N-MFP LIVE N 2015-11-30 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 23 85 316046132.98 159104.01 8017132.00 308188104.99 0.0023 1.0000 2015-11-30 1.0000 2015-11-30 C000025638 1.00 307301973.95 1.00 -3908858.26 13241509.49 17150367.75 0.0001 1.0000 2015-11-30 1.0000 2015-11-30 C000133599 1.00 886131.04 1.00 -3058.77 4.71 3063.48 0.0001 1.0000 2015-11-30 1.0000 2015-11-30 ABN AMRO BANK N.V. Joint Account III 0.150000% 92845028779162ABN Government Agency Repurchase Agreement N FANNIE MAE 2020-01-21 1.625000 Government Agency Debt 4274465.69 4289951.74 FANNIE MAE 2026-02-01 4.000000 Government Agency Debt 84812.27 35319.53 FANNIE MAE 2026-04-01 3.500000 Government Agency Debt 67084.59 32558.19 FANNIE MAE 2026-09-01 3.500000 Government Agency Debt 10469.40 5501.61 FANNIE MAE 2028-05-01 3.000000 Government Agency Debt 128590.39 91983.36 FANNIE MAE 2028-09-01 3.000000 Government Agency Debt 70272.22 53555.46 FANNIE MAE 2028-11-01 3.500000 Government Agency Debt 4066.15 3333.23 FANNIE MAE 2029-12-01 3.000000 Government Agency Debt 19613.13 18528.75 FANNIE MAE 2029-12-01 3.500000 Government Agency Debt 34.20 34.23 FANNIE MAE 2030-06-01 3.000000 Government Agency Debt 716816.68 706464.64 FANNIE MAE 2030-06-01 3.000000 Government Agency Debt 206445.10 207960.07 FANNIE MAE 2034-05-01 5.500000 Government Agency Debt 200.97 12.69 FANNIE MAE 2034-09-01 3.500000 Government Agency Debt 862161.44 682544.01 FANNIE MAE 2034-09-01 5.500000 Government Agency Debt 122.63 8.31 FANNIE MAE 2034-11-01 4.500000 Government Agency Debt 452358.94 370656.39 FANNIE MAE 2037-03-01 3.500000 Government Agency Debt 4362.14 1254.88 FANNIE MAE 2037-05-01 3.500000 Government Agency Debt 341911.50 191267.77 FANNIE MAE 2037-06-01 3.500000 Government Agency Debt 62376.46 36619.93 FANNIE MAE 2037-06-01 3.500000 Government Agency Debt 15186.90 9063.27 FANNIE MAE 2037-07-01 3.500000 Government Agency Debt 297276.40 212976.72 FANNIE MAE 2037-08-01 3.500000 Government Agency Debt 87381.67 45710.62 FANNIE MAE 2037-09-01 3.500000 Government Agency Debt 665856.60 363403.93 FANNIE MAE 2037-09-01 3.500000 Government Agency Debt 343132.56 204862.35 FANNIE MAE 2037-10-01 3.500000 Government Agency Debt 586108.75 359433.90 FANNIE MAE 2037-10-01 3.500000 Government Agency Debt 390237.21 197805.89 FANNIE MAE 2041-02-01 4.000000 Government Agency Debt 23060.50 14609.85 FANNIE MAE 2041-07-01 4.500000 Government Agency Debt 762025.31 410590.23 FANNIE MAE 2042-02-01 4.000000 Government Agency Debt 3529.44 2278.70 FANNIE MAE 2043-09-01 4.000000 Government Agency Debt 7400.30 6756.77 FANNIE MAE 2044-04-01 4.000000 Government Agency Debt 4473.25 4024.36 FANNIE MAE 2044-04-01 4.500000 Government Agency Debt 29687.02 27762.72 FANNIE MAE 2044-07-01 4.000000 Government Agency Debt 1250111.23 1178486.50 FANNIE MAE 2044-09-01 4.000000 Government Agency Debt 1536701.36 1496747.49 FANNIE MAE 2044-11-01 4.000000 Government Agency Debt 1244715.28 1216758.53 Federal Home Loan Bank 2016-11-23 0.625000 Government Agency Debt 542515.19 542027.76 FREDDIE MAC 2018-01-12 0.750000 Government Agency Debt 524494.04 522592.76 FREDDIE MAC 2019-05-30 1.750000 Government Agency Debt 1025.87 1035.72 FREDDIE MAC 2026-11-01 3.500000 Government Agency Debt 10258717.66 2898308.10 FREDDIE MAC 2028-10-01 3.000000 Government Agency Debt 839813.23 712297.20 FREDDIE MAC 2040-03-01 5.000000 Government Agency Debt 3849981.26 1009346.85 FREDDIE MAC 2040-12-01 4.000000 Government Agency Debt 946349.30 428408.08 FREDDIE MAC 2042-06-01 3.500000 Government Agency Debt 1524215.17 1174768.47 FREDDIE MAC 2042-06-01 3.500000 Government Agency Debt 332058.07 248888.29 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-07-15 5.000000 Government Agency Debt 1472073.08 331942.35 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-10-20 4.000000 Government Agency Debt 217543.60 105183.32 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-01-15 4.000000 Government Agency Debt 787966.73 338729.11 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2044-06-20 4.000000 Government Agency Debt 437205.96 288098.03 First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 20517435.32 20517435.32 0.0666 N 20517435.32 20517435.32 ALBION CAPITAL LLC ALBION CAPITAL LLC 0.406510% 01329WAM3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-01-21 2016-01-21 N N N 10000000.00 9994333.34 0.0324 N 9996700.00 9996700.00 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED 0.485150% 05252TBD1 Other Note N First Tier Security N/A N/A 2016-01-19 2016-05-16 N N N 5000000.00 5000000.00 0.0162 N 4998550.00 4998550.00 BANK OF AMERICA, N.A. Joint Account III 0.120000% 92845028779162BAN 0001102113 Government Agency Repurchase Agreement N FANNIE MAE 2042-03-01 3.500000 Government Agency Debt 29381753.09 17610798.65 First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 17097862.77 17097862.77 0.0555 N 17097862.77 17097862.77 BNP PARIBAS SECURITIES CORP BNP PARIBAS SECURITIES CORP 0.479998% 81841658779162BNP 0001197610 Other Repurchase Agreement N CONNECTICUT AVENUE SECURITIES 2023-10-25 5.471000 Other Note 186770.00 195300.00 CONNECTICUT AVENUE SECURITIES 2024-01-25 4.621000 Other Note 20754.00 20779.00 CONNECTICUT AVENUE SECURITIES 2024-05-25 2.821000 Other Note 31869.00 28574.00 CONNECTICUT AVENUE SECURITIES 2024-05-25 2.821000 Other Note 12627.00 11162.00 CONNECTICUT AVENUE SECURITIES 2024-07-25 3.121000 Other Note 8813.00 8028.00 CONNECTICUT AVENUE SECURITIES 2024-07-25 3.221000 Other Note 130359.00 119030.00 CONNECTICUT AVENUE SECURITIES 2024-11-25 5.121000 Other Note 239303.00 240997.00 CONNECTICUT AVENUE SECURITIES 2024-11-25 5.221000 Other Note 3325832.00 3377887.00 CONNECTICUT AVENUE SECURITIES 2025-02-25 4.520999 Other Note 9533.00 9349.00 CONNECTICUT AVENUE SECURITIES 2025-02-25 4.770999 Other Note 5658.00 5723.00 CONNECTICUT AVENUE SECURITIES 2025-07-25 5.221000 Other Note 16495.00 16517.00 CREDIT SUISSE MORTGAGE TRUST 2044-11-25 3.766070 Other Note 4025.00 3895.00 FANNIE MAE 2044-08-01 4.500000 Government Agency Debt 277362.00 221063.00 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. 2024-09-25 3.241000 Government Agency Debt 64818.00 67214.00 INDYMAC INDX MORTGAGE LOAN TRUST 2037-07-25 2.591507 Other Note 779205.00 234868.00 LEHMAN XS TRUST 2046-04-25 0.441000 Other Note 1034426.00 247217.00 SEQUOIA MORTGAGE TRUST 2044-11-25 3.896533 Other Note 91.00 87.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2023-07-25 7.371000 Other Note 69940.00 80988.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2023-11-25 4.471000 Other Note 6066.00 6061.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2024-02-25 4.721000 Other Note 59233.00 59507.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2024-04-25 1.871000 Other Note 3417.00 3383.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2024-04-25 3.821000 Other Note 141095.00 133457.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2024-09-25 3.971000 Other Note 6359.00 5946.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2024-10-25 4.971000 Other Note 1030000.00 1047704.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2027-10-25 3.520999 Other Note 44807.00 42820.00 First Tier Security N/A N/A 2015-12-01 2015-12-07 N N N 5000000.00 5000000.00 0.0162 N 5000000.00 5000000.00 BNP PARIBAS SECURITIES CORP Joint Account III 0.140000% 92845028779162BNP 0001197610 Government Agency Repurchase Agreement N FANNIE MAE 2018-04-26 1.625000 Government Agency Debt 197753.88 198791.04 FANNIE MAE 2021-02-01 3.000000 Government Agency Debt 331698.61 85394.39 FANNIE MAE 2023-04-01 2.500000 Government Agency Debt 191496.06 117949.06 FANNIE MAE 2024-11-01 2.500000 Government Agency Debt 90811.60 86148.85 FANNIE MAE 2025-05-01 4.500000 Government Agency Debt 199230.93 81645.03 FANNIE MAE 2025-07-01 4.000000 Government Agency Debt 221260.36 93855.98 FANNIE MAE 2025-10-01 2.500000 Government Agency Debt 100147.07 100201.17 FANNIE MAE 2025-10-01 4.000000 Government Agency Debt 340970.74 133792.83 FANNIE MAE 2025-12-01 4.000000 Government Agency Debt 236513.23 101896.73 FANNIE MAE 2026-01-01 3.500000 Government Agency Debt 252602.80 132092.04 FANNIE MAE 2026-01-01 4.000000 Government Agency Debt 194915.81 73776.18 FANNIE MAE 2026-02-01 3.500000 Government Agency Debt 164139.48 78124.58 FANNIE MAE 2026-03-01 4.000000 Government Agency Debt 218373.36 101109.78 FANNIE MAE 2026-05-01 3.500000 Government Agency Debt 341957.26 113307.37 FANNIE MAE 2026-05-01 3.500000 Government Agency Debt 295690.44 91323.99 FANNIE MAE 2026-06-01 4.000000 Government Agency Debt 224004.71 79065.85 FANNIE MAE 2026-06-01 4.500000 Government Agency Debt 164686.55 78621.20 FANNIE MAE 2026-08-01 3.500000 Government Agency Debt 428391.53 27531.56 FANNIE MAE 2027-03-01 4.000000 Government Agency Debt 173466.44 93599.69 FANNIE MAE 2027-04-01 3.000000 Government Agency Debt 139863.29 93798.33 FANNIE MAE 2027-04-01 4.000000 Government Agency Debt 228420.33 94828.06 FANNIE MAE 2027-06-01 2.500000 Government Agency Debt 278152.44 197070.38 FANNIE MAE 2027-06-01 2.500000 Government Agency Debt 177624.50 116274.87 FANNIE MAE 2027-06-01 3.000000 Government Agency Debt 23264.69 15083.80 FANNIE MAE 2027-06-01 3.500000 Government Agency Debt 173803.43 113030.31 FANNIE MAE 2027-07-01 3.000000 Government Agency Debt 182327.68 122106.68 FANNIE MAE 2027-07-01 3.000000 Government Agency Debt 175861.61 116663.88 FANNIE MAE 2027-07-01 3.500000 Government Agency Debt 119537.62 108483.48 FANNIE MAE 2027-08-01 2.500000 Government Agency Debt 119903.93 88601.43 FANNIE MAE 2027-10-01 2.500000 Government Agency Debt 294326.71 179841.17 FANNIE MAE 2027-10-01 2.500000 Government Agency Debt 145799.22 102044.90 FANNIE MAE 2027-10-01 2.500000 Government Agency Debt 98369.99 74172.72 FANNIE MAE 2027-11-01 2.500000 Government Agency Debt 139936.12 99246.73 FANNIE MAE 2027-11-01 3.000000 Government Agency Debt 160821.64 90657.48 FANNIE MAE 2027-12-01 2.500000 Government Agency Debt 161380.26 115789.77 FANNIE MAE 2027-12-01 2.500000 Government Agency Debt 123104.61 87353.32 FANNIE MAE 2028-01-01 2.500000 Government Agency Debt 103320.44 81711.03 FANNIE MAE 2028-03-01 3.000000 Government Agency Debt 191230.74 131185.47 FANNIE MAE 2028-04-01 5.500000 Government Agency Debt 814134.84 91638.42 FANNIE MAE 2028-06-01 3.000000 Government Agency Debt 135769.85 104268.24 FANNIE MAE 2028-06-01 3.500000 Government Agency Debt 62253.52 55665.38 FANNIE MAE 2028-07-01 3.000000 Government Agency Debt 144854.63 119386.13 FANNIE MAE 2028-07-01 3.500000 Government Agency Debt 105840.22 82249.54 FANNIE MAE 2028-11-01 3.500000 Government Agency Debt 143305.57 123733.44 FANNIE MAE 2029-01-01 3.000000 Government Agency Debt 455141.72 372260.00 FANNIE MAE 2029-01-01 3.000000 Government Agency Debt 102763.15 89998.40 FANNIE MAE 2029-01-01 3.500000 Government Agency Debt 166885.78 152115.92 FANNIE MAE 2029-02-01 3.000000 Government Agency Debt 128267.59 116254.25 FANNIE MAE 2029-03-01 3.000000 Government Agency Debt 125527.11 105612.20 FANNIE MAE 2029-03-01 3.000000 Government Agency Debt 99637.86 92822.89 FANNIE MAE 2029-03-01 3.500000 Government Agency Debt 137816.47 119501.68 FANNIE MAE 2029-03-01 3.500000 Government Agency Debt 138590.45 102205.21 FANNIE MAE 2029-03-01 3.500000 Government Agency Debt 97017.65 93008.82 FANNIE MAE 2029-04-01 3.000000 Government Agency Debt 95743.55 82302.44 FANNIE MAE 2029-08-01 3.500000 Government Agency Debt 115288.02 110054.91 FANNIE MAE 2029-10-01 3.000000 Government Agency Debt 94038.25 86162.87 FANNIE MAE 2029-10-01 3.000000 Government Agency Debt 12901.33 11069.87 FANNIE MAE 2029-10-01 3.500000 Government Agency Debt 90488.32 89487.17 FANNIE MAE 2030-01-01 2.500000 Government Agency Debt 97731.38 90850.18 FANNIE MAE 2030-01-01 2.500000 Government Agency Debt 102587.18 84205.26 FANNIE MAE 2030-06-01 2.000000 Government Agency Debt 132831.59 126549.22 FANNIE MAE 2030-07-01 3.000000 Government Agency Debt 116713.57 116939.67 FANNIE MAE 2030-07-01 3.500000 Government Agency Debt 88737.98 92332.90 FANNIE MAE 2031-12-01 6.000000 Government Agency Debt 1419232.14 117280.91 FANNIE MAE 2032-03-01 4.000000 Government Agency Debt 121146.80 91829.99 FANNIE MAE 2032-04-01 3.500000 Government Agency Debt 191930.52 116890.77 FANNIE MAE 2032-04-01 4.000000 Government Agency Debt 169378.23 106808.95 FANNIE MAE 2032-08-01 3.000000 Government Agency Debt 140202.47 96417.79 FANNIE MAE 2032-09-01 4.000000 Government Agency Debt 94131.74 82963.14 FANNIE MAE 2033-10-01 4.000000 Government Agency Debt 80545.64 79936.78 FANNIE MAE 2033-12-01 4.000000 Government Agency Debt 125943.81 112533.52 FANNIE MAE 2033-12-01 4.000000 Government Agency Debt 101160.43 97240.54 FANNIE MAE 2033-12-01 4.000000 Government Agency Debt 93651.39 94207.96 FANNIE MAE 2033-12-01 4.000000 Government Agency Debt 88493.89 78201.42 FANNIE MAE 2034-02-01 4.000000 Government Agency Debt 90344.18 91195.25 FANNIE MAE 2034-06-01 4.000000 Government Agency Debt 84473.43 86668.72 FANNIE MAE 2034-06-01 4.500000 Government Agency Debt 595020.02 117988.79 FANNIE MAE 2035-02-01 3.500000 Government Agency Debt 107720.91 98978.60 FANNIE MAE 2035-06-01 3.000000 Government Agency Debt 75541.09 75791.68 FANNIE MAE 2035-07-01 4.000000 Government Agency Debt 107477.27 114004.17 FANNIE MAE 2035-11-01 4.000000 Government Agency Debt 111988.98 120600.29 FANNIE MAE 2036-01-01 6.500000 Government Agency Debt 181323.52 79153.91 FANNIE MAE 2036-03-01 6.000000 Government Agency Debt 1068060.16 102982.82 FANNIE MAE 2036-06-01 6.000000 Government Agency Debt 187571.42 101561.68 FANNIE MAE 2037-04-01 6.000000 Government Agency Debt 1256489.11 135816.80 FANNIE MAE 2037-06-01 3.500000 Government Agency Debt 139035.44 116320.11 FANNIE MAE 2037-06-01 3.500000 Government Agency Debt 169116.60 106995.38 FANNIE MAE 2037-07-01 3.500000 Government Agency Debt 200390.27 145964.15 FANNIE MAE 2037-12-01 6.000000 Government Agency Debt 1709786.28 132119.43 FANNIE MAE 2038-01-01 3.500000 Government Agency Debt 101207.62 89210.36 FANNIE MAE 2038-11-01 6.000000 Government Agency Debt 911600.35 75978.87 FANNIE MAE 2038-12-01 7.000000 Government Agency Debt 256467.94 83374.24 FANNIE MAE 2039-03-01 5.000000 Government Agency Debt 455447.84 160103.57 FANNIE MAE 2039-03-01 7.000000 Government Agency Debt 198597.04 118826.21 FANNIE MAE 2039-05-01 5.000000 Government Agency Debt 341957.26 73630.10 FANNIE MAE 2039-06-01 4.500000 Government Agency Debt 276096.29 80280.38 FANNIE MAE 2039-10-01 5.000000 Government Agency Debt 413868.37 134316.47 FANNIE MAE 2040-10-01 5.000000 Government Agency Debt 138863.03 91709.89 FANNIE MAE 2041-02-01 4.500000 Government Agency Debt 141912.26 95230.07 FANNIE MAE 2041-03-01 3.500000 Government Agency Debt 253334.07 133997.76 FANNIE MAE 2041-05-01 5.000000 Government Agency Debt 278331.49 118923.98 FANNIE MAE 2041-10-01 4.500000 Government Agency Debt 146928.36 78643.53 FANNIE MAE 2041-11-01 4.500000 Government Agency Debt 193718.79 93257.80 FANNIE MAE 2041-12-01 3.500000 Government Agency Debt 128233.97 86958.53 FANNIE MAE 2042-01-01 4.000000 Government Agency Debt 362190.90 204875.07 FANNIE MAE 2042-03-01 5.000000 Government Agency Debt 112128.02 113259.87 FANNIE MAE 2042-06-01 3.500000 Government Agency Debt 104043.95 90941.31 FANNIE MAE 2042-08-01 3.500000 Government Agency Debt 186125.59 132109.51 FANNIE MAE 2042-09-01 3.000000 Government Agency Debt 111877.10 83997.66 FANNIE MAE 2042-09-01 3.500000 Government Agency Debt 166868.99 110968.72 FANNIE MAE 2042-10-01 3.500000 Government Agency Debt 140729.23 103629.87 FANNIE MAE 2042-10-01 3.500000 Government Agency Debt 128918.06 98417.83 FANNIE MAE 2042-10-01 3.500000 Government Agency Debt 86386.75 73877.57 FANNIE MAE 2042-11-01 3.000000 Government Agency Debt 102118.97 85567.90 FANNIE MAE 2043-01-01 2.500000 Government Agency Debt 16408.78 12329.68 FANNIE MAE 2043-01-01 3.500000 Government Agency Debt 119707.54 104785.14 FANNIE MAE 2043-02-01 3.000000 Government Agency Debt 166106.42 134788.06 FANNIE MAE 2043-02-01 3.000000 Government Agency Debt 133363.33 105649.37 FANNIE MAE 2043-06-01 3.000000 Government Agency Debt 140770.74 112895.03 FANNIE MAE 2043-07-01 3.000000 Government Agency Debt 141280.91 122782.01 FANNIE MAE 2043-07-01 3.000000 Government Agency Debt 111064.81 95925.68 FANNIE MAE 2043-07-01 3.000000 Government Agency Debt 85620.39 74984.83 FANNIE MAE 2043-08-01 3.000000 Government Agency Debt 129098.40 95530.75 FANNIE MAE 2043-09-01 3.000000 Government Agency Debt 111583.56 96909.04 FANNIE MAE 2043-09-01 4.000000 Government Agency Debt 140202.47 117511.90 FANNIE MAE 2043-10-01 3.000000 Government Agency Debt 83266.39 73457.41 FANNIE MAE 2043-10-01 4.500000 Government Agency Debt 82092.65 80143.70 FANNIE MAE 2043-11-01 4.500000 Government Agency Debt 131253.80 117406.89 FANNIE MAE 2043-12-01 4.000000 Government Agency Debt 100683.43 98011.62 FANNIE MAE 2044-02-01 4.500000 Government Agency Debt 104302.67 108303.03 FANNIE MAE 2044-02-01 4.500000 Government Agency Debt 100265.53 98257.18 FANNIE MAE 2044-03-01 4.500000 Government Agency Debt 127331.78 121475.90 FANNIE MAE 2044-04-01 4.000000 Government Agency Debt 100491.94 95360.42 FANNIE MAE 2044-04-01 4.500000 Government Agency Debt 137676.68 128393.29 FANNIE MAE 2044-06-01 4.500000 Government Agency Debt 97875.31 95289.30 FANNIE MAE 2044-07-01 4.000000 Government Agency Debt 96973.23 96955.41 FANNIE MAE 2044-07-01 4.000000 Government Agency Debt 88936.14 92710.70 FANNIE MAE 2044-07-01 4.500000 Government Agency Debt 81280.33 87907.02 FANNIE MAE 2044-08-01 3.500000 Government Agency Debt 93709.83 85658.45 FANNIE MAE 2044-08-01 4.000000 Government Agency Debt 151138.44 134911.16 FANNIE MAE 2044-11-01 4.000000 Government Agency Debt 122377.95 113078.25 FANNIE MAE 2044-12-01 4.500000 Government Agency Debt 160999.80 126961.21 FANNIE MAE 2045-01-01 3.500000 Government Agency Debt 75230.60 73462.23 FANNIE MAE 2045-01-01 4.000000 Government Agency Debt 84112.01 84860.01 FANNIE MAE 2045-02-01 3.000000 Government Agency Debt 90972.60 90309.85 FANNIE MAE 2045-03-01 4.000000 Government Agency Debt 95075.61 100504.66 FANNIE MAE 2045-04-01 3.500000 Government Agency Debt 98809.78 101716.90 FANNIE MAE 2045-04-01 3.500000 Government Agency Debt 85313.79 87967.20 FANNIE MAE 2045-05-01 4.000000 Government Agency Debt 122239.36 129539.32 FANNIE MAE 2045-05-01 4.000000 Government Agency Debt 102480.69 96762.17 FANNIE MAE 2045-05-01 4.500000 Government Agency Debt 75222.73 80228.34 FANNIE MAE 2045-06-01 3.500000 Government Agency Debt 110679.80 114078.58 FANNIE MAE 2045-06-01 3.500000 Government Agency Debt 90346.34 93480.79 FANNIE MAE 2045-06-01 4.000000 Government Agency Debt 113704.86 120171.47 FANNIE MAE 2045-07-01 4.000000 Government Agency Debt 100021.81 105002.52 FANNIE MAE 2045-08-01 3.500000 Government Agency Debt 84206.91 87208.03 FANNIE MAE 2045-09-01 3.500000 Government Agency Debt 96964.72 100544.43 FANNIE MAE 2045-09-01 4.000000 Government Agency Debt 90480.39 95976.77 FANNIE MAE 2045-10-01 3.500000 Government Agency Debt 91684.21 95382.96 FANNIE MAE 2045-10-01 3.500000 Government Agency Debt 86123.03 89502.80 FANNIE MAE 2045-10-01 4.000000 Government Agency Debt 91954.26 98443.68 FANNIE MAE 2045-10-01 4.500000 Government Agency Debt 78390.73 86016.75 FANNIE MAE 2045-11-01 3.500000 Government Agency Debt 116311.70 120836.61 FANNIE MAE 2045-11-01 3.500000 Government Agency Debt 111505.18 115944.57 FANNIE MAE 2045-11-01 3.500000 Government Agency Debt 89717.31 93779.32 FANNIE MAE 2045-11-01 4.000000 Government Agency Debt 84644.20 90383.00 FANNIE MAE 2045-12-01 4.000000 Government Agency Debt 74096.39 79492.61 Federal Farm Credit Bank 2032-04-12 5.500000 Government Agency Debt 2906.64 3646.32 Federal Home Loan Bank 2032-09-07 3.299999 Government Agency Debt 0.75 0.72 Federal Home Loan Bank 2036-07-15 5.500000 Government Agency Debt 512935.88 683140.83 FREDDIE MAC 2018-06-12 1.200000 Government Agency Debt 74067.94 74079.81 FREDDIE MAC 2018-08-01 4.000000 Government Agency Debt 16015.33 7182.98 FREDDIE MAC 2019-06-01 4.500000 Government Agency Debt 91411.60 6345.43 FREDDIE MAC 2020-03-01 5.500000 Government Agency Debt 176377.41 11996.24 FREDDIE MAC 2020-05-01 1.375000 Government Agency Debt 13096.96 12961.10 FREDDIE MAC 2021-02-01 6.000000 Government Agency Debt 56886.37 12180.79 FREDDIE MAC 2021-06-01 4.000000 Government Agency Debt 31614.36 8061.30 FREDDIE MAC 2022-12-01 6.000000 Government Agency Debt 10569.66 244.77 FREDDIE MAC 2024-05-01 6.000000 Government Agency Debt 32827.90 4039.23 FREDDIE MAC 2025-05-01 4.000000 Government Agency Debt 48279.24 11036.40 FREDDIE MAC 2025-10-01 2.500000 Government Agency Debt 62263.44 62491.87 FREDDIE MAC 2026-01-01 3.500000 Government Agency Debt 26672.67 8768.88 FREDDIE MAC 2026-07-01 4.000000 Government Agency Debt 362474.69 97792.22 FREDDIE MAC 2026-09-01 4.500000 Government Agency Debt 19884.40 11645.39 FREDDIE MAC 2026-10-01 5.500000 Government Agency Debt 13482.38 2101.09 FREDDIE MAC 2028-01-01 5.500000 Government Agency Debt 41521.68 3312.37 FREDDIE MAC 2029-09-01 3.500000 Government Agency Debt 13219.25 11559.80 FREDDIE MAC 2030-10-01 7.500000 Government Agency Debt 81399.95 214.58 FREDDIE MAC 2032-12-01 6.500000 Government Agency Debt 26842.69 2091.48 FREDDIE MAC 2033-05-01 2.500000 Government Agency Debt 103731.09 84498.32 FREDDIE MAC 2033-11-01 5.000000 Government Agency Debt 2735.66 205.14 FREDDIE MAC 2034-09-01 4.000000 Government Agency Debt 34516.55 26046.58 FREDDIE MAC 2035-08-01 3.500000 Government Agency Debt 131303.11 136859.98 FREDDIE MAC 2035-10-01 5.500000 Government Agency Debt 85003.87 4523.58 FREDDIE MAC 2035-11-01 5.000000 Government Agency Debt 29247.60 4389.77 FREDDIE MAC 2036-06-01 5.000000 Government Agency Debt 69417.32 6732.73 FREDDIE MAC 2036-06-01 6.500000 Government Agency Debt 364548.32 65488.78 FREDDIE MAC 2036-08-01 6.500000 Government Agency Debt 99167.60 5295.04 FREDDIE MAC 2037-06-01 5.000000 Government Agency Debt 83159.22 5758.53 FREDDIE MAC 2037-11-01 5.500000 Government Agency Debt 3.93 0.21 FREDDIE MAC 2038-01-01 6.000000 Government Agency Debt 220665.02 11807.07 FREDDIE MAC 2038-01-01 6.000000 Government Agency Debt 23198.38 2445.64 FREDDIE MAC 2038-05-01 6.000000 Government Agency Debt 106566.64 7283.38 FREDDIE MAC 2039-02-01 6.000000 Government Agency Debt 25587.46 8376.86 FREDDIE MAC 2039-06-01 6.000000 Government Agency Debt 40266.22 7104.40 FREDDIE MAC 2039-07-01 5.000000 Government Agency Debt 56979.82 9495.16 FREDDIE MAC 2039-12-01 4.500000 Government Agency Debt 48704.84 8123.40 FREDDIE MAC 2040-03-01 5.500000 Government Agency Debt 48386.54 17279.92 FREDDIE MAC 2040-06-01 5.500000 Government Agency Debt 18909.52 6243.46 FREDDIE MAC 2040-10-01 4.000000 Government Agency Debt 16961.08 9176.39 FREDDIE MAC 2040-12-01 4.500000 Government Agency Debt 1880.76 1163.85 FREDDIE MAC 2041-01-01 5.500000 Government Agency Debt 71151.08 43189.61 FREDDIE MAC 2041-03-01 4.500000 Government Agency Debt 272387.83 158238.80 FREDDIE MAC 2041-11-01 4.000000 Government Agency Debt 215502.01 104194.24 FREDDIE MAC 2042-09-01 3.500000 Government Agency Debt 9348.56 7526.10 FREDDIE MAC 2042-10-01 3.500000 Government Agency Debt 35355.47 26150.94 FREDDIE MAC 2043-01-01 3.000000 Government Agency Debt 37460.80 33538.69 FREDDIE MAC 2043-04-01 4.000000 Government Agency Debt 9797.31 8696.73 FREDDIE MAC 2043-09-01 4.000000 Government Agency Debt 972220.04 713209.92 FREDDIE MAC 2044-08-01 4.500000 Government Agency Debt 18192.23 15951.83 FREDDIE MAC 2044-09-01 4.500000 Government Agency Debt 125190.55 108009.46 FREDDIE MAC 2045-09-01 3.500000 Government Agency Debt 20573.00 21285.85 FREDDIE MAC 2045-10-01 4.000000 Government Agency Debt 208824.06 221558.24 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-04-15 5.000000 Government Agency Debt 3419572.55 99740.07 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2027-09-15 2.500000 Government Agency Debt 14259.96 9385.19 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2028-02-15 6.000000 Government Agency Debt 3456.88 177.03 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2033-08-15 5.000000 Government Agency Debt 3702.54 328.69 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2033-10-15 4.500000 Government Agency Debt 6893.31 1159.75 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2034-02-20 4.500000 Government Agency Debt 27317.53 4986.73 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2034-08-15 6.500000 Government Agency Debt 26714.69 2712.95 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2037-02-15 6.000000 Government Agency Debt 18123.73 2246.15 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-09-15 5.500000 Government Agency Debt 57.35 4.38 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-11-15 6.000000 Government Agency Debt 91745.49 8394.91 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-01-20 4.500000 Government Agency Debt 25646.79 3907.48 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-02-15 5.500000 Government Agency Debt 0.07 0.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-12-15 5.000000 Government Agency Debt 60686.37 52936.80 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-02-15 5.000000 Government Agency Debt 3943.28 911.38 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-04-15 5.000000 Government Agency Debt 17178.36 4324.43 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-05-15 5.000000 Government Agency Debt 338307.89 101950.55 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-05-15 5.000000 Government Agency Debt 22031.69 7532.05 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-08-15 5.000000 Government Agency Debt 12998.07 5873.36 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-11-15 5.500000 Government Agency Debt 27408.93 2560.23 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-05-15 5.500000 Government Agency Debt 10887.78 308.96 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-09-15 4.000000 Government Agency Debt 11528.88 5832.35 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-09-20 6.000000 Government Agency Debt 21966.31 6978.53 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-10-15 5.000000 Government Agency Debt 3819.97 2625.55 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-11-15 4.000000 Government Agency Debt 25540.72 17154.46 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-09-15 3.000000 Government Agency Debt 6039.03 4368.50 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-04-20 3.500000 Government Agency Debt 509791.89 362260.86 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-07-15 3.000000 Government Agency Debt 3571.68 2345.96 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-09-15 4.000000 Government Agency Debt 188071.36 115245.92 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-10-15 4.000000 Government Agency Debt 1016.43 589.40 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-10-20 5.000000 Government Agency Debt 401682.14 195246.55 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2044-03-15 4.000000 Government Agency Debt 151025.18 103840.14 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2044-04-20 5.500000 Government Agency Debt 36301.53 21771.53 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2044-04-20 6.000000 Government Agency Debt 117279.27 75469.90 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2044-07-20 4.500000 Government Agency Debt 117794.63 100091.98 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2044-12-15 4.000000 Government Agency Debt 91731.16 89954.90 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-04-15 4.000000 Government Agency Debt 72687.67 76720.91 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-05-15 4.000000 Government Agency Debt 317595.26 323142.22 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-05-20 3.500000 Government Agency Debt 774.12 783.94 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-07-20 4.000000 Government Agency Debt 1287.50 1334.73 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-08-20 3.000000 Government Agency Debt 10976.76 11087.07 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-08-20 3.500000 Government Agency Debt 157465.78 162968.55 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-09-20 3.000000 Government Agency Debt 105141.56 106547.52 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-11-20 3.500000 Government Agency Debt 277488.53 291085.30 STRIP PRINC 2036-02-15 0.00 Treasury Debt 3.42 1.98 STRIPS 2029-08-15 0.00 Treasury Debt 1.98 1.37 STRIPS 2044-08-15 0.00 Treasury Debt 2.74 1.09 TINT 05/15/20 2020-05-15 0.00 Treasury Debt 6889.89 6378.53 US TREASURY N/B 2025-02-15 2.000000 Treasury Debt 0.10 0.10 First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 22056242.97 22056242.97 0.0716 N 22056242.97 22056242.97 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK Joint Account III 0.130000% 92845028779162CRE 0001330437 Government Agency Repurchase Agreement N FANNIE MAE 2027-02-01 3.000000 Government Agency Debt 5835449.34 3493870.87 FANNIE MAE 2042-09-01 3.500000 Government Agency Debt 4629992.46 3731212.08 FANNIE MAE 2045-08-01 3.500000 Government Agency Debt 847701.37 865461.81 FANNIE MAE 2045-11-01 3.500000 Government Agency Debt 3513326.46 3657117.95 FED HOME LN DISCOUNT NT 2016-02-05 0.00 Government Agency Debt 3378913.84 3377697.43 FREDDIE MAC 2042-10-01 3.500000 Government Agency Debt 5646161.63 4213403.72 First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 18807649.04 18807649.04 0.0610 N 18807649.04 18807649.04 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 2997187.50 0.0097 N 2999160.00 2999160.00 FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 0.273250% 3133EFPP6 Government Agency Debt N First Tier Security N/A N/A 2015-12-23 2017-05-23 N N N 10000000.00 10000000.00 0.0324 N 9997080.00 9997080.00 FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 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 2999802.17 0.0097 N 2999958.00 2999958.00 FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 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 999963.95 0.0032 N 1000188.00 1000188.00 FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 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 999936.95 0.0032 N 1000160.00 1000160.00 FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 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 999964.23 0.0032 N 1000187.00 1000187.00 FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.254651% 313384VV8 Government Agency Debt N First Tier Security N/A N/A 2016-04-20 2016-04-20 N N N 16000000.00 15984333.34 0.0519 N 15980576.00 15980576.00 FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.211748% 3134G72G5 Government Agency Debt N First Tier Security N/A N/A 2015-12-20 2017-04-20 N N N 10000000.00 9997878.96 0.0324 N 9990690.00 9990690.00 FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.328399% 3134G74D0 Government Agency Debt N First Tier Security N/A N/A 2016-04-26 2017-04-26 N N N 6099000.00 6098143.54 0.0198 N 6102061.70 6102061.70 HSBC BANK USA, NATIONAL ASSOCIATION HSBC BANK USA, NATIONAL ASSOCIATION 0.336999% 40428AK63 Other Note N First Tier Security N/A N/A 2015-12-15 2015-12-15 N N N 5000000.00 5000000.00 0.0162 N 4999900.00 4999900.00 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 0.492001% 48125LKC5 Other Note N First Tier Security N/A N/A 2015-12-07 2016-04-07 N N N 4000000.00 4000000.00 0.0130 N 4000060.00 4000060.00 LOS ANGELES COMMUNITY COLLEGE DISTRICT LOS ANGELES COMMUNITY COLLEGE DISTRICT 0.480000% 74703SAK9 Variable Rate Demand Note N First Tier Security N/A N/A 2015-12-07 2015-12-07 Y Bank of America, N.A. N/A N/A N N 10250000.00 10250000.00 0.0333 N 10250000.00 10250000.00 MASSACHUSETTS HOUSING FINANCE AGENCY MASSACHUSETTS HOUSING FINANCE AGENCY 0.150000% 57586NDV0 Variable Rate Demand Note N First Tier Security N/A N/A 2015-12-07 2015-12-07 Y Bank of New York Mellon (The) N/A N/A Y BANK OF NEW YORK MELLON (THE) N/A N/A N 5904000.00 5904000.00 0.0192 N 5904000.00 5904000.00 MERRILL LYNCH, PIERCE, FENNER & SMITH, INCORPORATED Joint Account III 0.120000% 92845028779162MER 0000728612 Government Agency Repurchase Agreement N FED HOME LN DISCOUNT NT 2015-12-11 0.00 Government Agency Debt 599758.83 599746.83 FREDDIE MAC 2032-07-15 0.00 Government Agency Debt 7316004.50 3960811.69 FREDDIE MAC 2037-05-04 0.00 Government Agency Debt 8133111.36 2415371.41 First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 6839145.11 6839145.11 0.0222 N 6839145.11 6839145.11 NEW YORK STATE HOUSING FINANCE AGENCY NEW YORK STATE HOUSING FINANCE AGENCY 0.190000% 64986MM36 Variable Rate Demand Note N First Tier Security N/A N/A 2015-12-07 2015-12-07 Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 1000000.00 1000000.00 0.0032 N 1000000.00 1000000.00 NUVEEN MUNICIPAL MARKET OPPORTUNITY FUND NUVEEN MUNICIPAL MARKET OPPORTUNITY FUND 0.090001% 67062W608 Variable Rate Demand Note N First Tier Security N/A N/A 2015-12-07 2015-12-07 Y THE TORONTO-DOMINION BANK N/A N/A N N 1500000.00 1500000.00 0.0049 N 1500000.00 1500000.00 OVERSEAS PRIVATE INVESTMENT CORP OVERSEAS PRIVATE INVESTMENT CORP 0.190000% 690353A72 Government Agency Debt N First Tier Security N/A N/A 2015-12-07 2015-12-07 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 0.209999% 690353D38 Government Agency Debt N First Tier Security N/A N/A 2015-12-07 2015-12-07 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 0.190000% 690353VV6 Government Agency Debt N First Tier Security N/A N/A 2015-12-07 2015-12-07 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 0.209999% 690353ZZ3 Government Agency Debt N First Tier Security N/A N/A 2015-12-07 2015-12-07 N Y UNITED STATES OF AMERICA N/A N/A N 1000000.00 1000000.00 0.0032 N 1000000.00 1000000.00 PROVIDENCE HEALTH & SERVICES PROVIDENCE HEALTH & SERVICES 0.200001% 743755AG5 Variable Rate Demand Note N First Tier Security N/A N/A 2015-12-07 2015-12-07 Y U.S. BANK NATIONAL ASSOCIATION N/A N/A N N 800000.00 800000.00 0.0026 N 800000.00 800000.00 PUTTABLE FLOATING OPTION TAXABLE NOTES SER TN PUTTABLE FLOATING OPTION TAXABLE NOTES SER TN 0.380001% 74703SDC4 Variable Rate Demand Note N First Tier Security N/A N/A 2015-12-01 2015-12-01 Y Bank of America, N.A. N/A N/A N N 4740000.00 4740000.00 0.0154 N 4740000.00 4740000.00 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 0.0162 N 5000400.00 5000400.00 SVENSKA HANDELSBANKEN AB SVENSKA HANDELSBANKEN AB 0.583999% 86959JJH2 Other Note N First Tier Security N/A N/A 2016-01-04 2016-05-04 N N N 5000000.00 5000000.00 0.0162 N 4998985.00 4998985.00 TD SECURITIES USA LLC Joint Account III 0.140000% 92845028779162TD 0001335977 Government Agency Repurchase Agreement N FANNIE MAE 2026-09-01 3.500000 Government Agency Debt 40033.18 19661.58 FANNIE MAE 2033-06-01 3.500000 Government Agency Debt 140.65 121.63 FANNIE MAE 2033-11-01 4.000000 Government Agency Debt 1587502.26 1278479.52 FANNIE MAE 2042-01-01 4.500000 Government Agency Debt 1709786.28 1104435.18 FANNIE MAE 2044-05-01 4.000000 Government Agency Debt 224362.50 210096.35 FANNIE MAE 2044-11-01 4.000000 Government Agency Debt 1769628.80 1768667.96 FANNIE MAE 2045-09-01 3.500000 Government Agency Debt 1514188.81 1559521.09 Federal Farm Credit Bank 2016-08-25 5.125000 Government Agency Debt 40.25 42.13 Federal Home Loan Bank 2024-09-13 2.875000 Government Agency Debt 1709786.28 1768841.10 FREDDIE MAC 2026-08-01 4.000000 Government Agency Debt 3448969.59 1266683.78 FREDDIE MAC 2028-12-01 3.500000 Government Agency Debt 1581604.15 1308355.06 FREDDIE MAC 2041-10-01 4.000000 Government Agency Debt 3921.02 2783.29 FREDDIE MAC 2043-10-01 4.000000 Government Agency Debt 7882.15 6823.04 FREDDIE MAC 2044-07-01 4.000000 Government Agency Debt 1243575.67 1138537.31 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-10-15 4.500000 Government Agency Debt 1502.25 1656.92 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-11-15 4.500000 Government Agency Debt 17052.04 18536.37 TREASURY BILL 2016-09-15 0.00 Treasury Debt 14563.96 14514.17 US TREASURY N/B 2016-05-31 0.375000 Treasury Debt 769.40 769.23 US TREASURY N/B 2016-05-31 1.750000 Treasury Debt 617120.00 621170.14 US TREASURY N/B 2016-09-15 0.875000 Treasury Debt 347770.53 349125.77 US TREASURY N/B 2017-01-31 0.500000 Treasury Debt 507772.33 507146.55 US TREASURY N/B 2018-08-31 1.500000 Treasury Debt 690808.37 699659.69 US TREASURY N/B 2018-09-30 1.375000 Treasury Debt 106.01 106.83 US TREASURY N/B 2019-05-15 3.125000 Treasury Debt 1709786.28 1813506.67 US TREASURY N/B 2019-08-15 8.125000 Treasury Debt 254877.84 322707.05 US TREASURY N/B 2020-08-31 2.125000 Treasury Debt 957931.70 983300.14 US TREASURY N/B 2022-11-30 2.000000 Treasury Debt 266726.66 266810.13 US TREASURY N/B 2039-08-15 4.500000 Treasury Debt 1709786.28 2214638.70 US TREASURY N/B 2043-02-15 3.125000 Treasury Debt 1483068.62 1534085.12 US TREASURY N/B 2043-11-15 3.750000 Treasury Debt 568811.70 656656.31 US TREASURY N/B 2044-05-15 3.375000 Treasury Debt 1485804.27 1597790.52 US TREASURY N/B 2044-08-15 3.125000 Treasury Debt 1428423.85 1474542.32 First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 23937007.87 23937007.87 0.0777 N 23937007.87 23937007.87 THE BANK OF NOVA SCOTIA THE BANK OF NOVA SCOTIA 0.547599% 06417HW36 Other Note N First Tier Security N/A N/A 2016-02-23 2016-05-23 N N N 5000000.00 5000000.00 0.0162 N 4998295.00 4998295.00 THE CITY OF NEW YORK THE CITY OF NEW YORK 0.010001% 64966GZR6 Variable Rate Demand Note N First Tier Security N/A N/A 2015-12-07 2015-12-07 Y BANK OF MONTREAL N/A N/A N N 250000.00 250000.00 0.0008 N 250000.00 250000.00 THE NORINCHUKIN BANK THE NORINCHUKIN BANK 0.340000% 65602TVN8 Certificate of Deposit N First Tier Security N/A N/A 2015-12-16 2015-12-16 N N N 10000000.00 10000000.00 0.0324 N 10000800.00 10000800.00 UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.209048% 912828D31 Treasury Debt N First Tier Security N/A N/A 2015-12-01 2016-04-30 N N N 10000000.00 10002053.81 0.0325 N 10001700.00 10001700.00 UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.250000% 912828KZ2 Treasury Debt N First Tier Security N/A N/A 2016-06-30 2016-06-30 N N N 500000.00 508095.26 0.0016 N 507929.50 507929.50 UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 1.500000% 912828QR4 Treasury Debt N First Tier Security N/A N/A 2016-06-30 2016-06-30 N N N 3000000.00 3018147.07 0.0098 N 3017577.00 3017577.00 UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.210049% 912828WV8 Treasury Debt N First Tier Security N/A N/A 2015-12-01 2016-07-31 N N N 8000000.00 8002292.86 0.0260 N 8001256.00 8001256.00 WELLS FARGO BANK, NATIONAL ASSOCIATION WELLS FARGO BANK, NATIONAL ASSOCIATION 0.515098% 94985HQ72 Other Note N First Tier Security N/A N/A 2015-12-21 2016-05-19 N N N 2500000.00 2500000.00 0.0081 N 2499700.00 2499700.00 WELLS FARGO SECURITIES, LLC Joint Account III 0.140000% 92845028779162WEL 0001224385 Government Agency Repurchase Agreement N FANNIE MAE 2024-09-01 2.000000 Government Agency Debt 24107.99 21851.79 FANNIE MAE 2025-02-01 2.500000 Government Agency Debt 38273.46 36492.82 FANNIE MAE 2025-02-01 3.000000 Government Agency Debt 88927.32 85562.46 FANNIE MAE 2025-04-01 2.500000 Government Agency Debt 360944.40 339061.39 FANNIE MAE 2025-05-01 3.000000 Government Agency Debt 22007.69 21196.05 FANNIE MAE 2025-07-01 2.500000 Government Agency Debt 279890.10 272445.31 FANNIE MAE 2026-06-01 3.500000 Government Agency Debt 6155.23 6157.11 FANNIE MAE 2028-07-01 3.500000 Government Agency Debt 780638.69 777310.49 FANNIE MAE 2028-10-01 3.000000 Government Agency Debt 36737.29 33802.71 FANNIE MAE 2028-12-01 3.000000 Government Agency Debt 9302.37 8587.50 FANNIE MAE 2029-01-01 2.500000 Government Agency Debt 87921.25 78560.58 FANNIE MAE 2029-04-01 3.000000 Government Agency Debt 9841.56 9176.94 FANNIE MAE 2029-04-01 3.500000 Government Agency Debt 17125.05 16575.08 FANNIE MAE 2029-07-01 3.000000 Government Agency Debt 935253.09 836195.67 FANNIE MAE 2029-07-01 3.500000 Government Agency Debt 72246.47 70778.38 FANNIE MAE 2029-08-01 3.500000 Government Agency Debt 34324.34 33718.18 FANNIE MAE 2029-08-01 3.500000 Government Agency Debt 17396.94 16872.03 FANNIE MAE 2029-09-01 3.500000 Government Agency Debt 31550.99 30769.93 FANNIE MAE 2029-10-01 3.000000 Government Agency Debt 32178.18 29483.35 FANNIE MAE 2029-10-01 3.500000 Government Agency Debt 76122.80 75840.82 FANNIE MAE 2029-10-01 3.500000 Government Agency Debt 14802.13 13704.07 FANNIE MAE 2029-10-01 3.500000 Government Agency Debt 9745.78 8863.05 FANNIE MAE 2029-11-01 3.000000 Government Agency Debt 76744.00 70827.52 FANNIE MAE 2029-11-01 3.000000 Government Agency Debt 54594.57 53150.76 FANNIE MAE 2029-11-01 3.000000 Government Agency Debt 21515.75 20243.87 FANNIE MAE 2029-11-01 3.000000 Government Agency Debt 21885.26 19941.75 FANNIE MAE 2029-11-01 3.500000 Government Agency Debt 52104.03 52140.34 FANNIE MAE 2029-12-01 3.000000 Government Agency Debt 10839.19 10373.99 FANNIE MAE 2029-12-01 3.000000 Government Agency Debt 11094.80 10212.38 FANNIE MAE 2029-12-01 3.000000 Government Agency Debt 8489.40 7935.77 FANNIE MAE 2029-12-01 3.500000 Government Agency Debt 356613.20 341592.18 FANNIE MAE 2029-12-01 3.500000 Government Agency Debt 159808.97 155136.02 FANNIE MAE 2029-12-01 3.500000 Government Agency Debt 9425.50 8928.44 FANNIE MAE 2030-01-01 2.500000 Government Agency Debt 40289.27 37859.49 FANNIE MAE 2030-01-01 3.000000 Government Agency Debt 10935.72 10570.48 FANNIE MAE 2030-01-01 3.500000 Government Agency Debt 1778.69 1674.56 FANNIE MAE 2030-02-01 2.500000 Government Agency Debt 644351.80 607870.74 FANNIE MAE 2030-02-01 3.500000 Government Agency Debt 78920.04 76479.32 FANNIE MAE 2030-03-01 2.000000 Government Agency Debt 86010.80 82202.80 FANNIE MAE 2030-03-01 3.000000 Government Agency Debt 27087.12 24954.88 FANNIE MAE 2030-03-01 3.000000 Government Agency Debt 7029.82 6701.23 FANNIE MAE 2030-03-01 3.000000 Government Agency Debt 5529.18 5529.79 FANNIE MAE 2030-03-01 3.500000 Government Agency Debt 102788.56 100014.50 FANNIE MAE 2030-03-01 3.500000 Government Agency Debt 55738.45 55895.51 FANNIE MAE 2030-04-01 2.000000 Government Agency Debt 130470.10 124124.64 FANNIE MAE 2030-04-01 2.000000 Government Agency Debt 77260.11 73836.33 FANNIE MAE 2030-04-01 2.000000 Government Agency Debt 17818.16 16140.62 FANNIE MAE 2030-04-01 3.000000 Government Agency Debt 295255.23 285339.43 FANNIE MAE 2030-04-01 3.000000 Government Agency Debt 129626.87 129297.66 FANNIE MAE 2030-04-01 3.500000 Government Agency Debt 854893.14 832148.47 FANNIE MAE 2030-05-01 2.000000 Government Agency Debt 6620.63 6384.41 FANNIE MAE 2030-05-01 2.500000 Government Agency Debt 51793.22 50899.59 FANNIE MAE 2030-05-01 3.000000 Government Agency Debt 148901.87 145951.77 FANNIE MAE 2030-05-01 3.000000 Government Agency Debt 138150.73 137347.13 FANNIE MAE 2030-05-01 3.000000 Government Agency Debt 55183.15 52328.32 FANNIE MAE 2030-05-01 3.000000 Government Agency Debt 163.32 154.15 FANNIE MAE 2030-05-01 3.500000 Government Agency Debt 10150.01 10131.95 FANNIE MAE 2030-06-01 2.000000 Government Agency Debt 76154.56 73822.76 FANNIE MAE 2030-06-01 2.000000 Government Agency Debt 60514.88 59585.95 FANNIE MAE 2030-06-01 2.000000 Government Agency Debt 21272.85 19853.83 FANNIE MAE 2030-06-01 2.000000 Government Agency Debt 13740.66 13166.24 FANNIE MAE 2030-06-01 2.000000 Government Agency Debt 11453.07 11276.04 FANNIE MAE 2030-06-01 2.000000 Government Agency Debt 1341.87 1278.41 FANNIE MAE 2030-06-01 2.000000 Government Agency Debt 858.86 834.34 FANNIE MAE 2030-06-01 2.500000 Government Agency Debt 15559.06 15189.30 FANNIE MAE 2030-06-01 2.500000 Government Agency Debt 4081.05 4050.21 FANNIE MAE 2030-06-01 3.000000 Government Agency Debt 198302.04 191116.25 FANNIE MAE 2030-06-01 3.000000 Government Agency Debt 37213.22 33696.06 FANNIE MAE 2030-06-01 3.000000 Government Agency Debt 703.75 696.36 FANNIE MAE 2030-06-01 3.000000 Government Agency Debt 379.47 375.71 FANNIE MAE 2030-07-01 2.000000 Government Agency Debt 35066.72 33481.38 FANNIE MAE 2030-07-01 2.000000 Government Agency Debt 3808.21 3686.54 FANNIE MAE 2030-07-01 2.000000 Government Agency Debt 1042.32 1015.61 FANNIE MAE 2030-07-01 2.000000 Government Agency Debt 858.69 838.72 FANNIE MAE 2030-07-01 2.500000 Government Agency Debt 670782.57 655863.79 FANNIE MAE 2030-07-01 2.500000 Government Agency Debt 104973.73 102788.25 FANNIE MAE 2030-07-01 2.500000 Government Agency Debt 16069.73 15418.00 FANNIE MAE 2030-07-01 3.500000 Government Agency Debt 3286806.28 3294386.48 FANNIE MAE 2030-08-01 2.000000 Government Agency Debt 84701.72 83382.24 FANNIE MAE 2030-08-01 2.000000 Government Agency Debt 78777.07 77589.38 FANNIE MAE 2030-08-01 2.000000 Government Agency Debt 75006.14 72975.29 FANNIE MAE 2030-08-01 2.500000 Government Agency Debt 188001.40 188180.82 FANNIE MAE 2030-09-01 2.000000 Government Agency Debt 77414.92 76256.67 FANNIE MAE 2030-09-01 2.000000 Government Agency Debt 75572.49 73885.30 FANNIE MAE 2030-09-01 2.000000 Government Agency Debt 29895.51 29465.50 FANNIE MAE 2030-09-01 2.500000 Government Agency Debt 744688.73 745176.29 FANNIE MAE 2030-09-01 2.500000 Government Agency Debt 43089.73 42486.17 FANNIE MAE 2030-10-01 2.000000 Government Agency Debt 47788.29 46954.08 FANNIE MAE 2030-10-01 2.000000 Government Agency Debt 38050.51 37663.72 FANNIE MAE 2030-10-01 2.000000 Government Agency Debt 15405.69 15251.29 FANNIE MAE 2030-10-01 2.500000 Government Agency Debt 121503.64 120705.51 FANNIE MAE 2030-10-01 2.500000 Government Agency Debt 6772.05 6801.50 FANNIE MAE 2030-11-01 2.000000 Government Agency Debt 98056.14 96976.27 FANNIE MAE 2030-11-01 2.000000 Government Agency Debt 34195.73 34004.30 FANNIE MAE 2034-01-01 3.500000 Government Agency Debt 32231.97 28862.56 FANNIE MAE 2034-11-01 4.000000 Government Agency Debt 49891.56 45132.27 FANNIE MAE 2035-02-01 2.500000 Government Agency Debt 751963.29 749735.13 FANNIE MAE 2035-02-01 2.500000 Government Agency Debt 71811.02 66486.99 FANNIE MAE 2035-02-01 3.000000 Government Agency Debt 329307.20 320070.52 FANNIE MAE 2035-03-01 3.000000 Government Agency Debt 630416.26 609371.01 FANNIE MAE 2035-04-01 3.500000 Government Agency Debt 17673.45 17608.23 FANNIE MAE 2035-06-01 3.000000 Government Agency Debt 49583.80 49525.87 FANNIE MAE 2040-01-01 3.500000 Government Agency Debt 75538.36 75533.50 FANNIE MAE 2040-05-01 6.500000 Government Agency Debt 24900.85 23926.99 FANNIE MAE 2041-09-01 5.000000 Government Agency Debt 22478.18 20140.46 FANNIE MAE 2042-01-01 3.500000 Government Agency Debt 1771082.73 1594624.34 FANNIE MAE 2042-05-01 5.000000 Government Agency Debt 25671.59 23068.13 FANNIE MAE 2043-03-01 2.500000 Government Agency Debt 1063.38 962.71 FANNIE MAE 2043-04-01 2.500000 Government Agency Debt 3866.58 3549.24 FANNIE MAE 2043-05-01 2.500000 Government Agency Debt 7942.54 7311.70 FANNIE MAE 2043-05-01 3.500000 Government Agency Debt 11968.50 10887.95 FANNIE MAE 2043-05-01 3.500000 Government Agency Debt 10258.72 9277.30 FANNIE MAE 2043-07-01 2.500000 Government Agency Debt 8087.63 7471.01 FANNIE MAE 2043-08-01 2.500000 Government Agency Debt 83373.56 74082.41 FANNIE MAE 2043-08-01 2.500000 Government Agency Debt 13936.06 12800.35 FANNIE MAE 2043-08-01 3.000000 Government Agency Debt 10867.16 10146.86 FANNIE MAE 2043-09-01 3.000000 Government Agency Debt 18154.96 16950.62 FANNIE MAE 2043-09-01 3.000000 Government Agency Debt 17793.54 16945.18 FANNIE MAE 2043-09-01 3.000000 Government Agency Debt 6694.77 6137.96 FANNIE MAE 2043-11-01 4.500000 Government Agency Debt 622172.08 606305.40 FANNIE MAE 2043-12-01 4.000000 Government Agency Debt 22541.92 20608.53 FANNIE MAE 2043-12-01 4.000000 Government Agency Debt 22514.09 20375.66 FANNIE MAE 2044-02-01 4.000000 Government Agency Debt 806688.14 733654.14 FANNIE MAE 2044-03-01 3.000000 Government Agency Debt 2666.96 2587.49 FANNIE MAE 2044-04-01 4.000000 Government Agency Debt 68391.45 68597.48 FANNIE MAE 2044-05-01 3.500000 Government Agency Debt 11968.50 11687.52 FANNIE MAE 2044-06-01 4.000000 Government Agency Debt 170978.63 164376.25 FANNIE MAE 2044-06-01 4.000000 Government Agency Debt 35388.92 33220.12 FANNIE MAE 2044-06-01 4.500000 Government Agency Debt 661448.43 639733.02 FANNIE MAE 2044-07-01 4.500000 Government Agency Debt 140359.74 124563.47 FANNIE MAE 2044-08-01 3.500000 Government Agency Debt 193272.33 179326.45 FANNIE MAE 2044-09-01 3.500000 Government Agency Debt 70101.24 62370.37 FANNIE MAE 2044-09-01 3.500000 Government Agency Debt 683.91 669.07 FANNIE MAE 2044-09-01 4.000000 Government Agency Debt 160809.30 161107.76 FANNIE MAE 2044-10-01 4.000000 Government Agency Debt 34414.89 30906.64 FANNIE MAE 2044-11-01 3.000000 Government Agency Debt 7092.67 6868.93 FANNIE MAE 2044-11-01 3.500000 Government Agency Debt 371255.61 356588.07 FANNIE MAE 2044-11-01 3.500000 Government Agency Debt 79075.12 71997.73 FANNIE MAE 2044-11-01 4.000000 Government Agency Debt 44494.18 42740.01 FANNIE MAE 2044-12-01 3.000000 Government Agency Debt 42223.72 41632.78 FANNIE MAE 2044-12-01 3.000000 Government Agency Debt 16351.71 16148.49 FANNIE MAE 2044-12-01 3.000000 Government Agency Debt 4797.46 4458.34 FANNIE MAE 2044-12-01 3.000000 Government Agency Debt 3658.22 3338.60 FANNIE MAE 2044-12-01 3.500000 Government Agency Debt 2611.46 2559.14 FANNIE MAE 2044-12-01 4.000000 Government Agency Debt 584190.99 570590.66 FANNIE MAE 2044-12-01 4.000000 Government Agency Debt 83894.46 78666.31 FANNIE MAE 2044-12-01 4.000000 Government Agency Debt 51293.59 50508.18 FANNIE MAE 2044-12-01 4.000000 Government Agency Debt 39109.51 36077.31 FANNIE MAE 2044-12-01 4.000000 Government Agency Debt 30273.20 27507.45 FANNIE MAE 2045-01-01 2.500000 Government Agency Debt 3436.23 3278.89 FANNIE MAE 2045-01-01 3.000000 Government Agency Debt 158461.04 146688.51 FANNIE MAE 2045-01-01 3.000000 Government Agency Debt 37084.55 34408.90 FANNIE MAE 2045-01-01 3.000000 Government Agency Debt 11426.47 10294.86 FANNIE MAE 2045-01-01 3.000000 Government Agency Debt 1718.10 1702.26 FANNIE MAE 2045-01-01 3.500000 Government Agency Debt 270411.90 265487.30 FANNIE MAE 2045-01-01 3.500000 Government Agency Debt 136566.24 132856.58 FANNIE MAE 2045-01-01 3.500000 Government Agency Debt 104.26 94.21 FANNIE MAE 2045-01-01 4.000000 Government Agency Debt 57908.61 54512.19 FANNIE MAE 2045-01-01 4.000000 Government Agency Debt 28728.34 28353.25 FANNIE MAE 2045-01-01 4.000000 Government Agency Debt 18559.35 17641.30 FANNIE MAE 2045-02-01 3.000000 Government Agency Debt 188514.20 177753.59 FANNIE MAE 2045-02-01 3.000000 Government Agency Debt 131222.23 117316.30 FANNIE MAE 2045-02-01 3.000000 Government Agency Debt 3420.60 3290.86 FANNIE MAE 2045-02-01 3.000000 Government Agency Debt 2282.36 2102.76 FANNIE MAE 2045-02-01 3.500000 Government Agency Debt 5129.36 5073.38 FANNIE MAE 2045-02-01 4.000000 Government Agency Debt 297989.14 288567.37 FANNIE MAE 2045-02-01 4.000000 Government Agency Debt 279521.74 276876.77 FANNIE MAE 2045-02-01 4.000000 Government Agency Debt 34406.88 33698.55 FANNIE MAE 2045-03-01 3.000000 Government Agency Debt 187360.98 181406.07 FANNIE MAE 2045-03-01 3.000000 Government Agency Debt 67556.29 67079.50 FANNIE MAE 2045-03-01 3.000000 Government Agency Debt 36028.62 35832.88 FANNIE MAE 2045-03-01 3.000000 Government Agency Debt 5664.25 5535.91 FANNIE MAE 2045-03-01 4.500000 Government Agency Debt 12994.38 12187.60 FANNIE MAE 2045-04-01 3.000000 Government Agency Debt 273279.38 265238.36 FANNIE MAE 2045-04-01 3.000000 Government Agency Debt 262634.56 261207.33 FANNIE MAE 2045-04-01 3.000000 Government Agency Debt 227367.48 223754.81 FANNIE MAE 2045-04-01 3.000000 Government Agency Debt 179616.47 172032.33 FANNIE MAE 2045-04-01 3.000000 Government Agency Debt 127243.77 126447.96 FANNIE MAE 2045-04-01 3.000000 Government Agency Debt 92170.24 91293.01 FANNIE MAE 2045-04-01 3.000000 Government Agency Debt 43910.80 40297.30 FANNIE MAE 2045-04-01 3.000000 Government Agency Debt 38838.38 38626.64 FANNIE MAE 2045-04-01 3.000000 Government Agency Debt 4286.06 4136.83 FANNIE MAE 2045-04-01 3.500000 Government Agency Debt 341957.26 319533.55 FANNIE MAE 2045-04-01 3.500000 Government Agency Debt 3060.38 3038.60 FANNIE MAE 2045-04-01 4.000000 Government Agency Debt 108391.05 107920.65 FANNIE MAE 2045-05-01 2.500000 Government Agency Debt 40767.90 39139.78 FANNIE MAE 2045-05-01 3.000000 Government Agency Debt 1234119.29 1215206.08 FANNIE MAE 2045-05-01 3.000000 Government Agency Debt 68391.45 65775.38 FANNIE MAE 2045-05-01 3.000000 Government Agency Debt 17097.86 16953.11 FANNIE MAE 2045-05-01 3.000000 Government Agency Debt 6760.94 6652.03 FANNIE MAE 2045-05-01 3.000000 Government Agency Debt 357.04 348.76 FANNIE MAE 2045-06-01 3.000000 Government Agency Debt 139419.19 137639.54 FANNIE MAE 2045-06-01 3.000000 Government Agency Debt 34355.25 34253.55 FANNIE MAE 2045-06-01 3.000000 Government Agency Debt 34235.05 34205.71 FANNIE MAE 2045-06-01 3.000000 Government Agency Debt 34252.08 34135.44 FANNIE MAE 2045-06-01 3.000000 Government Agency Debt 11113.68 10707.57 FANNIE MAE 2045-06-01 3.000000 Government Agency Debt 5687.16 5607.31 FANNIE MAE 2045-06-01 3.000000 Government Agency Debt 5167.86 5161.50 FANNIE MAE 2045-06-01 3.000000 Government Agency Debt 3419.61 3328.24 FANNIE MAE 2045-06-01 3.500000 Government Agency Debt 113603.98 113611.54 FANNIE MAE 2045-06-01 4.000000 Government Agency Debt 129730.44 123219.44 FANNIE MAE 2045-07-01 2.500000 Government Agency Debt 54862.49 52638.51 FANNIE MAE 2045-07-01 3.000000 Government Agency Debt 139367.48 140012.18 FANNIE MAE 2045-07-01 3.000000 Government Agency Debt 110992.14 107188.31 FANNIE MAE 2045-07-01 3.000000 Government Agency Debt 71465.48 71276.68 FANNIE MAE 2045-07-01 3.000000 Government Agency Debt 65823.63 65871.26 FANNIE MAE 2045-07-01 3.000000 Government Agency Debt 66032.87 63274.47 FANNIE MAE 2045-07-01 3.000000 Government Agency Debt 55857.62 55887.58 FANNIE MAE 2045-07-01 3.500000 Government Agency Debt 145917.78 144577.82 FANNIE MAE 2045-07-01 4.000000 Government Agency Debt 221312.10 222046.66 FANNIE MAE 2045-08-01 3.000000 Government Agency Debt 327576.89 327929.72 FANNIE MAE 2045-08-01 3.000000 Government Agency Debt 150473.47 150298.42 FANNIE MAE 2045-08-01 3.000000 Government Agency Debt 124178.49 123644.39 FANNIE MAE 2045-08-01 3.000000 Government Agency Debt 73268.51 73252.27 FANNIE MAE 2045-08-01 3.000000 Government Agency Debt 68517.19 66015.46 FANNIE MAE 2045-08-01 3.000000 Government Agency Debt 64125.09 64235.10 FANNIE MAE 2045-08-01 3.000000 Government Agency Debt 45476.96 45595.25 FANNIE MAE 2045-08-01 3.000000 Government Agency Debt 37221.94 37299.47 FANNIE MAE 2045-08-01 3.000000 Government Agency Debt 36310.87 36404.97 FANNIE MAE 2045-08-01 3.000000 Government Agency Debt 17222.27 17090.51 FANNIE MAE 2045-09-01 3.000000 Government Agency Debt 2312733.00 2311816.69 FANNIE MAE 2045-09-01 3.000000 Government Agency Debt 199642.27 200239.60 FANNIE MAE 2045-09-01 3.000000 Government Agency Debt 137485.73 137639.68 FANNIE MAE 2045-09-01 3.000000 Government Agency Debt 131137.97 131553.08 FANNIE MAE 2045-09-01 3.000000 Government Agency Debt 108415.74 108511.11 FANNIE MAE 2045-09-01 3.000000 Government Agency Debt 84514.19 84701.89 FANNIE MAE 2045-09-01 3.000000 Government Agency Debt 36450.35 36567.54 FANNIE MAE 2045-09-01 3.000000 Government Agency Debt 19141.74 19176.55 FANNIE MAE 2045-09-01 3.000000 Government Agency Debt 4926.37 4917.07 FANNIE MAE 2045-09-01 3.000000 Government Agency Debt 952.90 957.34 FANNIE MAE 2045-09-01 3.500000 Government Agency Debt 57135.93 51033.09 FANNIE MAE 2045-10-01 3.000000 Government Agency Debt 624628.90 627565.36 FANNIE MAE 2045-10-01 3.000000 Government Agency Debt 145712.47 146384.28 FANNIE MAE 2045-10-01 3.000000 Government Agency Debt 137040.94 137639.68 FANNIE MAE 2045-10-01 3.000000 Government Agency Debt 120171.68 120691.11 FANNIE MAE 2045-10-01 3.000000 Government Agency Debt 53443.41 53668.93 FANNIE MAE 2045-10-01 3.000000 Government Agency Debt 34250.68 34409.93 FANNIE MAE 2045-10-01 3.000000 Government Agency Debt 18470.68 18473.32 FANNIE MAE 2045-10-01 3.000000 Government Agency Debt 8563.09 8602.48 FANNIE MAE 2045-10-01 3.000000 Government Agency Debt 6488.74 6518.56 FANNIE MAE 2045-10-01 3.000000 Government Agency Debt 3102.78 3098.30 FANNIE MAE 2045-10-01 3.000000 Government Agency Debt 1712.62 1720.49 FANNIE MAE 2045-11-01 3.000000 Government Agency Debt 957212.46 961216.40 FANNIE MAE 2045-11-01 3.000000 Government Agency Debt 220961.56 221276.27 FANNIE MAE 2045-11-01 3.000000 Government Agency Debt 1244.11 1248.86 FREDDIE MAC 2022-12-01 5.500000 Government Agency Debt 13567.67 13403.19 FREDDIE MAC 2024-04-01 5.000000 Government Agency Debt 13308.98 12579.75 FREDDIE MAC 2025-03-01 2.500000 Government Agency Debt 556176.96 533283.50 FREDDIE MAC 2025-08-01 3.000000 Government Agency Debt 34849.75 34438.34 FREDDIE MAC 2029-07-01 3.000000 Government Agency Debt 2393.70 2233.77 FREDDIE MAC 2029-10-01 3.000000 Government Agency Debt 5544.19 5433.43 FREDDIE MAC 2029-10-01 3.500000 Government Agency Debt 5747.45 5353.24 FREDDIE MAC 2029-11-01 3.500000 Government Agency Debt 37513.77 37153.42 FREDDIE MAC 2029-12-01 4.000000 Government Agency Debt 271292.23 260546.06 FREDDIE MAC 2030-01-01 3.500000 Government Agency Debt 6790.66 6225.06 FREDDIE MAC 2030-02-01 3.000000 Government Agency Debt 20111.02 19411.41 FREDDIE MAC 2030-04-01 3.500000 Government Agency Debt 45058.34 43221.28 FREDDIE MAC 2030-05-01 3.500000 Government Agency Debt 20565.96 18977.91 FREDDIE MAC 2030-10-01 2.000000 Government Agency Debt 71960.49 71038.34 FREDDIE MAC 2031-06-01 5.000000 Government Agency Debt 2564.68 2561.64 FREDDIE MAC 2033-09-01 3.500000 Government Agency Debt 50637.89 45768.28 FREDDIE MAC 2033-10-01 3.500000 Government Agency Debt 45926.74 44671.38 FREDDIE MAC 2034-08-01 3.500000 Government Agency Debt 621507.45 552982.91 FREDDIE MAC 2034-11-01 3.500000 Government Agency Debt 649722.31 617658.55 FREDDIE MAC 2034-11-01 3.500000 Government Agency Debt 98166.46 92377.77 FREDDIE MAC 2035-01-01 3.500000 Government Agency Debt 68391.45 65630.83 FREDDIE MAC 2041-06-01 5.500000 Government Agency Debt 11811.72 10949.13 FREDDIE MAC 2043-03-01 3.000000 Government Agency Debt 17097.86 15443.88 FREDDIE MAC 2043-03-01 3.500000 Government Agency Debt 875.62 779.94 FREDDIE MAC 2043-04-01 3.500000 Government Agency Debt 1042969.63 970679.93 FREDDIE MAC 2043-06-01 3.500000 Government Agency Debt 3623.82 3378.33 FREDDIE MAC 2043-11-01 4.000000 Government Agency Debt 771.11 713.02 FREDDIE MAC 2044-01-01 3.500000 Government Agency Debt 2421614.07 2310824.37 FREDDIE MAC 2044-03-01 4.500000 Government Agency Debt 8442.86 7730.11 FREDDIE MAC 2044-04-01 3.500000 Government Agency Debt 1357.50 1226.91 FREDDIE MAC 2044-05-01 3.500000 Government Agency Debt 3454.93 3210.26 FREDDIE MAC 2044-05-01 3.500000 Government Agency Debt 1232.76 1151.68 FREDDIE MAC 2044-05-01 3.500000 Government Agency Debt 861.19 832.43 FREDDIE MAC 2044-05-01 4.000000 Government Agency Debt 23937.01 22494.36 FREDDIE MAC 2044-06-01 3.500000 Government Agency Debt 1694.53 1566.16 FREDDIE MAC 2044-07-01 3.500000 Government Agency Debt 1454.41 1392.35 FREDDIE MAC 2044-08-01 3.500000 Government Agency Debt 10261.32 9629.14 FREDDIE MAC 2044-09-01 3.500000 Government Agency Debt 10242.51 9772.86 FREDDIE MAC 2044-09-01 3.500000 Government Agency Debt 4616.42 4443.26 FREDDIE MAC 2044-09-01 4.000000 Government Agency Debt 201871.05 198683.66 FREDDIE MAC 2044-10-01 4.000000 Government Agency Debt 6653.80 6167.27 FREDDIE MAC 2044-10-01 4.500000 Government Agency Debt 860875.37 794646.60 FREDDIE MAC 2044-10-01 4.500000 Government Agency Debt 668571.47 636411.31 FREDDIE MAC 2044-10-01 4.500000 Government Agency Debt 115491.69 104443.35 FREDDIE MAC 2044-11-01 4.000000 Government Agency Debt 2564.68 2342.41 FREDDIE MAC 2044-12-01 3.500000 Government Agency Debt 273565.80 254358.99 FREDDIE MAC 2044-12-01 4.000000 Government Agency Debt 286586.03 275373.08 FREDDIE MAC 2044-12-01 4.000000 Government Agency Debt 229607.78 223937.79 FREDDIE MAC 2044-12-01 4.000000 Government Agency Debt 160395.91 155158.66 FREDDIE MAC 2044-12-01 4.000000 Government Agency Debt 43684.66 41279.64 FREDDIE MAC 2045-01-01 3.500000 Government Agency Debt 27356.58 26513.07 FREDDIE MAC 2045-01-01 4.500000 Government Agency Debt 1413.00 1333.74 FREDDIE MAC 2045-02-01 4.000000 Government Agency Debt 1408494.48 1406991.40 FREDDIE MAC 2045-02-01 4.000000 Government Agency Debt 193474.15 184858.30 FREDDIE MAC 2045-03-01 3.000000 Government Agency Debt 361.48 351.60 FREDDIE MAC 2045-04-01 2.500000 Government Agency Debt 21263.28 20251.56 FREDDIE MAC 2045-04-01 3.000000 Government Agency Debt 102587.18 100339.77 FREDDIE MAC 2045-04-01 3.000000 Government Agency Debt 422.01 419.48 FREDDIE MAC 2045-04-01 4.000000 Government Agency Debt 81721.12 76857.25 FREDDIE MAC 2045-07-01 3.000000 Government Agency Debt 648.56 643.32 FREDDIE MAC 2045-07-01 4.000000 Government Agency Debt 1833.37 1816.85 FREDDIE MAC 2045-07-01 4.500000 Government Agency Debt 11040.09 10982.91 FREDDIE MAC 2045-08-01 3.000000 Government Agency Debt 861.73 856.77 FREDDIE MAC 2045-08-01 3.500000 Government Agency Debt 42963.61 42199.17 FREDDIE MAC 2045-08-01 4.500000 Government Agency Debt 40165.58 36175.73 FREDDIE MAC 2045-09-01 3.000000 Government Agency Debt 134522.84 134347.79 FREDDIE MAC 2045-10-01 3.000000 Government Agency Debt 34389.92 34526.36 First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 42744656.92 42744656.92 0.1387 N 42744656.92 42744656.92 WESTPAC BANKING CORPORATION WESTPAC BANKING CORPORATION 0.584398% 91621CNQ0 Other Note N First Tier Security N/A N/A 2015-12-01 2016-05-31 N N N 4000000.00 4000000.00 0.0130 N 3999608.00 3999608.00