N-MFP2 0001046292 XXXXXXXX 2018-08-31 0001046292 5493002O7C5F22B7X327 S000009354 2 N N 333-35883 Goldman Sachs Asset Management, L.P. 801-37591 PricewaterhouseCoopers LLP Boston MA Goldman Sachs Asset Management, L.P. The Bank of New York Mellon Goldman Sachs & Co. LLC 0000734700 084-01100 N N Y Exempt Government N 33 118 363389849.79 357472361.75 386575232.42 410163619.54 419056887.17 456044979.47 447750140.92 462378138.64 461092584.43 458892723.63 0.5919 0.5931 0.6433 0.6857 0.6935 0.7428 0.7429 0.7694 0.7708 0.7594 26423.60 603837752.59 603817292.21 459923.05 1361679.83 602941959.03 602934338.3300 1.0000 0.0204 1.0000 1.0000 1.0000 1.0000 1.0000 C000025638 1.00 337111760.19 337107499.3600 1.0000 1.0000 1.0000 1.0000 1.0000 3065569.66 4227963.83 1329416.15 3662502.04 3059294.14 1617984.37 1677839.84 3066153.14 2237029.90 3535313.78 11308045.72 15120530.03 0.0161 Y For Service Shares the Investment Adviser waived $10,649 of Other Fees. C000133599 1.00 265830198.84 265826838.9700 1.0000 1.0000 1.0000 1.0000 1.0000 9512765.53 652305.08 11894072.18 21049261.62 749052.14 4877810.86 1559959.81 2312928.53 10356235.73 3388916.84 34050670.49 31701466.76 0.0186 Y For Institutional Shares the Investment Adviser waived $8,243 of Other Fees. FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.977001% 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+ 2018-09-14 2019-01-14 2019-01-14 N N N 0.0201 1200079.56 1200079.56 0.0020 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.996999% 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+ 2018-09-19 2019-03-19 2019-03-19 N N N 0.0202 13000870.09 13000870.09 0.0216 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.982002% 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+ 2018-09-18 2019-04-18 2019-04-18 N N N 0.0202 4499834.31 4499834.31 0.0075 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.982002% 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+ 2018-09-18 2019-04-18 2019-04-18 N N N 0.0202 1199955.82 1199955.82 0.0020 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.951999% 3130ACUA0 US3130ACUA05 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-09-20 2018-11-20 2018-11-20 N N N 0.0198 5000074.75 5000074.75 0.0083 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.954001% 3130ACW83 US3130ACW833 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-09-21 2018-11-21 2018-11-21 N N N 0.0199 1250027.65 1250027.65 0.0021 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.954001% 3130ACW91 US3130ACW916 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-09-21 2018-11-21 2018-11-21 N N N 0.0199 1250027.65 1250027.65 0.0021 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.951999% 3130AD7D8 US3130AD7D83 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-09-22 2019-01-22 2019-01-22 N N N 0.0201 1699938.51 1699938.51 0.0028 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 2.189999% 3130ADKQ4 US3130ADKQ40 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-09-06 2020-01-30 2020-01-30 N N N 0.0216 10702226.56 10702226.56 0.0178 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.957000% 3130ADQ39 US3130ADQ395 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-09-22 2019-02-22 2019-02-22 N N N 0.0201 10999920.14 10999920.14 0.0182 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 2.029000% 3130ADXX5 US3130ADXX53 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-09-07 2019-10-07 2019-10-07 N N N 0.0205 6000857.34 6000857.34 0.0100 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 2.072999% 3130ADY63 US3130ADY639 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-10-11 2019-10-11 2019-10-11 N N N 0.0211 3498106.19 3498106.19 0.0058 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 2.079000% 3130ADY71 US3130ADY712 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-10-07 2019-10-07 2019-10-07 N N N 0.0212 1499056.01 1499056.01 0.0025 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.937002% 3130AE4A5 US3130AE4A53 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-09-19 2018-10-19 2018-10-19 N N N 0.0200 7999707.84 7999707.84 0.0133 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.955002% 3130AE5S5 US3130AE5S52 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-09-25 2019-01-25 2019-01-25 N N N 0.0201 4999785.25 4999785.25 0.0083 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.955002% 3130AE5U0 US3130AE5U09 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-09-25 2019-01-25 2019-01-25 N N N 0.0201 4499806.73 4499806.73 0.0075 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.935000% 3130AE7L8 US3130AE7L81 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-09-04 2018-09-04 2018-09-04 N N N 0.0194 3300000.00 3300000.00 0.0055 N Y Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.935000% 3130AEA75 US3130AEA751 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-09-04 2018-09-04 2018-09-04 N N N 0.0194 5000000.00 5000000.00 0.0083 N Y Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.935000% 3130AEAB6 US3130AEAB63 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-09-04 2018-09-04 2018-09-04 N N N 0.0194 3800000.00 3800000.00 0.0063 N Y Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.935000% 3130AEAC4 US3130AEAC47 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-09-04 2018-09-04 2018-09-04 N N N 0.0194 7300000.00 7300000.00 0.0121 N Y Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.935000% 3130AEAD2 US3130AEAD20 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-09-04 2018-09-04 2018-09-04 N N N 0.0194 2000000.00 2000000.00 0.0033 N Y Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 2.016000% 3130AEFJ4 US3130AEFJ45 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-09-12 2019-03-12 2019-03-12 N N N 0.0208 6197922.19 6197922.19 0.0103 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 2.022998% 3130AEFT2 US3130AEFT27 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-09-13 2019-03-13 2019-03-13 N N N 0.0208 3498817.42 3498817.42 0.0058 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 2.026001% 3130AEGF1 US3130AEGF14 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-09-22 2019-03-22 2019-03-22 N N N 0.0208 1399491.14 1399491.14 0.0023 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 2.020000% 3130AEHM5 US3130AEHM55 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-09-25 2019-03-25 2019-03-25 N N N 0.0208 749721.26 749721.26 0.0012 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 2.014999% 3130AEJG6 US3130AEJG69 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-09-25 2019-03-25 2019-03-25 N N N 0.0208 5897482.23 5897482.23 0.0098 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 2.014999% 3130AEJH4 US3130AEJH43 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-09-21 2019-03-21 2019-03-21 N N N 0.0208 2898798.91 2898798.91 0.0048 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 2.017001% 3130AEJW1 US3130AEJW10 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-09-27 2019-03-27 2019-03-27 N N N 0.0208 5997402.30 5997402.30 0.0099 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 2.009002% 3130AELD0 US3130AELD01 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-10-07 2019-01-07 2019-01-07 N N N 0.0203 4499352.81 4499352.81 0.0075 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 2.002998% 3130AELE8 US3130AELE83 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-10-11 2019-01-11 2019-01-11 N N N 0.0203 4999256.40 4999256.40 0.0083 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 2.011000% 3130AELL2 US3130AELL27 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-10-09 2019-04-09 2019-04-09 N N N 0.0208 2498821.10 2498821.10 0.0041 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 2.013001% 3130AELM0 US3130AELM00 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-10-09 2019-04-09 2019-04-09 N N N 0.0208 999528.55 999528.55 0.0017 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385F76 US313385F763 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-09-14 2018-09-14 2018-09-14 N N N 0.0197 3298221.66 3298221.66 0.0055 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385G26 US313385G266 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-09-17 2018-09-17 2018-09-17 N N N 0.0197 1099229.38 1099229.38 0.0018 N N Y N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 2.165994% 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+ 2018-09-01 2019-12-26 2019-12-26 N N N 0.0220 649808.39 649808.39 0.0011 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 2.197379% 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+ 2018-09-30 2019-09-30 2019-09-30 N N N 0.0209 1701587.17 1701587.17 0.0028 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 1.973750% 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+ 2018-09-28 2019-03-28 2019-03-28 N N N 0.0202 1000035.72 1000035.72 0.0017 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 2.175995% 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+ 2018-09-01 2019-07-05 2019-07-05 N N N 0.0216 800225.20 800225.20 0.0013 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 2.165994% 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+ 2018-09-01 2019-10-18 2019-10-18 N N N 0.0215 800317.48 800317.48 0.0013 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 1.919999% 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+ 2018-09-01 2019-06-27 2019-06-27 N N N 0.0201 249810.84 249810.84 0.0004 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 2.180992% 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+ 2018-09-01 2019-02-19 2019-02-19 N N N 0.0214 800206.89 800206.89 0.0013 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 1.919999% 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+ 2018-09-01 2019-07-17 2019-07-17 N N N 0.0202 1598590.19 1598590.19 0.0027 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 1.879999% 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+ 2018-09-01 2019-01-24 2019-01-24 N N N 0.0190 999905.77 999905.77 0.0017 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 2.155993% 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+ 2018-09-01 2019-11-20 2019-11-20 N N N 0.0219 1299679.62 1299679.62 0.0022 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 2.155993% 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+ 2018-09-01 2019-11-29 2019-11-29 N N N 0.0220 649813.02 649813.02 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.040001% 3133EJGC7 US3133EJGC72 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-09-01 2020-03-13 2020-03-13 N N N 0.0208 199876.89 199876.89 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.071440% 3133EJKB4 US3133EJKB44 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-10-10 2019-07-10 2019-07-10 N N N 0.0208 249961.26 249961.26 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.160994% 3133EJLK3 US3133EJLK34 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-09-01 2020-02-18 2020-02-18 N N N 0.0221 649718.30 649718.30 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.099999% 3133EJMQ9 US3133EJMQ94 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-09-01 2020-01-30 2020-01-30 N N N 0.0206 600321.55 600321.55 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.120000% 3133EJNP0 US3133EJNP03 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-09-01 2020-05-07 2020-05-07 N N N 0.0208 1000704.15 1000704.15 0.0017 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.009999% 3136G4TF0 B1V7KEBTPIMZEU4LTD58 US3136G4TF09 0000310522 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-09-01 2019-01-30 2019-01-30 N N N 0.0201 6000180.00 6000180.00 0.0100 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.049998% 3136G4TG8 B1V7KEBTPIMZEU4LTD58 US3136G4TG81 0000310522 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-09-01 2019-07-30 2019-07-30 N N N 0.0205 6002220.00 6002220.00 0.0100 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.090002% 3136G4TH6 B1V7KEBTPIMZEU4LTD58 US3136G4TH64 0000310522 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-09-01 2020-01-30 2020-01-30 N N N 0.0209 750474.22 750474.22 0.0012 N N N N OVERSEAS PRIVATE INVESTMENT CORP OVERSEAS PRIVATE INVESTMENT CORP 2.109999% 690353M46 549300IDY55XMYWXSD28 US690353M463 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-09-07 2018-09-07 2033-12-15 Y UNITED STATES OF AMERICA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N 0.0211 1829409.46 1829409.46 0.0030 N N Y N OVERSEAS PRIVATE INVESTMENT CORP OVERSEAS PRIVATE INVESTMENT CORP 2.109999% 690353Q67 549300IDY55XMYWXSD28 US690353Q670 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-09-07 2018-09-07 2033-12-15 Y UNITED STATES OF AMERICA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N 0.0211 2608580.03 2608580.03 0.0043 N N Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796PE3 254900HROIFWPRGM1V77 US912796PE35 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-12-06 2018-12-06 2018-12-06 N N N 0.0212 1094086.07 1094086.07 0.0018 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796PK9 254900HROIFWPRGM1V77 US912796PK94 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-01-03 2019-01-03 2019-01-03 N N N 0.0217 12879349.31 12879349.31 0.0214 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796PT0 254900HROIFWPRGM1V77 US912796PT04 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-02-28 2019-02-28 2019-02-28 N N N 0.0228 10781026.50 10781026.50 0.0179 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796QK8 254900HROIFWPRGM1V77 US912796QK85 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-11-23 2018-11-23 2018-11-23 N N N 0.0210 1592684.45 1592684.45 0.0026 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796QL6 254900HROIFWPRGM1V77 US912796QL68 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-11-29 2018-11-29 2018-11-29 N N N 0.0211 10647152.38 10647152.38 0.0177 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796QN2 254900HROIFWPRGM1V77 US912796QN25 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-12-13 2018-12-13 2018-12-13 N N N 0.0212 3280956.26 3280956.26 0.0054 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796QP7 254900HROIFWPRGM1V77 US912796QP72 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-12-20 2018-12-20 2018-12-20 N N N 0.0213 6288784.88 6288784.88 0.0104 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796QQ5 254900HROIFWPRGM1V77 US912796QQ55 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-12-27 2018-12-27 2018-12-27 N N N 0.0216 2781247.00 2781247.00 0.0046 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796QS1 254900HROIFWPRGM1V77 US912796QS12 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-01-10 2019-01-10 2019-01-10 N N N 0.0219 2183231.12 2183231.12 0.0036 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796QU6 254900HROIFWPRGM1V77 US912796QU67 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-01-24 2019-01-24 2019-01-24 N N N 0.0223 1586257.55 1586257.55 0.0026 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796QX0 254900HROIFWPRGM1V77 US912796QX07 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-02-14 2019-02-14 2019-02-14 N N N 0.0226 35719105.70 35719105.70 0.0592 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796QY8 254900HROIFWPRGM1V77 US912796QY89 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-02-21 2019-02-21 2019-02-21 N N N 0.0226 18900895.68 18900895.68 0.0313 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 2.138994% 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-09-01 2019-10-31 2019-10-31 N N N 0.0208 46028915.14 46028915.14 0.0763 N Y Y N BNP PARIBAS BNP Paribas 1.940000% R0MUWSFPU8MPRO8K5P83 0001272025 TPR02A24F7791621BN U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N TSY INFL IX N/B 254900HROIFWPRGM1V77 2040-02-15 2.125000 600.00 872.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2023-08-31 2.750000 1237700.00 1237314.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2024-06-30 2.000000 4019300.00 3861862.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2018-09-07 2018-09-07 2018-09-27 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 0.0194 5000000.00 5000000.00 0.0083 N N Y N BNP PARIBAS BNP Paribas 1.950001% R0MUWSFPU8MPRO8K5P83 0001272025 TPR02A2517791622BN U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-09-24 1.875000 1400000.00 1296141.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 2038-01-25 3.540000 1000.00 954.00 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-10-20 3.000000 1849.00 1508.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-07-20 4.500000 5860.00 1103.00 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 2019-03-31 1.625000 1804200.00 1809409.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2019-10-15 1.000000 3047000.00 3007908.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2027-11-15 0.00 3797.00 2902.00 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 2018-10-11 0.00 100.00 100.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2018-09-07 2018-09-07 2018-09-27 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 0.0195 6000000.00 6000000.00 0.0100 N N Y N BNP PARIBAS BNP Paribas 1.969999% R0MUWSFPU8MPRO8K5P83 0001272025 TPR02A3B97791623BN U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-09-01 4.500000 1000.00 701.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-04-01 4.000000 21396.00 19587.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-12-01 4.000000 1941160.00 1851968.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-12-01 4.500000 218204.00 188151.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-02-01 5.000000 98148.00 96307.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-08-01 4.000000 1001.00 913.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-01-01 3.500000 6542194.00 3746069.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-10-01 4.000000 47760.00 45651.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-09-20 3.000000 830502.00 670574.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-02-20 3.500000 73135.00 60699.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-06-20 4.000000 2722752.00 2726181.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-07-20 4.500000 1685692.00 1756953.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-02-15 4.500000 5229.00 1835.00 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 2021-12-31 2.125000 8900.00 8759.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2019-03-15 1.000000 9200.00 9179.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2023-02-15 2.000000 1708400.00 1655965.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2020-06-30 1.625000 17600.00 17326.00 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 2018-10-11 0.00 500.00 499.00 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 2019-01-31 0.00 1000.00 991.00 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 2019-04-25 0.00 100.00 99.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2018-09-07 2018-09-07 2018-09-27 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 0.0197 12500000.00 12500000.00 0.0207 N N Y N BNP PARIBAS BNP Paribas 1.959998% R0MUWSFPU8MPRO8K5P83 0001272025 TPR02A3C47791624BN U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N TSY INFL IX N/B 254900HROIFWPRGM1V77 2040-02-15 2.125000 500.00 726.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2019-08-15 8.125000 900.00 951.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2025-05-31 2.875000 1200.00 1213.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2023-08-31 2.750000 4433300.00 4431917.00 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 2019-02-21 0.00 3250000.00 3215245.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2018-09-07 2018-09-07 2018-09-27 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 0.0196 7500000.00 7500000.00 0.0124 N N Y N ABN AMRO BANK N.V. Joint Account III 1.970000% BFXS5XCH7N0Y05NIXW11 TPR02A793779162ABN U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-07-01 4.500000 760689.08 222068.41 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-07-01 4.000000 23024.30 10699.31 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-09-01 4.000000 297576.16 158543.09 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-10-01 4.500000 18998.97 9554.29 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-11-01 3.500000 4094.72 1606.77 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-02-01 4.500000 139956.61 66798.49 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-04-01 4.000000 1734360.82 941358.69 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-04-01 4.000000 2360783.16 1232723.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-04-01 4.500000 29640.76 14789.28 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-07-01 4.000000 1467837.65 1007507.17 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-09-01 3.500000 860649.54 331485.63 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-10-01 4.000000 909206.32 658918.12 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-10-01 3.500000 869.75 758.87 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-03-01 5.500000 80.42 1.95 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-05-01 5.500000 562946.32 18382.35 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-09-01 5.500000 35.43 1.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-10-01 4.000000 40532.02 32923.50 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-02-01 4.000000 684990.95 612210.27 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-02-01 4.000000 762607.75 683227.90 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-08-01 3.500000 556078.48 523157.14 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-11-01 4.000000 53341.66 54065.62 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 238950.31 229641.94 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-03-01 3.500000 293118.03 287810.50 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-05-01 4.500000 2084871.37 2158834.51 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 4.000000 30230.59 29251.65 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-04-01 4.000000 379779.16 383460.47 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-11-01 4.500000 48.88 10.31 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-11-01 4.500000 1848339.81 246472.06 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-06-01 3.500000 3279295.14 1618867.63 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-07-01 3.500000 721696.89 357922.72 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-06-01 3.500000 1379490.17 669397.73 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-08-01 3.500000 49994.11 21145.36 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-03-01 5.000000 11947515.75 1428652.43 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-09-01 4.000000 271885.31 129156.78 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-02-01 3.500000 699783.07 619273.64 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-08-01 3.500000 613471.21 593256.52 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-10-01 3.500000 96937.74 95316.67 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-12-01 4.000000 331147.76 321774.86 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-02-01 3.500000 17704.68 17299.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-05-20 4.000000 1273844.13 993988.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-05-20 4.500000 458.37 474.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2042-01-20 4.000000 7056950.00 1633613.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2042-06-15 4.000000 1140179.18 206232.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2042-06-15 4.000000 5120363.86 993385.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-02-15 5.000000 25601819.45 1327161.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-04-15 5.000000 103681.16 7040.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-03-15 5.000000 6827152.26 469192.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-03-15 5.000000 18774667.60 1368420.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2039-07-15 5.000000 11947515.75 901258.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-09-20 4.500000 4677788.04 877895.09 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 2026-08-15 1.500000 26386.94 23930.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2019-01-31 1.250000 12329.84 12292.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2026-11-15 2.000000 34.14 32.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2019-02-28 1.125000 8250.61 8204.19 U.S. Treasuries (including strips) Y 2018-09-04 2018-09-04 2018-09-04 N N N 0.0197 23894866.37 23894866.37 0.0396 N Y Y N BANK OF AMERICA, NATIONAL ASSOCIATION Joint Account III 1.970000% B4TYDEB6GKMZO031MB27 0000838440 TPR02A793779162BAN 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 2043-05-20 3.000000 32972918.18 15155316.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-03-20 3.500000 2882191.70 2424599.56 Agency Mortgage-Backed Securities Y 2018-09-04 2018-09-04 2018-09-04 N N N 0.0197 17067761.70 17067761.70 0.0283 N Y Y N BNP PARIBAS Joint Account III 1.970000% R0MUWSFPU8MPRO8K5P83 0001272025 TPR02A793779162BNP 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 142.52 1.64 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-09-01 7.500000 77.32 0.58 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-01-01 3.500000 6358.50 1066.74 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-09-01 3.500000 737696.46 193390.58 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-06-01 5.500000 59.91 0.75 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-10-01 4.000000 802205.02 288354.21 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-08-01 3.000000 38.16 29.77 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-06-01 4.500000 38.13 20.52 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 4.000000 4411.88 3602.21 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-09-01 3.500000 34.14 28.47 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-06-01 5.500000 91.31 0.79 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2018-11-01 4.500000 89.64 0.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-03-01 6.000000 502.48 24.13 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-04-01 6.000000 112.55 3.65 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-01-01 6.000000 65.03 2.25 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-08-01 6.500000 171.63 1.50 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-03-01 6.000000 268.38 4.44 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-03-01 6.000000 144.53 1.19 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-03-01 6.000000 253.97 12.05 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-03-01 6.000000 38.44 1.40 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-03-01 3.000000 37445.12 27068.60 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-04-01 3.500000 36360.05 28599.28 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 3.500000 36.83 30.38 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-09-01 4.000000 321667.47 314092.17 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-11-01 3.500000 105.89 102.41 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-02-01 3.500000 34.20 33.28 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 140471.18 127315.66 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-05-01 6.500000 281.62 3.58 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-06-01 5.500000 170.68 5.19 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-07-01 5.500000 2355.37 91.69 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-10-01 7.000000 121.49 1.40 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-12-01 3.500000 59.36 10.17 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-08-01 6.000000 113.84 2.59 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-04-01 5.500000 2935.68 68.48 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-08-01 5.500000 4025.43 61.89 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-07-01 5.500000 2901.54 5.19 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-07-01 5.500000 1706.79 51.75 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-07-01 5.500000 1706.79 42.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-08-01 5.500000 5529.07 59.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-07-01 6.500000 71.75 1.43 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-07-01 5.500000 1041.14 73.60 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-03-01 5.500000 1672.65 90.02 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-07-01 5.500000 1263.02 47.45 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-12-01 5.500000 1194.75 15.80 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-01-01 5.500000 866.13 15.87 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-09-01 6.000000 99.68 3.41 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2039-01-01 6.500000 240.66 8.94 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-02-01 3.000000 36846.07 34958.87 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-10-01 5.500000 434.79 23.35 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-09-01 7.500000 34.14 7.85 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-04-01 7.500000 185.90 0.44 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-05-01 5.500000 1.60 0.03 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-06-01 6.000000 263.77 7.89 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-01-01 6.000000 7027.32 510.40 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-12-01 6.000000 16920.45 694.15 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2030-03-01 3.000000 24629.67 14359.99 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-02-01 4.000000 324289.71 262130.10 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-09-01 6.000000 35926.25 337.88 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-11-01 2.500000 52.33 17.10 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-07-01 4.000000 231.54 155.45 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-10-01 4.000000 211494.96 109354.89 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-10-01 4.000000 635311.98 607252.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-06-20 4.000000 1396480.84 1426856.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-09-15 4.500000 11633.91 11323.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-09-15 3.500000 3423.44 3387.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-10-20 4.000000 233768.98 224890.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-10-15 5.000000 17801.35 11071.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-10-20 4.000000 18824.64 19122.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-10-15 4.500000 33195.93 31740.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-11-20 4.000000 480429.00 471173.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-12-15 3.500000 3502.26 3159.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-10-15 3.500000 370081.95 357580.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-11-15 3.500000 50618.31 50057.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-11-15 3.500000 14447.58 13472.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-11-20 4.000000 43328.11 44221.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-11-20 4.000000 43558.76 43248.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-05-20 4.500000 60174.52 63448.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-06-20 3.500000 2392.54 1363.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2039-06-20 5.000000 45.98 5.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-06-20 5.000000 349.07 19.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-07-20 5.000000 35.36 2.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-09-20 4.500000 244.96 45.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-11-20 4.000000 245.13 57.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-08-20 4.000000 59.16 13.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2029-08-15 7.000000 93.02 62.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2035-07-20 6.000000 268.89 17.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2026-10-15 3.000000 62.91 13.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-11-15 6.000000 70.70 5.91 Agency Mortgage-Backed Securities TSY INFL IX N/B 254900HROIFWPRGM1V77 2032-04-15 3.375000 97061.62 184613.18 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2037-02-15 4.750000 3.41 4.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2041-02-15 4.750000 92692.24 119952.68 U.S. Treasuries (including strips) Y 2018-09-04 2018-09-04 2018-09-04 N N N 0.0197 4949650.89 4949650.89 0.0082 N Y Y N MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED Joint Account III 1.970000% 0000728612 TPR02A793779162MER 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 2045-01-20 4.000000 2304163.75 849310.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-09-20 4.000000 91326.09 40741.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-11-20 4.000000 1652170.75 780295.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-04-20 4.500000 5007406.72 3216824.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-07-20 4.500000 5517194.07 5740731.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-08-20 3.500000 3545437.89 3568996.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-08-20 4.000000 10961956.88 11263666.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-08-20 5.000000 988466.01 1042487.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-04-20 4.000000 853393.98 872934.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-06-20 4.500000 858434.30 899729.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-08-20 4.500000 798011.37 843798.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2044-04-15 4.000000 1615091.74 742560.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2044-05-15 4.000000 2064991.83 942441.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-10-20 4.000000 1840242.91 1883530.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-11-20 4.000000 3542339.15 3545173.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2044-06-15 4.000000 1327799.25 1031121.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-07-20 3.500000 7108676.29 6624279.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-02-20 3.500000 1706787.96 1707251.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-03-20 4.000000 3567343.36 3633898.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-12-20 4.000000 6161784.80 6287903.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-12-20 4.000000 3616185.07 3692709.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-05-20 4.000000 1883008.26 1924149.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-01-20 4.000000 1713904.83 1738596.76 Agency Mortgage-Backed Securities GNII SP 784580 C 549300M8ZYFG0OCMTT87 2048-02-20 3.500000 2080872.57 2092333.31 Agency Mortgage-Backed Securities GNII SP 784581 C 549300M8ZYFG0OCMTT87 2048-03-20 4.000000 2194805.17 2289044.24 Agency Mortgage-Backed Securities GNMI SP 784582 X 549300M8ZYFG0OCMTT87 2047-08-15 4.000000 2565003.76 2673860.82 Agency Mortgage-Backed Securities GNMI SP 784583 X 549300M8ZYFG0OCMTT87 2046-04-15 4.000000 1127300.82 1173929.75 Agency Mortgage-Backed Securities GNII SP 784584 C 549300M8ZYFG0OCMTT87 2048-03-20 4.000000 2620814.63 2733345.42 Agency Mortgage-Backed Securities Y 2018-09-04 2018-09-04 2018-09-04 N N N 0.0197 71684599.13 71684599.13 0.1189 N Y Y N BANK OF NOVA SCOTIA (THE) Joint Account III 1.970000% L3I9ZG2KFGXZ61BMYR72 0000009631 TPR02A793779162THE U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 22529601.12 21780162.20 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-06-01 4.500000 5116904.54 5201917.43 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-07-01 5.000000 4867784.23 5148536.51 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-05-01 3.000000 4593485.00 3626247.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-06-20 5.000000 170625.89 179392.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-05-20 5.000000 170758.06 182136.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-05-20 5.000000 40912.80 43728.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-07-20 5.000000 47161.93 50633.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-07-20 5.000000 54517.67 57955.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-06-20 5.000000 53209.05 56807.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-06-20 5.000000 39692.82 42467.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-06-20 5.000000 57034.09 61139.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-05-20 5.000000 149465.64 159368.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-07-20 5.000000 257410.76 276193.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-07-20 5.000000 123772.64 133029.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-08-20 5.000000 45174.27 48467.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2044-04-15 4.000000 509438.25 210091.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2044-03-15 4.000000 362672.27 201612.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-03-20 3.500000 517032.50 410229.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2044-02-20 4.500000 38627.48 26926.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-05-15 4.500000 1365430.37 172845.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-10-15 4.000000 2389503.15 632491.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2026-04-15 3.500000 659326.56 125821.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-05-15 6.500000 464977.34 384787.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-11-15 4.000000 1706787.96 252372.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2044-03-20 3.500000 1968341.54 715363.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-08-20 3.500000 4889381.27 2024778.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-11-20 4.000000 6564682.55 1895484.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-03-20 3.500000 1706787.96 781579.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-04-20 3.500000 853393.98 405813.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-07-20 3.500000 1365198.96 739371.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-11-20 3.500000 341357.59 201370.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-12-20 4.000000 1692519.22 844436.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-09-20 4.000000 853393.98 513728.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-11-20 4.000000 853393.98 534031.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-01-20 4.500000 2164607.28 1288499.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-02-20 4.500000 1706787.96 1064739.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-08-20 4.500000 590396.42 453887.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-11-20 3.500000 1024072.78 987950.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-12-20 4.000000 1706787.96 1648881.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-04-20 4.000000 17769484.80 18015110.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-05-20 4.000000 5120363.89 5216880.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-08-15 4.000000 683635.76 325395.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-06-20 5.000000 32988.66 35361.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-05-20 5.000000 197477.89 210538.20 Agency Mortgage-Backed Securities Y 2018-09-04 2018-09-04 2018-09-04 N N N 0.0197 75098151.47 75098151.47 0.1246 N Y Y N WELLS FARGO SECURITIES, LLC Joint Account III 1.970000% 0000276523 TPR02A793779162WEL U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-05-15 6.250000 23383.00 30267.87 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2020-01-21 1.625000 251409.87 248473.51 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2020-11-30 1.500000 12596.10 12314.20 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2018-12-14 1.125000 15361.09 15349.79 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2019-01-28 1.375000 102.41 102.13 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2021-02-26 1.375000 13244.67 12818.22 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-04-24 2.125000 2355.37 2235.07 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2021-05-06 1.250000 24680.15 23849.63 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2019-07-26 1.125000 8533.94 8444.03 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-09-24 1.875000 33623.72 31129.35 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2021-04-13 2.500000 6997.83 7015.62 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2018-11-27 1.625000 42328.34 42447.20 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-07-01 5.500000 23492.95 566.21 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-09-01 5.000000 46999.85 349.24 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-07-01 2.500000 134.19 104.83 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-11-01 3.500000 44712.25 42486.19 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-06-01 4.000000 137763.01 139133.98 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-06-01 4.500000 1694682.02 1766094.61 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-08-01 4.000000 8306014.02 8485169.21 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-08-01 4.000000 1908902.62 1944753.77 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-02-01 4.500000 79.09 82.44 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-12-01 4.000000 447819.99 444377.47 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-05-01 4.000000 2447312.57 2472280.97 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-01-01 3.500000 512.04 103.67 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-11-01 3.000000 15289918.89 12960120.55 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-06-01 4.000000 2099487.24 2084850.99 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-09-01 4.000000 17940.66 18327.63 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 2026-11-20 2.600000 10479.68 10069.20 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 2019-08-08 1.920000 28981.26 28992.18 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 2033-06-27 3.500000 4608.33 4640.14 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 2021-07-16 2.700000 3584.25 3585.69 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2028-09-01 4.000000 24748.43 26719.36 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2023-12-08 3.375000 27991.32 28831.27 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-09-14 3.500000 170678.80 177370.91 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-09-24 3.500000 289129.88 299124.15 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-11-13 3.330000 358425.47 364603.84 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-08-19 1.600000 4608.33 4516.47 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-09-28 1.375000 20822.81 20396.49 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-10-21 1.500000 34477.12 34263.53 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-04-06 2.375000 5803.08 5835.06 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2038-03-12 3.375000 341357.59 338248.27 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2033-03-11 3.500000 341357.59 353791.17 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-06-18 2.375000 12118.19 12171.04 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-11-05 2.740000 644653.81 645509.05 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-06-12 3.375000 24407.07 24860.12 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-09-11 2.875000 652505.04 663236.47 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-12-11 1.375000 3413.58 3320.49 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-09-10 3.000000 219151.57 223441.83 Agency Debentures and Agency Strips FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-09-01 6.000000 33326.33 1207.83 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-01-01 3.500000 545454.85 445362.70 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-02-01 2.500000 841.24 698.45 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-05-01 3.000000 8036.38 7822.96 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-11-01 3.000000 4506.13 4195.76 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-12-01 3.500000 312.99 298.04 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-03-01 3.000000 10089.40 9551.53 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-05-01 5.000000 24646.15 25355.19 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-07-01 3.500000 2418763.81 2392812.17 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-08-01 4.000000 132.38 134.87 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-09-01 4.000000 146531.43 149710.19 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-08-01 5.500000 35514.47 3698.30 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-04-01 2.500000 866.09 830.42 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-01-01 2.500000 6377.75 6038.48 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-06-01 4.000000 414369.58 422660.44 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-08-01 3.500000 9075.23 9209.49 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-04-01 5.000000 56907.79 60372.85 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-09-15 0.00 1775.06 1226.40 Agency Debentures and Agency Strips FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-03-15 0.00 307.22 294.01 Agency Debentures and Agency Strips FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-03-15 0.00 1126.48 950.48 Agency Debentures and Agency Strips FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-03-15 0.00 2082.28 1581.07 Agency Debentures and Agency Strips FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-01-15 0.00 3106.35 2371.38 Agency Debentures and Agency Strips FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-11-24 2.250000 34135.76 34005.70 Agency Debentures and Agency Strips FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-01-13 2.375000 11196.53 11081.42 Agency Debentures and Agency Strips FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2019-07-19 0.875000 613248.92 604853.26 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2028-11-15 7.000000 10393.45 61.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2025-09-15 8.000000 18774.67 77.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2023-12-15 7.500000 40450.87 117.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2027-01-15 7.000000 1907.27 7.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2027-08-15 7.000000 1694.50 14.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2024-12-15 8.000000 11606.16 101.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-03-15 4.000000 163.72 160.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-08-20 4.000000 32836.11 33739.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-12-20 3.000000 3936922.28 3737539.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-01-20 3.000000 2112023.43 2015836.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-06-20 4.000000 2181279.22 2228725.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-06-20 4.500000 5358736.80 5566361.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2034-05-20 3.500000 157.02 44.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-11-15 6.500000 6808.65 81.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-11-15 5.000000 856.43 146.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2033-02-15 5.500000 13654.30 143.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2033-04-15 5.500000 2256.95 95.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2033-01-15 6.500000 1024.07 26.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2033-02-15 6.500000 2347.86 33.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2033-03-15 6.500000 2842.14 32.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2018-10-15 5.000000 1365.43 0.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2033-11-15 5.000000 2560.18 124.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2034-05-15 5.000000 2287.10 87.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-06-15 6.500000 853.39 3.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2034-04-15 5.000000 2711.95 91.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-03-15 6.500000 853.39 5.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2033-03-15 6.500000 853.39 12.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-04-15 7.500000 36798.35 23.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-04-15 7.000000 1996.94 28.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-06-15 6.500000 853.39 23.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2033-05-15 6.500000 1399.46 27.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2031-11-15 7.500000 853.39 7.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2034-06-15 6.500000 853.39 119.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2034-08-15 6.500000 853.39 119.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2029-10-15 7.500000 1580.52 17.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2026-03-15 7.000000 3923.12 22.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2023-06-15 7.000000 1365.43 5.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2023-11-15 6.500000 1536.11 3.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2023-10-15 6.500000 1194.75 5.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2023-09-15 7.500000 9413.28 12.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2023-10-15 7.500000 11998.17 96.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2023-09-15 7.500000 9825.09 44.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2024-02-15 6.500000 3481.85 3.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2024-02-15 6.500000 9151.76 100.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2023-10-15 7.000000 1365.43 3.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2023-10-15 6.000000 10172.46 80.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-04-15 5.000000 853.39 147.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2039-08-15 5.000000 1706.79 88.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-02-15 5.000000 853.39 127.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-02-15 4.500000 133.61 32.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-11-15 4.500000 239.67 47.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-06-15 4.500000 105.51 9.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2035-01-15 5.000000 1514.74 90.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2028-11-15 6.500000 1604.38 11.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2029-04-15 6.000000 2560.18 26.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2029-05-15 6.500000 5120.36 12.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2029-06-15 7.000000 2633.64 25.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2029-01-15 6.000000 15604.04 66.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2028-11-15 6.500000 10240.73 107.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2029-07-15 7.000000 2904.07 32.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2024-02-15 6.000000 5291.04 123.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-12-20 3.500000 37.38 11.09 Agency Mortgage-Backed Securities TENN VAL AUTH CPN STRIP 549300HE1ISW43LNKM54 2025-03-15 0.00 185630.26 151314.64 Agency Debentures and Agency Strips TENN VAL AUTH CPN STRIP 549300HE1ISW43LNKM54 2019-11-01 0.00 3925.61 3801.56 Agency Debentures and Agency Strips TENN VAL AUTH CPN STRIP 549300HE1ISW43LNKM54 2021-12-15 0.00 2560.18 2318.47 Agency Debentures and Agency Strips TENN VAL AUTH CPN STRIP 549300HE1ISW43LNKM54 2023-12-15 0.00 152382.03 129419.59 Agency Debentures and Agency Strips TENN VAL AUTH CPN STRIP 549300HE1ISW43LNKM54 2025-06-15 0.00 53388.33 42972.79 Agency Debentures and Agency Strips TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-02-15 3.875000 7782.95 7992.82 Agency Debentures and Agency Strips TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 2027-02-01 2.875000 238950.31 233979.19 Agency Debentures and Agency Strips TVA PRIN STRIP 549300HE1ISW43LNKM54 2025-11-01 0.00 337944.02 268445.83 Agency Debentures and Agency Strips Y 2018-09-04 2018-09-04 2018-09-04 N N N 0.0197 51203285.09 51203285.09 0.0849 N Y Y N Goldman Sachs VIT - Government Money Market Fund 2018-09-10 Peter W. Fortner Peter W. Fortner Assistant Treasurer