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2047-06-01 4.500000 88051.03 88316.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-09-01 4.000000 248568.96 244468.69 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-11-01 3.500000 81.72 78.85 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 108549.43 99959.12 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-12-01 3.500000 45.87 7.99 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-02-01 3.000000 28472.10 27035.21 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 2034-05-30 3.310000 9232.47 8933.95 Agency Debentures and Agency Strips FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-01-01 6.000000 5430.38 393.75 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-12-01 6.000000 13075.32 544.03 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2030-03-01 3.000000 19032.63 11237.90 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-02-01 4.000000 250595.64 205362.23 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-09-01 6.000000 27725.45 261.46 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-10-01 4.000000 163433.23 90277.32 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-10-01 4.000000 490938.84 470983.70 Agency Mortgage-Backed Securities FREDDIE MAC DISCOUNT NT 2018-09-04 0.00 52.76 52.65 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-01-20 3.000000 4511.54 2028.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2044-03-20 3.500000 40328.81 14869.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-09-20 3.500000 2222955.58 1256762.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-10-20 3.000000 26.38 21.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-03-20 4.000000 3429203.54 2549725.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-07-20 4.500000 30489.31 31778.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-07-20 5.000000 17920.65 18900.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-08-20 3.000000 2747.93 2529.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-12-20 4.000000 26.38 25.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-04-20 3.000000 3531.63 3415.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-04-20 4.000000 2637848.88 2683420.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-06-20 4.000000 1318924.44 1350167.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-09-15 4.500000 8990.13 8712.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-09-15 3.500000 2645.47 2615.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-10-20 4.000000 180645.54 177170.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-10-15 5.000000 13756.04 9311.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-10-20 4.000000 14546.79 14775.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-10-15 4.500000 25652.24 24593.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-11-20 4.000000 371252.64 364022.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-12-15 3.500000 2706.38 2439.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-10-15 3.500000 285981.70 276072.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-11-15 3.500000 39115.42 38649.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-11-15 3.500000 11164.41 11066.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-11-20 4.000000 33481.90 34162.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-11-20 4.000000 33656.34 33600.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-05-20 4.500000 46500.00 49017.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-06-20 3.500000 1848.84 1063.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-11-20 4.000000 189.42 44.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2029-08-15 7.000000 71.88 49.38 Agency Mortgage-Backed Securities STRIP PRINC 254900HROIFWPRGM1V77 2024-11-15 0.00 21.10 17.62 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 2027-11-15 0.00 20071.39 15276.13 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 2044-02-15 0.00 962.81 441.39 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 2044-05-15 0.00 16816.29 7651.42 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 2045-05-15 0.00 120027.40 52962.10 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 2045-08-15 0.00 32973.11 14415.53 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2022-02-15 0.00 1.27 1.16 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2023-02-15 0.00 1.90 1.69 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2023-08-15 0.00 0.92 0.79 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2023-05-15 0.00 2.53 2.22 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2024-02-15 0.00 2.22 1.90 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2024-02-15 0.00 606.68 517.10 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2024-05-15 0.00 3.03 2.56 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2024-08-15 0.00 1.24 1.03 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2025-02-15 0.00 2.43 2.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2025-05-15 0.00 9.76 7.99 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2025-08-15 0.00 189.56 154.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2026-02-15 0.00 1.29 1.03 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2027-08-15 0.00 0.11 0.08 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2028-11-15 0.00 3.35 2.45 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2035-11-15 0.00 20862.46 12230.62 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2029-11-15 0.00 3.24 2.29 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2031-02-15 0.00 123654.47 84297.71 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2036-11-15 0.00 618566.30 351518.84 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2037-08-15 0.00 1.98 1.11 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2037-11-15 0.00 26.38 14.51 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2039-05-15 0.00 0.76 0.40 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2040-11-15 0.00 54642.49 27440.91 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2045-05-15 0.00 4.09 1.79 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2042-02-15 0.00 648.57 312.53 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2042-05-15 0.00 0.21 0.11 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2042-08-15 0.00 22479.88 10670.97 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2043-05-15 0.00 0.69 0.32 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2043-08-15 0.00 28291.93 13014.30 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2043-11-15 0.00 0.92 0.42 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2044-02-15 0.00 0.24 0.11 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2044-11-15 0.00 10.23 4.54 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2045-02-15 0.00 10.68 4.70 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2045-11-15 0.00 8791.29 3782.99 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2047-08-15 0.00 11.92 4.88 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2032-02-15 0.00 212.19 140.02 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2033-02-15 0.00 30585.46 19545.96 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2033-08-15 0.00 146090.48 91877.75 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2034-02-15 0.00 1055011.51 653115.42 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2035-08-15 0.00 1019176.31 602108.97 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2031-11-15 0.00 323867.22 215423.52 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2034-05-15 0.00 0.26 0.16 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2019-05-15 0.00 0.87 0.84 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2020-02-15 0.00 2.77 2.66 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2020-11-15 0.00 0.34 0.32 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2021-11-15 0.00 409.61 373.65 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 2018-08-16 0.00 158484.60 158360.99 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 2019-01-03 0.00 496385.13 491897.80 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 2019-03-28 0.00 395.68 389.93 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 2018-09-27 0.00 4552.93 4539.37 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 2018-10-18 0.00 930464.26 926528.41 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 2018-10-25 0.00 162069.43 161323.93 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 2018-11-01 0.00 1512745.66 1505091.18 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 2018-11-23 0.00 501186.01 498013.50 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 2018-12-27 0.00 2.64 2.61 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 2029-04-15 3.875000 171307.18 344433.98 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 2032-04-15 3.375000 659459.58 1239504.51 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 2025-01-15 2.375000 2.64 3.88 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 2027-01-15 2.375000 659636.32 925628.40 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 2029-01-15 2.500000 1568945.03 2136684.26 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 2044-02-15 1.375000 1031478.05 1233095.01 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 2046-02-15 1.000000 3618115.72 3918924.38 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 2047-02-15 0.875000 161140.91 166162.48 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 2048-02-15 1.000000 8282.85 8633.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2018-11-15 9.000000 7.91 8.23 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2019-08-15 8.125000 5.28 5.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2020-05-15 8.750000 5.28 5.94 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2023-02-15 7.125000 18.46 22.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2024-11-15 7.500000 5.28 6.75 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2029-02-15 5.250000 10.55 12.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2037-02-15 4.750000 2.64 3.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2040-11-15 4.250000 107297.14 128922.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2041-05-15 4.375000 118426.23 145008.91 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2042-11-15 2.750000 52720.05 50115.57 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2043-05-15 2.875000 403327.09 391762.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2046-08-15 2.250000 16803.10 14364.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2048-05-15 3.125000 254452.18 258461.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2019-03-31 1.625000 2.64 2.64 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2021-12-31 2.125000 60.67 59.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2020-11-30 1.625000 13326.41 13033.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2021-02-15 3.625000 258.51 268.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2023-04-30 1.625000 2.64 2.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2019-08-31 1.000000 24001.79 23726.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2020-04-30 1.125000 53967.75 52770.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2020-02-15 1.375000 263766.42 260648.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2019-06-30 1.625000 19316.97 19207.60 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2019-07-31 1.625000 2.64 2.61 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2022-04-30 1.750000 253513.10 245194.57 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2022-06-30 2.125000 606705.24 592623.67 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2020-06-15 1.500000 89481.11 87762.29 U.S. Treasuries (including strips) Y 2018-08-01 2018-08-01 2018-08-01 N N N 0.0193 29016336.19 29016336.19 0.0480 N Y Y N Partially collateralized with cash totaling $182,249.82. CITIGROUP GLOBAL MARKETS INC. Joint Account III 1.930000% 0000315030 TPR029F7F779162CGM U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2019-10-09 0.00 47377.90 45882.56 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-01-01 5.500000 48995.43 598.77 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-10-01 5.500000 110917.80 3117.17 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-04-01 6.500000 13912.15 175.52 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-08-01 7.500000 33.58 0.92 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-06-01 6.500000 60.91 0.42 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-11-01 4.000000 22922.93 11910.20 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-08-01 3.000000 28249.49 14567.47 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-02-01 5.000000 33777.34 18224.79 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-04-01 3.500000 422.50 330.50 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-05-01 3.500000 949.63 392.12 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-08-01 6.500000 149469.99 1125.25 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-01-01 6.000000 23011.41 297.52 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-05-01 5.500000 12529.78 717.65 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-08-01 5.000000 20639.40 496.47 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-12-01 6.000000 16618.45 403.51 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-06-01 5.500000 894.10 209.21 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-12-01 5.000000 5817.22 187.21 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-02-01 6.500000 40432.66 495.34 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-08-01 4.500000 14020.48 11580.87 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 3.000000 12819.95 10551.58 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-08-01 4.500000 29777.65 23474.80 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-02-01 2.500000 26536.76 21839.99 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2039-09-01 5.000000 18447.00 2516.93 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-10-01 6.500000 44277.37 988.45 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-02-01 5.000000 2765.44 2577.97 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-06-01 4.000000 597254.33 602283.55 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-10-01 7.000000 92373.67 201.32 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-07-01 6.000000 145484.62 1664.83 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-03-01 6.000000 9891.93 213.48 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-06-01 5.500000 11394.03 511.11 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-01-01 6.000000 19890.49 969.36 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-08-01 4.000000 80962.97 83394.41 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-04-01 4.000000 1708413.85 855397.81 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-11-01 4.500000 12929.47 1342.03 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-08-01 5.500000 11154.12 555.19 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-02-01 3.500000 47320.16 25230.81 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-08-01 5.500000 16347.17 960.18 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-09-01 5.500000 3692.99 210.16 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-03-01 6.500000 23081.18 2788.60 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-02-01 3.500000 2845.42 1383.24 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-05-01 5.000000 43172.06 4387.59 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-01-01 4.000000 26819.56 27087.75 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-01-01 3.500000 246.01 204.62 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-04-01 3.500000 3793.41 3441.44 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-03-01 3.500000 1952.01 1497.37 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-09-01 3.500000 2345.13 1836.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-10-15 4.000000 1577.22 720.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2042-10-15 3.500000 1318.92 703.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2042-04-20 3.500000 27511.44 8528.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-05-20 3.000000 11103122.91 8156262.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-06-15 2.250000 1129.26 871.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-09-15 2.250000 1548.63 1238.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-07-15 4.000000 1635.47 1121.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-01-15 4.000000 1236.41 918.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-07-15 3.000000 1163.45 1071.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-10-15 5.500000 427.96 16.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-03-15 5.500000 137.30 9.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-01-15 4.000000 17689.94 4723.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-07-15 3.000000 1580.44 1107.63 Agency Mortgage-Backed Securities STRIP PRINC 254900HROIFWPRGM1V77 2027-02-15 0.00 1239.79 966.22 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 2036-02-15 0.00 60926.40 36112.28 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 2042-11-15 0.00 5246.68 2479.31 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 2045-05-15 0.00 5275.70 2306.75 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 2027-02-15 0.00 3616.49 2809.84 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 2022-05-15 0.00 1292.55 1162.26 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2027-05-15 0.00 309925.01 237529.64 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2039-02-15 0.00 9567.95 5031.99 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2039-08-15 0.00 9575.34 4956.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2022-05-15 1.750000 3540961.28 3418928.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2021-04-30 2.250000 2353409.63 2335024.80 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2021-05-31 2.000000 516424.86 507495.01 U.S. Treasuries (including strips) Y 2018-08-01 2018-08-01 2018-08-01 N N N 0.0193 16196391.29 16196391.29 0.0268 N Y Y N MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED Joint Account III 1.930000% 0000728612 TPR029F7F779162MER 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 549300M8ZYFG0OCMTT87 2048-07-20 4.500000 12102271.40 12613834.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-06-20 3.500000 25215065.52 22765720.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-07-20 4.000000 6685949.45 5815033.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-01-20 4.500000 7728714.67 7768918.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-06-20 4.500000 6337682.94 6596958.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-07-20 3.500000 4503053.06 4213190.06 Agency Mortgage-Backed Securities Y 2018-08-01 2018-08-01 2018-08-01 N N N 0.0193 58032672.39 58032672.39 0.0960 N Y Y N BANK OF NOVA SCOTIA (THE) Joint Account III 1.930000% L3I9ZG2KFGXZ61BMYR72 0000009631 TPR029F7F779162THE U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-12-01 4.000000 1306619.01 435945.76 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-07-01 4.500000 1041175.20 437743.77 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-09-01 6.000000 2608938.63 311113.44 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-11-01 3.500000 1045039.49 503068.04 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-05-01 3.500000 1064376.64 510405.42 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-08-01 3.500000 3171340.57 1689289.79 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-08-01 4.500000 870839.83 450727.63 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-05-01 3.000000 591534.74 404300.43 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-03-01 4.000000 528660.50 479901.10 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-01-01 4.000000 608888.09 500981.02 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-08-01 4.500000 605032.90 550175.88 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 661906.77 642146.24 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-05-01 4.000000 714822.12 725889.69 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-09-01 4.000000 792614.47 761105.26 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-12-01 4.000000 2137114.91 2045968.61 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-11-01 3.500000 641437.22 620016.20 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-06-01 4.500000 478845.73 490464.61 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-12-01 3.500000 517481.56 493617.39 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 413436.78 400432.24 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-02-01 4.000000 1566772.84 1021227.52 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-11-01 3.000000 591720.31 502877.43 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-04-01 3.000000 702566.12 623041.07 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-11-01 3.500000 1064962.50 687806.20 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-09-01 3.500000 1117616.63 531782.97 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-01-01 3.500000 1061147.41 494830.72 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-10-01 3.500000 1352483.73 1313708.12 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-12-01 3.500000 2327625.87 2271130.35 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-07-01 4.000000 613513.85 572337.34 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-12-01 3.500000 1427532.46 1389520.42 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-02-01 3.500000 1502318.93 1462464.65 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-04-01 4.000000 491305.66 397325.72 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-02-01 3.000000 485973.06 428243.45 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-11-01 4.000000 1130814.21 1100621.76 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-02-01 3.500000 408052.75 394981.10 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-04-01 3.500000 742575.75 728817.15 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-05-01 4.000000 599872.16 600838.96 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-04-01 4.000000 754791.12 757724.91 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-04-01 4.000000 647424.03 643293.21 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-04-01 4.500000 362340.41 366409.21 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-04-01 4.500000 460944.10 465850.76 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-05-01 4.000000 371116.08 371829.75 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-05-01 4.500000 414629.59 423571.19 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-05-01 4.500000 700615.30 714552.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-07-01 4.000000 427178.87 436065.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-11-15 4.000000 1257786.65 188637.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2044-03-20 3.500000 105126.88 38760.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-08-20 3.500000 2526318.75 1060462.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-11-20 4.000000 690106.35 202570.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-04-20 3.500000 659462.22 318282.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-07-20 3.500000 633618.79 348327.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-11-20 3.500000 37392.22 22331.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-12-20 4.000000 743209.30 377304.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-09-20 4.000000 659462.22 402753.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-11-20 4.000000 659462.22 418288.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-01-20 4.500000 342274.90 206751.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-02-20 4.500000 1318924.44 834059.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-03-20 4.500000 3270529.20 2059168.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-08-20 4.500000 269874.89 210436.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-11-20 3.500000 791354.66 767437.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-12-20 4.000000 1063936.38 1041969.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-04-20 4.000000 14508168.82 14758813.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-05-20 4.000000 2637848.88 2692120.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-08-15 4.000000 193909.43 93553.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-03-20 4.500000 420155.75 442981.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-03-20 4.000000 12096.01 12384.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-04-20 4.000000 172908.78 177360.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-05-20 5.000000 141866.20 151237.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-07-20 4.500000 59802.09 63203.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-04-20 4.000000 3616.46 3711.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-04-20 4.500000 2411.94 2537.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-05-20 4.000000 58777.37 60287.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-05-20 5.000000 4432.56 4726.63 Agency Mortgage-Backed 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Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2053-10-01 4.000000 6067.05 4242.98 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-11-01 4.000000 36929.88 17728.16 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-11-01 4.500000 263.78 134.95 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-11-01 4.000000 340806.72 230721.56 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-07-01 4.000000 530747.86 382662.32 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-07-01 4.000000 9364.36 5293.50 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-03-01 3.000000 237406.40 144820.01 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-08-01 2.500000 328095.64 206418.03 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-05-01 3.500000 1186257.07 978796.56 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-12-01 4.000000 5302.68 3371.51 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-12-01 3.000000 17487.57 13692.73 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-02-01 3.500000 27169.84 20398.56 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-02-01 4.000000 35554.33 27169.34 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-02-01 3.500000 16856.04 11176.20 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-04-01 3.000000 2707.75 2136.47 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-06-01 3.000000 212602.71 170227.19 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-07-01 2.500000 27380.87 20629.03 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-07-01 4.000000 35057.01 27603.11 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-07-01 3.000000 228305.82 189262.91 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-07-01 4.000000 178654.25 150677.86 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-07-01 4.500000 45661.16 28419.42 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 4.000000 369298.84 289387.24 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-01-01 2.000000 2005018.38 1645310.94 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-04-01 4.000000 42205.58 35772.74 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-11-01 3.000000 26.38 23.03 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-07-01 4.500000 239189.16 248859.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-12-20 2.500000 734907.36 614758.15 Agency Mortgage-Backed Securities Y 2018-08-01 2018-08-01 2018-08-01 N N N 0.0193 42205579.93 42205579.93 0.0698 N Y Y N Goldman Sachs VIT - Government Money Market Fund 2018-08-07 Peter W. Fortner Peter W. Fortner Assistant Treasurer