 1083.56 FANNIE MAE 2044-07-01 4.000000 Government Agency Debt 2216949.15 2182901.96 FANNIE MAE 2044-09-01 4.000000 Government Agency Debt 2570477.08 2608448.94 FANNIE MAE 2044-11-01 4.000000 Government Agency Debt 2197277.72 2210544.87 FREDDIE MAC 2015-11-17 4.750000 Government Agency Debt 1896289.63 1939048.32 FREDDIE MAC 2030-01-01 3.000000 Government Agency Debt 573804.35 575423.92 FREDDIE MAC 2042-06-01 3.500000 Government Agency Debt 2705431.99 2180694.63 FREDDIE MAC 2042-06-01 3.500000 Government Agency Debt 677627.62 533759.24 FREDDIE MAC 2044-07-01 4.000000 Government Agency Debt 4172301.36 4038105.35 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-04-15 5.000000 Government Agency Debt 3993.83 611.61 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-07-15 5.000000 Government Agency Debt 15518200.68 2910011.13 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-07-15 5.000000 Government Agency Debt 878903.64 189469.34 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-07-15 5.000000 Government Agency Debt 562569.51 144559.36 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-01-20 4.000000 Government Agency Debt 459.31 229.85 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-09-20 4.500000 Government Agency Debt 61054.91 40056.15 US TREASURY N/B 2015-11-30 1.375000 Treasury Debt 402824.09 405417.88 US TREASURY N/B 2039-05-15 4.250000 Treasury Debt 4.43 5.41 First Tier Security N/A N/A 2015-07-01 2015-07-01 N N N 33254237.29 33254237.29 0.1045 N 33254237.29 33254237.29 Albion Capital LLC Albion Capital LLC 0.243706% 01329XVH9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-08-17 2015-08-17 N N N 4675000.00 4673535.17 0.0147 N 4673831.25 4673831.25 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.444351% 05252TBD1 Other Note N First Tier Security N/A N/A 2015-07-20 2016-05-16 N N N 5000000.00 5000000.00 0.0157 N 4999550.00 4999550.00 Bank of Nova Scotia (The) Bank of Nova Scotia (The) 0.411998% 06417HW36 Other Note N First Tier Security N/A N/A 2015-08-24 2016-05-23 N N N 5000000.00 5000000.00 0.0157 N 4999535.00 4999535.00 Bank of Nova Scotia (The) Bank of Nova Scotia (The) 0.320000% 06417HZT6 Certificate of Deposit N First Tier Security N/A N/A 2015-10-21 2015-10-21 N N N 3000000.00 3000000.00 0.0094 N 3000390.00 3000390.00 Bedford Row Funding Corp. Bedford Row Funding Corp. 0.315225% 07644BVR0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-08-25 2015-08-25 N N N 3000000.00 2998579.17 0.0094 N 2999160.00 2999160.00 BNP Paribas Securities Corp. Joint Account III 0.090000% 779162BNP 0001197610 Government Agency Repurchase Agreement N FANNIE MAE 2017-12-01 5.500000 Government Agency Debt 5424.52 141.88 FANNIE MAE 2018-01-01 4.500000 Government Agency Debt 189107.49 14915.15 FANNIE MAE 2018-11-01 4.500000 Government Agency Debt 42019.17 5030.57 FANNIE MAE 2018-11-27 1.625000 Government Agency Debt 647748.20 657069.01 FANNIE MAE 2019-08-01 4.000000 Government Agency Debt 464612.20 59529.96 FANNIE MAE 2020-08-01 3.500000 Government Agency Debt 10760.10 1863.83 FANNIE MAE 2020-08-01 3.500000 Government Agency Debt 7342.31 1153.74 FANNIE MAE 2020-10-01 3.500000 Government Agency Debt 57930.21 11722.83 FANNIE MAE 2020-11-01 3.500000 Government Agency Debt 56183.97 13129.57 FANNIE MAE 2021-01-01 3.000000 Government Agency Debt 96055.57 28132.15 FANNIE MAE 2021-01-01 3.500000 Government Agency Debt 233913.76 66138.38 FANNIE MAE 2021-02-01 3.000000 Government Agency Debt 963569.28 286400.35 FANNIE MAE 2021-03-01 3.000000 Government Agency Debt 73120.88 23296.81 FANNIE MAE 2021-04-01 3.000000 Government Agency Debt 41452.69 12738.32 FANNIE MAE 2021-04-01 3.500000 Government Agency Debt 60788.57 19364.92 FANNIE MAE 2021-05-01 3.500000 Government Agency Debt 7303.87 2349.79 FANNIE MAE 2021-06-01 3.000000 Government Agency Debt 62864.56 18844.95 FANNIE MAE 2021-06-01 3.000000 Government Agency Debt 44687.00 15165.22 FANNIE MAE 2021-07-01 3.000000 Government Agency Debt 44338.98 12570.37 FANNIE MAE 2021-08-01 3.000000 Government Agency Debt 5230.45 1497.90 FANNIE MAE 2021-08-01 3.500000 Government Agency Debt 5032.25 1805.35 FANNIE MAE 2021-09-01 3.000000 Government Agency Debt 107174.86 37435.14 FANNIE MAE 2021-09-01 3.500000 Government Agency Debt 4843.77 1790.72 FANNIE MAE 2021-11-01 2.500000 Government Agency Debt 2701.93 1194.85 FANNIE MAE 2022-03-01 3.000000 Government Agency Debt 139021.47 64809.72 FANNIE MAE 2022-03-01 3.500000 Government Agency Debt 34319.66 15989.57 FANNIE MAE 2022-07-01 3.500000 Government Agency Debt 6271.39 3522.60 FANNIE MAE 2022-07-01 6.000000 Government Agency Debt 83567.50 561.51 FANNIE MAE 2022-09-01 2.500000 Government Agency Debt 42122.03 23041.37 FANNIE MAE 2022-10-01 3.000000 Government Agency Debt 36738.04 21341.59 FANNIE MAE 2022-11-01 3.000000 Government Agency Debt 83968.32 51608.85 FANNIE MAE 2023-02-01 3.000000 Government Agency Debt 3784.95 2456.56 FANNIE MAE 2023-03-01 3.000000 Government Agency Debt 3898.11 2536.28 FANNIE MAE 2023-03-01 4.500000 Government Agency Debt 193638.71 23024.26 FANNIE MAE 2023-11-01 3.500000 Government Agency Debt 29153.06 21569.54 FANNIE MAE 2023-12-01 3.000000 Government Agency Debt 237931.41 182663.93 FANNIE MAE 2023-12-01 3.500000 Government Agency Debt 22612.88 17234.61 FANNIE MAE 2024-03-01 4.500000 Government Agency Debt 8676.83 1197.95 FANNIE MAE 2024-05-01 4.000000 Government Agency Debt 4190.70 1087.28 FANNIE MAE 2024-06-01 4.000000 Government Agency Debt 21967.53 3044.40 FANNIE MAE 2024-10-01 2.500000 Government Agency Debt 44338.98 40332.25 FANNIE MAE 2025-07-01 3.000000 Government Agency Debt 86246.64 90089.94 FANNIE MAE 2025-08-01 3.500000 Government Agency Debt 48772.88 11835.40 FANNIE MAE 2027-04-01 3.000000 Government Agency Debt 9407.18 5113.48 FANNIE MAE 2027-04-01 3.500000 Government Agency Debt 6363.93 3199.28 FANNIE MAE 2028-07-01 3.000000 Government Agency Debt 239810.27 198425.73 FANNIE MAE 2029-03-01 6.000000 Government Agency Debt 22369.15 3145.50 FANNIE MAE 2029-05-01 5.000000 Government Agency Debt 142287.79 15309.81 FANNIE MAE 2029-12-01 3.500000 Government Agency Debt 5010.70 5005.92 FANNIE MAE 2030-02-01 4.500000 Government Agency Debt 44338.98 11105.98 FANNIE MAE 2030-05-01 3.000000 Government Agency Debt 4226.61 4331.96 FANNIE MAE 2030-06-01 3.000000 Government Agency Debt 44.34 45.85 FANNIE MAE 2030-09-01 4.500000 Government Agency Debt 34243.00 10813.35 FANNIE MAE 2031-01-01 3.500000 Government Agency Debt 17868.61 6712.52 FANNIE MAE 2031-04-01 3.500000 Government Agency Debt 13301.69 6754.16 FANNIE MAE 2031-08-01 4.500000 Government Agency Debt 22169.49 11849.33 FANNIE MAE 2032-04-01 3.500000 Government Agency Debt 44338.98 28262.55 FANNIE MAE 2032-05-01 3.500000 Government Agency Debt 35471.19 24586.37 FANNIE MAE 2032-09-01 3.500000 Government Agency Debt 22169.49 15839.66 FANNIE MAE 2032-11-01 2.500000 Government Agency Debt 4655.59 3729.75 FANNIE MAE 2033-01-01 3.000000 Government Agency Debt 66508.47 55019.76 FANNIE MAE 2033-04-01 3.000000 Government Agency Debt 44338.98 37767.90 FANNIE MAE 2033-05-01 3.500000 Government Agency Debt 23662.78 18466.88 FANNIE MAE 2033-07-01 2.500000 Government Agency Debt 4433.90 3781.63 FANNIE MAE 2033-08-01 3.000000 Government Agency Debt 15607.32 13671.17 FANNIE MAE 2033-09-01 3.500000 Government Agency Debt 8867.80 7447.93 FANNIE MAE 2033-10-01 3.500000 Government Agency Debt 8867.80 7524.68 FANNIE MAE 2033-11-01 3.500000 Government Agency Debt 17735.59 15248.97 FANNIE MAE 2035-09-01 5.500000 Government Agency Debt 14144.14 5050.39 FANNIE MAE 2036-05-01 6.500000 Government Agency Debt 381897.87 48614.95 FANNIE MAE 2036-09-01 6.500000 Government Agency Debt 299450.42 17774.52 FANNIE MAE 2036-11-01 4.000000 Government Agency Debt 88.68 77.55 FANNIE MAE 2036-12-01 6.000000 Government Agency Debt 192200.67 43181.47 FANNIE MAE 2036-12-01 6.000000 Government Agency Debt 262942.45 33629.79 FANNIE MAE 2037-01-01 6.000000 Government Agency Debt 122346.51 15208.01 FANNIE MAE 2037-02-01 6.500000 Government Agency Debt 1563119.33 176008.87 FANNIE MAE 2037-03-01 6.000000 Government Agency Debt 578545.47 40744.47 FANNIE MAE 2037-03-01 6.000000 Government Agency Debt 377069.13 26605.78 FANNIE MAE 2037-05-01 5.500000 Government Agency Debt 15510.53 1219.54 FANNIE MAE 2037-06-01 5.500000 Government Agency Debt 342092.77 19635.34 FANNIE MAE 2037-06-01 6.000000 Government Agency Debt 1412702.43 74716.46 FANNIE MAE 2037-06-01 6.000000 Government Agency Debt 407646.76 45807.93 FANNIE MAE 2037-07-01 6.000000 Government Agency Debt 1006438.16 25174.21 FANNIE MAE 2037-07-01 6.000000 Government Agency Debt 222710.94 15160.21 FANNIE MAE 2037-07-01 6.000000 Government Agency Debt 1848.94 356.88 FANNIE MAE 2037-09-01 6.000000 Government Agency Debt 688582.59 35867.27 FANNIE MAE 2037-09-01 6.000000 Government Agency Debt 77149.83 9074.50 FANNIE MAE 2038-02-01 5.500000 Government Agency Debt 60.57 6.52 FANNIE MAE 2038-03-01 5.500000 Government Agency Debt 15423.05 1377.83 FANNIE MAE 2038-03-01 5.500000 Government Agency Debt 25175.85 1072.52 FANNIE MAE 2038-04-01 6.000000 Government Agency Debt 156782.64 22732.91 FANNIE MAE 2038-05-01 5.500000 Government Agency Debt 67272.17 14993.23 FANNIE MAE 2038-06-01 5.500000 Government Agency Debt 183004.50 22060.42 FANNIE MAE 2038-07-01 6.000000 Government Agency Debt 419291.73 46591.85 FANNIE MAE 2038-09-01 6.000000 Government Agency Debt 268367.59 58354.89 FANNIE MAE 2038-09-01 6.000000 Government Agency Debt 259302.35 36826.05 FANNIE MAE 2038-09-01 6.000000 Government Agency Debt 1540485.25 35245.99 FANNIE MAE 2038-09-01 6.000000 Government Agency Debt 5796.92 166.67 FANNIE MAE 2038-10-01 6.000000 Government Agency Debt 40690.82 1927.24 FANNIE MAE 2038-10-01 6.000000 Government Agency Debt 3873.28 139.14 FANNIE MAE 2038-12-01 5.500000 Government Agency Debt 65775.37 4901.10 FANNIE MAE 2039-01-01 6.000000 Government Agency Debt 93750.26 31633.56 FANNIE MAE 2039-02-01 6.000000 Government Agency Debt 89834.19 16867.57 FANNIE MAE 2039-07-01 4.500000 Government Agency Debt 46011.72 16788.38 FANNIE MAE 2039-07-01 4.500000 Government Agency Debt 44.34 28.11 FANNIE MAE 2039-09-01 4.000000 Government Agency Debt 11394.59 6631.91 FANNIE MAE 2039-09-01 4.000000 Government Agency Debt 44.34 15.70 FANNIE MAE 2039-10-01 6.000000 Government Agency Debt 728372.75 118963.66 FANNIE MAE 2039-11-01 4.500000 Government Agency Debt 28933.94 18431.72 FANNIE MAE 2040-01-01 4.500000 Government Agency Debt 153440.11 98314.47 FANNIE MAE 2040-01-01 4.500000 Government Agency Debt 64727.07 14378.51 FANNIE MAE 2040-04-01 4.500000 Government Agency Debt 1407623.80 288147.39 FANNIE MAE 2040-07-01 4.500000 Government Agency Debt 114995.99 43670.04 FANNIE MAE 2040-07-01 5.000000 Government Agency Debt 137007.46 62078.52 FANNIE MAE 2040-09-01 4.000000 Government Agency Debt 1108474.58 298590.51 FANNIE MAE 2040-09-01 4.000000 Government Agency Debt 164603.07 95912.05 FANNIE MAE 2040-09-01 4.500000 Government Agency Debt 79235.14 25443.08 FANNIE MAE 2040-09-01 4.500000 Government Agency Debt 6825.94 2112.09 FANNIE MAE 2040-10-01 4.000000 Government Agency Debt 351.39 125.57 FANNIE MAE 2040-11-01 3.500000 Government Agency Debt 107566.37 53137.03 FANNIE MAE 2040-11-01 4.000000 Government Agency Debt 104613.84 35677.98 FANNIE MAE 2040-11-01 4.500000 Government Agency Debt 95415.63 51010.80 FANNIE MAE 2040-11-01 5.000000 Government Agency Debt 2019.24 258.81 FANNIE MAE 2040-12-01 4.500000 Government Agency Debt 1108474.58 435630.55 FANNIE MAE 2041-03-01 4.500000 Government Agency Debt 133.02 62.56 FANNIE MAE 2041-05-01 4.500000 Government Agency Debt 444314.21 207685.44 FANNIE MAE 2041-08-01 4.500000 Government Agency Debt 303274.56 202499.99 FANNIE MAE 2041-09-01 4.500000 Government Agency Debt 1660806.35 605121.77 FANNIE MAE 2042-04-01 3.000000 Government Agency Debt 20661.97 13523.88 FANNIE MAE 2043-06-01 3.000000 Government Agency Debt 44.38 36.22 FANNIE MAE 2043-06-01 3.500000 Government Agency Debt 13301.69 12557.15 FANNIE MAE 2045-06-01 3.500000 Government Agency Debt 69789.60 72143.91 FANNIE MAE 2048-11-01 6.000000 Government Agency Debt 1279342.12 15451.69 FREDDIE MAC 2017-05-01 6.000000 Government Agency Debt 49009.16 335.25 FREDDIE MAC 2017-06-01 6.500000 Government Agency Debt 84543.93 898.13 FREDDIE MAC 2017-10-01 5.000000 Government Agency Debt 509670.09 7076.50 FREDDIE MAC 2017-11-01 5.500000 Government Agency Debt 133016.95 1800.30 FREDDIE MAC 2018-02-01 5.000000 Government Agency Debt 10901.58 350.85 FREDDIE MAC 2018-06-01 4.500000 Government Agency Debt 133.02 3.50 FREDDIE MAC 2018-12-01 6.000000 Government Agency Debt 54746.41 430.93 FREDDIE MAC 2019-02-01 4.500000 Government Agency Debt 30496.57 1906.93 FREDDIE MAC 2020-05-01 5.000000 Government Agency Debt 110581.42 7996.27 FREDDIE MAC 2020-06-01 4.000000 Government Agency Debt 9284.89 720.02 FREDDIE MAC 2020-10-01 4.000000 Government Agency Debt 72152.61 11587.02 FREDDIE MAC 2021-07-01 6.000000 Government Agency Debt 46883.33 2007.58 FREDDIE MAC 2022-02-01 6.500000 Government Agency Debt 21061.02 2629.97 FREDDIE MAC 2023-03-01 5.000000 Government Agency Debt 32915.98 1273.95 FREDDIE MAC 2023-08-01 5.000000 Government Agency Debt 221719.43 14312.49 FREDDIE MAC 2023-10-01 6.000000 Government Agency Debt 10677.63 538.90 FREDDIE MAC 2024-01-01 6.000000 Government Agency Debt 55158.71 6749.46 FREDDIE MAC 2024-11-01 5.000000 Government Agency Debt 44.34 3.28 FREDDIE MAC 2025-12-01 4.500000 Government Agency Debt 58324.74 30151.22 FREDDIE MAC 2026-05-01 5.000000 Government Agency Debt 6986.27 486.13 FREDDIE MAC 2026-06-01 4.500000 Government Agency Debt 1347.99 353.74 FREDDIE MAC 2026-10-01 3.000000 Government Agency Debt 2940.21 1887.11 FREDDIE MAC 2026-10-01 3.500000 Government Agency Debt 1733.65 706.90 FREDDIE MAC 2026-10-01 6.000000 Government Agency Debt 66257.47 5067.01 FREDDIE MAC 2027-02-01 5.000000 Government Agency Debt 55982.71 3290.75 FREDDIE MAC 2027-04-01 5.500000 Government Agency Debt 3374.29 269.49 FREDDIE MAC 2027-07-01 2.500000 Government Agency Debt 8069.69 5597.75 FREDDIE MAC 2027-12-01 2.500000 Government Agency Debt 17905.15 14063.00 FREDDIE MAC 2028-02-01 6.000000 Government Agency Debt 38892.16 5358.72 FREDDIE MAC 2028-03-01 2.000000 Government Agency Debt 291.88 222.40 FREDDIE MAC 2028-03-01 5.000000 Government Agency Debt 425497.45 21958.79 FREDDIE MAC 2028-05-01 6.500000 Government Agency Debt 3464.87 483.07 FREDDIE MAC 2028-11-01 3.000000 Government Agency Debt 4723.12 4101.53 FREDDIE MAC 2029-11-01 3.500000 Government Agency Debt 91069.79 89730.48 FREDDIE MAC 2029-11-01 3.500000 Government Agency Debt 15139.01 14972.30 FREDDIE MAC 2031-11-01 4.000000 Government Agency Debt 914590.49 589069.95 FREDDIE MAC 2032-04-01 3.500000 Government Agency Debt 632.72 528.48 FREDDIE MAC 2032-04-01 4.000000 Government Agency Debt 41078.16 29019.11 FREDDIE MAC 2033-03-01 3.500000 Government Agency Debt 5854.65 4965.12 FREDDIE MAC 2033-09-01 5.000000 Government Agency Debt 43656.61 4601.01 FREDDIE MAC 2034-03-01 6.000000 Government Agency Debt 20595.72 4760.28 FREDDIE MAC 2035-07-01 5.000000 Government Agency Debt 39372.88 3358.06 FREDDIE MAC 2035-10-01 5.000000 Government Agency Debt 53650.17 5798.08 FREDDIE MAC 2035-10-01 5.000000 Government Agency Debt 20044.01 2982.46 FREDDIE MAC 2035-11-01 5.500000 Government Agency Debt 78979.66 9561.17 FREDDIE MAC 2036-06-01 6.000000 Government Agency Debt 34096.68 4374.88 FREDDIE MAC 2036-06-01 6.500000 Government Agency Debt 3768.81 230.34 FREDDIE MAC 2036-11-01 6.000000 Government Agency Debt 6343.40 495.84 FREDDIE MAC 2037-01-01 6.000000 Government Agency Debt 27957.77 4552.55 FREDDIE MAC 2037-02-01 5.000000 Government Agency Debt 22192.86 3035.54 FREDDIE MAC 2037-02-01 6.000000 Government Agency Debt 354711.86 63599.35 FREDDIE MAC 2037-02-01 6.500000 Government Agency Debt 66236.06 4496.11 FREDDIE MAC 2037-04-01 5.500000 Government Agency Debt 40198.39 5042.67 FREDDIE MAC 2037-04-01 6.000000 Government Agency Debt 60744.41 8802.66 FREDDIE MAC 2037-04-01 6.000000 Government Agency Debt 4337.11 332.10 FREDDIE MAC 2037-04-01 6.500000 Government Agency Debt 7394.32 244.35 FREDDIE MAC 2037-07-01 5.500000 Government Agency Debt 88677.97 12187.19 FREDDIE MAC 2037-07-01 6.000000 Government Agency Debt 18053.02 1301.93 FREDDIE MAC 2037-09-01 6.000000 Government Agency Debt 3103.73 255.84 FREDDIE MAC 2037-10-01 6.500000 Government Agency Debt 174755.14 6179.75 FREDDIE MAC 2037-11-01 6.000000 Government Agency Debt 12533.43 800.10 FREDDIE MAC 2037-11-01 6.000000 Government Agency Debt 2688.58 363.71 FREDDIE MAC 2038-01-01 5.000000 Government Agency Debt 126503.06 11592.65 FREDDIE MAC 2038-01-01 5.500000 Government Agency Debt 1834.44 309.62 FREDDIE MAC 2038-01-01 6.000000 Government Agency Debt 13917.30 870.06 FREDDIE MAC 2038-01-01 6.500000 Government Agency Debt 28442.13 1309.33 FREDDIE MAC 2038-02-01 5.500000 Government Agency Debt 85451.51 6863.76 FREDDIE MAC 2038-06-01 5.000000 Government Agency Debt 11306.44 1805.13 FREDDIE MAC 2038-09-01 6.000000 Government Agency Debt 8535.87 575.48 FREDDIE MAC 2039-02-01 6.000000 Government Agency Debt 18250.32 6281.02 FREDDIE MAC 2039-04-01 4.500000 Government Agency Debt 18966.31 4984.46 FREDDIE MAC 2039-07-01 4.500000 Government Agency Debt 1211660.04 428199.34 FREDDIE MAC 2039-08-01 4.500000 Government Agency Debt 1763006.91 715360.85 FREDDIE MAC 2039-08-01 4.500000 Government Agency Debt 676134.46 167762.53 FREDDIE MAC 2039-09-01 5.000000 Government Agency Debt 152526.10 36361.47 FREDDIE MAC 2040-01-01 4.500000 Government Agency Debt 12791.66 2640.30 FREDDIE MAC 2040-03-01 5.500000 Government Agency Debt 26603.39 10659.22 FREDDIE MAC 2040-04-01 4.500000 Government Agency Debt 665898.81 195217.71 FREDDIE MAC 2040-04-01 4.500000 Government Agency Debt 6365.44 5854.12 FREDDIE MAC 2040-06-01 4.500000 Government Agency Debt 15607.37 3641.25 FREDDIE MAC 2040-11-01 4.000000 Government Agency Debt 16091.37 11946.56 FREDDIE MAC 2040-12-01 3.500000 Government Agency Debt 1046503.62 499578.98 FREDDIE MAC 2040-12-01 4.500000 Government Agency Debt 17735.59 11874.73 FREDDIE MAC 2041-01-01 4.000000 Government Agency Debt 1590927.72 651002.73 FREDDIE MAC 2041-01-01 4.500000 Government Agency Debt 486978.64 302271.17 FREDDIE MAC 2041-01-01 4.500000 Government Agency Debt 29699.71 13409.48 FREDDIE MAC 2041-06-01 5.500000 Government Agency Debt 43716.11 36823.53 FREDDIE MAC 2041-06-01 5.500000 Government Agency Debt 6177.13 4187.33 FREDDIE MAC 2042-01-01 3.500000 Government Agency Debt 432043.31 248828.95 FREDDIE MAC 2042-02-01 3.500000 Government Agency Debt 5372.55 4096.17 FREDDIE MAC 2042-03-01 3.500000 Government Agency Debt 117650.39 91944.33 FREDDIE MAC 2042-04-01 4.000000 Government Agency Debt 61917.13 35473.45 FREDDIE MAC 2042-05-01 3.500000 Government Agency Debt 10371.02 8222.93 FREDDIE MAC 2042-05-01 3.500000 Government Agency Debt 10036.71 7812.17 FREDDIE MAC 2043-01-01 3.000000 Government Agency Debt 44.34 37.42 FREDDIE MAC 2043-03-01 3.000000 Government Agency Debt 26603.39 22708.08 FREDDIE MAC 2043-03-01 3.000000 Government Agency Debt 9262.37 7879.75 FREDDIE MAC 2043-06-01 3.500000 Government Agency Debt 317398.39 270324.85 FREDDIE MAC 2043-06-01 3.500000 Government Agency Debt 4699.93 3836.16 FREDDIE MAC 2043-07-01 2.500000 Government Agency Debt 99767.63 85718.38 FREDDIE MAC 2043-07-01 3.000000 Government Agency Debt 133.02 119.23 FREDDIE MAC 2043-08-01 3.500000 Government Agency Debt 12384.90 10853.03 FREDDIE MAC 2043-08-01 4.000000 Government Agency Debt 106413.56 77746.41 FREDDIE MAC 2043-11-01 4.000000 Government Agency Debt 532224.58 490112.48 FREDDIE MAC 2043-11-01 4.500000 Government Agency Debt 226272.47 240180.95 FREDDIE MAC 2043-12-01 4.000000 Government Agency Debt 18421.25 15591.27 FREDDIE MAC 2044-01-01 4.000000 Government Agency Debt 730239.95 709761.90 FREDDIE MAC 2044-01-01 4.000000 Government Agency Debt 13010.03 13525.70 FREDDIE MAC 2044-05-01 4.000000 Government Agency Debt 46.87 37.33 FREDDIE MAC 2044-06-01 4.000000 Government Agency Debt 19518.11 16433.36 FREDDIE MAC 2044-07-01 4.000000 Government Agency Debt 46670.19 41630.18 FREDDIE MAC 2044-07-01 4.000000 Government Agency Debt 455.98 409.74 FREDDIE MAC 2044-08-01 4.000000 Government Agency Debt 73461.54 72517.83 FREDDIE MAC 2044-09-01 4.500000 Government Agency Debt 412994.53 404565.91 FREDDIE MAC 2044-12-01 4.000000 Government Agency Debt 3621.48 3617.44 FREDDIE MAC 2045-02-01 4.000000 Government Agency Debt 358521.07 380625.43 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-09-15 6.000000 Government Agency Debt 4973650.58 623949.74 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-07-15 4.500000 Government Agency Debt 3233.46 2313.79 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-12-20 4.500000 Government Agency Debt 63974.77 31346.33 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2044-11-20 4.000000 Government Agency Debt 1477513.34 1397851.31 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-01-20 4.500000 Government Agency Debt 243124.79 239696.54 First Tier Security N/A N/A 2015-07-01 2015-07-01 N N N 15518644.07 15518644.07 0.0488 N 15518644.07 15518644.07 BNP Paribas Securities Corp. BNP Paribas Securities Corp. 0.470001% 81841658779162bnP 0001197610 Other Repurchase Agreement N BEAR STEARNS ALT-A TRUST 2036-01-25 0.687000 Other Note 16.00 2.00 BEAR STEARNS ASSET BACKED SECURITIES TRUST 2033-10-25 0.667000 Other Note 3.00 0.00 CONNECTICUT AVENUE SECURITIES 2023-10-25 5.437000 Other Note 4354124.00 4730903.00 CONNECTICUT AVENUE SECURITIES 2024-01-25 4.586999 Other Note 58.00 60.00 CONNECTICUT AVENUE SECURITIES 2024-05-25 2.786999 Other Note 26121.00 23471.00 CONNECTICUT AVENUE SECURITIES 2024-07-25 3.087000 Other Note 9019.00 8345.00 CONNECTICUT AVENUE SECURITIES 2024-07-25 3.186999 Other Note 1654.00 1534.00 CONNECTICUT AVENUE SECURITIES 2024-11-25 2.286999 Other Note 38244.00 29737.00 CONNECTICUT AVENUE SECURITIES 2025-02-25 4.737000 Other Note 184641.00 186552.00 COUNTRYWIDE ALTERNATIVE LOAN TRUST 2037-05-25 0.687000 Other Note 111899.00 25342.00 CREDIT SUISSE MORTGAGE TRUST 2044-11-25 3.768718 Other Note 257009.00 250000.00 RESIDENTIAL ACCREDIT LOANS, INC. 2035-04-25 3.083133 Other Note 1085232.00 236195.00 SEQUOIA MORTGAGE TRUST 2043-05-25 3.533793 Other Note 354.00 325.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2023-07-25 3.587000 Other Note 284278.00 194554.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2024-02-25 4.687000 Other Note 20095.00 20699.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2024-04-25 3.786999 Other Note 23849.00 23027.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2025-01-25 4.336999 Other Note 236638.00 240846.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2027-10-25 3.487000 Other Note 2449.00 2409.00 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2046-08-25 1.157521 Other Note 914661.00 241180.00 WASHINGTON MUTUAL MSC MORTGAGE PASS-THROUGH CTFS 2033-08-25 2.277080 Other Note 1448.00 201.00 WINWATER MORTGAGE LOAN TRUST 2045-03-20 3.500000 Other Note 146.00 140.00 First Tier Security N/A N/A 2015-07-01 2015-07-07 N N N 5000000.00 5000000.00 0.0157 N 5000000.00 5000000.00 BNZ International Funding Ltd. BNZ International Funding Ltd. 0.305499% 0556X4CG9 Other Note N First Tier Security N/A N/A 2015-07-15 2015-10-15 N N N 1650000.00 1649999.81 0.0052 N 1649901.00 1649901.00 California Puttable Floating Option Taxable Notes California Puttable Floating Option Taxable Notes, Series TN-027 0.440000% 74703SAK9 Variable Rate Demand Note N First Tier Security N/A N/A 2015-07-07 2015-07-07 Y Bank of America, N.A. N/A N/A N N 10250000.00 10250000.00 0.0322 N 10250000.00 10250000.00 City of New York, NY City of New York, NY, Series D-4 0.080000% 64966GZR6 Variable Rate Demand Note N First Tier Security N/A N/A 2015-07-07 2015-07-07 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 3385570.11 0.0106 N 3385236.95 3385236.95 Collier County, FL Housing Finance Authority Collier County, FL Housing Finance Authority, Series B 0.120001% 19464HCH2 Variable Rate Demand Note N First Tier Security N/A N/A 2015-07-07 2015-07-07 Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 570000.00 570000.00 0.0018 N 570000.00 570000.00 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 0.0157 N 5001300.00 5001300.00 Credit Agricole Corporate and Investment Bank Joint Account III 0.140000% 779162CRE 0001330437 Government Agency Repurchase Agreement N FANNIE MAE 2019-06-01 4.000000 Government Agency Debt 44.34 4.66 FANNIE MAE 2020-06-01 4.500000 Government Agency Debt 44.34 10.29 FANNIE MAE 2020-10-01 4.000000 Government Agency Debt 44.34 10.69 FANNIE MAE 2021-05-01 4.000000 Government Agency Debt 44.34 12.50 FANNIE MAE 2021-07-01 4.000000 Government Agency Debt 44.34 15.21 FANNIE MAE 2022-08-01 2.500000 Government Agency Debt 44.34 24.48 FANNIE MAE 2023-01-01 5.650000 Government Agency Debt 44.34 43.81 FANNIE MAE 2023-03-01 5.500000 Government Agency Debt 44.74 11.26 FANNIE MAE 2023-04-01 4.500000 Government Agency Debt 44.83 5.05 FANNIE MAE 2023-06-01 5.000000 Government Agency Debt 44.34 6.38 FANNIE MAE 2023-09-01 6.000000 Government Agency Debt 912598.07 209024.96 FANNIE MAE 2024-06-01 5.000000 Government Agency Debt 44.34 12.77 FANNIE MAE 2024-09-01 4.000000 Government Agency Debt 44.34 11.35 FANNIE MAE 2024-12-01 5.000000 Government Agency Debt 44.43 5.99 FANNIE MAE 2024-12-01 5.500000 Government Agency Debt 44.69 6.65 FANNIE MAE 2025-01-01 4.000000 Government Agency Debt 44.34 8.38 FANNIE MAE 2025-04-01 4.500000 Government Agency Debt 44.38 9.58 FANNIE MAE 2025-04-01 5.000000 Government Agency Debt 44.61 11.26 FANNIE MAE 2025-08-01 4.000000 Government Agency Debt 1753157.85 645063.74 FANNIE MAE 2025-08-01 4.000000 Government Agency Debt 44.34 15.43 FANNIE MAE 2025-11-01 4.000000 Government Agency Debt 44.34 14.68 FANNIE MAE 2025-11-01 5.500000 Government Agency Debt 49.22 6.78 FANNIE MAE 2026-04-01 3.500000 Government Agency Debt 44.38 22.13 FANNIE MAE 2026-12-01 3.000000 Government Agency Debt 44.34 21.55 FANNIE MAE 2027-01-01 4.000000 Government Agency Debt 44.34 21.55 FANNIE MAE 2027-07-01 2.500000 Government Agency Debt 44.34 29.62 FANNIE MAE 2027-07-01 3.000000 Government Agency Debt 44.34 30.64 FANNIE MAE 2027-09-01 3.500000 Government Agency Debt 44.34 30.55 FANNIE MAE 2027-10-01 3.000000 Government Agency Debt 44.34 31.21 FANNIE MAE 2027-12-01 2.500000 Government Agency Debt 44.34 34.19 FANNIE MAE 2027-12-01 2.500000 Government Agency Debt 45.14 33.79 FANNIE MAE 2028-06-01 2.500000 Government Agency Debt 44.34 36.54 FANNIE MAE 2028-06-01 2.500000 Government Agency Debt 44.34 35.78 FANNIE MAE 2029-11-01 3.000000 Government Agency Debt 527748.69 523797.56 FANNIE MAE 2030-10-01 4.500000 Government Agency Debt 1235702.27 507110.80 FANNIE MAE 2030-12-01 4.000000 Government Agency Debt 2216949.15 988286.58 FANNIE MAE 2030-12-01 6.500000 Government Agency Debt 279563.10 81299.21 FANNIE MAE 2031-12-01 5.500000 Government Agency Debt 44.69 8.51 FANNIE MAE 2032-03-01 4.000000 Government Agency Debt 1676963.66 985727.51 FANNIE MAE 2032-07-01 3.500000 Government Agency Debt 1828502.19 1179843.53 FANNIE MAE 2032-12-01 3.000000 Government Agency Debt 44.38 35.96 FANNIE MAE 2033-03-01 3.000000 Government Agency Debt 1393491.41 1205575.66 FANNIE MAE 2033-06-01 3.500000 Government Agency Debt 44.34 39.15 FANNIE MAE 2034-06-01 4.500000 Government Agency Debt 44.34 10.33 FANNIE MAE 2034-07-01 4.000000 Government Agency Debt 1065876.25 1014140.11 FANNIE MAE 2034-10-01 4.000000 Government Agency Debt 899380.22 878543.74 FANNIE MAE 2035-02-01 5.000000 Government Agency Debt 48.99 8.91 FANNIE MAE 2036-02-01 5.000000 Government Agency Debt 44.34 4.39 FANNIE MAE 2036-03-01 5.000000 Government Agency Debt 44.34 4.17 FANNIE MAE 2037-02-01 6.000000 Government Agency Debt 44.38 3.06 FANNIE MAE 2037-03-01 5.000000 Government Agency Debt 44.43 4.70 FANNIE MAE 2037-06-01 6.000000 Government Agency Debt 44.96 5.90 FANNIE MAE 2037-07-01 7.500000 Government Agency Debt 45.71 0.49 FANNIE MAE 2037-08-01 6.500000 Government Agency Debt 44.52 1.29 FANNIE MAE 2037-10-01 6.500000 Government Agency Debt 44.34 2.75 FANNIE MAE 2037-11-01 6.000000 Government Agency Debt 47.27 5.32 FANNIE MAE 2037-12-01 5.500000 Government Agency Debt 44.34 2.93 FANNIE MAE 2038-02-01 6.500000 Government Agency Debt 44.34 2.75 FANNIE MAE 2038-03-01 6.000000 Government Agency Debt 44.34 1.29 FANNIE MAE 2038-05-01 6.000000 Government Agency Debt 44.34 2.08 FANNIE MAE 2038-11-01 7.000000 Government Agency Debt 44.34 12.15 FANNIE MAE 2038-12-01 6.000000 Government Agency Debt 44.34 2.22 FANNIE MAE 2039-01-01 5.000000 Government Agency Debt 44.34 3.72 FANNIE MAE 2039-01-01 6.000000 Government Agency Debt 44.34 4.39 FANNIE MAE 2039-03-01 4.500000 Government Agency Debt 44.34 16.45 FANNIE MAE 2039-06-01 6.500000 Government Agency Debt 44.34 13.66 FANNIE MAE 2039-07-01 4.500000 Government Agency Debt 44.34 22.08 FANNIE MAE 2039-12-01 4.500000 Government Agency Debt 44.34 15.61 FANNIE MAE 2040-02-01 6.000000 Government Agency Debt 44.34 18.40 FANNIE MAE 2040-08-01 5.000000 Government Agency Debt 44.34 15.39 FANNIE MAE 2040-08-01 5.500000 Government Agency Debt 44.47 28.11 FANNIE MAE 2040-10-01 4.000000 Government Agency Debt 492016.39 264744.92 FANNIE MAE 2040-12-01 4.000000 Government Agency Debt 44.34 14.54 FANNIE MAE 2040-12-01 4.500000 Government Agency Debt 1692657.57 945777.73 FANNIE MAE 2041-02-01 4.000000 Government Agency Debt 44.69 21.59 FANNIE MAE 2041-03-01 3.500000 Government Agency Debt 44.34 25.10 FANNIE MAE 2041-05-01 4.500000 Government Agency Debt 44.34 14.23 FANNIE MAE 2041-08-01 4.500000 Government Agency Debt 44.34 34.89 FANNIE MAE 2041-08-01 5.000000 Government Agency Debt 47.49 26.20 FANNIE MAE 2041-10-01 4.000000 Government Agency Debt 44.34 31.04 FANNIE MAE 2042-03-01 3.500000 Government Agency Debt 44.34 34.05 FANNIE MAE 2042-03-01 3.500000 Government Agency Debt 44.87 33.79 FANNIE MAE 2042-05-01 3.500000 Government Agency Debt 60.08 46.82 FANNIE MAE 2042-07-01 4.000000 Government Agency Debt 53.21 47.13 FANNIE MAE 2042-11-01 3.500000 Government Agency Debt 44.34 40.92 FANNIE MAE 2043-03-01 3.500000 Government Agency Debt 44.34 41.55 FANNIE MAE 2043-05-01 3.000000 Government Agency Debt 44.34 37.69 FANNIE MAE 2044-05-01 4.500000 Government Agency Debt 44.56 26.29 FANNIE MAE 2044-09-01 4.000000 Government Agency Debt 44.34 39.51 FANNIE MAE 2045-03-01 3.500000 Government Agency Debt 44.34 45.36 FANNIE MAE 2045-03-01 4.000000 Government Agency Debt 44.34 47.22 FANNIE MAE 2045-05-01 3.500000 Government Agency Debt 276357.57 284699.37 FANNIE MAE 2045-07-01 3.500000 Government Agency Debt 138362.01 143201.84 FANNIE MAE 2045-07-01 3.500000 Government Agency Debt 46.33 47.22 STRIP PRINC 2044-02-15 0.00 Treasury Debt 3867379.12 1542736.21 TREASURY BILL 2015-07-23 0.00 Treasury Debt 13.30 13.30 TSY INFL IX N/B 2017-01-15 2.375000 Treasury Debt 115.28 143.39 TSY INFL IX N/B 2017-07-15 2.625000 Treasury Debt 13.30 16.49 TSY INFL IX N/B 2018-07-15 1.375000 Treasury Debt 8.87 10.38 TSY INFL IX N/B 2020-01-15 1.375000 Treasury Debt 4.43 5.23 TSY INFL IX N/B 2025-01-15 2.375000 Treasury Debt 248.30 371.34 TSY INFL IX N/B 2025-01-15 2.375000 Treasury Debt 4.43 6.65 TSY INFL IX N/B 2026-01-15 2.000000 Treasury Debt 4.43 6.12 TSY INFL IX N/B 2028-01-15 1.750000 Treasury Debt 8.87 11.48 TSY INFL IX N/B 2032-04-15 3.375000 Treasury Debt 13.30 25.23 TSY INFL IX N/B 2040-02-15 2.125000 Treasury Debt 4.43 6.07 TSY INFL IX N/B 2041-02-15 2.125000 Treasury Debt 53.21 72.23 US TREASURY N/B 2015-11-30 0.250000 Treasury Debt 8.87 8.87 US TREASURY N/B 2016-11-15 4.625000 Treasury Debt 3.99 4.26 US TREASURY N/B 2017-05-15 8.750000 Treasury Debt 4.43 5.14 US TREASURY N/B 2020-08-15 8.750000 Treasury Debt 4.43 6.12 US TREASURY N/B 2023-02-15 7.125000 Treasury Debt 4.43 6.16 US TREASURY N/B 2025-02-15 7.625000 Treasury Debt 8.87 13.26 US TREASURY N/B 2025-08-15 6.875000 Treasury Debt 4.43 6.38 US TREASURY N/B 2026-08-15 6.750000 Treasury Debt 4.43 6.43 US TREASURY N/B 2026-11-15 6.500000 Treasury Debt 31.04 43.98 US TREASURY N/B 2027-02-15 6.625000 Treasury Debt 8.87 12.90 US TREASURY N/B 2027-08-15 6.375000 Treasury Debt 4.43 6.38 US TREASURY N/B 2027-11-15 6.125000 Treasury Debt 4.43 6.21 US TREASURY N/B 2028-08-15 5.500000 Treasury Debt 4.43 5.99 US TREASURY N/B 2029-02-15 5.250000 Treasury Debt 4.43 5.90 US TREASURY N/B 2029-08-15 6.125000 Treasury Debt 4.43 6.38 US TREASURY N/B 2030-05-15 6.250000 Treasury Debt 4.43 6.43 US TREASURY N/B 2031-02-15 5.375000 Treasury Debt 13.30 18.18 US TREASURY N/B 2036-02-15 4.500000 Treasury Debt 4.43 5.68 US TREASURY N/B 2037-05-15 5.000000 Treasury Debt 4.43 5.99 US TREASURY N/B 2038-02-15 4.375000 Treasury Debt 13.30 16.63 US TREASURY N/B 2039-02-15 3.500000 Treasury Debt 13.30 14.59 US TREASURY N/B 2039-08-15 4.500000 Treasury Debt 8.87 11.31 US TREASURY N/B 2040-05-15 4.375000 Treasury Debt 22.17 27.53 US TREASURY N/B 2040-08-15 3.875000 Treasury Debt 4.43 5.14 US TREASURY N/B 2041-05-15 4.375000 Treasury Debt 4.43 5.54 US TREASURY N/B 2042-02-15 3.125000 Treasury Debt 44.34 45.31 US TREASURY N/B 2042-05-15 3.000000 Treasury Debt 26.60 26.29 US TREASURY N/B 2042-08-15 2.750000 Treasury Debt 4.43 4.21 US TREASURY N/B 2043-02-15 3.125000 Treasury Debt 4.43 4.52 US TREASURY N/B 2043-11-15 3.750000 Treasury Debt 22.17 25.14 First Tier Security N/A N/A 2015-07-01 2015-07-01 N N N 11084745.76 11084745.76 0.0348 N 11084745.76 11084745.76 DeKalb County, GA Development Authority DeKalb County, GA Development Authority, Series B 0.110000% 240463FD6 Variable Rate Demand Note N First Tier Security N/A N/A 2015-07-07 2015-07-07 Y Emory University N/A N/A N N 3400000.00 3400000.00 0.0107 N 3400000.00 3400000.00 DNB Bank ASA/New York DNB Bank ASA/New York 0.275500% 23290QZB2 Other Note N First Tier Security N/A N/A 2015-07-15 2015-10-15 N N N 5000000.00 5000000.00 0.0157 N 4999705.00 4999705.00 DZ Bank AG Deutsche Zentral-Genossenschaftsbank DZ Bank AG Deutsche Zentral-Genossenschaftsbank 0.330000% 23328ALE2 Certificate of Deposit N First Tier Security N/A N/A 2015-11-02 2015-11-02 N N N 5000000.00 5000000.00 0.0157 N 5000400.00 5000400.00 Electricite de France Electricite de France 0.766469% 28504JBE9 Other Commercial Paper N First Tier Security N/A N/A 2016-01-15 2016-01-15 N N N 3000000.00 2987625.00 0.0094 N 2991720.00 2991720.00 Federal Home Loan Bank Federal Home Loan Bank 0.340000% 3130A3ZL1 Government Agency Debt N First Tier Security N/A N/A 2016-02-26 2016-02-26 N N N 2400000.00 2400000.00 0.0075 N 2399853.60 2399853.60 Federal Home Loan Bank Federal Home Loan Bank 0.270000% 3130A44S8 Government Agency Debt N First Tier Security N/A N/A 2016-02-10 2016-02-10 N N N 3000000.00 2999375.87 0.0094 N 3000009.00 3000009.00 Federal Home Loan Bank Federal Home Loan Bank 0.340000% 3130A45U2 Government Agency Debt N First Tier Security N/A N/A 2016-03-09 2016-03-09 N N N 1000000.00 999908.25 0.0031 N 1000327.00 1000327.00 Federal Home Loan Bank Federal Home Loan Bank 0.330000% 3130A46B3 Government Agency Debt N First Tier Security N/A N/A 2016-03-09 2016-03-09 N N N 1000000.00 999839.50 0.0031 N 1000258.00 1000258.00 Federal Home Loan Bank Federal Home Loan Bank 0.340000% 3130A46C1 Government Agency Debt N First Tier Security N/A N/A 2016-03-08 2016-03-08 N N N 1000000.00 999908.38 0.0031 N 1000331.00 1000331.00 Florida Puttable Floating Option Taxable Notes Florida Puttable Floating Option Taxable Notes, Series TNP-1011 0.399999% 74703SDC4 Variable Rate Demand Note N First Tier Security N/A N/A 2015-07-01 2015-07-01 Y Bank of America, N.A. N/A N/A N N 5400000.00 5400000.00 0.0170 N 5400000.00 5400000.00 Georgia JPMorgan Chase Putters/Drivers Trust Georgia JPMorgan Chase Putters/Drivers Trust, Series SGT05 0.110000% 46636YP95 Variable Rate Demand Note N First Tier Security N/A N/A 2015-07-01 2015-07-01 Y Societe Generale N/A N/A N N 13200000.00 13200000.00 0.0415 N 13200000.00 13200000.00 HSBC Securities (USA), Inc. HSBC Securities (USA), Inc. 0.325000% 40428AK63 Other Note N First Tier Security N/A N/A 2015-07-15 2015-12-15 N N N 5000000.00 5000000.00 0.0157 N 4999750.00 4999750.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.438901% 48125LKC5 Other Note N First Tier Security N/A N/A 2015-09-08 2016-04-07 N N N 4000000.00 4000000.00 0.0126 N 4000100.00 4000100.00 JPMorgan Chase Putters/Drivers Trust JPMorgan Chase Putters/Drivers Trust, Series T0005 0.139999% 46636YHW3 Variable Rate Demand Note N First Tier Security N/A N/A 2015-07-01 2015-07-01 Y JPMORGAN CHASE BANK, NATIONAL AS N/A N/A N N 950000.00 950000.00 0.0030 N 950000.00 950000.00 JPMorgan Chase Putters/Drivers Trust JPMorgan Chase Putters/Drivers Trust, Series T0008 0.139999% 46636YKK5 Variable Rate Demand Note N First Tier Security N/A N/A 2015-07-01 2015-07-01 Y JPMorgan Chase Bank, N.A. N/A N/A N N 1000000.00 1000000.00 0.0031 N 1000000.00 1000000.00 JPMorgan Securities LLC JPMorgan Securities LLC 0.396500% 46640CBA9 Other Note N First Tier Security N/A N/A 2015-08-19 2015-11-19 N N N 4000000.00 4000000.00 0.0126 N 3999428.00 3999428.00 Jupiter Securitization Co LLC Jupiter Securitization Co LLC 0.274400% 4820P3UW1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-07-30 2015-07-30 N N N 3000000.00 2999347.50 0.0094 N 2999520.00 2999520.00 Kentucky Housing Corp Kentucky Housing Corp., Series B 0.120001% 49130RBG4 Variable Rate Demand Note N First Tier Security N/A N/A 2015-07-07 2015-07-07 Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 690000.00 690000.00 0.0022 N 690000.00 690000.00 LMA Americas LLC LMA Americas LLC 0.182680% 53944RU97 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-07-09 2015-07-09 N N N 6800000.00 6799728.00 0.0214 N 6799728.00 6799728.00 Massachusetts Housing Finance Agency Massachusetts Housing Finance Agency, Series B 0.129998% 57586NDV0 Variable Rate Demand Note N First Tier Security N/A N/A 2015-07-07 2015-07-07 Y Bank of New York Mellon (The) N/A N/A Y BANK OF NEW YORK MELLON (THE) N/A N/A N 6004000.00 6004000.00 0.0189 N 6004000.00 6004000.00 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 991200.13 0.0031 N 991053.36 991053.36 National Bank of Kuwait National Bank of Kuwait 0.350000% 63375PPL7 Certificate of Deposit N First Tier Security N/A N/A 2015-09-14 2015-09-14 N N N 5000000.00 5000000.00 0.0157 N 5001250.00 5001250.00 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 2015-07-07 2015-07-07 Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 1000000.00 1000000.00 0.0031 N 1000000.00 1000000.00 New York State Housing Finance Agency New York State Housing Finance Agency, Series B 0.120001% 64986MQR9 Variable Rate Demand Note N First Tier Security N/A N/A 2015-07-07 2015-07-07 Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 300000.00 300000.00 0.0009 N 300000.00 300000.00 Nieuw Amsterdam Receivables Corp. Nieuw Amsterdam Receivables Corp. 0.253868% 65409SWE4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-09-14 2015-09-14 N N N 5000000.00 4997395.83 0.0157 N 4997500.00 4997500.00 Norinchukin Bank Norinchukin Bank 0.260000% 65602TPQ8 Certificate of Deposit N First Tier Security N/A N/A 2015-09-02 2015-09-02 N N N 5000000.00 5000000.00 0.0157 N 5000150.00 5000150.00 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 2015-07-07 2015-07-07 Y THE TORONTO-DOMINION BANK N/A N/A N N 1500000.00 1500000.00 0.0047 N 1500000.00 1500000.00 Nuveen, OT Municipal Opportunity Fund, Inc. Nuveen, OT Municipal Opportunity Fund, Inc. 0.160001% 670984863 Variable Rate Demand Note N First Tier Security N/A N/A 2015-07-07 2015-07-07 Y Citibank, N.A. N/A N/A N N 1000000.00 1000000.00 0.0031 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 2015-07-07 2015-07-07 N Y UNITED STATES OF AMERICA N/A N/A N 2000000.00 2000000.00 0.0063 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 2015-07-07 2015-07-07 N Y UNITED STATES OF AMERICA N/A N/A N 1500000.00 1500000.00 0.0047 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 2015-07-07 2015-07-07 N Y UNITED STATES OF AMERICA N/A N/A N 2000000.00 2000000.00 0.0063 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 2015-07-07 2015-07-07 N Y UNITED STATES OF AMERICA N/A N/A N 1000000.00 1000000.00 0.0031 N 1000000.00 1000000.00 Port of Corpus Christi, TX Authority of Nueces County Port of Corpus Christi, TX Authority of Nueces County 0.099999% 733908AR8 Variable Rate Demand Note N First Tier Security N/A N/A 2015-07-07 2015-07-07 Y FLINT HILLS RESOURCES LLC N/A N/A N N 2000000.00 2000000.00 0.0063 N 2000000.00 2000000.00 Providence Health & Services - Washington Providence Health & Services - Washington 0.180000% 743755AG5 Variable Rate Demand Note N First Tier Security N/A N/A 2015-07-07 2015-07-07 Y U.S. BANK NATIONAL ASSOCIATION N/A N/A N N 800000.00 800000.00 0.0025 N 800000.00 800000.00 Providence Health & Services - Washington Providence Health & Services - Washington 0.924148% 743755AK6 Other Note N First Tier Security N/A N/A 2015-07-01 2015-10-01 N N N 3165000.00 3167437.43 0.0100 N 3166481.22 3166481.22 Puttable Floating Option Taxable Notes Puttable Floating Option Taxable Notes, Series TNP-1006 0.399999% 74703SCJ0 Variable Rate Demand Note N First Tier Security N/A N/A 2015-07-01 2015-07-01 Y Bank of America, N.A. N/A N/A N N 2160000.00 2160000.00 0.0068 N 2160000.00 2160000.00 Standard Chartered Bank Standard Chartered Bank 0.450000% 85325TBS3 Certificate of Deposit N First Tier Security N/A N/A 2015-12-10 2015-12-10 N N N 5000000.00 5000000.00 0.0157 N 5001650.00 5001650.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.280000% 86563RGX0 Certificate of Deposit N First Tier Security N/A N/A 2015-07-10 2015-07-10 N N N 5000000.00 5000000.00 0.0157 N 5000150.00 5000150.00 Sumitomo Mitsui Trust Bank, Ltd. Sumitomo Mitsui Trust Bank, Ltd. 0.320000% 86563KC43 Certificate of Deposit N First Tier Security N/A N/A 2015-10-21 2015-10-21 N N N 5000000.00 5000000.00 0.0157 N 5000100.00 5000100.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.470750% 86959JJH2 Other Note N First Tier Security N/A N/A 2015-07-06 2016-05-04 N N N 5000000.00 5000000.00 0.0157 N 4999165.00 4999165.00 TD Securities USA LLC Joint Account III 0.140000% 7791621TD 0001335977 Government Agency Repurchase Agreement N FANNIE MAE 2025-11-01 3.500000 Government Agency Debt 1692535.28 787366.47 FANNIE MAE 2025-12-01 3.500000 Government Agency Debt 958477.97 487045.90 FANNIE MAE 2025-12-01 3.500000 Government Agency Debt 195254.29 103805.98 FANNIE MAE 2026-02-01 3.500000 Government Agency Debt 508558.20 297095.66 FANNIE MAE 2026-04-01 3.500000 Government Agency Debt 213802.13 157262.57 FANNIE MAE 2026-08-01 3.500000 Government Agency Debt 515317.46 287261.98 FANNIE MAE 2026-09-01 3.500000 Government Agency Debt 697967.95 361830.53 FANNIE MAE 2026-11-01 3.000000 Government Agency Debt 1119870.67 683088.90 FANNIE MAE 2027-04-01 3.000000 Government Agency Debt 469993.22 318042.20 FANNIE MAE 2027-07-01 3.500000 Government Agency Debt 532067.80 369330.07 FANNIE MAE 2027-10-01 3.000000 Government Agency Debt 541827.43 367915.13 FANNIE MAE 2027-11-01 2.500000 Government Agency Debt 612862.03 481661.33 FANNIE MAE 2027-12-01 2.500000 Government Agency Debt 651290.13 499429.47 FANNIE MAE 2028-04-01 2.500000 Government Agency Debt 929227.68 719336.46 FANNIE MAE 2029-10-01 3.000000 Government Agency Debt 1127526.51 1095548.83 FANNIE MAE 2030-05-01 3.000000 Government Agency Debt 273492.25 281572.58 FANNIE MAE 2030-12-01 4.000000 Government Agency Debt 621142.20 352849.18 FANNIE MAE 2034-11-01 4.500000 Government Agency Debt 114631.97 104004.00 FANNIE MAE 2036-01-01 5.000000 Government Agency Debt 237456.71 96488.06 FANNIE MAE 2038-11-01 5.500000 Government Agency Debt 1957838.12 143822.98 FANNIE MAE 2042-01-01 4.500000 Government Agency Debt 2533.22 1786.68 FANNIE MAE 2042-02-01 3.500000 Government Agency Debt 509661.00 390368.61 FANNIE MAE 2042-02-01 4.000000 Government Agency Debt 279917.90 198576.53 FANNIE MAE 2042-03-01 3.500000 Government Agency Debt 596820.58 446512.67 FANNIE MAE 2042-09-01 3.500000 Government Agency Debt 847805.16 669156.48 FANNIE MAE 2042-11-01 3.500000 Government Agency Debt 568671.40 395779.16 FANNIE MAE 2042-12-01 4.000000 Government Agency Debt 442374.02 369771.73 FANNIE MAE 2043-01-01 4.000000 Government Agency Debt 477856.43 416092.45 FANNIE MAE 2043-04-01 3.000000 Government Agency Debt 847837.09 729335.61 FANNIE MAE 2043-04-01 3.500000 Government Agency Debt 512385.72 451496.11 FANNIE MAE 2043-07-01 3.000000 Government Agency Debt 572746.60 507967.87 FANNIE MAE 2043-08-01 3.000000 Government Agency Debt 549880.58 519496.50 FANNIE MAE 2043-09-01 3.000000 Government Agency Debt 587044.10 539474.76 FANNIE MAE 2043-09-01 3.000000 Government Agency Debt 475594.21 427398.71 FANNIE MAE 2043-10-01 4.000000 Government Agency Debt 54971.12 49429.32 FANNIE MAE 2043-11-01 3.000000 Government Agency Debt 747451.23 678370.21 FANNIE MAE 2043-11-01 3.000000 Government Agency Debt 685770.97 623835.44 FANNIE MAE 2044-01-01 4.000000 Government Agency Debt 100506.94 101661.71 FANNIE MAE 2044-02-01 4.000000 Government Agency Debt 44.34 40.97 FANNIE MAE 2044-09-01 4.000000 Government Agency Debt 351112.51 356383.13 FANNIE MAE 2044-10-01 4.000000 Government Agency Debt 382504.69 396795.15 FANNIE MAE 2044-12-01 4.000000 Government Agency Debt 258763.68 261538.90 FANNIE MAE 2045-03-01 4.000000 Government Agency Debt 1044699.11 1098508.28 FANNIE MAE 2045-04-01 3.500000 Government Agency Debt 170538.33 175678.68 FANNIE MAE 2045-04-01 4.000000 Government Agency Debt 1051712.56 1110481.05 FANNIE MAE 2045-05-01 3.500000 Government Agency Debt 1341631.65 1383617.34 FREDDIE MAC 2041-06-01 4.500000 Government Agency Debt 729577.88 386306.49 FREDDIE MAC 2041-11-01 3.500000 Government Agency Debt 354711.86 252106.18 FREDDIE MAC 2042-02-01 3.500000 Government Agency Debt 646918.04 502410.47 FREDDIE MAC 2042-03-01 4.000000 Government Agency Debt 469799.55 354224.27 FREDDIE MAC 2042-08-01 3.500000 Government Agency Debt 824918.09 671564.49 FREDDIE MAC 2042-10-01 4.000000 Government Agency Debt 427616.10 364611.34 FREDDIE MAC 2042-12-01 3.500000 Government Agency Debt 715079.43 659976.98 FREDDIE MAC 2043-03-01 3.500000 Government Agency Debt 626441.64 542440.68 FREDDIE MAC 2043-10-01 4.000000 Government Agency Debt 37439.66 34323.96 FREDDIE MAC 2044-03-01 4.000000 Government Agency Debt 380285.97 382059.04 FREDDIE MAC 2044-04-01 4.000000 Government Agency Debt 391365.93 387653.73 FREDDIE MAC 2044-04-01 4.500000 Government Agency Debt 10962.55 11690.59 FREDDIE MAC 2044-05-01 4.500000 Government Agency Debt 2145.52 1800.96 FREDDIE MAC 2044-06-01 4.000000 Government Agency Debt 417800.12 416175.41 FREDDIE MAC 2045-04-01 4.000000 Government Agency Debt 30500.70 32132.37 TREASURY BILL 2016-06-23 0.00 Treasury Debt 394634.68 393608.64 US TREASURY N/B 2021-09-30 2.125000 Treasury Debt 1668138.96 1693633.92 First Tier Security N/A N/A 2015-07-01 2015-07-01 N N N 26603389.83 26603389.83 0.0836 N 26603389.83 26603389.83 University of North Texas University of North Texas 0.230000% 91472PJT0 Other Municipal Debt N First Tier Security N/A N/A 2015-07-01 2015-07-01 N N N 3000000.00 3000000.00 0.0094 N 3000000.00 3000000.00 Wells Fargo Bank NA Wells Fargo Bank NA 0.400798% 94985HQ72 Other Note N First Tier Security N/A N/A 2015-09-21 2016-05-19 N N N 2500000.00 2500000.00 0.0079 N 2500125.00 2500125.00 Wells Fargo Securities LLC Joint Account III 0.150000% 779162WEL 0000740906 Government Agency Repurchase Agreement N FANNIE MAE 2027-01-01 3.500000 Government Agency Debt 1169774.59 477680.45 FANNIE MAE 2027-02-01 3.500000 Government Agency Debt 1093952.18 548716.02 FANNIE MAE 2027-02-01 3.500000 Government Agency Debt 764707.39 407675.40 FANNIE MAE 2028-08-01 3.000000 Government Agency Debt 539138.36 451089.47 FANNIE MAE 2029-09-01 4.000000 Government Agency Debt 481095.35 458708.15 FANNIE MAE 2029-10-01 3.000000 Government Agency Debt 433490.44 429953.97 FANNIE MAE 2029-10-01 3.000000 Government Agency Debt 421816.61 418463.30 FANNIE MAE 2029-12-01 3.500000 Government Agency Debt 445971.42 452449.53 FANNIE MAE 2029-12-01 3.500000 Government Agency Debt 423074.33 435113.25 FANNIE MAE 2030-03-01 3.500000 Government Agency Debt 515427.82 538998.47 FANNIE MAE 2030-04-01 3.000000 Government Agency Debt 466466.36 480269.36 FANNIE MAE 2030-04-01 3.500000 Government Agency Debt 472958.79 492794.81 FANNIE MAE 2030-05-01 3.000000 Government Agency Debt 477441.24 492189.18 FANNIE MAE 2030-05-01 3.000000 Government Agency Debt 447988.58 463309.70 FANNIE MAE 2030-06-01 3.000000 Government Agency Debt 457496.28 472151.60 FANNIE MAE 2030-06-01 3.000000 Government Agency Debt 415121.29 429345.81 FANNIE MAE 2030-07-01 3.500000 Government Agency Debt 467076.47 495360.48 FANNIE MAE 2043-12-01 4.000000 Government Agency Debt 443389.83 401108.80 FANNIE MAE 2045-02-01 4.000000 Government Agency Debt 386379.74 410965.80 FANNIE MAE 2045-04-01 4.000000 Government Agency Debt 420703.75 446545.75 FANNIE MAE 2045-05-01 3.500000 Government Agency Debt 520344.92 536756.69 FANNIE MAE 2045-05-01 3.500000 Government Agency Debt 417294.92 430370.80 FANNIE MAE 2045-06-01 3.000000 Government Agency Debt 457747.95 456999.37 FANNIE MAE 2045-06-01 3.500000 Government Agency Debt 525566.68 542980.51 FANNIE MAE 2045-06-01 3.500000 Government Agency Debt 507238.05 524044.61 FANNIE MAE 2045-06-01 3.500000 Government Agency Debt 501380.43 517992.87 FANNIE MAE 2045-06-01 3.500000 Government Agency Debt 497727.61 513666.76 FANNIE MAE 2045-06-01 3.500000 Government Agency Debt 492348.76 508661.96 FANNIE MAE 2045-06-01 3.500000 Government Agency Debt 490785.76 507047.18 FANNIE MAE 2045-06-01 3.500000 Government Agency Debt 479323.30 495204.94 FANNIE MAE 2045-06-01 3.500000 Government Agency Debt 465548.06 480973.28 FANNIE MAE 2045-06-01 3.500000 Government Agency Debt 457808.56 472977.32 FANNIE MAE 2045-06-01 3.500000 Government Agency Debt 439757.98 454328.66 FANNIE MAE 2045-06-01 3.500000 Government Agency Debt 433375.21 447734.43 FANNIE MAE 2045-06-01 3.500000 Government Agency Debt 417445.32 431276.73 FANNIE MAE 2045-06-01 4.000000 Government Agency Debt 404034.50 430140.90 FANNIE MAE 2045-07-01 3.000000 Government Agency Debt 458818.24 458067.94 FANNIE MAE 2045-07-01 3.500000 Government Agency Debt 476436.38 492222.35 FANNIE MAE 2045-07-01 3.500000 Government Agency Debt 461124.89 476403.53 FANNIE MAE 2045-07-01 3.500000 Government Agency Debt 458018.15 473193.87 FREDDIE MAC 2029-01-01 4.000000 Government Agency Debt 459824.30 462082.70 FREDDIE MAC 2029-12-01 3.500000 Government Agency Debt 407521.01 418511.49 FREDDIE MAC 2030-04-01 3.000000 Government Agency Debt 417263.84 430321.05 FREDDIE MAC 2041-09-01 4.500000 Government Agency Debt 1211961.76 463577.33 FREDDIE MAC 2041-10-01 4.500000 Government Agency Debt 1704734.76 444660.54 FREDDIE MAC 2042-09-01 3.500000 Government Agency Debt 709423.73 460618.50 FREDDIE MAC 2043-08-01 3.000000 Government Agency Debt 511280.17 462581.21 FREDDIE MAC 2043-11-01 4.500000 Government Agency Debt 506441.15 512307.46 FREDDIE MAC 2044-10-01 4.500000 Government Agency Debt 468763.39 504084.53 FREDDIE MAC 2045-04-01 3.500000 Government Agency Debt 506547.43 525782.79 FREDDIE MAC 2045-04-01 4.000000 Government Agency Debt 407803.01 410470.62 FREDDIE MAC 2045-05-01 4.000000 Government Agency Debt 377845.29 401484.04 FREDDIE MAC 2045-06-01 3.000000 Government Agency Debt 420879.64 419871.06 FREDDIE MAC 2045-06-01 3.500000 Government Agency Debt 447808.17 461821.19 FREDDIE MAC 2045-06-01 4.000000 Government Agency Debt 375100.35 399078.34 FREDDIE MAC 2045-07-01 4.000000 Government Agency Debt 499043.37 530944.82 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2030-05-20 2.000000 Government Agency Debt 548616.21 535990.87 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2037-03-15 5.500000 Government Agency Debt 5269868.20 503826.44 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-05-15 4.500000 Government Agency Debt 1358856.15 459201.47 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-02-20 5.000000 Government Agency Debt 459918.61 448869.20 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-08-20 5.000000 Government Agency Debt 483475.15 503144.55 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-11-20 5.500000 Government Agency Debt 799372.94 509581.72 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-12-15 5.000000 Government Agency Debt 445930.59 483646.26 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2044-04-20 3.500000 Government Agency Debt 524712.58 539685.90 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2044-12-20 5.000000 Government Agency Debt 418544.26 402938.31 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2044-12-20 5.500000 Government Agency Debt 431924.52 413420.36 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-01-20 4.000000 Government Agency Debt 399641.35 424754.16 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-01-20 5.500000 Government Agency Debt 453210.96 470760.15 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-02-15 3.500000 Government Agency Debt 16051.64 15670.55 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-02-20 5.500000 Government Agency Debt 488088.54 528856.19 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-03-15 3.500000 Government Agency Debt 439504.41 454881.25 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-03-20 5.500000 Government Agency Debt 402886.52 442962.93 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-04-15 3.500000 Government Agency Debt 530062.57 549497.27 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-04-15 3.500000 Government Agency Debt 520733.56 539928.65 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-04-15 3.500000 Government Agency Debt 491703.54 509765.91 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-04-15 3.500000 Government Agency Debt 489790.71 507783.16 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-04-15 3.500000 Government Agency Debt 445179.53 461570.50 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-04-15 3.500000 Government Agency Debt 426589.30 442159.11 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-04-20 3.500000 Government Agency Debt 470622.48 490266.11 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-04-20 3.500000 Government Agency Debt 430845.76 445973.24 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-04-20 3.500000 Government Agency Debt 417221.14 433492.84 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-04-20 4.000000 Government Agency Debt 430869.52 460172.27 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-05-15 4.000000 Government Agency Debt 430667.51 460775.63 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-05-15 4.000000 Government Agency Debt 427130.02 456992.10 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-05-15 4.000000 Government Agency Debt 420469.01 449867.76 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-05-15 4.000000 Government Agency Debt 371903.51 400414.32 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-05-15 4.500000 Government Agency Debt 457211.62 498561.89 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-05-20 3.500000 Government Agency Debt 488767.94 511757.66 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-05-20 3.500000 Government Agency Debt 479583.30 495518.42 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-05-20 3.500000 Government Agency Debt 463388.97 483423.45 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-06-15 3.000000 Government Agency Debt 430007.08 435293.89 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-06-15 3.500000 Government Agency Debt 423605.11 440524.96 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-06-15 4.000000 Government Agency Debt 512542.77 547663.86 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-06-15 4.000000 Government Agency Debt 506505.13 541212.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-06-15 4.000000 Government Agency Debt 402425.13 430000.21 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-06-20 2.500000 Government Agency Debt 499332.41 483324.76 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-06-20 4.000000 Government Agency Debt 434830.37 471065.29 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-06-20 4.500000 Government Agency Debt 388802.42 421825.34 First Tier Security N/A N/A 2015-07-01 2015-07-01 N N N 44338983.05 44338983.05 0.1393 N 44338983.05 44338983.05 Westpac Banking Corp. Westpac Banking Corp. 0.512751% 91621CNQ0 Other Note N First Tier Security N/A N/A 2015-09-01 2016-05-31 N N N 4000000.00 4000000.00 0.0126 N 3999256.00 3999256.00