N-MFP2 0001046292 XXXXXXXX 2019-07-31 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 28 104 480656373.42 462961432.29 456694951.86 457753752.12 551227153.50 553086595.78 548826816.05 556804113.70 0.00 0.7010 0.6781 0.6693 0.6688 0.8039 0.8102 0.8043 0.8135 0.0000 39298165.73 660931980.19 660968451.07 4950380.35 25722942.94 679494054.21 679452785.9100 1.0000 0.0240 1.0001 1.0001 1.0001 1.0000 0.0000 C000025638 1.00 356983381.50 356961700.5200 1.0001 1.0001 1.0001 1.0000 0.0000 3959638.56 2010912.51 3931388.83 6047547.07 3175415.39 2859691.84 2955181.44 4070858.31 0.00 0.00 16829147.22 16403122.62 0.0197 Y For Service Shares the Investment Adviser waived $7,931 of Other Fees. C000133599 1.00 322510672.71 322491085.3900 1.0001 1.0001 1.0001 1.0000 0.0000 16693892.45 151252989.37 866676.30 2050330.82 1298256.77 2249899.99 1166956.96 4254135.94 0.00 0.00 22354987.20 161013992.35 0.0222 Y For Institutional Shares the Investment Adviser waived $7,175 of Other Fees. U.S. Treasury U.S. Treasury 3.625000% 912828MP2 254900HROIFWPRGM1V77 US912828MP29 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-02-15 2020-02-15 2020-02-15 N N N 0.0223 906925.78 906925.78 0.0013 N Y Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 2.185999% 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+ 2019-08-07 2020-01-30 2020-01-30 N N N 0.0225 10694642.51 10694642.51 0.0157 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 2.310001% 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+ 2019-08-07 2019-10-07 2019-10-07 N N N 0.0220 5999744.52 5999744.52 0.0088 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 2.405002% 3130AFTV9 US3130AFTV91 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-08-04 2020-08-04 2020-08-04 N N N 0.0217 3797634.31 3797634.31 0.0056 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 2.344000% 3130AG4K8 US3130AG4K80 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-09-19 2021-03-19 2021-03-19 N N N 0.0222 3298262.91 3298262.91 0.0049 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 2.220998% 3130AG5J0 US3130AG5J09 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-08-27 2019-12-27 2019-12-27 N N N 0.0223 9298873.21 9298873.21 0.0137 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 2.340000% 3130AG5N1 US3130AG5N11 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-08-07 2020-01-07 2020-01-07 N N N 0.0224 3099464.91 3099464.91 0.0046 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 2.248999% 3130AG6J9 US3130AG6J99 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-10-01 2021-04-01 2021-04-01 N N N 0.0223 6496789.65 6496789.65 0.0096 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 2.242001% 3130AG7H2 US3130AG7H25 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-08-21 2020-01-21 2020-01-21 N N N 0.0224 4099036.38 4099036.38 0.0060 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 2.349000% 3130AG7J8 US3130AG7J80 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-08-10 2020-01-10 2020-01-10 N N N 0.0224 9997786.20 9997786.20 0.0147 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 2.260001% 3130AGA96 US3130AGA962 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-08-18 2019-10-18 2019-10-18 N N N 0.0221 5999615.88 5999615.88 0.0088 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 2.225999% 3130AGAB1 US3130AGAB12 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-08-25 2019-10-25 2019-10-25 N N N 0.0221 3999723.08 3999723.08 0.0059 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 2.419999% 3130AGAF2 US3130AGAF26 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-08-01 2019-10-09 2019-10-09 N N N 0.0245 7399531.43 7399531.43 0.0109 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 2.279999% 3130AGB20 US3130AGB200 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-08-15 2019-10-15 2019-10-15 N N N 0.0221 5199678.38 5199678.38 0.0077 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 2.495000% 3130AGGW9 US3130AGGW94 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-28 2020-05-28 2020-05-28 N N N 0.0253 4598217.68 4598217.68 0.0068 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384KU2 US313384KU21 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-08-23 2019-08-23 2019-08-23 N N N 0.0213 6891145.02 6891145.02 0.0101 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384KX6 US313384KX69 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-08-26 2019-08-26 2019-08-26 N N N 0.0213 5491979.19 5491979.19 0.0081 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384LF4 US313384LF45 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-09-03 2019-09-03 2019-09-03 N N N 0.0215 1996113.34 1996113.34 0.0029 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384LN7 US313384LN78 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-09-10 2019-09-10 2019-09-10 N N N 0.0215 3192462.21 3192462.21 0.0047 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384LQ0 US313384LQ00 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-09-12 2019-09-12 2019-09-12 N N N 0.0215 3092332.68 3092332.68 0.0046 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384MF3 US313384MF36 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-09-27 2019-09-27 2019-09-27 N N N 0.0216 1793957.99 1793957.99 0.0026 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384NR6 US313384NR64 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-10-31 2019-10-31 2019-10-31 N N N 0.0214 3580890.01 3580890.01 0.0053 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384NV7 US313384NV76 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-11-04 2019-11-04 2019-11-04 N N N 0.0212 3480788.89 3480788.89 0.0051 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384NY1 US313384NY16 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-11-07 2019-11-07 2019-11-07 N N N 0.0212 3480182.23 3480182.23 0.0051 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384QD4 US313384QD42 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-06 2019-12-06 2019-12-06 N N N 0.0209 1489152.09 1489152.09 0.0022 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.210890% 3133EH2K8 US3133EH2K86 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-08-01 2020-11-12 2020-11-12 N N N 0.0218 100036.67 100036.67 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.520000% 3133EH2M4 US3133EH2M43 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-08-01 2020-11-12 2020-11-12 N N N 0.0242 300380.36 300380.36 0.0004 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 2.155889% 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+ 2019-08-01 2019-12-26 2019-12-26 N N N 0.0217 649938.25 649938.25 0.0010 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 2.178878% 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+ 2019-09-30 2019-09-30 2019-09-30 N N N 0.0204 1700238.43 1700238.43 0.0025 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 2.155889% 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+ 2019-08-01 2019-10-18 2019-10-18 N N N 0.0212 800059.49 800059.49 0.0012 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 2.145888% 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+ 2019-08-01 2019-11-20 2019-11-20 N N N 0.0216 1299916.77 1299916.77 0.0019 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 2.145888% 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+ 2019-08-01 2019-11-29 2019-11-29 N N N 0.0217 649947.18 649947.18 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.540002% 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+ 2019-08-01 2020-03-13 2020-03-13 N N N 0.0252 200023.48 200023.48 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.150888% 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+ 2019-08-01 2020-02-18 2020-02-18 N N N 0.0216 649964.91 649964.91 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.599999% 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+ 2019-08-01 2020-01-30 2020-01-30 N N N 0.0251 600272.49 600272.49 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.549999% 3133EJN39 US3133EJN395 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-08-01 2020-04-30 2020-04-30 N N N 0.0253 100016.35 100016.35 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.565000% 3133EJN47 US3133EJN478 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-08-01 2020-10-30 2020-10-30 N N N 0.0249 1501335.75 1501335.75 0.0022 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.620001% 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+ 2019-08-01 2020-05-07 2020-05-07 N N N 0.0253 1000687.79 1000687.79 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.570000% 3133EJR35 US3133EJR354 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-08-01 2020-11-06 2020-11-06 N N N 0.0249 1201125.96 1201125.96 0.0018 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.499998% 3133EJS42 US3133EJS428 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-08-01 2020-08-13 2020-08-13 N N N 0.0230 800482.39 800482.39 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.560000% 3133EKBH8 US3133EKBH87 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-08-01 2021-02-26 2021-02-26 N N N 0.0252 800427.55 800427.55 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.549999% 3133EKCX2 US3133EKCX29 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-08-01 2021-03-15 2021-03-15 N N N 0.0253 2700862.89 2700862.89 0.0040 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.509999% 3133EKDM5 US3133EKDM54 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-08-01 2021-03-18 2021-03-18 N N N 0.0253 799779.78 799779.78 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.251130% 3133EKFD3 US3133EKFD38 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-08-29 2020-06-29 2020-06-29 N N N 0.0225 1799684.35 1799684.35 0.0026 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.540002% 3133EKFF8 US3133EKFF85 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-08-01 2021-03-29 2021-03-29 N N N 0.0253 2200226.80 2200226.80 0.0032 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.535001% 3133EKGE0 US3133EKGE02 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-08-01 2021-04-08 2021-04-08 N N N 0.0254 1699961.46 1699961.46 0.0025 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.509999% 3133EKHY5 US3133EKHY56 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-08-01 2021-04-23 2021-04-23 N N N 0.0235 1900717.92 1900717.92 0.0028 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.225887% 3133EKHZ2 US3133EKHZ22 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-08-01 2021-04-23 2021-04-23 N N N 0.0225 199905.66 199905.66 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.525000% 3133EKJQ0 US3133EKJQ05 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-08-01 2021-02-26 2021-02-26 N N N 0.0252 1299996.87 1299996.87 0.0019 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 2.495000% 3134GTQJ5 S6XOOCT0IEG5ABCC6L87 US3134GTQJ52 0001026214 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-20 2020-05-20 2020-05-20 N N N 0.0231 3100293.01 3100293.01 0.0046 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.549999% 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+ 2019-08-01 2020-01-30 2020-01-30 N N N 0.0238 750620.78 750620.78 0.0011 N N N N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 2.410000% 6903534U8 549300IDY55XMYWXSD28 US6903534U89 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-08-07 2019-08-07 2026-09-15 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 0.0241 1000000.00 1000000.00 0.0015 N N Y N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 2.410000% 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+ 2019-08-07 2019-08-07 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 0.0241 1739060.27 1739060.27 0.0026 N N Y N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 2.410000% 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+ 2019-08-07 2019-08-07 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 0.0241 2480191.96 2480191.96 0.0037 N N Y N U.S. Treasury U.S. Treasury 0.000000% 912796RM3 254900HROIFWPRGM1V77 US912796RM33 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-11-07 2019-11-07 2019-11-07 N N N 0.0208 1093895.83 1093895.83 0.0016 N Y Y N U.S. Treasury U.S. Treasury 0.000000% 912796RN1 254900HROIFWPRGM1V77 US912796RN16 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-05 2019-12-05 2019-12-05 N N N 0.0208 4070714.03 4070714.03 0.0060 N Y Y N U.S. Treasury U.S. Treasury 0.000000% 912796RT8 254900HROIFWPRGM1V77 US912796RT85 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-01-02 2020-01-02 2020-01-02 N N N 0.0206 2081868.64 2081868.64 0.0031 N Y Y N U.S. Treasury U.S. Treasury 0.000000% 912796RY7 254900HROIFWPRGM1V77 US912796RY70 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-01-30 2020-01-30 2020-01-30 N N N 0.0209 18606663.81 18606663.81 0.0274 N Y Y N U.S. Treasury U.S. Treasury 0.000000% 912796SY6 254900HROIFWPRGM1V77 US912796SY61 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-26 2019-12-26 2019-12-26 N N N 0.0208 2677527.39 2677527.39 0.0039 N Y Y N U.S. Treasury U.S. Treasury 0.000000% 912796TA7 254900HROIFWPRGM1V77 US912796TA76 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-01-09 2020-01-09 2020-01-09 N N N 0.0208 18628971.70 18628971.70 0.0274 N Y Y N U.S. Treasury U.S. Treasury 0.000000% 912796TB5 254900HROIFWPRGM1V77 US912796TB59 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-01-16 2020-01-16 2020-01-16 N N N 0.0207 10499788.77 10499788.77 0.0155 N Y Y N U.S. Treasury U.S. Treasury 0.000000% 912796TC3 254900HROIFWPRGM1V77 US912796TC33 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-01-23 2020-01-23 2020-01-23 N N N 0.0208 1485234.38 1485234.38 0.0022 N Y Y N U.S. Treasury U.S. Treasury 2.250000% 9128284C1 254900HROIFWPRGM1V77 US9128284C19 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-03-31 2020-03-31 2020-03-31 N N N 0.0213 900703.13 900703.13 0.0013 N Y Y N U.S. Treasury U.S. Treasury 2.375000% 9128284J6 254900HROIFWPRGM1V77 US9128284J61 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-04-30 2020-04-30 2020-04-30 N N N 0.0213 1202437.50 1202437.50 0.0018 N Y Y N U.S. Treasury U.S. Treasury 2.095574% 9128285H9 254900HROIFWPRGM1V77 US9128285H96 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-08-01 2020-10-31 2020-10-31 N N N 0.0224 14978083.65 14978083.65 0.0220 N Y Y N U.S. Treasury U.S. Treasury 2.165573% 9128285Y2 254900HROIFWPRGM1V77 US9128285Y20 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-08-01 2021-01-31 2021-01-31 N N N 0.0226 8792096.81 8792096.81 0.0129 N Y Y N U.S. Treasury U.S. Treasury 2.189574% 9128286Q8 254900HROIFWPRGM1V77 US9128286Q86 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-08-01 2021-04-30 2021-04-30 N N N 0.0224 11170917.77 11170917.77 0.0164 N Y Y N U.S. Treasury U.S. Treasury 2.270574% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-08-01 2021-07-31 2021-07-31 N N N 0.0230 7699432.28 7699432.28 0.0113 N Y Y N U.S. Treasury U.S. Treasury 1.375000% 912828J50 254900HROIFWPRGM1V77 US912828J504 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-02-29 2020-02-29 2020-02-29 N N N 0.0218 497792.97 497792.97 0.0007 N Y Y N U.S. Treasury U.S. Treasury 1.375000% 912828J84 254900HROIFWPRGM1V77 US912828J843 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-03-31 2020-03-31 2020-03-31 N N N 0.0214 1094757.82 1094757.82 0.0016 N Y Y N U.S. Treasury U.S. Treasury 3.375000% 912828LY4 254900HROIFWPRGM1V77 US912828LY45 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-11-15 2019-11-15 2019-11-15 N N N 0.0227 100343.75 100343.75 0.0001 N Y Y N U.S. Treasury U.S. Treasury 3.500000% 912828ND8 254900HROIFWPRGM1V77 US912828ND89 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-15 2020-05-15 2020-05-15 N N N 0.0213 3336093.75 3336093.75 0.0049 N Y Y N U.S. Treasury U.S. Treasury 1.500000% 912828X21 254900HROIFWPRGM1V77 US912828X216 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-04-15 2020-04-15 2020-04-15 N N N 0.0214 1095316.41 1095316.41 0.0016 N Y Y N U.S. Treasury U.S. Treasury 2.093573% 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-08-01 2020-07-31 2020-07-31 N N N 0.0222 8791583.68 8791583.68 0.0129 N Y Y N BNP Paribas BNP Paribas 2.480000% R0MUWSFPU8MPRO8K5P83 0001272025 TPR02D55B7791621BN U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2028-04-15 3.625000 633100.00 1293525.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-01-15 2.500000 2625400.00 3761690.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2046-08-15 2.250000 2100.00 1982.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-08-15 2.625000 800.00 815.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-07-15 0.125000 10600.00 11744.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2032-08-15 0.00 13.00 10.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2030-11-15 0.00 32799.00 25526.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-05-15 0.00 5127.00 4581.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-02-15 0.00 110.00 90.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-05-15 0.00 47.00 38.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-08-07 2019-08-07 2019-08-26 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 0.0248 5000000.00 5000000.00 0.0074 N N Y N BNP Paribas BNP Paribas 2.499998% R0MUWSFPU8MPRO8K5P83 0001272025 TPR02D55C7791622BN U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-12-01 4.500000 218176.00 189075.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-04-01 3.500000 1000.00 384.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-11-01 4.500000 7497.00 6931.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 4.500000 1042.00 915.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 3.000000 3226350.00 3259625.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-10-01 4.000000 2212.00 706.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-06-01 5.500000 9900.00 132.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-05-01 4.500000 77124.00 25490.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-06-01 4.000000 790612.00 334579.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-04-01 4.000000 449273.00 459457.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-12-01 4.000000 1049883.00 516834.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-05-20 3.500000 2035.00 1238.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-12-20 3.500000 92092.00 82798.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-11-20 3.500000 8698.00 8622.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2036-04-20 5.500000 1756.00 74.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-09-20 4.500000 36510.00 5930.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-03-20 4.500000 989630.00 156148.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-04-20 6.500000 1002.00 73.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-09-15 6.000000 700047.00 13288.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-08-15 5.500000 403097.00 76834.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-06-20 5.500000 111972.00 7332.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-03-15 5.000000 1131.00 39.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-02-15 4.500000 5229.00 1675.00 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2021-01-31 2.500000 100.00 101.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-03-31 2.250000 1700.00 1722.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-08-07 2019-08-07 2019-08-26 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 0.0250 5000000.00 5000000.00 0.0074 N N Y N BNP Paribas BNP Paribas 2.490001% R0MUWSFPU8MPRO8K5P83 0001272025 TPR02DBDD7791623BN U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-05-01 6.000000 1496517.00 43597.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-06-01 4.500000 1000.00 974.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-11-01 3.500000 8000.00 4918.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 4.500000 3445.00 3441.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-03-01 4.000000 50430.00 52554.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-03-01 3.500000 200256.00 188205.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-04-01 3.500000 1111.00 427.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-11-01 4.500000 24290.00 22458.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 3.500000 1000.00 954.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-04-01 7.500000 5650.00 11.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-05-01 5.500000 106.00 1.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-10-01 5.000000 11412.00 21.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-09-01 6.000000 1026.00 16.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-09-01 4.500000 1043.00 32.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-06-01 4.000000 79791.00 70486.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-08-01 5.000000 1320.00 23.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-09-01 5.000000 1227.00 24.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-12-01 5.500000 2338.00 50.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-02-20 4.000000 1013.00 870.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-11-20 3.500000 101698.00 100810.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-06-20 3.500000 5752832.00 5951847.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-07-20 3.000000 948410.00 970852.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-09-20 6.000000 1443605.00 1304171.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-07-20 4.500000 30636.00 5009.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-08-15 5.500000 1372.00 22.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-09-15 6.000000 1069.00 20.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2037-02-15 6.000000 1704.00 64.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-10-15 6.000000 1218.00 9.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-09-15 6.000000 1416.00 85.00 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2019-08-15 0.00 300.00 300.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-08-15 8.750000 1408600.00 1561476.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-02-15 2.500000 1000.00 1028.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-08-07 2019-08-07 2019-09-19 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 0.0249 10000000.00 10000000.00 0.0147 N N Y N ROYAL BANK OF CANADA-NEW YORK BRANCH ROYAL BANK OF CANADA-NEW YORK BRANCH 2.450002% TPR02E5CE7791624RO U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEPC 04.500 CLZA5945 2048-11-01 4.500000 1364.00 1353.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-09-01 4.000000 1615077.00 1574465.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 4.000000 1462.00 1476.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-05-01 3.500000 24951.00 24324.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 4.000000 7524.00 7610.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-04-01 3.500000 1000.00 1027.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-08-01 3.500000 4879.00 4370.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 4.500000 3534.00 3505.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-04-01 4.000000 1000.00 1012.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-07-01 4.000000 54777.00 58071.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-11-01 3.000000 6372686.00 2660569.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-05-01 3.500000 43346.00 43672.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-04-01 4.000000 179058.00 55370.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-01-01 4.000000 6440.00 5001.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-01-01 4.500000 614068.00 636108.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-02-01 3.500000 3788.00 3545.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-06-01 4.500000 5093.00 5087.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-08-20 4.500000 10627.00 9062.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-07-20 4.000000 1614.00 1683.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-07-20 4.000000 2552.00 2691.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-08-01 2019-08-01 2019-08-01 Y ROYAL BANK OF CANADA-NEW YORK BR 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0245 5000000.00 5000000.00 0.0074 N Y Y N ROYAL BANK OF CANADA-NEW YORK BRANCH ROYAL BANK OF CANADA-NEW YORK BRANCH 2.300000% TPR02F8717791625RO U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEPC 04.500 CLZA5945 2048-11-01 4.500000 7604.00 7543.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-01-01 4.500000 5873.00 5372.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 54650.00 49230.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-07-01 3.500000 18078.00 14081.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 4.000000 584273.00 574492.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-10-01 4.000000 11076.00 10418.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-04-01 4.000000 10927.00 10131.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 610463.00 601209.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 4.000000 2426.00 2449.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-05-01 3.500000 37083.00 36151.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 4.000000 4280765.00 4329658.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-04-01 3.500000 1558.00 1600.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-05-01 5.000000 2096124.00 2277107.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-12-01 4.000000 15725.00 14564.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-08-01 3.500000 35912.00 32168.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 4.500000 8197.00 8129.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-04-01 4.000000 27669.00 27989.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-07-01 4.000000 6617.00 7015.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-02-01 4.000000 161389.00 66862.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-12-01 3.500000 2605.00 2355.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-11-01 4.000000 2598168.00 2246429.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-05-01 3.500000 4762242.00 4798067.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-07-01 4.000000 404349.00 204015.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-03-01 4.000000 1000.00 972.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-06-01 4.000000 5351.00 4593.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-05-01 4.000000 5633.00 5334.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-03-01 4.500000 10696.00 11143.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-03-01 4.000000 106240.00 109366.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-01-01 4.000000 30297.00 23526.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-03-01 3.500000 436642.00 405040.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-01-01 4.500000 2514671.00 2604927.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-02-01 3.500000 2598.00 2431.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-08-20 4.500000 2208627.00 1883396.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-07-20 4.000000 5131.00 5351.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-01-15 5.000000 15735.00 16887.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-08-07 2019-08-07 2019-09-09 Y ROYAL BANK OF CANADA-NEW YORK BR 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0230 20000000.00 20000000.00 0.0294 N N Y N ROYAL BANK OF CANADA-NEW YORK BRANCH ROYAL BANK OF CANADA-NEW YORK BRANCH 2.180000% TPR02FE1D779162ROY Other Instrument U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-08-07 2019-08-07 2019-08-30 Y ROYAL BANK OF CANADA-NEW YORK BR 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0218 5000000.00 5000000.00 0.0074 N N Y N Forward Settling Repurchase Agreement. The response for Item C.7 is Y. The response for Item C.8 is N. ABN AMRO BANK N.V. Joint Account III 2.580000% BFXS5XCH7N0Y05NIXW11 TPR02FE7B779162ABN U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-11-01 5.180000 610.40 589.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-11-01 3.500000 268414.36 209333.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-11-01 3.500000 80585.18 29772.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-11-01 3.500000 1282200.94 417036.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-07-01 4.000000 1741928.12 1133104.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-10-01 4.000000 1307541.86 899726.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-10-01 3.500000 1318450.89 1080888.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-11-01 3.000000 1225821.31 990879.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 3.500000 1662580.57 608960.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-02-01 4.500000 1409210.31 576027.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-03-01 4.500000 1432063.95 777718.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-06-01 3.500000 2138389.84 1388451.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-04-01 3.500000 490909.09 370900.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-11-01 3.500000 280759.06 226807.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-02-01 4.000000 377469.82 322929.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-02-01 4.000000 1096712.31 859345.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-08-01 4.500000 339927.55 312179.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-04-01 4.000000 252323.93 240060.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-05-01 5.000000 1137891.78 1062764.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-10-01 4.500000 255272.73 253119.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 1196156.80 1097137.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-11-01 4.000000 1771302.55 1811027.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-11-01 5.000000 1732676.45 1805499.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-12-01 4.000000 402958.55 412908.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-12-01 4.500000 873691.28 795932.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-05-01 5.000000 1155349.49 1121345.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-11-01 4.500000 3908004.01 3921649.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 4.500000 7411.01 7349.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 4.500000 258814.34 264046.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 4.500000 1336355.77 1336043.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-07-01 4.000000 1212225.28 598983.61 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-10-01 3.500000 92054.73 42380.03 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-08-01 3.500000 936548.17 362282.42 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-02-01 5.000000 1735667.07 311615.44 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-10-01 3.000000 1205624.23 523368.44 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-02-01 3.500000 86337.51 39266.74 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-06-01 3.500000 113980.25 52134.79 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-08-01 3.500000 23288.24 9028.65 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-05-01 4.000000 1273967.85 691105.01 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-11-01 4.000000 1828235.98 1842354.62 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-12-01 4.000000 39382.64 39213.03 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-06-01 4.000000 970951.17 696056.86 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-06-01 3.500000 728581.65 552188.05 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-07-01 3.500000 208574.26 192414.62 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-09-01 4.000000 79052.02 72257.45 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-11-01 4.000000 915141.29 821559.49 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-09-01 4.000000 1908.80 1705.52 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-02-01 3.500000 1364573.23 1331741.03 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-01-01 4.000000 936409.19 877080.62 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-06-01 4.000000 916687.70 897554.47 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-01-01 4.000000 138484.28 144758.59 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2027-02-15 6.625000 211611.27 287503.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-12-31 2.625000 140851.64 147322.70 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-07-15 1.750000 12650.73 12647.98 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-05-15 1.750000 482769.82 483931.21 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-12-15 1.375000 9.82 9.82 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-09-30 2.000000 21060.00 21210.71 U.S. Treasuries (including strips) Y 2019-08-01 2019-08-01 2019-08-01 N N N 0.0258 34363575.22 34363575.22 0.0506 N Y Y N BANK OF AMERICA, NATIONAL ASSOCIATION Joint Account III 2.560000% B4TYDEB6GKMZO031MB27 0000838440 TPR02FE7B779162BAN 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 2046-10-20 3.000000 33815348.47 25281818.20 Agency Mortgage-Backed Securities Y 2019-08-01 2019-08-01 2019-08-01 N N N 0.0256 24545410.87 24545410.87 0.0361 N Y Y N BOFA SECURITIES, INC. Joint Account III 2.560000% TPR02FE7B779162BOF 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 2047-06-20 3.500000 44253289.28 36385310.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-12-20 4.500000 32310117.32 32390573.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-04-20 3.500000 16711443.10 17182297.72 Agency Mortgage-Backed Securities Y 2019-08-01 2019-08-01 2019-08-01 N N N 0.0256 83454396.97 83454396.97 0.1228 N Y Y N BANK OF NOVA SCOTIA (THE) Joint Account III 2.520000% L3I9ZG2KFGXZ61BMYR72 0000009631 TPR02FE7B779162THE U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEPC 04.500 CLZM8062 2048-09-01 4.500000 129268.49 134506.44 Agency Mortgage-Backed Securities FEPC 04.500 CLZM8063 2048-09-01 4.500000 54229.89 54069.86 Agency Mortgage-Backed Securities FEPC 04.500 CLZN1242 2048-11-01 4.500000 105572.16 110169.47 Agency Mortgage-Backed Securities FEPC 04.000 CLZN1243 2048-11-01 4.000000 189317.42 163231.64 Agency Mortgage-Backed Securities FEPC 05.000 CLQA0141 2049-06-01 5.000000 70185.76 77976.15 Agency Mortgage-Backed Securities FEPC 05.000 CLQA0345 2049-06-01 5.000000 62209.91 69036.05 Agency Mortgage-Backed Securities FEPC 05.000 CLQA0351 2049-06-01 5.000000 53182.64 58235.91 Agency Mortgage-Backed Securities FEPC 05.000 CLQA0355 2049-06-01 5.000000 89148.75 96675.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-07-01 6.500000 748.49 19.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-02-01 6.430000 347.02 11.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-12-01 4.000000 895446.36 273088.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-01-01 4.000000 225.52 59.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-06-01 2.500000 446.78 157.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-02-01 4.000000 515844.13 176914.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-07-01 3.000000 1030909.09 314467.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-09-01 3.000000 49.09 26.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-10-01 3.000000 99.21 31.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-11-01 3.000000 73636.36 39480.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-01-01 3.500000 10882.08 5524.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-01-01 3.000000 52032.09 30075.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-05-01 4.500000 180.56 67.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-03-01 3.000000 4418181.82 3835392.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-12-01 3.000000 739039.44 601923.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-07-01 3.500000 147272.73 101396.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-07-01 3.500000 54582.95 39740.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-01-01 3.500000 911971.93 737957.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-07-01 4.500000 953457.19 798566.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-06-01 4.500000 49191.40 48215.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 24547.71 23747.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-10-01 4.000000 1615141.82 1587515.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-08-01 3.500000 463.12 411.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-01-01 5.000000 549097.09 405981.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-12-01 4.000000 706052.50 605040.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-04-01 4.000000 59279.14 60398.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-02-01 4.000000 594281.05 587898.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-03-01 4.000000 65440.64 53317.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-03-01 4.000000 83734.17 81892.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-05-01 4.000000 4698.93 4497.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-02-01 4.000000 716023.56 712776.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-03-01 4.000000 376582.01 360696.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-04-01 4.000000 318362.55 298969.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-12-01 4.500000 85033.70 65433.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-03-01 4.000000 1899681.17 1951277.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-01-01 4.500000 678520.75 712266.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-07-01 4.000000 464284.93 379271.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-04-01 4.000000 432587.27 368320.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-06-01 5.000000 338949.02 351280.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-05-01 3.500000 711924.17 659983.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-01-01 4.500000 2114108.59 2169470.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-01-01 4.500000 2880663.34 2948091.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-01-01 4.000000 3090758.09 2985755.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-08-01 4.000000 419551.97 406899.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 5.000000 1173219.96 1083129.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 657746.76 647776.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-12-01 4.500000 270000.00 280295.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-02-01 4.000000 1767605.37 1822212.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-11-01 4.500000 391398.58 393934.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 4.000000 613760.61 578769.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-11-01 4.500000 4678625.88 4803572.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-02-01 4.000000 357718.04 369735.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-03-01 4.000000 505655.12 518458.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-12-01 4.500000 278125.63 286588.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-12-01 4.500000 1631336.22 1689384.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-01-01 4.500000 501108.07 513179.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-03-01 4.500000 2355576.07 2500104.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-02-01 4.000000 5313.11 5481.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-03-01 4.500000 495506.06 519159.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-04-01 4.000000 99.80 102.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-05-01 5.000000 384001.85 427688.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-04-01 4.000000 98181.82 100361.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-05-01 5.500000 110915.21 104020.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-06-01 4.500000 692366.25 726622.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-10-01 3.500000 1389269.44 1255714.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-11-01 4.500000 129530.73 113821.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-01-01 4.000000 396442.62 354707.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-06-01 4.500000 347053.14 312963.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 5.000000 2383653.42 1904838.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 4.000000 1576938.39 1498625.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-10-01 4.500000 821425.96 752951.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-05-01 3.500000 10734877.09 10938749.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-12-01 4.500000 3418800.63 3596062.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-12-01 4.500000 492066.80 514791.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-12-01 4.000000 387195.02 364843.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-03-01 4.500000 5482507.54 5863153.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-07-01 3.500000 3635725.45 3772497.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-06-01 3.500000 18620.48 18916.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-06-01 4.000000 466402.81 478901.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-03-01 4.000000 15168.35 15745.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 5.000000 83899.60 89714.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-01-01 6.500000 202184.25 17333.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-07-01 6.500000 63.23 4.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-12-01 5.000000 271.33 14.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-02-01 5.000000 79.38 3.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-08-01 3.500000 343628.41 95564.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-10-01 3.000000 88752.88 55173.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-01-01 2.500000 908139.21 467038.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-09-01 4.000000 226983.55 24660.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-09-01 5.000000 73.05 5.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-03-01 3.000000 166860.00 90013.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-02-01 2.500000 306800.75 110081.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-06-01 3.500000 224736.32 131472.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-08-01 3.500000 87728.35 53444.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-02-01 5.500000 43427.63 42123.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-04-01 3.500000 95036.07 93839.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-08-01 5.500000 70551.64 21584.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-05-01 6.000000 80.46 5.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-12-01 5.000000 344286.67 76193.75 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-09-01 7.000000 1096.84 231.07 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-05-01 4.000000 86161.42 42476.40 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-05-01 4.000000 796915.90 380148.41 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-09-01 3.500000 274497.37 120673.95 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-01-01 3.500000 39198.89 16541.23 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-04-01 3.500000 1325.31 660.03 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-08-01 4.000000 20179.60 9121.93 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-10-01 3.000000 154243.00 101619.85 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-06-01 4.000000 3589.53 2216.16 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-10-01 3.000000 149412.70 125652.70 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-12-01 4.500000 13023.67 12832.12 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-12-01 4.500000 727261.69 740860.32 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-12-01 4.000000 490979.39 483842.26 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-03-01 5.000000 280370.21 287235.72 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-01-01 4.000000 592763.06 604474.92 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-02-01 5.000000 106055.26 112768.74 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-02-01 3.500000 301118.83 301444.74 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-02-01 4.500000 230310.20 232583.65 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-11-01 3.000000 6096.11 5964.64 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-12-01 3.500000 5105852.97 5012684.81 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-03-01 4.000000 658082.44 660358.44 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-03-01 5.000000 273903.22 291657.19 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-03-01 4.500000 423196.04 448408.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-04-01 5.000000 526948.69 548838.52 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-05-01 4.000000 865383.92 889178.88 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-05-01 4.000000 1031193.48 1069905.49 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-05-01 5.000000 519957.56 536886.56 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-05-01 3.500000 497359.15 491304.08 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-05-01 5.000000 72196.77 80045.23 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-05-01 3.500000 1105496.10 1114678.80 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-05-01 3.500000 1301635.64 1319096.88 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-05-01 5.000000 139406.11 154750.50 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-05-01 5.000000 51482.91 46464.25 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-05-01 4.000000 125817.15 87828.01 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-11-01 3.000000 340250.22 279025.02 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-02-01 3.500000 731991.21 560417.55 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-03-01 4.000000 421580.95 299118.86 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-04-01 4.000000 141693.94 124301.57 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-05-01 4.500000 2945.45 2282.63 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-06-01 4.500000 30416.43 23773.99 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-06-01 4.500000 27843.87 26353.23 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-07-01 4.000000 252006.51 242963.72 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-03-01 5.000000 300967.48 317280.29 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-09-01 4.000000 19075.50 17230.37 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-08-01 3.500000 8462.39 7138.55 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-09-01 4.500000 126.21 110.99 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-10-01 4.500000 3948.23 3613.78 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-10-01 3.500000 448610.15 427981.91 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-12-01 4.000000 766074.19 681174.21 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-02-01 4.000000 709141.21 678184.82 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-01-01 4.000000 383990.17 348704.85 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-03-01 4.000000 451710.74 409419.85 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-04-01 4.000000 88.36 83.21 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-06-01 4.000000 366563.98 363999.71 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-06-01 4.000000 328891.91 318993.91 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-06-01 4.000000 319291.69 295922.90 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-08-01 4.000000 131220.00 129288.81 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-11-01 4.000000 245248.76 233504.74 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-10-01 4.000000 1209881.29 1193107.86 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-09-01 5.500000 115242.77 81210.50 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-11-01 4.500000 7839.77 7616.90 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-07-01 4.500000 883.64 367.79 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-07-01 3.500000 939764.95 699186.16 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-07-01 4.500000 600.48 372.21 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-03-01 4.500000 14727.27 10077.87 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-01-01 4.000000 688033.83 607183.56 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-09-01 4.500000 20012.06 18230.99 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-01-01 4.000000 2209996.83 2213828.58 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-01-01 4.500000 5080832.02 5042799.04 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-11-01 4.500000 440370.74 428798.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-11-20 3.000000 13103077.13 9924074.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-12-20 4.500000 2193463.16 2198925.17 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-11-01 4.000000 823063.19 721673.77 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-12-01 4.500000 51545.45 1684.80 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-03-01 4.500000 8311.39 1394.48 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-10-01 3.000000 178713.49 38422.91 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-10-01 5.500000 154621.78 3599.54 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-06-01 3.500000 49.09 19.73 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-04-01 6.000000 78.84 1.37 Agency Mortgage-Backed Securities Y 2019-08-01 2019-08-01 2019-08-01 N N N 0.0252 117817972.20 117817972.20 0.1734 N Y Y N WELLS FARGO SECURITIES, LLC Joint Account III 2.520000% 0000276523 TPR02FE7B779162WEL U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 3.500000 199245.27 206090.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 3.500000 78617134.31 80695727.64 Agency Mortgage-Backed Securities Y 2019-08-01 2019-08-01 2019-08-01 N N N 0.0252 78545314.81 78545314.81 0.1156 N Y Y N Goldman Sachs VIT - Government Money Market Fund 2019-08-07 Peter W. Fortner Peter W. Fortner Assistant Treasurer