N-MFP2 0001046292 XXXXXXXX 2018-02-28 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 24 93 535237443.55 566820176.07 558970233.51 534241963.11 557026348.22 597110845.91 583470233.51 570732129.78 0.00 0.8559 0.8191 0.8276 0.8084 0.8907 0.8629 0.8638 0.8636 0.0000 2868.43 701972556.29 701964465.14 3769680.50 47603681.91 658133332.16 658145593.8100 1.0000 0.0145 1.0001 1.0000 1.0000 1.0000 0.0000 C000025638 1.00 354239587.40 354246187.2100 1.0001 1.0000 1.0000 1.0000 0.0000 4696768.96 1803489.07 30973336.30 3562436.94 6969423.14 23756246.16 410474.13 4552623.86 0.00 0.00 41368107.67 35558172.96 0.0102 Y For Service Shares the Investment Adviser waived $9,016 of Management Fees and $6,708 of Other Fees. C000133599 1.00 303893744.76 303899406.6000 1.0001 1.0000 1.0000 1.0000 0.0000 28299249.76 33530195.48 40769157.75 1693169.38 2802560.25 2804407.94 2104450.45 12530991.18 0.00 0.00 74921627.47 48090060.70 0.0127 Y For Institutional Shares the Investment Adviser waived $7,455 of Management Fees and $5,603 of Other Fees. FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.429999% 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+ 2018-03-16 2018-03-16 2018-03-16 N N N 0.0179 1430031.60 1430031.60 0.0022 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.418000% 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+ 2018-03-15 2018-03-15 2018-03-15 N N N 0.0178 1430034.43 1430034.43 0.0022 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.455001% 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+ 2018-03-23 2018-03-23 2018-03-23 N N N 0.0181 1999973.86 1999973.86 0.0030 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.455001% 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+ 2018-03-23 2018-03-23 2018-03-23 N N N 0.0181 1999973.86 1999973.86 0.0030 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.658002% 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+ 2018-03-28 2018-06-28 2018-06-28 N N N 0.0156 2711051.34 2711051.34 0.0041 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.599998% 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+ 2018-03-19 2018-06-19 2018-06-19 N N N 0.0153 4001821.76 4001821.76 0.0061 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.483999% 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+ 2018-04-09 2018-07-09 2018-07-09 N N N 0.0183 599925.80 599925.80 0.0009 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.489000% 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+ 2018-04-12 2018-07-12 2018-07-12 N N N 0.0182 799921.70 799921.70 0.0012 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.532999% 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+ 2018-03-13 2018-07-13 2018-07-13 N N N 0.0156 2800591.95 2800591.95 0.0043 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.450001% 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+ 2018-03-18 2018-05-18 2018-05-18 N N N 0.0155 1299958.30 1299958.30 0.0020 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.445000% 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+ 2018-03-18 2018-05-18 2018-05-18 N N N 0.0155 1700453.34 1700453.34 0.0026 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.498000% 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+ 2018-03-14 2019-01-14 2019-01-14 N N N 0.0159 1199936.94 1199936.94 0.0018 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.509998% 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+ 2018-03-19 2019-03-19 2019-03-19 N N N 0.0159 13000088.40 13000088.40 0.0198 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.495001% 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+ 2018-03-18 2019-04-18 2019-04-18 N N N 0.0160 4498781.49 4498781.49 0.0068 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.495001% 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+ 2018-03-18 2019-04-18 2019-04-18 N N N 0.0160 1199675.06 1199675.06 0.0018 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.460999% 3130ADGU0 US3130ADGU08 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-03-25 2018-05-25 2018-05-25 N N N 0.0154 1699881.29 1699881.29 0.0026 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.471000% 3130ADH88 US3130ADH881 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-03-25 2018-05-25 2018-05-25 N N N 0.0154 2499825.43 2499825.43 0.0038 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.460999% 3130ADJB9 US3130ADJB99 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-03-25 2018-05-25 2018-05-25 N N N 0.0154 3499755.60 3499755.60 0.0053 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.455998% 3130ADJL7 US3130ADJL71 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-03-26 2018-05-25 2018-05-25 N N N 0.0154 2499825.43 2499825.43 0.0038 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.405001% 3130ADML3 US3130ADML35 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-03-06 2018-06-06 2018-06-06 N N N 0.0153 8499328.08 8499328.08 0.0129 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.405001% 3130ADMN9 US3130ADMN90 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-03-06 2018-06-06 2018-06-06 N N N 0.0153 8499328.08 8499328.08 0.0129 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.405001% 3130ADMV1 US3130ADMV17 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-03-07 2018-06-07 2018-06-07 N N N 0.0153 3499720.39 3499720.39 0.0053 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.404000% 3130ADMW9 US3130ADMW99 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-03-08 2018-06-08 2018-06-08 N N N 0.0153 7999354.16 7999354.16 0.0122 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385UQ7 US313385UQ73 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-03-23 2018-03-23 2018-03-23 N N N 0.0148 9991077.80 9991077.80 0.0152 N N Y N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 1.726870% 3133EH4C4 US3133EH4C43 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-03-01 2019-12-26 2019-12-26 N N N 0.0175 649735.76 649735.76 0.0010 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 1.554649% 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+ 2018-03-30 2019-09-30 2019-09-30 N N N 0.0183 1701143.85 1701143.85 0.0026 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 1.557000% 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+ 2018-03-28 2019-03-28 2019-03-28 N N N 0.0160 999818.95 999818.95 0.0015 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 1.736867% 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+ 2018-03-01 2019-07-05 2019-07-05 N N N 0.0170 800365.00 800365.00 0.0012 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 1.726870% 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+ 2018-03-01 2019-10-18 2019-10-18 N N N 0.0169 800464.31 800464.31 0.0012 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 1.419998% 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+ 2018-03-01 2019-06-27 2019-06-27 N N N 0.0143 249971.05 249971.05 0.0004 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 1.741867% 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+ 2018-03-01 2019-02-19 2019-02-19 N N N 0.0168 800439.33 800439.33 0.0012 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 1.419998% 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+ 2018-03-01 2019-07-17 2019-07-17 N N N 0.0143 1599734.90 1599734.90 0.0024 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 1.379999% 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+ 2018-03-01 2019-01-24 2019-01-24 N N N 0.0140 999787.90 999787.90 0.0015 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 1.716869% 3133EHV26 US3133EHV269 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-03-01 2019-11-20 2019-11-20 N N N 0.0174 1299547.70 1299547.70 0.0020 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 1.710630% 3133EHX57 US3133EHX570 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-03-01 2019-11-29 2019-11-29 N N N 0.0174 649736.85 649736.85 0.0010 N N N N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796LN7 US912796LN79 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-03-01 2018-03-01 2018-03-01 N N N 0.0000 1000000.00 1000000.00 0.0015 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796LS6 US912796LS66 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-03-29 2018-03-29 2018-03-29 N N N 0.0150 32362766.89 32362766.89 0.0492 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796LX5 US912796LX51 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-04-26 2018-04-26 2018-04-26 N N N 0.0155 2593827.16 2593827.16 0.0039 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796MF3 US912796MF37 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-06-21 2018-06-21 2018-06-21 N N N 0.0167 11938773.36 11938773.36 0.0181 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796MK2 US912796MK22 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-07-19 2018-07-19 2018-07-19 N N N 0.0180 893833.54 893833.54 0.0014 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 0.0137 9792289.65 9792289.65 0.0149 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 0.0157 18361372.51 18361372.51 0.0279 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796PH6 US912796PH65 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-05-31 2018-05-31 2018-05-31 N N N 0.0165 796718.94 796718.94 0.0012 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796PL7 US912796PL77 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-06-14 2018-06-14 2018-06-14 N N N 0.0166 8360064.97 8360064.97 0.0127 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796PN3 US912796PN34 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-07-05 2018-07-05 2018-07-05 N N N 0.0173 1590486.99 1590486.99 0.0024 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796PQ6 US912796PQ64 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-07-12 2018-07-12 2018-07-12 N N N 0.0177 894248.14 894248.14 0.0014 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796PV5 US912796PV59 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-08-23 2018-08-23 2018-08-23 N N N 0.0185 36773514.81 36773514.81 0.0559 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796PW3 US912796PW33 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-08-30 2018-08-30 2018-08-30 N N N 0.0185 12483123.53 12483123.53 0.0190 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 1.699870% 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+ 2018-03-01 2019-10-31 2019-10-31 N N N 0.0166 46028836.48 46028836.48 0.0699 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.750000% 912828S68 US912828S687 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-07-31 2018-07-31 2018-07-31 N N N 0.0075 1692363.28 1692363.28 0.0026 N Y Y N BNP PARIBAS BNP Paribas 1.340000% R0MUWSFPU8MPRO8K5P83 0001272025 TPR0275917791621BN U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N TREASURY BILL 2018-07-05 0.00 5124900.00 5093923.00 U.S. Treasuries (including strips) US TREASURY N/B 2018-05-15 9.125000 1400.00 1458.00 U.S. Treasuries (including strips) US TREASURY N/B 2024-10-31 2.250000 100.00 97.00 U.S. Treasuries (including strips) US TREASURY N/B 2019-02-15 0.750000 200.00 198.00 U.S. Treasuries (including strips) US TREASURY N/B 2021-08-15 2.125000 4400.00 4344.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2018-03-01 2018-03-01 2018-03-01 Y BNP Paribas 1.0000 7 N Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0134 4999996.45 4999996.45 0.0076 N Y Y N BNP PARIBAS BNP Paribas 1.340000% R0MUWSFPU8MPRO8K5P83 0001272025 TPR0275927791622BN U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N TREASURY BILL 2018-07-12 0.00 300.00 298.00 U.S. Treasuries (including strips) STRIP PRINC 2045-11-15 0.00 2200.00 908.00 U.S. Treasuries (including strips) STRIPS 2032-02-15 0.00 320.00 207.00 U.S. Treasuries (including strips) STRIPS 2033-02-15 0.00 105.00 66.00 U.S. Treasuries (including strips) STRIPS 2036-08-15 0.00 1318.00 732.00 U.S. Treasuries (including strips) STRIPS 2033-11-15 0.00 863.00 526.00 U.S. Treasuries (including strips) STRIPS 2028-05-15 0.00 10.00 8.00 U.S. Treasuries (including strips) STRIPS 2030-02-15 0.00 5168.00 3576.00 U.S. Treasuries (including strips) US TREASURY N/B 2020-08-31 2.125000 5065800.00 5034747.00 U.S. Treasuries (including strips) US TREASURY N/B 2019-02-28 1.125000 59500.00 58933.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2018-03-02 2018-03-02 2018-03-02 Y BNP Paribas 1.0000 7 N Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0134 4999996.45 4999996.45 0.0076 N N Y N ROYAL BANK OF CANADA-NEW YORK BRANCH ROYAL BANK OF CANADA-NEW YORK BRANCH 1.370002% TPR0277ED779162ROY U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-06-01 4.500000 1000.00 1012.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 4.000000 1177782.00 838829.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 4270.00 4171.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 4.500000 2146.00 2160.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-01-01 4.000000 5463.00 5609.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-10-01 4.000000 671081.00 675881.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2044-05-20 4.500000 5010.00 1677.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-01-20 4.000000 1612.00 661.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-03-07 2018-03-07 2018-03-12 Y ROYAL BANK OF CANADA-NEW YORK BR 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0137 1499985.45 1499985.45 0.0023 N N Y N BNP PARIBAS BNP Paribas 1.360001% R0MUWSFPU8MPRO8K5P83 0001272025 TPR0278477791623BN U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT BANK 2032-10-19 3.180000 1000.00 941.00 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-03-01 3.000000 1000.00 987.00 Agency Mortgage-Backed Securities US TREASURY N/B 2043-11-15 3.750000 200.00 223.00 U.S. Treasuries (including strips) US TREASURY N/B 2019-09-30 1.375000 4181000.00 4149994.00 U.S. Treasuries (including strips) US TREASURY N/B 2023-07-31 1.250000 1022500.00 947916.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2018-03-07 2018-03-07 2018-03-12 Y BNP Paribas 1.0000 7 N Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0136 5000000.00 5000000.00 0.0076 N N Y N ABN AMRO BANK N.V. Joint Account III 1.370000% TPR027C11779162ABN U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-02-01 4.000000 111030.29 24957.37 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-07-01 4.500000 867174.98 272221.31 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-07-01 4.000000 1894133.36 961096.25 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-06-01 4.000000 35251.91 12531.45 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-09-01 4.000000 339234.17 193144.31 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-10-01 4.500000 21646.58 12018.87 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-11-01 3.500000 4667.26 2146.98 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-02-01 4.500000 171083.88 88703.10 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-04-01 4.000000 1087004.07 635379.67 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-04-01 4.000000 698425.68 403456.80 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-04-01 4.500000 33787.37 18585.04 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-07-01 4.000000 949566.18 687267.59 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-09-01 3.500000 981128.51 410254.58 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-10-01 4.000000 1036483.78 773738.81 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-11-01 4.000000 1042153.28 631685.30 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-10-01 3.500000 1143119.68 1049271.99 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-11-01 4.000000 3740.21 3308.42 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-07-01 4.000000 19457.15 10502.81 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-12-01 3.500000 38.91 26.19 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-03-01 5.500000 48.49 1.25 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-05-01 5.500000 641597.55 23377.25 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-01-01 3.500000 369685.77 347541.43 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-03-01 4.000000 41.60 37.55 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-08-01 3.500000 44125.07 43887.46 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 4.000000 101043.21 104429.30 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 272400.04 271285.88 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 693944.74 690865.53 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-01-01 3.500000 26952.74 12687.46 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-09-01 3.500000 627935.09 190591.19 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-06-01 3.500000 2578.93 1354.80 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-07-01 3.500000 822724.43 454655.24 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-08-01 3.500000 56992.59 25042.32 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-12-01 4.000000 414662.36 101599.73 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-09-01 4.000000 215111.94 88316.49 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-11-01 3.000000 2813.54 1460.92 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-02-01 3.500000 116742.87 108365.91 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-05-01 4.500000 55581.90 58374.59 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-12-01 4.000000 395775.39 404275.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-11-20 3.500000 10143848.70 6518393.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2046-02-20 3.500000 972857.28 652541.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2047-05-20 4.000000 2957486.14 2532290.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-10-15 4.000000 8265018.46 1994207.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-02-15 5.000000 2391977.08 138594.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-10-15 4.000000 48081.76 10718.71 Agency Mortgage-Backed Securities US TREASURY N/B 2043-05-15 2.875000 6012686.06 5798833.39 U.S. Treasuries (including strips) US TREASURY N/B 2046-02-15 2.500000 3891429.13 3428558.38 U.S. Treasuries (including strips) US TREASURY N/B 2047-05-15 3.000000 15.57 15.25 U.S. Treasuries (including strips) US TREASURY N/B 2018-11-30 1.250000 699643.93 697870.80 U.S. Treasuries (including strips) US TREASURY N/B 2019-02-28 1.500000 783017.80 778491.18 U.S. Treasuries (including strips) US TREASURY N/B 2021-09-30 2.125000 117361.61 116745.83 U.S. Treasuries (including strips) US TREASURY N/B 2019-08-15 3.625000 3891429.13 3974323.57 U.S. Treasuries (including strips) US TREASURY N/B 2025-11-15 2.250000 4840.94 4675.12 U.S. Treasuries (including strips) US TREASURY N/B 2020-12-31 1.750000 1967350.91 1937303.98 U.S. Treasuries (including strips) US TREASURY N/B 2026-02-15 1.625000 486428.64 444074.13 U.S. Treasuries (including strips) US TREASURY N/B 2021-08-15 2.125000 1836143.59 1813731.84 U.S. Treasuries (including strips) US TREASURY N/B 2018-08-31 1.500000 4690203.33 4680677.54 U.S. Treasuries (including strips) US TREASURY N/B 2018-09-30 1.375000 1945714.56 1950428.99 U.S. Treasuries (including strips) US TREASURY N/B 2021-11-15 2.000000 315.21 311.08 U.S. Treasuries (including strips) US TREASURY N/B 2019-01-31 1.250000 2334857.48 2319603.50 U.S. Treasuries (including strips) US TREASURY N/B 2018-11-30 1.000000 102367.93 101869.25 U.S. Treasuries (including strips) US TREASURY N/B 2024-01-31 2.250000 25340.99 24692.17 U.S. Treasuries (including strips) US TREASURY N/B 2027-02-15 2.250000 310707.27 295131.82 U.S. Treasuries (including strips) US TREASURY N/B 2019-02-28 1.125000 1573771.77 1559017.65 U.S. Treasuries (including strips) US TREASURY N/B 2018-10-31 1.250000 2015.76 2014.67 U.S. Treasuries (including strips) US TREASURY N/B 2019-06-30 1.250000 919525.25 910335.79 U.S. Treasuries (including strips) Y 2018-03-01 2018-03-01 2018-03-01 N N N 0.0138 50588489.62 50588489.62 0.0769 N Y Y N BANK OF AMERICA, NATIONAL ASSOCIATION Joint Account III 1.400000% TPR027C11779162BAN 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 2046-11-20 3.000000 22793614.98 20040860.04 Agency Mortgage-Backed Securities Y 2018-03-01 2018-03-01 2018-03-01 N N N 0.0138 19457111.40 19457111.40 0.0296 N Y Y N BNP PARIBAS Joint Account III 1.370000% R0MUWSFPU8MPRO8K5P83 0001272025 TPR027C11779162BNP U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-07-01 7.500000 359.30 4.40 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-01-01 5.500000 76.78 2.69 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-01-01 3.500000 96.97 18.64 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-12-01 5.000000 163675.45 31950.46 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-10-01 4.500000 11969.57 6132.11 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-07-01 4.000000 992559.82 867917.74 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-08-01 3.000000 223924.31 114866.35 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-03-01 4.000000 136200.02 124784.90 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-11-01 4.000000 438956.28 239942.25 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-07-01 4.000000 101.92 58.53 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-02-01 4.000000 462252.87 393570.74 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-03-01 3.000000 15333.28 11957.82 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 3.500000 39.11 35.53 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 3.500000 106.39 94.13 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-05-01 3.000000 40.04 23.82 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-05-01 3.500000 325019.05 232105.81 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-05-01 3.000000 93824.96 41142.72 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-07-01 3.000000 118479.93 70777.86 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-07-01 3.000000 224619.83 144135.97 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-09-01 4.000000 232297.31 164716.68 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2018-08-01 4.000000 204.42 0.86 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-08-01 5.000000 51.17 1.91 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-03-01 6.000000 95.81 1.63 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-03-01 6.000000 96.62 5.49 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-10-01 6.000000 571.42 13.74 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-04-01 6.000000 53.90 2.18 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-03-01 6.000000 46.93 2.33 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-06-01 6.000000 60.55 0.70 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-09-01 4.000000 1747374.69 1773438.82 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-03-01 4.500000 38.91 40.90 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 764021.83 743818.08 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-10-01 4.500000 40.43 41.91 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-02-01 3.000000 1705923.65 1690012.22 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-05-01 6.500000 201.54 3.19 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2019-12-01 4.000000 116.43 0.97 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-10-01 7.000000 296.84 4.01 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-08-01 6.000000 3381.18 85.73 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-11-01 5.500000 42.03 2.06 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-10-01 3.500000 446.93 133.51 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-10-01 4.500000 69762.19 25685.57 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2039-07-01 6.000000 44.91 2.33 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2039-04-01 6.000000 40.90 2.57 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-08-01 6.000000 223.52 31.95 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-09-01 4.000000 15350.48 2965.42 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-10-01 4.000000 107257.13 29841.46 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-04-01 7.500000 312.72 0.82 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-10-01 7.000000 61.91 6.58 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-03-01 5.000000 29871.15 8061.02 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-12-01 5.000000 54.48 1.91 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-08-01 8.000000 4196.79 1486.37 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-09-01 3.500000 420.35 408.25 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-01-01 4.500000 26087.48 6938.77 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-01-01 2.500000 62.77 25.76 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-07-01 4.000000 39.50 38.64 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-11-01 4.000000 201564.51 125355.93 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-06-01 4.500000 77542.80 77841.39 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-06-01 4.000000 536756.69 528958.54 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-02-01 4.000000 47862.01 15724.25 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-04-01 4.000000 1516.14 855.96 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-11-01 4.000000 46271.89 27751.42 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-04-01 4.000000 81.84 71.21 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-04-01 4.000000 211474.35 158386.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2026-12-15 2.500000 124656.41 40660.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2028-01-20 2.500000 76485.11 32740.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2044-11-20 4.000000 6350.54 2352.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2046-03-20 3.000000 8240391.28 6006824.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-09-20 3.500000 823516.84 503023.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2046-01-20 3.500000 505943.77 333636.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2047-04-20 4.500000 633.49 465.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2046-10-20 3.000000 547044.65 476751.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2047-02-20 3.500000 3376344.35 2996202.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2047-10-20 3.500000 2877937.43 2863285.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-06-20 5.000000 52.42 6.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-07-20 5.000000 972427.16 66975.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-09-20 4.500000 92.03 18.68 Agency Mortgage-Backed Securities STRIP PRINC 2029-02-15 0.00 43389.43 31572.76 U.S. Treasuries (including strips) STRIP PRINC 2031-02-15 0.00 153010.99 104979.32 U.S. Treasuries (including strips) STRIP PRINC 2040-08-15 0.00 1945.71 974.69 U.S. Treasuries (including strips) STRIP PRINC 2043-08-15 0.00 5942.21 2673.06 U.S. Treasuries (including strips) STRIP PRINC 2044-05-15 0.00 92293.02 40493.55 U.S. Treasuries (including strips) STRIPS 2033-08-15 0.00 1179211.25 730556.75 U.S. Treasuries (including strips) STRIPS 2035-08-15 0.00 21405.39 12421.75 U.S. Treasuries (including strips) STRIPS 2032-05-15 0.00 1104583.48 712798.75 U.S. Treasuries (including strips) STRIPS 2033-11-15 0.00 13795.47 8477.71 U.S. Treasuries (including strips) STRIPS 2030-02-15 0.00 0.62 0.43 U.S. Treasuries (including strips) STRIPS 2030-08-15 0.00 25411.42 17339.24 U.S. Treasuries (including strips) STRIPS 2044-11-15 0.00 596.63 254.50 U.S. Treasuries (including strips) TIGER GR 2025-05-15 0.00 1343.40 1090.65 U.S. Treasuries (including strips) TSY INFL IX N/B 2048-02-15 1.000000 2689958.17 2686470.32 U.S. Treasuries (including strips) US TREASURY N/B 2041-11-15 3.125000 2168300.42 2195409.01 U.S. Treasuries (including strips) US TREASURY N/B 2046-08-15 2.250000 54160.91 45098.86 U.S. Treasuries (including strips) US TREASURY N/B 2018-04-30 2.625000 408440.51 412696.72 U.S. Treasuries (including strips) Y 2018-03-01 2018-03-01 2018-03-01 N N N 0.0138 27239955.95 27239955.95 0.0414 N Y Y N CITIGROUP GLOBAL MARKETS INC. Joint Account III 1.370000% 0000315030 TPR027C11779162CGM U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-06-01 4.000000 164412.88 130595.43 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-07-01 3.500000 125654.25 107347.60 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-08-01 3.500000 161827.06 140982.78 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-09-01 4.500000 181029.28 138349.84 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-06-01 4.000000 143982.88 124709.37 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-01-01 4.500000 88558.69 83700.75 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-08-01 4.500000 153219.22 146715.13 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-08-01 4.500000 156482.97 161238.60 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-01-01 4.000000 153241.76 156593.21 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2030-05-01 4.000000 719914.39 93284.29 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-06-01 4.000000 176553.32 89678.96 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-02-01 5.000000 1312073.66 81483.45 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-06-01 3.500000 144939.74 83277.44 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-09-01 4.500000 135771.26 91526.88 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-01-01 4.000000 123566.03 70089.23 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-12-01 3.000000 101527.39 89193.97 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-05-01 3.000000 264941.06 147153.93 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-10-01 4.500000 152283.76 154252.87 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-12-01 3.500000 127606.73 126214.11 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-03-01 3.500000 76229.67 76307.81 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-04-01 3.500000 148815.76 116114.29 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-04-01 4.000000 139634.87 102718.05 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-03-01 3.500000 99170.97 72273.26 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-06-01 3.000000 151731.45 128669.44 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-03-01 4.500000 95433.10 77875.55 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-03-01 2.000000 172839.30 151548.01 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-12-01 2.500000 105846.87 90433.23 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-11-01 2.500000 131604.48 123696.39 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-12-01 2.000000 99871.04 92288.71 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-08-01 3.000000 291857.18 137847.22 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-04-01 3.500000 195349.74 126408.72 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-10-01 3.500000 87034.46 86114.84 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-02-01 4.000000 145491.23 150073.47 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-12-01 6.500000 184605.58 112852.88 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-08-01 3.500000 342445.76 150469.35 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-10-01 5.000000 246343.92 122381.44 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-04-01 5.000000 5084502.42 141487.19 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-06-01 4.500000 449283.90 110393.93 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-10-01 5.000000 330449.23 95034.38 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-03-01 4.500000 396010.82 143738.30 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-12-01 2.500000 195702.81 84847.20 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-08-01 2.500000 389142.91 142566.09 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-06-01 3.000000 221811.46 108117.56 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-02-01 3.500000 158147.68 90742.21 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-06-01 3.500000 183067.77 120046.42 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-10-01 3.500000 242691.00 143333.13 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-12-01 2.500000 233485.75 136756.81 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2030-06-01 3.000000 199863.80 133734.99 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-01-01 2.500000 153702.03 133884.15 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-10-01 2.500000 102848.84 86272.87 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-10-01 3.000000 114788.21 87238.33 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-12-01 2.500000 124525.73 110384.40 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-05-01 3.000000 92810.66 88806.15 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-06-01 3.500000 102911.33 101521.51 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-12-01 3.500000 143341.38 144719.41 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-10-01 3.500000 126673.33 127062.40 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-12-01 3.000000 130815.18 129270.79 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-02-01 3.500000 82961.22 84637.26 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-01-01 3.000000 103823.56 103234.59 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-01-01 3.000000 109974.12 109389.90 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-03-01 3.500000 92936.43 95042.40 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-02-01 3.500000 67266.39 68790.31 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-02-01 3.000000 123246.58 123090.57 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-02-01 3.000000 140149.24 139950.15 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-01-01 3.000000 5440.72 5441.42 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-02-01 3.500000 75044.03 76790.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-02-01 3.000000 84061.95 83916.53 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-09-01 5.000000 1055957.31 157960.66 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-07-01 5.000000 426072.38 130927.72 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-11-01 4.000000 292401.98 119066.95 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-11-01 3.500000 196906.31 90613.95 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-03-01 3.500000 194571.46 68971.42 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-03-01 4.000000 146568.65 91257.20 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-01-01 5.000000 110561.88 95748.69 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-01-01 5.000000 92138.89 87528.36 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-08-01 4.000000 186593.17 94131.37 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-11-01 3.500000 286249.17 159130.23 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-05-01 3.500000 73992.96 70152.66 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-04-01 3.000000 243408.89 137681.80 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-10-01 5.000000 292702.44 146506.51 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-12-01 5.000000 140622.43 83086.92 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-12-01 3.000000 149511.59 87287.21 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-02-01 4.000000 166465.41 131342.11 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-06-01 3.500000 180968.42 153113.65 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-10-01 4.500000 112736.34 119100.46 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-09-01 4.500000 138726.92 141252.65 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-11-01 4.000000 173705.15 114222.12 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-02-01 4.000000 183220.24 89472.36 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-09-01 3.000000 103589.22 83837.14 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-10-01 3.500000 110892.93 102203.91 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-01-01 3.500000 90864.48 85820.68 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-04-01 3.000000 132957.95 120689.25 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-04-01 3.500000 84998.54 83419.20 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-09-01 3.000000 142305.91 138370.15 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-11-01 3.000000 118075.34 115189.96 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-12-01 4.500000 247027.84 117325.93 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-01-01 5.000000 152042.18 102441.68 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-02-01 4.500000 307744.61 144374.04 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-06-01 4.500000 160053.23 109786.67 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-06-01 4.500000 113043.88 89991.28 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-06-01 4.500000 420593.75 157662.34 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-07-01 4.500000 225632.10 115353.28 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-09-01 4.000000 214223.17 130216.95 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-10-01 4.500000 138747.93 110077.13 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-10-01 4.500000 157011.27 120605.55 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-01-01 5.000000 171276.51 146656.17 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-03-01 4.500000 162580.99 144130.52 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-03-01 4.500000 82663.41 86954.18 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-01-01 3.500000 153322.31 108140.68 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-05-01 3.000000 117734.41 90745.48 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-07-01 4.500000 165299.66 120192.86 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-09-01 4.500000 159046.68 130784.94 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-09-01 4.500000 109155.37 91863.92 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-01-01 4.000000 173488.74 137527.70 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-01-01 4.500000 132123.36 111303.36 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-01-01 4.000000 130998.46 101955.60 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-03-01 4.500000 110907.56 97937.35 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-03-01 4.000000 192679.60 155049.32 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-03-01 4.000000 141367.21 131455.43 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-04-01 4.000000 116206.36 83327.41 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-05-01 3.000000 116742.87 89127.78 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-05-01 4.000000 150131.34 115007.41 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-06-01 4.000000 97763.79 92427.20 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-06-01 4.000000 138659.75 126873.43 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-07-01 4.000000 112076.51 103485.86 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-07-01 4.000000 93197.74 84195.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-08-01 4.500000 97955.75 91540.03 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-07-01 3.500000 146981.89 129094.23 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-07-01 4.000000 110500.83 111455.20 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-08-01 4.000000 133478.94 126569.59 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-08-01 3.500000 150714.78 140733.81 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-08-01 4.000000 135861.97 126774.67 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-09-01 4.000000 104938.42 105949.45 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-09-01 3.500000 117209.46 92933.16 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-01-01 4.000000 145053.14 146726.88 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-12-01 3.500000 90957.91 85099.87 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-02-01 4.000000 88240.10 83220.04 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-01-01 3.500000 107559.10 98066.43 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-01-01 4.000000 102414.55 104713.57 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-01-01 4.500000 121308.34 113464.46 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-01-01 4.500000 95395.97 91456.37 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-01-01 2.500000 135851.15 121001.42 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-04-01 4.000000 124337.00 112660.03 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-03-01 4.000000 89975.68 91365.89 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-03-01 3.500000 86526.24 85174.59 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-03-01 4.500000 114376.77 96917.87 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-03-01 4.000000 90276.88 92254.81 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-04-01 4.000000 134340.07 132165.15 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-06-01 4.000000 133979.06 129604.12 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-06-01 4.500000 104685.13 106607.69 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-06-01 4.500000 128491.88 126291.74 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-06-01 4.000000 83665.73 78888.22 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-08-01 4.500000 100483.82 101006.91 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-07-01 4.500000 160145.19 160078.30 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-07-01 4.000000 109707.40 112180.21 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-08-01 4.500000 121447.03 128404.51 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-07-01 4.500000 120912.35 115548.44 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-02-01 3.500000 146795.33 143988.05 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-01-01 3.500000 149445.63 141757.80 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-05-01 4.500000 101471.27 106690.88 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-01-01 4.000000 167773.21 151038.31 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-09-01 4.000000 138612.71 141091.20 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-08-01 4.500000 99435.31 95340.99 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-06-01 4.500000 151418.54 155776.94 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-08-01 4.000000 101348.89 104033.97 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-09-01 4.000000 79301.10 81371.34 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-09-01 4.000000 83974.74 84692.75 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-09-01 4.500000 85657.36 90372.06 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-11-01 4.000000 90266.84 93210.23 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-09-01 4.500000 77089.95 81569.02 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-10-01 4.500000 108176.28 114634.61 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-10-01 4.500000 91565.41 95664.91 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-10-01 4.000000 108912.00 110743.96 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-10-01 4.500000 82789.42 87915.32 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-10-01 4.500000 94381.20 99796.59 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-10-01 4.500000 110375.99 99021.58 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-12-01 4.500000 89622.65 94913.59 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-12-01 4.500000 80850.28 86321.82 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-12-01 4.500000 79809.36 84558.77 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-11-01 4.500000 112067.98 119456.95 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-11-01 4.500000 87739.20 85405.55 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-11-01 4.500000 101555.37 94408.64 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-11-01 4.500000 81893.57 85249.97 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-10-01 4.500000 112546.75 118850.63 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-11-01 4.500000 85179.06 86149.28 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-11-01 4.500000 145795.51 154540.91 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-11-01 4.500000 98145.58 104587.41 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-11-01 4.500000 132347.50 136866.43 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-11-01 4.000000 123419.05 127647.67 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-11-01 4.500000 116150.60 123040.45 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-11-01 4.000000 85495.55 88572.04 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-01-01 4.500000 138411.60 147405.93 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-01-01 4.500000 140041.40 149827.65 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-11-01 4.500000 86568.89 91545.29 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-12-01 4.500000 104177.22 99356.79 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-12-01 3.500000 129532.17 129231.40 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-12-01 4.500000 128848.02 135718.18 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-12-01 3.500000 140518.81 139592.14 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-12-01 4.500000 133681.80 140519.89 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-12-01 4.000000 109706.90 113676.89 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-01-01 4.500000 82919.78 87977.16 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-02-01 4.500000 135477.30 143884.58 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-02-01 4.500000 95315.03 102132.27 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-01-01 4.500000 101352.12 107345.66 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-01-01 3.500000 93637.47 93598.95 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-01-01 4.500000 129250.86 137876.21 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-02-01 4.500000 75430.37 80210.37 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-02-01 4.500000 81478.00 86641.50 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-01-01 4.500000 96400.16 102382.57 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-02-01 4.500000 114897.48 122027.59 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-02-01 4.500000 69030.68 73727.60 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-02-01 4.500000 100213.13 106563.25 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-02-01 4.000000 67015.62 69663.86 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-02-01 4.000000 81919.91 84305.56 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-03-01 4.000000 80593.44 83959.45 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-03-01 4.000000 79449.95 82589.78 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-02-01 3.500000 139390.99 128895.73 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-07-01 4.500000 85782.55 81753.59 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-01-01 3.500000 134529.27 86458.41 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-06-01 4.500000 145657.94 125382.31 Agency Mortgage-Backed Securities Y 2018-03-01 2018-03-01 2018-03-01 N N N 0.0138 23893332.79 23893332.79 0.0363 N Y Y N MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED Joint Account III 1.400000% 0000728612 TPR027C11779162MER U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-02-01 4.500000 2412163.91 572604.30 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-02-01 4.000000 3262770.46 681803.99 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-05-01 4.500000 1902196.71 619634.44 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-04-01 4.000000 1585766.48 731458.94 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-05-01 4.000000 1011771.57 554479.46 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-10-01 3.000000 1566884.95 778232.32 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-08-01 3.500000 895028.70 616751.40 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-11-01 4.500000 873590.04 547546.96 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-01-01 4.000000 713004.61 590540.13 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-08-01 3.500000 716022.96 622733.46 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-08-01 3.000000 893667.32 592359.18 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-11-01 3.000000 1178127.72 686549.31 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-02-01 4.000000 834452.81 706334.94 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-02-01 3.500000 863095.16 571905.59 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-02-01 3.500000 627710.87 570005.84 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-05-01 3.000000 900130.56 542882.58 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-09-01 4.000000 1332619.90 714572.55 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-12-01 3.000000 981807.57 611724.60 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-04-01 3.000000 880285.94 601075.75 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-05-01 3.000000 1085146.30 718627.26 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-11-01 4.000000 999212.72 711443.95 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-10-01 4.000000 663606.30 650917.68 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-05-01 3.500000 821203.42 568434.98 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-06-01 3.500000 839504.89 678386.50 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-05-01 4.000000 746979.82 603129.45 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-01-01 4.000000 716048.88 620147.45 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-05-01 4.500000 639491.97 627704.25 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-08-01 3.500000 641211.64 629859.83 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-12-01 2.500000 768080.86 732531.37 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-09-01 4.500000 684916.90 703988.87 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-11-01 4.500000 516238.89 543142.02 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 645536.02 645075.24 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 781402.39 781889.79 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 4.000000 554165.15 566550.48 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-10-01 4.000000 583714.37 574631.54 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-12-01 3.000000 601786.28 583537.62 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-08-01 3.000000 660151.14 627970.78 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-08-01 3.000000 786216.48 752270.61 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 767905.01 769346.24 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-12-01 3.500000 1712228.82 542925.03 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-04-01 3.000000 959509.68 588074.64 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-09-01 3.500000 1343999.69 726795.49 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-11-01 2.500000 818367.55 699703.59 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-03-01 4.500000 724273.80 760294.66 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-10-01 3.000000 603791.11 582474.09 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-02-01 3.500000 556301.62 561525.40 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-03-01 3.500000 648193.21 657289.93 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-02-01 4.500000 2724000.39 784276.91 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-02-01 2.500000 1135571.86 547599.38 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-05-01 3.500000 833714.52 789322.04 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-03-01 3.500000 539907.54 551971.67 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-04-01 3.000000 901943.54 589387.18 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-01-01 3.500000 687697.56 677939.02 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-01-01 4.000000 1879624.09 789969.84 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-06-01 4.500000 1377613.19 632223.80 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-06-01 4.000000 885323.01 522433.86 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-09-01 4.000000 1280815.14 564613.13 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-06-01 4.000000 1371070.77 789507.19 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-03-01 4.000000 689719.97 610302.52 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-08-01 3.500000 693913.88 634035.68 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-08-01 3.500000 727077.69 585873.65 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-04-01 4.000000 536076.51 544828.99 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-09-01 4.500000 528672.52 555445.86 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-11-01 4.500000 351736.20 372626.79 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-12-01 4.000000 585063.45 602019.22 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-12-01 4.500000 664808.99 702365.91 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-01-01 3.500000 731960.39 718424.83 Agency Mortgage-Backed Securities Y 2018-03-01 2018-03-01 2018-03-01 N N N 0.0138 41443647.27 41443647.27 0.0630 N Y Y N TD SECURITIES USA LLC Joint Account III 1.370000% 0000803012 TPR027C11779162TD U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-11-01 4.000000 3953664.52 3988997.30 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-12-01 3.500000 536445.22 529531.74 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-09-01 4.000000 3435070.10 3497815.00 Agency Mortgage-Backed Securities Y 2018-03-01 2018-03-01 2018-03-01 N N N 0.0138 7782844.55 7782844.55 0.0118 N Y Y N BANK OF NOVA SCOTIA (THE) Joint Account III 1.380000% 0000009631 TPR027C11779162THE U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-04-01 4.500000 1251.91 479.74 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-05-01 3.500000 52020.43 13089.06 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-02-01 4.000000 9637.94 4679.02 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-11-01 3.500000 2303276.89 1251754.80 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-11-01 3.500000 1590189.78 583327.02 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-10-01 3.500000 1541297.91 496833.54 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-04-01 3.500000 52956.79 18012.02 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-09-01 2.500000 595496.45 250046.77 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-08-01 4.500000 1150833.19 437167.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-11-01 3.500000 1964.08 1037.57 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-11-01 3.000000 531655.45 352975.74 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-07-01 3.500000 420833.74 375365.70 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-08-01 3.500000 1187538.05 669463.18 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-01-01 3.000000 2192.47 1442.94 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-12-01 4.500000 820178.93 392010.27 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-02-01 3.000000 595027.30 301788.62 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-11-01 3.500000 543140.54 439334.80 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-04-01 3.500000 334039.96 281095.16 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-06-01 3.500000 34264.34 25393.91 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-07-01 3.000000 19039.25 9184.59 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-06-01 3.500000 63557.58 34656.72 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-08-01 4.000000 260725.75 154685.44 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-03-01 3.500000 171222.88 155794.42 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-01-01 3.500000 117901.90 102463.12 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-11-01 2.500000 106464.09 93394.80 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-08-01 3.500000 109497.66 109237.82 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-03-01 4.000000 1533758.93 1415543.19 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 3.000000 20312.17 19147.04 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-06-01 4.000000 10236986.44 9784588.93 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-04-01 4.000000 222.51 216.48 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-08-01 4.000000 538323.49 528929.35 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 4.500000 1458107.64 1467389.43 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-09-01 4.000000 465317.33 463939.64 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-10-01 3.500000 1673187.31 321401.61 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-07-01 4.000000 11727220.27 11158322.99 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-05-01 5.000000 74055.22 31092.83 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-01-01 3.000000 93952.17 84869.89 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-05-01 4.500000 147198.79 37041.89 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-05-01 2.500000 3025.82 508.26 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-06-01 3.500000 14127.91 6460.43 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-05-01 4.000000 282749.02 167446.76 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-09-01 3.500000 1179761.77 583692.15 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-04-01 3.500000 1050.57 605.04 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-11-01 2.500000 349581.75 214882.93 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-04-01 3.500000 123707.75 84633.56 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-09-01 3.500000 64980.10 50681.78 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-09-01 3.500000 674862.03 503134.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-05-01 4.000000 30365.76 26322.17 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-04-01 4.000000 500037.98 481012.36 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-08-01 3.500000 302918.81 292891.10 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-02-01 3.500000 227397.68 227305.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-11-15 4.000000 1237295.50 204285.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2044-03-20 3.500000 1337718.38 536998.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-11-20 4.000000 2533902.33 813626.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-03-20 3.500000 1941785.19 987118.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-07-20 3.500000 11919.18 7142.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-12-20 3.500000 14188285.32 9369805.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-12-20 4.000000 931444.81 513578.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2047-05-20 4.000000 888270.69 760564.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2046-07-20 3.000000 3891429.13 3217752.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2046-07-20 3.500000 1232267.69 979178.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2046-08-20 3.000000 12507708.22 10556084.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2047-06-20 4.000000 3243009.28 2922365.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2047-07-20 3.500000 56827.71 55179.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2047-11-20 3.500000 526880.82 526435.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2048-01-20 3.500000 1264.79 1271.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2044-03-15 4.000000 65626.93 42018.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2047-01-20 4.000000 14792.53 13796.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-05-15 4.500000 824318.63 117881.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-05-15 6.500000 181818.46 169468.28 Agency Mortgage-Backed Securities US TREASURY N/B 2020-12-31 1.750000 22005479.13 21669394.07 U.S. Treasuries (including strips) Y 2018-03-01 2018-03-01 2018-03-01 N N N 0.0138 85611290.12 85611290.12 0.1301 N Y Y N WELLS FARGO SECURITIES, LLC Joint Account III 1.370000% 0000276523 TPR027C11779162WEL U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 79473.02 78920.05 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-08-01 3.500000 48563.98 48400.12 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-02-01 4.000000 11635.37 11528.20 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 181434.85 180259.05 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-11-01 3.500000 40859.66 40720.85 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-11-01 3.500000 43437.14 43275.57 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-08-01 4.000000 5448.00 5423.10 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-11-01 3.500000 44757.66 44581.54 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-01-01 3.000000 70387.00 69896.99 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-01-01 3.500000 49240.59 48791.63 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-11-01 3.500000 203979.53 202909.08 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 30683913.22 30544990.33 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-11-01 3.500000 245958.44 244416.66 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 104682.09 103786.05 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-12-01 3.500000 783102.40 779637.40 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-12-01 3.500000 485213.81 483319.39 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-12-01 3.500000 364661.89 363345.93 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-12-01 3.500000 470939.27 468910.24 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-12-01 3.500000 355332.23 353897.27 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-11-01 3.500000 68083.32 67859.25 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-11-01 3.500000 59082.17 58886.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-10-01 3.500000 93586.07 93031.77 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-12-01 3.500000 12839669.11 12726805.60 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-11-01 3.500000 2921869.52 2906719.56 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-11-01 3.500000 92092.30 91608.72 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 6055129.02 6012369.34 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 192427.43 190710.42 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-12-01 3.500000 212148.61 211437.10 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 449154.98 445436.75 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-12-01 3.500000 478516.98 476969.39 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-12-01 3.500000 494893.16 493317.52 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-12-01 3.500000 626106.24 624053.39 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-12-01 3.500000 651790.25 649722.74 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-12-01 3.500000 264833.54 263979.34 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-12-01 3.500000 1020506.74 1017288.72 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 955038.39 950145.85 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-12-01 3.500000 255686.35 254893.39 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 648949.70 642382.80 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 6401585.48 6381233.15 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-01-01 3.000000 88412.26 87836.02 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 638352.33 634519.19 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 1374496.16 1369838.58 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-01-01 3.000000 44977.14 44581.42 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-01-01 3.000000 64041.76 63658.49 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-01-01 3.000000 195777.84 194395.33 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-01-01 3.000000 97062.71 96412.30 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 2600850.43 2583385.66 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-01-01 3.000000 3095059.79 3075776.36 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 93476.80 93174.43 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 14398.29 14334.39 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-01-01 3.000000 350255.82 347971.36 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-10-01 4.000000 12647.14 12593.29 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 4700.85 4674.77 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-11-01 3.500000 5991.94 5960.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 18320053.70 18184792.33 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 23124921.72 23055822.28 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-02-01 3.000000 3530699.25 3497409.44 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 87567.08 86967.88 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-10-01 3.500000 82023.04 81606.07 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-09-01 3.500000 39766.75 39607.86 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-11-01 3.500000 706292.13 698993.37 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-01-01 3.500000 2127796.98 2118486.51 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-12-01 3.500000 250142.58 249339.70 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-01-01 3.500000 16741567.08 16638706.02 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-02-01 3.500000 77995.72 77726.67 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-02-01 3.000000 4214894.99 4182702.64 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-08-01 3.500000 81276.31 80656.76 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-11-01 3.500000 60700.42 60304.93 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-01-01 3.000000 63093.02 62534.76 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-01-01 3.000000 243187.08 241567.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-01-01 3.000000 95392.00 94865.45 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-02-01 3.000000 934986.98 929596.58 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-11-01 3.500000 87601.87 87318.30 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-08-01 3.500000 104555.38 103560.77 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-07-01 3.500000 47023.13 46584.34 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-05-01 5.000000 129562.68 128234.34 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-08-01 4.000000 98233.33 97492.71 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-10-01 3.500000 89221.52 88827.01 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-10-01 3.500000 63958.71 63688.02 Agency Mortgage-Backed Securities Y 2018-03-01 2018-03-01 2018-03-01 N N N 0.0138 143982624.30 143982624.30 0.2188 N Y Y N Goldman Sachs VIT - Government Money Market Fund 2018-03-07 Peter W. Fortner Peter W. Fortner Assistant Treasurer