N-MFP2 0001046292 XXXXXXXX 2017-10-31 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. The Bank of New York Mellon Goldman Sachs & Co. LLC 0000734700 084-01100 N N Y Exempt Government N 20 71 450075467.70 438400473.91 436821532.90 444710553.34 450075467.76 438400473.91 436821532.90 444710553.34 0.00 0.7822 0.7765 0.7682 0.7714 0.7822 0.7765 0.7682 0.7714 0.0000 79672.54 568549644.48 568552191.08 122363.57 4677883.09 564076344.10 564065774.5600 1.0000 0.0109 1.0000 1.0000 1.0000 1.0000 0.0000 C000025638 1.00 355672858.20 355666193.6800 1.0000 1.0000 1.0000 1.0000 0.0000 3447350.44 3228336.58 1219008.80 9184579.33 8226924.61 3855103.05 1988242.03 3201511.60 0.00 0.00 16331043.37 20153032.56 0.0066 Y For Service Shares the Investment Adviser waived $13,606 of Management Fees and $10,123 of Other Fees. C000133599 1.00 208403485.90 208399580.8800 1.0000 1.0000 1.0000 1.0000 0.0000 10479749.51 2220091.40 1015087.76 4221142.12 634524.46 148504.26 1479008.43 3481348.67 0.00 0.00 13648616.11 11771880.28 0.0091 Y For Institutional Shares the Investment Adviser waived $8,109 of Management Fees and $6,033 of Other Fees. FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.750000% 3137EADN6 S6XOOCT0IEG5ABCC6L87 US3137EADN69 0001026214 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-01-12 2018-01-12 2018-01-12 N N N 0.0115 2468026.52 2468026.52 0.0044 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.207001% 3130A8XV0 US3130A8XV05 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-05 2018-02-05 2018-02-05 N N N 0.0117 2000551.68 2000551.68 0.0035 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.136999% 3130A8ZC0 US3130A8ZC06 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-08 2017-11-08 2017-11-08 N N N 0.0116 1500011.39 1500011.39 0.0027 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.165000% 3130A92S9 US3130A92S95 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-15 2018-02-15 2018-02-15 N N N 0.0117 2000332.28 2000332.28 0.0035 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.165000% 3130A95G2 US3130A95G21 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-22 2018-02-22 2018-02-22 N N N 0.0117 3000525.18 3000525.18 0.0053 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.154002% 3130A9CD1 US3130A9CD19 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-12-01 2018-03-01 2018-03-01 N N N 0.0120 1800132.75 1800132.75 0.0032 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.150999% 3130A9HG9 US3130A9HG94 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-12-16 2018-03-16 2018-03-16 N N N 0.0121 1430015.56 1430015.56 0.0025 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.149998% 3130A9HJ3 US3130A9HJ34 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-12-15 2018-03-15 2018-03-15 N N N 0.0118 1430185.20 1430185.20 0.0025 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.113998% 3130A9JF9 US3130A9JF93 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-12-19 2017-12-19 2017-12-19 N N N 0.0117 1500003.65 1500003.65 0.0027 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.114999% 3130A9KV2 US3130A9KV25 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-12-27 2017-12-27 2017-12-27 N N N 0.0117 1399992.10 1399992.10 0.0025 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.225001% 3130A9LP4 US3130A9LP48 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-26 2017-12-26 2017-12-26 N N N 0.0110 3000609.21 3000609.21 0.0053 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.108001% 3130A9LZ2 US3130A9LZ20 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-12-23 2018-03-23 2018-03-23 N N N 0.0118 1999875.94 1999875.94 0.0035 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.108001% 3130A9M65 US3130A9M655 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-12-23 2018-03-23 2018-03-23 N N N 0.0118 1999875.94 1999875.94 0.0035 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.252001% 3130AAEZ7 US3130AAEZ73 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-28 2018-06-28 2018-06-28 N N N 0.0109 2712828.37 2712828.37 0.0048 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.248001% 3130AAF94 US3130AAF949 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-19 2018-06-19 2018-06-19 N N N 0.0109 4004071.16 4004071.16 0.0071 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.129000% 3130AAKN7 US3130AAKN79 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-01-09 2018-07-09 2018-07-09 N N N 0.0120 599819.04 599819.04 0.0011 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.136999% 3130AAKP2 US3130AAKP28 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-01-12 2018-07-12 2018-07-12 N N N 0.0119 799853.72 799853.72 0.0014 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.189001% 3130AALV8 US3130AALV86 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-13 2018-07-13 2018-07-13 N N N 0.0110 2801887.28 2801887.28 0.0050 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.068998% 3130ABEZ5 US3130ABEZ56 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-15 2017-11-15 2017-11-15 N N N 0.0109 3199978.50 3199978.50 0.0057 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.068998% 3130ABF76 US3130ABF764 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-15 2017-11-15 2017-11-15 N N N 0.0109 1499989.92 1499989.92 0.0027 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.078999% 3130ABFK7 US3130ABFK78 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-16 2018-01-16 2018-01-16 N N N 0.0110 3149904.93 3149904.93 0.0056 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.078999% 3130ABFL5 US3130ABFL51 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-16 2018-01-16 2018-01-16 N N N 0.0110 3149904.93 3149904.93 0.0056 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.068998% 3130ABFX9 US3130ABFX99 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-16 2017-11-16 2017-11-16 N N N 0.0109 1599988.40 1599988.40 0.0028 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.096999% 3130ABG75 US3130ABG754 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-18 2018-05-18 2018-05-18 N N N 0.0109 1300112.58 1300112.58 0.0023 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.073002% 3130ABGB6 US3130ABGB60 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-19 2018-01-19 2018-01-19 N N N 0.0110 1699925.93 1699925.93 0.0030 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.073002% 3130ABGD2 US3130ABGD27 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-19 2018-01-19 2018-01-19 N N N 0.0110 3399851.86 3399851.86 0.0060 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.073999% 3130ABGJ9 US3130ABGJ96 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-22 2018-01-22 2018-01-22 N N N 0.0110 6799690.87 6799690.87 0.0121 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.067000% 3130ABGK6 US3130ABGK69 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-16 2017-11-16 2017-11-16 N N N 0.0109 3399975.45 3399975.45 0.0060 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.073999% 3130ABGL4 US3130ABGL43 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-23 2018-01-23 2018-01-23 N N N 0.0110 3399840.57 3399840.57 0.0060 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.073002% 3130ABGM2 US3130ABGM26 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-19 2018-01-19 2018-01-19 N N N 0.0110 399982.57 399982.57 0.0007 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.091999% 3130ABGQ3 US3130ABGQ30 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-18 2018-05-18 2018-05-18 N N N 0.0109 1701445.12 1701445.12 0.0030 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.075000% 3130ABGS9 US3130ABGS95 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-26 2018-01-26 2018-01-26 N N N 0.0110 3999802.20 3999802.20 0.0071 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.075000% 3130ABGT7 US3130ABGT78 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-26 2018-01-26 2018-01-26 N N N 0.0110 1999901.10 1999901.10 0.0035 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.073002% 3130ABGU4 US3130ABGU42 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-25 2018-01-25 2018-01-25 N N N 0.0107 2000044.24 2000044.24 0.0035 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.067000% 3130ABGX8 US3130ABGX80 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-17 2017-11-17 2017-11-17 N N N 0.0109 7999937.84 7999937.84 0.0142 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.149001% 3130ABSJ6 US3130ABSJ68 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-14 2019-01-14 2019-01-14 N N N 0.0116 1199856.62 1199856.62 0.0021 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.158001% 3130ACG81 US3130ACG810 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-19 2019-03-19 2019-03-19 N N N 0.0118 12996447.36 12996447.36 0.0230 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.141999% 3130ACNT7 US3130ACNT78 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-18 2019-04-18 2019-04-18 N N N 0.0117 4498872.35 4498872.35 0.0080 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.141999% 3130ACNU4 US3130ACNU42 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-18 2019-04-18 2019-04-18 N N N 0.0117 1199699.29 1199699.29 0.0021 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385RZ1 US313385RZ10 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-01-19 2018-01-19 2018-01-19 N N N 0.0114 9177388.42 9177388.42 0.0163 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 1.194998% 3133EHA60 US3133EHA602 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-12-30 2019-09-30 2019-09-30 N N N 0.0126 1699356.50 1699356.50 0.0030 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 1.150661% 3133EHB28 US3133EHB287 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-28 2019-03-28 2019-03-28 N N N 0.0117 999706.81 999706.81 0.0018 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 1.218236% 3133EHD42 US3133EHD424 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-01 2019-07-05 2019-07-05 N N N 0.0126 799727.52 799727.52 0.0014 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 1.208236% 3133EHH63 US3133EHH631 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-01 2019-10-18 2019-10-18 N N N 0.0125 799709.28 799709.28 0.0014 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 1.170000% 3133EHPR8 US3133EHPR84 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-01 2019-06-27 2019-06-27 N N N 0.0116 250042.05 250042.05 0.0004 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 1.223237% 3133EHRG0 US3133EHRG02 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-01 2019-02-19 2019-02-19 N N N 0.0124 800020.53 800020.53 0.0014 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 1.170000% 3133EHRH8 US3133EHRH84 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-01 2019-07-17 2019-07-17 N N N 0.0120 1599181.63 1599181.63 0.0028 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 1.130000% 3133EHRT2 US3133EHRT23 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-01 2019-01-24 2019-01-24 N N N 0.0115 999755.00 999755.00 0.0018 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 1.318612% 3134G9K71 S6XOOCT0IEG5ABCC6L87 US3134G9K717 0001026214 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-01-08 2018-01-08 2018-01-08 N N N 0.0115 3001145.40 3001145.40 0.0053 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 1.326668% 3134G9L21 S6XOOCT0IEG5ABCC6L87 US3134G9L210 0001026214 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-01-12 2018-01-12 2018-01-12 N N N 0.0113 1000430.38 1000430.38 0.0018 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 1.244999% 3134G9VT1 S6XOOCT0IEG5ABCC6L87 US3134G9VT17 0001026214 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-12-20 2017-12-20 2017-12-20 N N N 0.0117 3500638.75 3500638.75 0.0062 N N N N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796LJ6 US912796LJ67 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-02-01 2018-02-01 2018-02-01 N N N 0.0115 1595359.10 1595359.10 0.0028 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796MD8 US912796MD88 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-24 2017-11-24 2017-11-24 N N N 0.0099 2498446.70 2498446.70 0.0044 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796NP0 US912796NP00 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-01-25 2018-01-25 2018-01-25 N N N 0.0111 398970.56 398970.56 0.0007 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796NT2 US912796NT22 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-02-22 2018-02-22 2018-02-22 N N N 0.0114 199296.10 199296.10 0.0004 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796NX3 US912796NX34 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-03-22 2018-03-22 2018-03-22 N N N 0.0122 24882347.25 24882347.25 0.0441 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796PA1 US912796PA13 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-04-12 2018-04-12 2018-04-12 N N N 0.0125 2287264.21 2287264.21 0.0041 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796PB9 US912796PB95 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-04-19 2018-04-19 2018-04-19 N N N 0.0125 14615119.70 14615119.70 0.0259 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796RK7 US912796RK76 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-01-02 2018-01-02 2018-01-02 N N N 0.0106 399283.56 399283.56 0.0007 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796RX9 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-12-08 2017-12-08 2017-12-08 N N N 0.0105 2497301.03 2497301.03 0.0044 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 1.156097% 9128283B4 US9128283B45 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-01 2019-10-31 2019-10-31 N N N 0.0118 10994041.85 10994041.85 0.0195 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 1.380096% 912828N97 US912828N977 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-01 2018-01-31 2018-01-31 N N N 0.0109 2001568.92 2001568.92 0.0035 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 2.625000% 912828PT1 US912828PT14 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-01-31 2018-01-31 2018-01-31 N N N 0.0120 2910131.79 2910131.79 0.0052 N Y Y N TD SECURITIES USA LLC Joint Account III 1.060000% 0000803012 TPR0262CB7791621TD U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-07-01 3.000000 5862431.40 4025950.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 3900078.02 4036318.48 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-11-01 3.000000 1975646.40 1871053.79 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-09-01 4.000000 2097591.32 2204948.27 Agency Mortgage-Backed Securities Y 2017-11-01 2017-11-01 2017-11-01 N N N 0.0106 11784718.17 11784718.17 0.0209 N Y Y N ABN AMRO BANK N.V. Joint Account III 1.060000% BFXS5XCH7N0Y05NIXW11 TPR0262CB779162ABN U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2019-03-27 3.750000 393845.64 407138.15 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2046-02-20 3.500000 5120.58 3791.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2047-03-20 4.500000 3874236.78 3615190.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-10-15 4.000000 477584.47 126809.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-10-15 4.000000 48536.62 11798.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-10-20 4.000000 785648.59 234811.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-09-20 4.500000 11734018.19 2673677.58 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-11-01 3.500000 115852.29 65017.02 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-10-01 4.500000 21851.36 13251.26 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-03-01 4.000000 2422206.86 2405512.26 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-11-01 4.000000 3775.59 3599.68 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-12-01 4.000000 53792.06 52509.33 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-01-01 3.000000 138853.45 128959.70 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-07-01 4.000000 73045.68 76333.54 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-04-01 3.500000 647237.97 591753.15 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-01-01 3.500000 373183.08 377392.74 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-01-01 3.500000 27241.27 13918.24 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-07-01 3.500000 830507.60 491736.47 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-08-01 3.500000 57531.75 26966.72 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-12-01 4.000000 2020.10 663.60 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-12-01 4.000000 9793538.21 2599092.93 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-09-01 4.000000 217146.95 97326.07 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-01-01 4.000000 18211.14 17947.98 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-02-01 3.500000 2631298.39 2592470.89 Agency Mortgage-Backed Securities US TREASURY N/B 2047-02-15 3.000000 1095311.99 1129570.23 U.S. Treasuries (including strips) US TREASURY N/B 2020-01-31 1.250000 1551.66 1543.41 U.S. Treasuries (including strips) US TREASURY N/B 2020-09-30 1.375000 4686574.56 4645196.88 U.S. Treasuries (including strips) US TREASURY N/B 2022-10-31 1.875000 48796.63 48445.92 U.S. Treasuries (including strips) US TREASURY N/B 2018-03-31 0.875000 1964121.48 1962517.19 U.S. Treasuries (including strips) US TREASURY N/B 2018-10-31 0.750000 1928.77 1914.90 U.S. Treasuries (including strips) US TREASURY N/B 2018-11-30 1.000000 2997.25 2993.87 U.S. Treasuries (including strips) US TREASURY N/B 2020-02-29 1.250000 1920.91 1907.83 U.S. Treasuries (including strips) US TREASURY N/B 2020-01-15 1.375000 116582.39 116397.06 U.S. Treasuries (including strips) US TREASURY N/B 2027-02-15 2.250000 3208930.61 3193453.57 U.S. Treasuries (including strips) US TREASURY N/B 2019-02-28 1.125000 4560.69 4546.55 U.S. Treasuries (including strips) US TREASURY N/B 2026-02-15 1.625000 457514.60 435193.89 U.S. Treasuries (including strips) FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-06-01 3.500000 1274.91 727.12 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-09-01 4.000000 182381.84 71675.47 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-09-01 3.500000 633875.51 208279.53 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-10-01 3.500000 190846.61 194318.12 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 3.500000 191985.80 194502.28 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-05-01 5.500000 647715.29 25657.04 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-03-01 5.500000 92.55 2.44 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-12-01 3.500000 39.28 28.52 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-07-01 4.000000 19641.21 11816.78 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-06-01 4.000000 75800.52 46074.17 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-10-01 3.500000 1153933.86 1127996.26 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-11-01 4.000000 1052012.30 687771.63 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-09-01 3.500000 990410.22 452506.05 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-07-01 4.000000 470219.21 303676.52 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-07-01 4.000000 958549.30 741410.02 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-04-01 4.500000 34106.97 20663.85 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-04-01 4.000000 705032.96 445931.47 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-04-01 4.000000 1097287.38 688120.06 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-02-01 4.500000 172702.37 97234.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-11-01 3.500000 4711.42 2436.92 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-09-01 4.000000 342443.40 210788.73 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-05-01 3.000000 218062.78 103687.62 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-01-01 4.000000 382252.33 129750.65 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-07-01 4.500000 875378.66 310002.36 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-02-01 4.000000 112080.63 28197.67 Agency Mortgage-Backed Securities Y 2017-11-01 2017-11-01 2017-11-01 N N N 0.0106 33390034.83 33390034.83 0.0592 N Y Y N BANK OF AMERICA, NATIONAL ASSOCIATION Joint Account III 1.070000% B4TYDEB6GKMZO031MB27 TPR0262CB779162BAN U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-12-20 3.000000 38965541.03 20230451.32 Agency Mortgage-Backed Securities Y 2017-11-01 2017-11-01 2017-11-01 N N N 0.0107 19641196.97 19641196.97 0.0348 N Y Y N BNP Paribas Joint Account III 1.060000% R0MUWSFPU8MPRO8K5P83 0001272025 TPR0262CB779162BNP U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-01-01 4.000000 37725.82 36660.88 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-12-01 6.000000 247.52 2.95 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-07-01 7.500000 362.69 4.67 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-01-01 3.500000 97.58 20.74 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-12-01 5.000000 165226.46 34523.32 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-10-01 4.500000 12082.41 6807.33 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-01-01 3.000000 488865.75 455830.56 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-02-01 3.000000 427938.55 404898.30 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-06-01 4.000000 49413.49 44105.84 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-08-01 3.000000 226042.69 127406.55 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-09-01 3.500000 200450.77 168743.49 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-02-01 4.000000 1379857.64 1244821.74 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-02-01 4.000000 466625.89 426502.85 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-04-01 3.500000 1291264.61 1189072.59 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-11-01 4.000000 750.84 751.90 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2018-11-01 5.000000 65.37 0.43 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-02-01 5.500000 21151.62 1578.88 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-03-01 6.000000 97.46 6.44 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-10-01 6.000000 367.02 9.47 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-04-01 4.000000 1209552.83 1264480.98 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-09-01 3.000000 572191.60 516042.71 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-09-01 4.000000 1763905.26 1878112.29 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-08-01 4.000000 11934.08 12425.94 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-05-01 6.500000 100.41 1.61 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-10-01 7.000000 363.09 5.58 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-08-01 6.000000 4958.07 153.44 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-07-01 6.500000 46.08 1.18 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-06-01 2.500000 470295.57 259004.46 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-10-01 4.500000 70412.93 28604.33 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-05-01 4.000000 39.28 39.95 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-09-01 4.000000 15503.28 3803.56 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-09-01 4.000000 161.92 34.06 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-10-01 4.000000 108425.40 34373.54 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-10-01 4.000000 67.76 30.40 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-01-01 2.500000 61667.84 43788.05 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-10-01 3.000000 644333.51 447095.80 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-10-01 4.000000 190912.61 202537.34 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-11-01 6.500000 44.94 0.24 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-01-01 2.500000 49.10 21.96 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-09-01 3.500000 2201605.97 1336750.99 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-11-01 4.000000 203471.36 138247.68 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-09-01 3.500000 117849.10 121727.73 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-02-01 4.000000 48314.72 17181.58 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-05-01 4.000000 1131879.18 1200045.66 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-10-01 4.000000 786.71 828.62 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-04-01 4.000000 213474.94 171349.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2046-03-20 3.000000 14293746.12 11403279.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-04-20 3.500000 193324.55 114799.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-09-20 3.500000 827790.55 558399.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-11-20 4.000000 200.42 118.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-12-20 3.000000 142616.83 110830.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2046-01-20 3.500000 763720.75 557286.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2046-06-20 3.500000 383.04 328.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2046-10-20 3.000000 552216.84 520957.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2047-02-20 3.500000 3408285.37 3326414.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-07-20 5.000000 981813.26 72478.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-09-20 4.500000 63.48 14.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2032-11-15 6.500000 447.27 8.88 Agency Mortgage-Backed Securities TREASURY BILL 2017-11-16 0.00 3.93 3.93 U.S. Treasuries (including strips) US TREASURY N/B 2041-02-15 4.750000 41937.92 56574.32 U.S. Treasuries (including strips) US TREASURY N/B 2043-11-15 3.750000 1808673.05 2144186.37 U.S. Treasuries (including strips) US TREASURY N/B 2044-05-15 3.375000 39518.12 44033.05 U.S. Treasuries (including strips) US TREASURY N/B 2044-11-15 3.000000 11.78 12.26 U.S. Treasuries (including strips) US TREASURY N/B 2046-05-15 2.500000 109.99 103.16 U.S. Treasuries (including strips) US TREASURY N/B 2021-12-31 2.000000 7.86 7.94 U.S. Treasuries (including strips) Y 2017-11-01 2017-11-01 2017-11-01 N N N 0.0106 29854619.38 29854619.38 0.0529 N Y Y N CITIGROUP GLOBAL MARKETS INC. Joint Account III 1.070000% MBNUM2BPBDO7JBLYG310 0000315030 TPR0262CB779162CGM U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN BANK 2019-06-12 1.150000 3295206.61 3301056.51 Agency Debentures and Agency Strips TREASURY BILL 2018-04-19 0.00 3.93 3.89 U.S. Treasuries (including strips) TSY INFL IX N/B 2020-04-15 0.125000 1636231.04 1721295.89 U.S. Treasuries (including strips) TSY INFL IX N/B 2021-04-15 0.125000 282593.87 293201.78 U.S. Treasuries (including strips) US TREASURY N/B 2042-11-15 2.750000 8650973.08 8611516.66 U.S. Treasuries (including strips) US TREASURY N/B 2045-08-15 2.875000 3460452.08 3482350.27 U.S. Treasuries (including strips) US TREASURY N/B 2019-01-31 1.500000 960643.96 964246.40 U.S. Treasuries (including strips) US TREASURY N/B 2023-04-30 1.625000 3.93 3.85 U.S. Treasuries (including strips) US TREASURY N/B 2019-08-31 1.000000 1330220.92 1318744.55 U.S. Treasuries (including strips) US TREASURY N/B 2022-11-15 1.625000 1782275.26 1762993.52 U.S. Treasuries (including strips) US TREASURY N/B 2026-11-15 2.000000 1201688.81 1178501.96 U.S. Treasuries (including strips) US TREASURY N/B 2019-12-15 1.375000 22744.53 22752.27 U.S. Treasuries (including strips) US TREASURY N/B 2023-02-15 2.000000 6324.47 6334.61 U.S. Treasuries (including strips) US TREASURY N/B 2024-01-31 2.250000 657906.06 665284.48 U.S. Treasuries (including strips) US TREASURY N/B 2020-03-15 1.625000 1271485.83 1273513.74 U.S. Treasuries (including strips) Y 2017-11-01 2017-11-01 2017-11-01 N N N 0.0107 24119389.87 24119389.87 0.0428 N Y Y N MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED Joint Account III 1.070000% 0000728612 TPR0262CB779162MER U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2047-06-20 4.000000 6591561.53 6828094.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2047-09-20 3.500000 12338628.88 12823765.63 Agency Mortgage-Backed Securities Y 2017-11-01 2017-11-01 2017-11-01 N N N 0.0107 19079458.73 19079458.73 0.0338 N Y Y N BANK OF NOVA SCOTIA (THE) Joint Account III 1.060000% L3I9ZG2KFGXZ61BMYR72 0000009631 TPR0262CB779162the U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-06-01 4.000000 4713891.56 4804741.10 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-01-01 3.000000 11118141.07 10680548.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-11-20 3.500000 13236273.21 9411633.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2046-08-20 3.000000 1637206.66 1497911.36 Agency Mortgage-Backed Securities TREASURY BILL 2017-11-09 0.00 20623.28 20618.95 U.S. Treasuries (including strips) TREASURY BILL 2017-11-30 0.00 235812.43 235621.43 U.S. Treasuries (including strips) TREASURY BILL 2018-03-15 0.00 30247.47 30114.70 U.S. Treasuries (including strips) TREASURY BILL 2018-03-22 0.00 196412.15 195496.87 U.S. Treasuries (including strips) TREASURY BILL 2018-04-12 0.00 2396228.21 2383168.77 U.S. Treasuries (including strips) TSY INFL IX N/B 2019-04-15 0.125000 1556664.48 1635423.04 U.S. Treasuries (including strips) TSY INFL IX N/B 2025-01-15 0.250000 214372.08 219938.71 U.S. Treasuries (including strips) TSY INFL IX N/B 2020-01-15 1.375000 3928.24 4626.92 U.S. Treasuries (including strips) TSY INFL IX N/B 2026-01-15 0.625000 31425.94 32930.89 U.S. Treasuries (including strips) TSY INFL IX N/B 2021-04-15 0.125000 2986698.12 3099353.02 U.S. Treasuries (including strips) TSY INFL IX N/B 2023-01-15 0.125000 7039.41 7458.55 U.S. Treasuries (including strips) TSY INFL IX N/B 2024-07-15 0.125000 39282.43 40161.88 U.S. Treasuries (including strips) TSY INFL IX N/B 2022-04-15 0.125000 2437203.71 2456692.32 U.S. Treasuries (including strips) TSY INFL IX N/B 2025-01-15 2.375000 846304.59 1264085.65 U.S. Treasuries (including strips) TSY INFL IX N/B 2027-01-15 2.375000 250394.06 357629.99 U.S. Treasuries (including strips) TSY INFL IX N/B 2040-02-15 2.125000 235694.58 338593.41 U.S. Treasuries (including strips) TSY INFL IX N/B 2041-02-15 2.125000 982060.74 1400173.18 U.S. Treasuries (including strips) TSY INFL IX N/B 2043-02-15 0.625000 982060.74 983709.58 U.S. Treasuries (including strips) TSY INFL IX N/B 2045-02-15 0.750000 1453449.90 1452618.21 U.S. Treasuries (including strips) TSY INFL IX N/B 2046-02-15 1.000000 11784.73 12451.90 U.S. Treasuries (including strips) US TREASURY FRN 2019-04-30 1.203236 21786.04 21859.38 U.S. Treasuries (including strips) US TREASURY N/B 2019-07-31 1.375000 39.28 39.28 U.S. Treasuries (including strips) US TREASURY N/B 2024-07-31 2.125000 432106.73 432106.96 U.S. Treasuries (including strips) US TREASURY N/B 2020-08-15 1.500000 8877.83 8857.13 U.S. Treasuries (including strips) US TREASURY N/B 2027-08-15 2.250000 17244.99 17137.55 U.S. Treasuries (including strips) US TREASURY N/B 2022-08-31 1.625000 64462.47 63520.95 U.S. Treasuries (including strips) US TREASURY N/B 2019-08-31 1.250000 3619090.25 3605226.81 U.S. Treasuries (including strips) US TREASURY N/B 2020-09-15 1.375000 2156.61 2140.50 U.S. Treasuries (including strips) US TREASURY N/B 2022-09-30 1.875000 1562380.08 1554622.62 U.S. Treasuries (including strips) US TREASURY N/B 2020-10-15 1.625000 901217.50 899467.59 U.S. Treasuries (including strips) US TREASURY N/B 2022-10-31 2.000000 3140630.25 3139157.28 U.S. Treasuries (including strips) US TREASURY N/B 2018-11-30 1.250000 2271985.74 2277823.39 U.S. Treasuries (including strips) US TREASURY N/B 2018-12-31 1.500000 191501.84 192461.95 U.S. Treasuries (including strips) US TREASURY N/B 2024-02-15 2.750000 2317.66 2409.94 U.S. Treasuries (including strips) US TREASURY N/B 2019-04-30 1.625000 3183982.34 3188459.01 U.S. Treasuries (including strips) US TREASURY N/B 2024-08-15 2.375000 982060.74 996914.84 U.S. Treasuries (including strips) US TREASURY N/B 2021-11-30 1.875000 196412.15 197798.27 U.S. Treasuries (including strips) US TREASURY N/B 2017-12-15 1.000000 1964121.48 1971220.80 U.S. Treasuries (including strips) US TREASURY N/B 2022-01-31 1.500000 785648.59 774723.36 U.S. Treasuries (including strips) US TREASURY N/B 2017-11-15 4.250000 9251.01 9441.69 U.S. Treasuries (including strips) US TREASURY N/B 2025-02-15 2.000000 1178472.89 1162965.09 U.S. Treasuries (including strips) US TREASURY N/B 2025-08-15 2.000000 7267.25 7151.17 U.S. Treasuries (including strips) US TREASURY N/B 2020-09-30 1.375000 5853.08 5801.39 U.S. Treasuries (including strips) US TREASURY N/B 2018-11-15 1.250000 43092.83 43232.47 U.S. Treasuries (including strips) US TREASURY N/B 2017-11-30 0.875000 2711713.26 2721209.12 U.S. Treasuries (including strips) US TREASURY N/B 2019-01-15 1.125000 11077.65 11064.01 U.S. Treasuries (including strips) US TREASURY N/B 2018-01-31 0.750000 73670.27 73727.82 U.S. Treasuries (including strips) US TREASURY N/B 2026-02-15 1.625000 12177.55 11583.45 U.S. Treasuries (including strips) US TREASURY N/B 2019-02-15 0.750000 146052.07 144866.45 U.S. Treasuries (including strips) US TREASURY N/B 2017-12-31 2.750000 61869.83 62593.17 U.S. Treasuries (including strips) US TREASURY N/B 2018-02-28 2.750000 428072.42 432196.45 U.S. Treasuries (including strips) US TREASURY N/B 2021-04-30 1.375000 11941.86 11760.88 U.S. Treasuries (including strips) US TREASURY N/B 2018-04-30 0.750000 171679.93 171223.94 U.S. Treasuries (including strips) US TREASURY N/B 2018-03-31 2.875000 1186.33 1197.01 U.S. Treasuries (including strips) US TREASURY N/B 2018-04-30 2.625000 707083.73 711724.32 U.S. Treasuries (including strips) US TREASURY N/B 2018-09-30 1.375000 177544.80 177614.05 U.S. Treasuries (including strips) US TREASURY N/B 2018-10-31 1.750000 196412.15 196933.82 U.S. Treasuries (including strips) US TREASURY N/B 2021-11-15 2.000000 3888.96 3941.68 U.S. Treasuries (including strips) US TREASURY N/B 2018-12-31 1.375000 196412.15 197008.02 U.S. Treasuries (including strips) US TREASURY N/B 2023-06-30 1.375000 982060.74 948058.66 U.S. Treasuries (including strips) US TREASURY N/B 2021-07-31 1.125000 41026.57 40052.21 U.S. Treasuries (including strips) US TREASURY N/B 2023-07-31 1.250000 14935.18 14281.76 U.S. Treasuries (including strips) US TREASURY N/B 2022-05-15 1.750000 15241.58 15230.70 U.S. Treasuries (including strips) US TREASURY N/B 2018-09-30 0.750000 308253.15 306475.39 U.S. Treasuries (including strips) US TREASURY N/B 2019-10-15 1.000000 196412.15 194288.85 U.S. Treasuries (including strips) US TREASURY N/B 2019-09-30 1.000000 10566.97 10460.40 U.S. Treasuries (including strips) US TREASURY N/B 2019-10-31 1.250000 6874.43 6828.23 U.S. Treasuries (including strips) US TREASURY N/B 2026-11-15 2.000000 78564.86 77027.74 U.S. Treasuries (including strips) US TREASURY N/B 2019-11-15 1.000000 2160533.63 2144125.24 U.S. Treasuries (including strips) US TREASURY N/B 2017-12-31 0.750000 785648.59 787004.47 U.S. Treasuries (including strips) US TREASURY N/B 2018-01-31 0.875000 927.07 928.52 U.S. Treasuries (including strips) US TREASURY N/B 2020-02-29 1.250000 289739.34 287769.21 U.S. Treasuries (including strips) US TREASURY N/B 2018-02-28 0.750000 29461.82 29453.02 U.S. Treasuries (including strips) US TREASURY N/B 2020-01-15 1.375000 196412.15 196099.93 U.S. Treasuries (including strips) US TREASURY N/B 2019-01-31 1.125000 196412.15 196043.99 U.S. Treasuries (including strips) US TREASURY N/B 2020-02-15 1.375000 982060.74 979055.68 U.S. Treasuries (including strips) US TREASURY N/B 2019-02-28 1.125000 29658.23 29566.16 U.S. Treasuries (including strips) US TREASURY N/B 2024-03-31 2.125000 14691.63 14665.43 U.S. Treasuries (including strips) US TREASURY N/B 2021-06-30 2.125000 982060.74 998550.13 U.S. Treasuries (including strips) US TREASURY N/B 2019-07-31 1.625000 165025.49 165850.69 U.S. Treasuries (including strips) US TREASURY N/B 2022-04-30 1.750000 1178472.89 1167424.71 U.S. Treasuries (including strips) US TREASURY N/B 2020-04-15 1.500000 392824.30 391487.63 U.S. Treasuries (including strips) US TREASURY N/B 2022-04-30 1.875000 47166.41 46974.83 U.S. Treasuries (including strips) US TREASURY N/B 2024-04-30 2.000000 628.52 621.37 U.S. Treasuries (including strips) US TREASURY N/B 2020-05-15 1.500000 196412.15 196905.85 U.S. Treasuries (including strips) US TREASURY N/B 2020-05-31 1.500000 196412.15 196723.15 U.S. Treasuries (including strips) US TREASURY N/B 2018-06-15 1.125000 589236.45 590999.32 U.S. Treasuries (including strips) US TREASURY N/B 2019-05-31 1.250000 65106.70 65151.91 U.S. Treasuries (including strips) US TREASURY N/B 2020-06-15 1.500000 27497.70 27524.33 U.S. Treasuries (including strips) US TREASURY N/B 2022-06-30 1.750000 785648.59 781896.49 U.S. Treasuries (including strips) US TREASURY N/B 2043-05-15 2.875000 3607321.23 3674114.83 U.S. Treasuries (including strips) US TREASURY N/B 2044-05-15 3.375000 406867.77 453352.12 U.S. Treasuries (including strips) US TREASURY N/B 2044-11-15 3.000000 1597930.67 1663390.17 U.S. Treasuries (including strips) US TREASURY N/B 2046-02-15 2.500000 33390.07 31128.30 U.S. Treasuries (including strips) US TREASURY N/B 2047-02-15 3.000000 9309.94 9601.14 U.S. Treasuries (including strips) US TREASURY N/B 2047-05-15 3.000000 85164.31 88466.74 U.S. Treasuries (including strips) US TREASURY N/B 2026-08-15 1.500000 2142121.96 2006595.45 U.S. Treasuries (including strips) US TREASURY N/B 2023-08-31 1.375000 1522194.15 1463407.01 U.S. Treasuries (including strips) US TREASURY N/B 2023-05-15 1.750000 42578.23 42162.03 U.S. Treasuries (including strips) Y 2017-11-01 2017-11-01 2017-11-01 N N N 0.0106 86421266.65 86421266.65 0.1532 N Y Y N WELLS FARGO SECURITIES, LLC Joint Account III 1.060000% 0000276523 TPR0262CB779162WEL U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-02-01 4.500000 1602663.34 1636852.10 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 6442280.76 6583569.40 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 4.000000 820.65 837.15 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-02-01 4.500000 419020.22 427872.16 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-01-01 3.500000 60106.99 61439.09 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 202648.08 206705.68 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-09-01 3.000000 11481.70 11739.36 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-12-01 3.500000 108696.17 110679.03 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-12-01 3.500000 51456.68 52486.59 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-07-01 3.500000 38172582.17 38879707.42 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-04-01 4.500000 20645.86 21045.88 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-07-01 3.500000 312313.39 319464.20 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-08-01 3.000000 63004.42 64188.08 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-05-01 3.500000 68201.64 69698.50 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-09-01 3.000000 43518.57 44535.08 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-08-01 3.000000 145283.08 148024.88 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-09-01 3.000000 44656.93 45617.74 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-07-01 3.500000 119562.05 121684.91 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-09-01 3.000000 108970.17 111447.16 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-08-01 3.000000 63676.27 64912.64 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-09-01 3.000000 179761.31 183388.06 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-09-01 3.000000 1533.00 1568.78 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-10-01 3.500000 3930345.91 4013295.63 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-10-01 3.000000 49132.50 50336.35 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-08-01 3.000000 2813.76 2866.16 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-09-01 3.000000 51935.65 53161.89 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-07-01 3.000000 64581.61 66118.58 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-09-01 3.000000 63480.84 64950.24 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-09-01 3.000000 114808.13 117274.87 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-09-01 3.000000 3333.70 3411.91 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-06-01 3.500000 216513.64 220295.59 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-09-01 3.000000 695689.83 711904.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-09-01 3.000000 1964121.48 2003976.30 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 127909.37 130689.89 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-12-01 3.500000 786496.62 804466.68 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-09-01 3.000000 14314231.36 14642161.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-02-01 3.500000 76052.75 77504.98 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-08-01 3.500000 24551518.55 24997978.52 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 14723771.47 15061827.89 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-10-01 3.000000 2682438.42 2737136.85 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-11-01 3.500000 10701481.38 10927333.98 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-09-01 3.500000 4055917.23 4155543.44 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-09-01 3.500000 16266471.32 16668228.21 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-06-01 4.000000 153072.32 156022.43 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-10-01 3.000000 3245183.97 3316288.55 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-09-01 3.500000 81304.57 83085.56 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-08-01 3.000000 160688.79 163816.49 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-08-01 3.000000 96556.45 98580.71 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-09-01 3.000000 81797.33 83762.12 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-09-01 3.000000 191086.35 195721.48 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-09-01 3.000000 40194.72 41169.16 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-10-01 3.500000 232659.74 237350.45 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-08-01 3.500000 623738.40 637797.19 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-08-01 3.500000 36055.10 36863.61 Agency Mortgage-Backed Securities Y 2017-11-01 2017-11-01 2017-11-01 N N N 0.0106 147308977.24 147308977.24 0.2612 N Y Y N Goldman Sachs VIT - Government Money Market Fund 2017-11-07 Peter W. Fortner Peter W. Fortner Assistant Treasurer