N-MFP1 0001046292 XXXXXXXX 2016-04-29 0001046292 5493002O7C5F22B7X327 S000009354 2 N N 333-35883 Goldman Sachs Asset Management, L.P. 801-37591 PricewaterhouseCoopers LLP Boston MA Goldman Sachs Asset Management, L.P. 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2035-03-01 3.000000 20315.83 18754.72 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-09-01 3.000000 1043.40 1032.83 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-09-01 6.000000 82723.44 9747.70 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-05-01 5.000000 111626.37 8805.58 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-10-01 4.500000 69520.90 5470.96 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-10-01 5.000000 340042.39 47426.45 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-01-01 3.500000 55489.19 8793.60 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-01-01 3.000000 2642.27 698.66 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-02-01 3.000000 27158.39 10225.85 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-02-01 3.500000 3510.77 906.08 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-02-01 4.500000 58507.00 17507.37 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-03-01 4.000000 105520.74 25511.85 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-03-01 3.500000 48691.98 20110.84 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-09-01 3.500000 13390.30 7505.19 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-09-01 3.500000 14843.17 6850.48 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-03-01 5.500000 16878.25 2502.40 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-08-01 6.000000 7790.72 613.06 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-08-01 6.500000 16067.62 1191.64 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-09-01 7.000000 24.39 2.85 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-11-01 5.500000 20110.23 1066.04 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-12-01 5.500000 22885.23 1058.73 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-02-01 6.000000 23287.48 2125.19 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-07-01 5.500000 154840.51 9098.46 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-03-01 3.000000 22726.28 18315.15 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-01-01 5.500000 116941.73 3489.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2042-09-20 3.500000 84280.76 53544.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2042-10-20 3.500000 989624.19 622037.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-05-20 3.000000 1322944.72 985545.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-03-20 3.500000 110.82 100.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2044-11-20 4.000000 97983.61 66009.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-04-20 4.000000 694395.96 744775.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-04-20 4.500000 16363.96 17643.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-01-20 3.500000 246587.89 257336.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-04-20 4.000000 625.98 678.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2027-01-20 3.000000 263359.74 122597.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-10-20 4.000000 62.20 25.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-10-20 4.000000 6923.39 2791.49 Agency Mortgage-Backed Securities STRIP PRINC 2039-11-15 0.00 65734.18 35127.03 U.S. Treasuries (including strips) STRIP PRINC 2043-11-15 0.00 43822.78 20610.29 U.S. Treasuries (including strips) STRIP PRINC 2044-02-15 0.00 136337.55 63077.93 U.S. Treasuries (including strips) STRIP PRINC 2044-08-15 0.00 21911.39 9887.52 U.S. Treasuries (including strips) STRIP PRINC 2045-05-15 0.00 40170.89 17675.19 U.S. Treasuries (including strips) STRIP PRINC 2045-08-15 0.00 70603.38 30789.43 U.S. Treasuries (including strips) STRIPS 2035-02-15 0.00 444977.17 276580.01 U.S. Treasuries (including strips) STRIPS 2028-05-15 0.00 719862.28 552494.30 U.S. Treasuries (including strips) STRIPS 2029-05-15 0.00 5.77 4.31 U.S. Treasuries (including strips) STRIPS 2037-05-15 0.00 17.12 9.84 U.S. Treasuries (including strips) TSY INFL IX N/B 2045-02-15 0.750000 536687.91 521594.73 U.S. Treasuries (including strips) TSY INFL IX N/B 2017-01-15 2.375000 432732.96 526227.24 U.S. Treasuries (including strips) TSY INFL IX N/B 2023-07-15 0.375000 1173.48 1234.73 U.S. Treasuries (including strips) US TREASURY N/B 2020-11-30 2.000000 632764.49 658550.50 U.S. Treasuries (including strips) US TREASURY N/B 2019-11-30 1.500000 17.04 17.41 U.S. Treasuries (including strips) FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-11-01 3.000000 129866.58 102946.56 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-07-01 3.500000 2430.53 1923.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2042-08-20 3.500000 38.61 23.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2042-11-20 3.500000 13664.99 8441.29 Agency Mortgage-Backed Securities First Tier Security N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0030 17042194.09 17042194.09 17042194.09 0.0512 N Y Y N CITIGROUP GLOBAL MARKETS INC. Joint Account III 0.300000% 0000315030 102061779779162CGM U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N TINT 05/15/21 2021-05-15 0.00 64176.42 59781.61 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-07-01 5.000000 705221.18 34284.03 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-01-01 5.000000 363682.37 25513.41 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-09-01 5.000000 376701.05 19917.21 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-10-01 5.000000 749812.72 43923.87 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-12-01 5.000000 527312.36 31345.68 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-05-01 5.000000 73037.97 5145.79 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-06-01 5.000000 594782.31 39194.54 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-05-01 5.000000 78334.10 4882.61 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-10-01 5.000000 394733.05 29195.57 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-03-01 5.000000 449377.14 26166.22 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-12-01 5.000000 122380.68 8862.89 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-05-01 6.000000 0.05 0.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-12-01 4.000000 75389.21 33872.16 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-12-01 4.500000 52407.18 24194.07 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-01-01 4.000000 214078.00 73660.89 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-09-01 5.000000 28686.78 4788.35 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-04-01 4.500000 21424.47 7018.85 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-09-01 3.500000 47120.35 25810.38 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-09-01 3.500000 8027.02 7743.10 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-04-01 3.000000 4227.12 4157.78 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-12-01 3.500000 8458.84 5273.20 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-08-01 2.500000 12885.77 8278.10 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-10-01 3.500000 9378.15 4758.42 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-11-01 2.500000 64273.42 48898.95 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-04-01 3.500000 54720.93 51801.92 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-04-01 6.000000 142058.86 9610.90 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-11-01 5.500000 36.76 2.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-08-01 6.000000 68982.71 5367.63 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-10-01 3.500000 493596.48 97393.10 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-08-01 4.500000 26926.67 6692.10 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-08-01 5.000000 71820.68 6127.11 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-09-01 5.000000 73037.97 4796.92 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-11-01 7.000000 40.07 1.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-10-01 6.000000 92047.81 8945.74 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-12-01 6.000000 183799.97 6167.11 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-05-01 4.500000 43167.68 8172.61 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-06-01 4.500000 846144.94 31763.29 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-07-01 5.000000 81776.04 6825.62 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-04-01 4.000000 133902.95 16491.27 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-06-01 4.000000 716569.14 27667.90 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-01-01 4.500000 63830.42 5322.28 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-02-01 5.000000 957918.36 82268.25 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-12-01 3.000000 64516.88 26622.90 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-02-01 3.500000 23244.14 6871.22 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-04-01 3.500000 63065.95 16631.31 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-04-01 2.500000 135994.96 50814.81 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-05-01 2.500000 318786.41 136016.60 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-08-01 2.500000 570304.85 258792.22 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-09-01 2.500000 236689.54 111737.54 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-03-01 2.500000 121593.23 68443.69 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-05-01 2.500000 96946.25 55089.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-05-20 4.000000 594.07 533.62 Agency Mortgage-Backed Securities STRIP PRINC 2044-11-15 0.00 121.73 54.12 U.S. Treasuries (including strips) STRIPS 2031-08-15 0.00 363305.30 252548.06 U.S. Treasuries (including strips) STRIPS 2032-02-15 0.00 976998.34 669185.24 U.S. Treasuries (including strips) STRIPS 2034-02-15 0.00 474719.57 302970.77 U.S. Treasuries (including strips) STRIPS 2035-02-15 0.00 1.97 1.22 U.S. Treasuries (including strips) STRIPS 2035-08-15 0.00 446730.44 271183.26 U.S. Treasuries (including strips) STRIPS 2036-02-15 0.00 137302.82 82347.37 U.S. Treasuries (including strips) STRIPS 2036-08-15 0.00 271391.95 159643.61 U.S. Treasuries (including strips) STRIPS 2041-08-15 0.00 3.75 1.83 U.S. Treasuries (including strips) US TREASURY N/B 2039-11-15 4.375000 315095.56 425401.67 U.S. Treasuries (including strips) US TREASURY N/B 2040-05-15 4.375000 752.29 1015.98 U.S. Treasuries (including strips) US TREASURY N/B 2042-02-15 3.125000 289933.98 319853.13 U.S. Treasuries (including strips) US TREASURY N/B 2042-05-15 3.000000 12002.57 13017.29 U.S. Treasuries (including strips) US TREASURY N/B 2042-11-15 2.750000 859871.21 885840.35 U.S. Treasuries (including strips) US TREASURY N/B 2019-09-30 1.750000 702603.41 720154.87 U.S. Treasuries (including strips) US TREASURY N/B 2017-02-15 4.625000 8564.92 8919.45 U.S. Treasuries (including strips) US TREASURY N/B 2018-05-31 2.375000 105656.73 110092.89 U.S. Treasuries (including strips) US TREASURY N/B 2017-06-30 0.750000 52358.49 52537.07 U.S. Treasuries (including strips) US TREASURY N/B 2018-07-31 1.375000 105758.99 107370.42 U.S. Treasuries (including strips) US TREASURY N/B 2016-08-15 0.625000 20428.72 20471.84 U.S. Treasuries (including strips) US TREASURY N/B 2016-06-30 0.500000 121729.96 121979.31 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0030 6086497.89 6086497.89 6086497.89 0.0183 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK Joint Account III 0.300000% 0001330437 102061779779162CRE U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-03-01 4.000000 44251.27 46560.86 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-03-01 4.000000 130948.57 138588.51 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-01-01 3.000000 48433.14 45767.96 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-02-01 4.500000 42682.81 43109.20 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-02-01 4.500000 40059.89 42510.41 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-02-01 4.000000 108460.78 101657.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-04-01 3.500000 37760.24 38998.07 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-06-01 4.000000 40534.76 43148.89 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-06-01 4.000000 92362.90 88119.66 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-04-01 4.500000 110319.02 94273.13 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-05-01 3.500000 36853.36 38024.98 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-02-01 4.000000 36365.75 38453.47 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-02-01 4.500000 29101.69 31695.17 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-04-01 4.500000 32585.19 32397.82 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-03-01 3.500000 81746.34 81730.47 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-03-01 4.000000 92801.83 98202.75 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-03-01 4.000000 46645.78 44456.71 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-08-01 4.000000 110511.35 116489.51 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-04-01 3.500000 65709.64 62535.99 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-04-01 4.000000 31268.60 32657.98 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-04-01 4.000000 44645.75 48135.51 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-06-01 3.000000 35158.61 33931.45 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-04-01 3.500000 41991.19 44257.21 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-06-01 4.000000 32668.23 35103.54 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-03-01 4.500000 107894.50 99816.35 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-02-01 3.500000 106919.03 110249.97 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-06-01 4.000000 51586.11 53278.96 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-06-01 4.000000 125020.08 131341.66 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-05-01 3.000000 43412.85 43265.85 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-08-01 3.500000 97636.75 101932.48 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-08-01 4.500000 51204.34 53044.75 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-06-01 3.000000 48784.57 47607.42 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-06-01 3.000000 44908.18 45140.20 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-05-01 4.000000 34168.58 32948.01 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-06-01 3.500000 40046.02 35218.55 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-07-01 4.000000 43206.15 45916.73 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-07-01 4.000000 31937.85 33918.93 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-07-01 3.500000 39707.34 40447.29 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-01-01 2.500000 49072.10 47847.27 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-04-01 4.000000 56232.67 59864.12 Agency Mortgage-Backed Securities 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79501.79 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-12-01 3.000000 62493.73 56866.93 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-10-01 4.500000 54807.11 41287.22 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-09-01 3.500000 32670.91 33885.87 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-10-01 3.500000 31227.14 32375.32 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-01-01 4.500000 49782.98 43657.74 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-10-01 4.500000 57611.96 57311.92 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-10-01 4.000000 54638.25 54664.66 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-11-01 4.000000 57094.56 49139.32 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-03-01 3.500000 29899.95 31508.17 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-06-01 4.000000 60145.02 62054.04 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-06-01 3.500000 67641.69 65766.29 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-07-01 3.500000 32133.35 33584.25 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-10-01 3.500000 56891.71 58187.04 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-11-01 4.000000 127650.90 136293.88 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-12-01 4.500000 44524.73 48534.88 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-02-01 4.000000 85210.97 91206.83 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-02-01 4.000000 73005.35 79423.08 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-03-01 4.000000 41578.67 44973.28 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-04-01 3.500000 35358.80 37385.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2044-12-20 4.000000 86356.72 61109.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2044-12-20 4.500000 125838.88 78360.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-04-20 3.500000 73037.97 77374.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-04-20 4.000000 36176.49 39395.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-04-20 4.000000 28768.39 31328.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2030-04-15 7.500000 4869198.31 34062.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2030-07-15 7.500000 4869198.31 38715.04 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-04-01 5.000000 1953608.40 103899.03 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-04-01 5.000000 945469.30 48869.34 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-02-01 6.000000 433602.50 89538.91 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-03-01 5.000000 170422.04 95915.95 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-09-01 2.500000 44918.35 33268.07 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-09-01 3.000000 42687.75 32069.88 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-06-01 3.000000 100223.15 75887.77 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-11-01 5.000000 102197.31 86317.98 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-09-01 5.000000 257018.49 49364.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-10-20 4.000000 201587.90 81279.19 Agency Mortgage-Backed Securities First Tier Security N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0030 36518987.34 36518987.34 36518987.34 0.1096 N Y Y N BNP PARIBAS SECURITIES CORP. Joint Account III 0.300000% 0001197610 102061779779162PAR U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-09-01 4.000000 44726.07 48203.26 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-08-01 3.500000 304324.89 303969.30 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-12-01 4.000000 2178.77 2321.68 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-02-01 3.500000 2241.00 2300.82 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-04-01 3.000000 135553.08 139469.10 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-02-01 4.500000 78661.80 65152.94 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-07-01 4.000000 189437.06 188754.72 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-11-01 5.000000 146594.79 8751.29 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-03-01 6.000000 26092.13 2496.32 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-07-01 6.000000 342839.47 4370.23 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-09-01 6.500000 31621.79 756.67 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-11-01 5.000000 121729.96 2854.98 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-06-01 5.000000 11514.24 502.94 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2016-10-14 0.875000 9494.94 9516.63 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-05-15 3.000000 38405.87 29586.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2039-01-20 6.500000 90.69 26.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-03-20 3.000000 1940.38 1844.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-11-15 4.000000 161347.68 172394.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-10-15 4.000000 32198.99 34350.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-07-15 4.000000 39468.72 41891.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-04-20 5.500000 18489.05 4778.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2024-03-15 6.000000 3164.98 131.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-01-15 4.000000 16998.25 7446.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-07-15 5.500000 1274.51 195.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-06-15 5.000000 7303.80 3147.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-07-15 4.500000 933.38 233.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2024-04-15 4.000000 5528.49 716.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-08-15 6.000000 57850.46 1792.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2036-04-15 6.000000 1704.22 153.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2036-05-15 6.000000 1850.32 124.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2036-09-15 6.000000 16560.14 1005.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-01-15 6.500000 171911.50 2700.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-04-15 6.000000 628.35 134.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-07-15 6.000000 2312.87 123.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2039-01-15 6.000000 9348.15 668.95 Agency Mortgage-Backed Securities STRIP PRINC 2021-08-15 0.00 2.43 2.26 U.S. Treasuries (including strips) STRIP PRINC 2030-05-15 0.00 2.43 1.80 U.S. Treasuries (including strips) STRIP PRINC 2038-02-15 0.00 38.95 22.54 U.S. Treasuries (including strips) STRIP PRINC 2039-08-15 0.00 2.43 1.31 U.S. Treasuries (including strips) STRIP PRINC 2039-11-15 0.00 2.43 1.29 U.S. Treasuries (including strips) STRIP PRINC 2040-05-15 0.00 2.43 1.27 U.S. Treasuries (including strips) STRIP PRINC 2041-05-15 0.00 219.11 110.14 U.S. Treasuries (including strips) STRIP PRINC 2041-08-15 0.00 2.43 1.22 U.S. Treasuries (including strips) STRIP PRINC 2041-11-15 0.00 2.43 1.19 U.S. Treasuries (including strips) STRIP PRINC 2042-05-15 0.00 7.30 3.55 U.S. Treasuries (including strips) STRIP PRINC 2044-02-15 0.00 2.43 1.12 U.S. Treasuries (including strips) STRIP PRINC 2044-08-15 0.00 51.13 22.93 U.S. Treasuries (including strips) STRIP PRINC 2044-11-15 0.00 2.43 1.07 U.S. Treasuries (including strips) STRIP PRINC 2045-02-15 0.00 19.48 8.59 U.S. Treasuries (including strips) STRIP PRINC 2045-08-15 0.00 2.43 1.05 U.S. Treasuries (including strips) STRIPS 2033-02-15 0.00 0.46 0.29 U.S. Treasuries (including strips) STRIPS 2033-08-15 0.00 1.07 0.71 U.S. Treasuries (including strips) STRIPS 2034-08-15 0.00 5.62 3.53 U.S. Treasuries (including strips) STRIPS 2035-08-15 0.00 0.10 0.07 U.S. Treasuries (including strips) STRIPS 2036-02-15 0.00 24.08 14.44 U.S. Treasuries (including strips) STRIPS 2036-08-15 0.00 22856.97 13445.39 U.S. Treasuries (including strips) STRIPS 2030-11-15 0.00 4.46 3.19 U.S. Treasuries (including strips) STRIPS 2032-05-15 0.00 2.78 1.87 U.S. Treasuries (including strips) STRIPS 2033-11-15 0.00 0.05 0.05 U.S. Treasuries (including strips) STRIPS 2034-11-15 0.00 0.10 0.07 U.S. Treasuries (including strips) STRIPS 2018-05-15 0.00 0.05 0.05 U.S. Treasuries (including strips) STRIPS 2019-05-15 0.00 4.87 4.72 U.S. Treasuries (including strips) STRIPS 2028-08-15 0.00 101.28 77.15 U.S. Treasuries (including strips) STRIPS 2029-11-15 0.00 1.07 0.78 U.S. Treasuries (including strips) STRIPS 2031-02-15 0.00 10.61 7.52 U.S. Treasuries (including strips) STRIPS 2036-05-15 0.00 5.50 3.26 U.S. Treasuries (including strips) STRIPS 2037-05-15 0.00 15.92 9.13 U.S. Treasuries (including strips) STRIPS 2038-08-15 0.00 8013.41 4391.02 U.S. Treasuries (including strips) STRIPS 2038-11-15 0.00 3.80 2.07 U.S. Treasuries (including strips) STRIPS 2039-11-15 0.00 8.45 4.41 U.S. Treasuries (including strips) STRIPS 2040-02-15 0.00 49.96 25.88 U.S. Treasuries (including strips) STRIPS 2040-08-15 0.00 26.32 13.34 U.S. Treasuries (including strips) STRIPS 2041-02-15 0.00 0.71 0.37 U.S. Treasuries (including strips) STRIPS 2041-05-15 0.00 9.03 4.46 U.S. Treasuries (including strips) STRIPS 2042-02-15 0.00 15.48 7.45 U.S. Treasuries (including strips) STRIPS 2042-11-15 0.00 7.47 3.51 U.S. Treasuries (including strips) STRIPS 2043-05-15 0.00 89.84 41.61 U.S. Treasuries (including strips) STRIPS 2043-08-15 0.00 29.63 13.56 U.S. Treasuries (including strips) STRIPS 2044-02-15 0.00 7.84 3.53 U.S. Treasuries (including strips) STRIPS 2044-05-15 0.00 4.02 1.80 U.S. Treasuries (including strips) STRIPS 2044-08-15 0.00 15.09 6.70 U.S. Treasuries (including strips) STRIPS 2045-02-15 0.00 5.82 2.56 U.S. Treasuries (including strips) Treasury Bill 2016-05-26 0.00 2.43 2.43 U.S. Treasuries (including strips) Treasury Bill 2016-05-19 0.00 13550.98 13549.86 U.S. Treasuries (including strips) Treasury Bill 2016-12-08 0.00 2488898.02 2483522.01 U.S. Treasuries (including strips) Treasury Bill 2016-10-20 0.00 1703084.89 1699939.29 U.S. Treasuries (including strips) TSY INFL IX N/B 2016-07-15 2.500000 7235141.77 8676776.66 U.S. Treasuries (including strips) TSY INFL IX N/B 2021-07-15 0.625000 382258.85 422811.31 U.S. Treasuries (including strips) US TREASURY N/B 2038-02-15 4.375000 13246.65 17804.22 U.S. Treasuries (including strips) US TREASURY N/B 2017-01-15 0.750000 289.72 290.81 U.S. Treasuries (including strips) US TREASURY N/B 2016-05-15 5.125000 7710.38 7906.24 U.S. Treasuries (including strips) US TREASURY N/B 2021-02-28 1.125000 1362401.69 1354895.19 U.S. Treasuries (including strips) US TREASURY N/B 2018-03-31 2.875000 2.43 2.53 U.S. Treasuries (including strips) US TREASURY N/B 2018-10-31 1.750000 10315.40 10630.04 U.S. Treasuries (including strips) US TREASURY N/B 2017-08-31 0.625000 896821.12 897107.23 U.S. Treasuries (including strips) US TREASURY N/B 2017-11-30 0.625000 94292.03 94373.07 U.S. Treasuries (including strips) 7 1/8 TPRN 23 2023-02-15 0.00 9.74 8.72 U.S. Treasuries (including strips) 6 3/4 TPRN 26 2026-08-15 0.00 2.43 2.00 U.S. Treasuries (including strips) TINT 08/15/17 2017-08-15 0.00 2.75 2.73 U.S. Treasuries (including strips) TINT 11/15/22 2022-11-15 0.00 6.18 5.55 U.S. Treasuries (including strips) TINT 05/15/23 2023-05-15 0.00 1.68 1.49 U.S. Treasuries (including strips) TINT 11/15/24 2024-11-15 0.00 0.07 0.05 U.S. Treasuries (including strips) TINT 11/15/25 2025-11-15 0.00 0.34 0.29 U.S. Treasuries (including strips) TINT 02/15/27 2027-02-15 0.00 1.58 1.27 U.S. Treasuries (including strips) TINT 11/15/27 2027-11-15 0.00 15.80 12.32 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-05-01 4.500000 13068.44 3089.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2021-08-01 6.500000 269631.86 2184.74 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-03-01 6.500000 45161.81 575.44 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-05-01 6.500000 73037.97 1033.37 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-08-01 6.000000 148510.55 2344.91 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-02-01 5.000000 59302.11 3981.98 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-08-01 5.000000 836250.92 40378.70 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-11-01 5.500000 30432.49 1791.67 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2016-12-01 5.000000 48338.45 336.92 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-03-01 5.000000 17414.69 867.18 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2017-12-01 5.500000 72599.58 1626.39 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-04-01 5.000000 1374808.43 69376.12 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-03-01 6.000000 63.10 1.34 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-09-01 3.500000 92279.10 54364.50 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2039-01-01 7.000000 95442.42 45283.01 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-10-01 4.500000 85210.97 42261.50 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-06-01 6.500000 104093.23 36115.18 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2039-10-01 6.000000 58019.27 44303.72 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-08-01 4.500000 50340.50 36141.97 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-02-01 4.500000 1502.59 1058.08 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-05-01 6.500000 44348.15 38650.28 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-06-01 5.500000 20504.10 21948.37 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 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84448.41 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-05-01 3.000000 370893.85 381107.65 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-05-01 3.000000 228211.61 234496.18 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-05-01 3.000000 140592.92 144464.61 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-05-01 3.000000 304477.59 312862.40 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-05-01 3.000000 78267.54 80422.89 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-05-01 3.000000 295011.17 303135.28 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-05-01 3.000000 65483.17 67286.48 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-05-01 3.000000 179393.44 184333.63 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-05-01 3.000000 38539.70 39601.02 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-05-01 3.000000 308460.94 316955.45 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-05-01 3.000000 65694.01 67503.11 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-04-01 3.000000 5525942.80 5671265.88 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-11-01 3.500000 31207.54 32014.66 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-03-01 2.500000 11403.42 11694.84 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-04-01 2.500000 47143.80 48383.79 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-04-01 2.500000 24065.82 24691.19 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-03-01 2.500000 22872.62 23445.85 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-08-01 4.000000 283630.80 291419.40 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-10-01 3.500000 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Government Agency Debt First Tier Security N/A N/A 2016-07-26 2016-07-26 2016-07-26 N N N 0.0036 3501176.00 3501176.00 3501176.00 0.0105 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.536000% 3130A76H3 US3130A76H31 U.S. Government Agency Debt First Tier Security N/A N/A 2016-05-01 2016-11-01 2016-11-01 N N N 0.0048 2500990.00 2500990.00 2500990.00 0.0075 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.559001% 3130A77G4 US3130A77G49 U.S. Government Agency Debt First Tier Security N/A N/A 2016-05-07 2017-02-07 2017-02-07 N N N 0.0050 500275.50 500275.50 500275.50 0.0015 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.497002% 3130A77K5 US3130A77K50 U.S. Government Agency Debt First Tier Security N/A N/A 2016-05-03 2016-11-03 2016-11-03 N N N 0.0042 5001885.00 5001885.00 5001885.00 0.0150 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.538999% 3130A7A47 US3130A7A472 U.S. Government Agency Debt First Tier Security N/A N/A 2016-05-03 2016-11-03 2016-11-03 N N N 0.0048 2500982.50 2500982.50 2500982.50 0.0075 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.540000% 3130A7A96 US3130A7A969 U.S. Government Agency Debt First Tier Security N/A N/A 2016-05-08 2016-11-08 2016-11-08 N N N 0.0048 2501002.50 2501002.50 2501002.50 0.0075 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.540000% 3130A7AM7 US3130A7AM79 U.S. Government Agency Debt First Tier Security N/A N/A 2016-05-08 2016-11-08 2016-11-08 N N N 0.0048 3001203.00 3001203.00 3001203.00 0.0090 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.558000% 3130A7BK0 US3130A7BK05 U.S. Government Agency Debt First Tier Security N/A N/A 2016-05-17 2017-02-17 2017-02-17 N N N 0.0051 5002725.00 5002725.00 5002725.00 0.0150 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.605002% 3130A7C52 US3130A7C528 U.S. Government Agency Debt First Tier Security N/A N/A 2016-05-28 2017-08-28 2017-08-28 N N N 0.0055 2501977.50 2501977.50 2501977.50 0.0075 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.558000% 3130A7DX0 US3130A7DX08 U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-13 2017-03-13 2017-03-13 N N N 0.0051 1500808.50 1500808.50 1500808.50 0.0045 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.558000% 3130A7DZ5 US3130A7DZ55 U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-16 2017-03-16 2017-03-16 N N N 0.0051 1500805.50 1500805.50 1500805.50 0.0045 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.562000% 3130A7GS8 US3130A7GS85 U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-03 2017-03-03 2017-03-03 N N N 0.0051 2000924.00 2000924.00 2000924.00 0.0060 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.547999% 3130A7LM5 US3130A7LM50 U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-21 2017-03-21 2017-03-21 N N N 0.0052 3401363.40 3401363.40 3401363.40 0.0102 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.500000% 3130A7MA0 US3130A7MA04 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-23 2016-09-23 2016-09-23 N N N 0.0046 2000292.00 2000292.00 2000292.00 0.0060 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.605002% 3130A7P66 US3130A7P660 U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-29 2017-09-29 2017-09-29 N N N 0.0055 1000907.00 1000907.00 1000907.00 0.0030 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.528001% 3130A7TB1 US3130A7TB14 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-13 2017-04-13 2017-04-13 N N N 0.0052 2450320.95 2450320.95 2450320.95 0.0074 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.533002% 3130A7TH8 US3130A7TH83 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-18 2017-04-18 2017-04-18 N N N 0.0052 1500180.00 1500180.00 1500180.00 0.0045 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.488002% 3130A7US2 US3130A7US20 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-25 2017-01-25 2017-01-25 N N N 0.0050 3499625.50 3499625.50 3499625.50 0.0105 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 0.000000% 313312H60 US313312H607 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-28 2016-09-28 2016-09-28 N N N 0.0039 2995281.00 2995281.00 2995281.00 0.0090 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 0.000000% 313312J68 US313312J686 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-06 2016-10-06 2016-10-06 N N N 0.0042 7985696.00 7985696.00 7985696.00 0.0240 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.542999% 313376T88 US313376T888 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-17 2017-01-17 2017-01-17 N N N 0.0050 2500850.00 2500850.00 2500850.00 0.0075 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384C64 US313384C649 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-19 2016-08-19 2016-08-19 N N N 0.0035 1498456.50 1498456.50 1498456.50 0.0045 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384G29 US313384G293 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-16 2016-09-16 2016-09-16 N N N 0.0039 1497831.00 1497831.00 1497831.00 0.0045 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384G52 US313384G525 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-19 2016-09-19 2016-09-19 N N N 0.0039 2496305.00 2496305.00 2496305.00 0.0075 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384G78 US313384G780 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-21 2016-09-21 2016-09-21 N N N 0.0039 2546177.55 2546177.55 2546177.55 0.0076 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384J34 US313384J347 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0042 1347632.10 1347632.10 1347632.10 0.0040 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384J75 US313384J750 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-07 2016-10-07 2016-10-07 N N N 0.0042 898380.90 898380.90 898380.90 0.0027 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384K57 US313384K576 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-13 2016-10-13 2016-10-13 N N N 0.0042 1996264.00 1996264.00 1996264.00 0.0060 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384K65 US313384K659 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-14 2016-10-14 2016-10-14 N N N 0.0042 998121.00 998121.00 998121.00 0.0030 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384L31 US313384L319 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-19 2016-10-19 2016-10-19 N N N 0.0042 3243708.00 3243708.00 3243708.00 0.0097 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384L56 US313384L566 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-21 2016-10-21 2016-10-21 N N N 0.0042 2744612.75 2744612.75 2744612.75 0.0082 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384M22 US313384M226 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-26 2016-10-26 2016-10-26 N N N 0.0042 4989920.00 4989920.00 4989920.00 0.0150 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384YN3 US313384YN32 U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-24 2016-06-24 2016-06-24 N N N 0.0029 2498950.00 2498950.00 2498950.00 0.0075 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384ZC6 US313384ZC67 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-08 2016-07-08 2016-07-08 N N N 0.0032 4597258.40 4597258.40 4597258.40 0.0138 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 0.615600% 3133EAE20 US3133EAE203 U.S. Government Agency Debt First Tier Security N/A N/A 2016-05-01 2017-08-01 2017-08-01 N N N 0.0055 1001075.00 1001075.00 1001075.00 0.0030 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 0.529999% 3133EDAT9 US3133EDAT91 U.S. Government Agency Debt First Tier Security N/A N/A 2016-05-01 2016-07-27 2016-07-27 N N N 0.0045 200039.60 200039.60 200039.60 0.0006 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 0.495202% 3133EFE45 US3133EFE459 U.S. Government Agency Debt First Tier Security N/A N/A 2016-05-29 2016-12-29 2016-12-29 N N N 0.0044 1500513.00 1500513.00 1500513.00 0.0045 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 0.465199% 3133EFF93 US3133EFF936 U.S. Government Agency Debt First Tier Security N/A N/A 2016-05-29 2016-09-29 2016-09-29 N N N 0.0040 2000578.00 2000578.00 2000578.00 0.0060 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 0.498848% 3133EFPP6 US3133EFPP62 U.S. Government Agency Debt First Tier Security N/A N/A 2016-05-23 2017-05-23 2017-05-23 N N N 0.0050 9999900.00 9999900.00 9999900.00 0.0300 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 0.517151% 3133EFSF5 US3133EFSF53 U.S. Government Agency Debt First Tier Security N/A N/A 2016-05-14 2016-09-14 2016-09-14 N N N 0.0038 1000486.00 1000486.00 1000486.00 0.0030 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 0.523750% 3133EFVT1 US3133EFVT11 U.S. Government Agency Debt First Tier Security N/A N/A 2016-05-20 2017-01-20 2017-01-20 N N N 0.0045 2501200.00 2501200.00 2501200.00 0.0075 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 0.538852% 3133EFWM5 US3133EFWM58 U.S. Government Agency Debt First Tier Security N/A N/A 2016-05-25 2017-04-25 2017-04-25 N N N 0.0048 1200597.60 1200597.60 1200597.60 0.0036 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 0.518501% 3133EFX28 US3133EFX285 U.S. Government Agency Debt First Tier Security N/A N/A 2016-05-07 2017-04-07 2017-04-07 N N N 0.0048 500180.00 500180.00 500180.00 0.0015 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.443750% 3134G72G5 S6XOOCT0IEG5ABCC6L87 US3134G72G51 0001026214 U.S. Government Agency Debt First Tier Security N/A N/A 2016-05-20 2017-04-20 2017-04-20 N N N 0.0048 9996200.00 9996200.00 9996200.00 0.0300 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.708649% 3134G74D0 S6XOOCT0IEG5ABCC6L87 US3134G74D03 0001026214 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-26 2017-04-26 2017-04-26 N N N 0.0055 6108014.32 6108014.32 6108014.32 0.0183 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.458752% 3135G0F81 B1V7KEBTPIMZEU4LTD58 US3135G0F814 0000310522 U.S. Government Agency Debt First Tier Security N/A N/A 2016-05-20 2017-07-20 2017-07-20 N N N 0.0053 1223947.73 1223947.73 1223947.73 0.0037 N N N N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796JL4 US912796JL42 U.S. Treasury Debt First Tier Security N/A N/A 2016-09-22 2016-09-22 2016-09-22 N N N 0.0029 1498302.00 1498302.00 1498302.00 0.0045 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 7.500000% 912810DX3 US912810DX38 U.S. Treasury Debt First Tier Security N/A N/A 2016-11-15 2016-11-15 2016-11-15 N N N 0.0055 1555663.50 1555663.50 1555663.50 0.0047 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.875000% 912828FQ8 US912828FQ84 U.S. Treasury Debt First Tier Security N/A N/A 2016-08-15 2016-08-15 2016-08-15 N N N 0.0035 5217156.00 5217156.00 5217156.00 0.0157 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.625000% 912828FY1 US912828FY19 U.S. Treasury Debt First Tier Security N/A N/A 2016-11-15 2016-11-15 2016-11-15 N N N 0.0049 1226530.80 1226530.80 1226530.80 0.0037 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.000000% 912828LL2 US912828LL24 U.S. Treasury Debt First Tier Security N/A N/A 2016-08-31 2016-08-31 2016-08-31 N N N 0.0035 1664333.55 1664333.55 1664333.55 0.0050 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.125000% 912828LU2 US912828LU23 U.S. Treasury Debt First Tier Security N/A N/A 2016-10-31 2016-10-31 2016-10-31 N N N 0.0046 2026250.00 2026250.00 2026250.00 0.0061 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 1.000000% 912828RM4 US912828RM43 U.S. Treasury Debt First Tier Security N/A N/A 2016-10-31 2016-10-31 2016-10-31 N N N 0.0043 2005624.00 2005624.00 2005624.00 0.0060 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.320159% 912828WV8 US912828WV86 U.S. Treasury Debt First Tier Security N/A N/A 2016-05-01 2016-07-31 2016-07-31 N N N 0.0027 9001125.00 9001125.00 9001125.00 0.0270 N Y Y N Goldman Sachs VIT - Government Money Market Fund 2016-05-06 Debbie Farell Debbie Farell Vice President