0001145549-16-016452.txt : 20160805 0001145549-16-016452.hdr.sgml : 20160805 20160805100815 ACCESSION NUMBER: 0001145549-16-016452 CONFORMED SUBMISSION TYPE: N-MFP1 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20160729 FILED AS OF DATE: 20160805 DATE AS OF CHANGE: 20160805 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GOLDMAN SACHS TRUST CENTRAL INDEX KEY: 0000822977 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: N-MFP1 SEC ACT: 1940 Act SEC FILE NUMBER: 811-05349 FILM NUMBER: 161809379 BUSINESS ADDRESS: STREET 1: 71 SOUTH WACKER DRIVE STREET 2: C/O GOLDMAN SACHS & CO CITY: CHICAGO STATE: IL ZIP: 60606 BUSINESS PHONE: 3126554400 MAIL ADDRESS: STREET 1: 200 WEST STREET CITY: NEW YORK STATE: NY ZIP: 10282 FORMER COMPANY: FORMER CONFORMED NAME: GOLDMAN SACHS SHORT INTERMEDIATE GOVERNMENT FUND DATE OF NAME CHANGE: 19910711 FORMER COMPANY: FORMER CONFORMED NAME: SHORT INTERMEDIATE GOVERNMENT FUND DATE OF NAME CHANGE: 19900104 0000822977 S000009258 Financial Square Prime Obligations Fund C000025288 FST Shares FPOXX C000025289 FST Administration Shares FBAXX C000025290 FST Service Shares FBSXX C000025291 FST Preferred Shares GPPXX C000025292 FST Select Shares GSPXX C000025293 FST Capital Shares GCPXX C000088811 FST Cash Management Shares GFOXX C000088813 FST Class C Shares GPCXX C000088814 FST Premier Shares GOPXX C000088815 FST Resource Shares GBRXX N-MFP1 1 primary_doc.xml N-MFP1 0000822977 XXXXXXXX 2016-07-29 0000822977 549300PY02304776R694 S000009258 10 N N 033-17619 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. 0000734700 084-01100 N N N Prime N 7 8 5569357795.99 4994470713.26 5335879603.95 4650681445.22 5858961191.69 8239312642.33 9442216486.68 8832932703.74 8361389205.22 9339556071.32 0.3671 0.3251 0.3767 0.3476 0.4319 0.5431 0.6145 0.6236 0.6250 0.6884 84689.93 13560004327.26 13559727644.61 6488416.83 256746594.28 13309554157.09 13309851416.2700 1.0000 0.0052 1.0001 1.0000 1.0000 1.0000 1.0000 C000025288 10000000.00 10018840094.45 10019063857.9300 1.0001 1.0000 1.0000 1.0000 1.0000 3271237622.48 3752878275.66 1708542624.25 1573637536.98 1075142455.85 1898856722.57 983125137.71 1689159337.56 1766912303.25 2269804877.51 6185793659.03 8733006338.56 0.0034 Y For FST Institutional Shares the Investment Adviser waived $431,501 of Management Fees. C000025289 10000000.00 1912080097.33 1912122802.2400 1.0001 1.0000 1.0000 1.0000 1.0000 1025226047.65 387817920.39 304509454.22 240635271.80 193090803.68 703024802.29 622470241.95 675268350.67 360074614.65 187297667.07 1626422454.64 2013994524.00 0.0009 Y For FST Administration Shares the Investment Adviser waived $74,498 of Management Fees. C000025290 10000000.00 259546950.97 259552747.7700 1.0001 1.0000 1.0000 1.0000 1.0000 33556983.82 45450374.35 14863617.20 20078608.02 15664610.53 19519762.25 15581709.36 14159212.99 28982225.59 17103867.20 81899440.57 78611412.44 0.0001 Y For FST Service Shares the Investment Adviser waived $9,578 of Management Fees; and Goldman, Sachs & Co. waived $30,034 of Admin Fees. C000025291 10000000.00 747022263.80 747038948.0000 1.0001 1.0000 1.0000 1.0000 1.0000 562172429.73 558625047.38 39532068.26 34627188.07 948853907.73 962717384.31 72451441.39 59926346.02 654875044.68 306524522.35 1716550930.21 1867565561.77 0.0024 Y For FST Preferred Shares the Investment Adviser waived $18,932 of Management Fees. C000025292 10000000.00 154073707.25 154077148.3700 1.0001 1.0000 1.0000 1.0000 1.0000 9870263.32 7000000.00 5158361.05 6520000.00 8145168.19 9685170.68 5919687.77 0.00 7015655.85 0.00 28716467.17 18205170.68 0.0031 Y For FST Select Shares the Investment Adviser waived $5,537 of Management Fees. C000025293 10000000.00 129525317.80 129528210.6600 1.0001 1.0000 1.0000 1.0000 1.0000 11032055.83 26228025.10 6352192.83 9995602.88 8339916.47 9591301.21 9258315.24 5017423.57 12850500.49 10103774.03 39695601.78 41800663.04 0.0019 Y For FST Capital Shares the Investment Adviser waived $4,807 of Management Fees. C000088811 10000000.00 1000.20 1000.2200 1.0001 1.0000 1.0000 1.0000 1.0000 0.02 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.02 0.00 0.0009 N C000088813 1000.00 19924672.38 19925117.3800 1.0001 1.0000 1.0000 1.0000 1.0000 14567.88 206714.92 26928.50 70018.19 82279.02 136870.94 67549.43 235379.31 14625.83 177262.51 191551.72 623921.57 0.0001 Y For Class C Shares the Investment Adviser waived $769 of Management Fees; and Goldman, Sachs & Co. waived $10,955 of Admin Fees. C000088814 10000000.00 1001.19 1001.2100 1.0001 1.0000 1.0000 1.0000 1.0000 0.02 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.02 0.00 0.0009 N C000088815 10000000.00 68539051.72 68540582.4900 1.0001 1.0000 1.0000 1.0000 1.0000 2345405.53 5984430.28 1900427.44 3126738.21 1453450.72 150287.79 1381082.59 100011.51 1273893.36 4797812.59 6009463.24 8565857.53 0.0001 Y For FST Resource Shares the Investment Adviser waived $2,703 of Management Fees; and Goldman, Sachs & Co. waived $17,473 of Admin Fees. 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(including strips) US TREASURY N/B 2019-09-30 1.000000 8430.44 8494.67 U.S. Treasuries (including strips) US TREASURY N/B 2019-10-31 1.250000 12157.10 12341.98 U.S. Treasuries (including strips) US TREASURY N/B 2019-10-31 1.500000 216819.49 221892.72 U.S. Treasuries (including strips) US TREASURY N/B 2019-10-31 1.500000 33296.36 34075.44 U.S. Treasuries (including strips) US TREASURY N/B 2019-08-15 8.125000 77871.97 97790.09 U.S. Treasuries (including strips) US TREASURY N/B 2019-08-15 8.125000 19169.58 24072.78 U.S. Treasuries (including strips) US TREASURY N/B 2020-02-15 8.500000 118084.12 154013.60 U.S. Treasuries (including strips) US TREASURY N/B 2020-05-15 8.750000 9990.20 13067.81 U.S. Treasuries (including strips) US TREASURY N/B 2019-11-30 1.000000 3458.54 3476.43 U.S. Treasuries (including strips) US TREASURY N/B 2019-12-31 1.125000 7927.70 7993.56 U.S. Treasuries (including strips) US TREASURY N/B 2019-12-31 1.125000 4233.27 4268.43 U.S. Treasuries (including strips) US TREASURY N/B 2019-12-31 1.625000 349914.69 358795.74 U.S. Treasuries (including strips) US TREASURY N/B 2020-08-15 8.750000 164677.11 222033.06 U.S. Treasuries (including strips) US TREASURY N/B 2020-08-15 8.750000 112777.07 152056.59 U.S. Treasuries (including strips) US TREASURY N/B 2021-02-15 7.875000 129489.70 173343.61 U.S. Treasuries (including strips) US TREASURY N/B 2021-02-15 7.875000 89017.16 119164.35 U.S. Treasuries (including strips) US TREASURY N/B 2020-01-31 1.375000 323269.87 330481.87 U.S. Treasuries (including strips) US TREASURY N/B 2020-03-31 1.125000 3818.19 3858.24 U.S. Treasuries (including strips) US TREASURY N/B 2020-04-30 1.125000 7079.50 7142.10 U.S. Treasuries (including strips) US TREASURY N/B 2020-05-31 1.375000 176540.31 179593.84 U.S. Treasuries (including strips) US TREASURY N/B 2021-05-15 8.125000 10826.79 14579.36 U.S. Treasuries (including strips) US TREASURY N/B 2021-08-15 8.125000 136536.98 188654.57 U.S. Treasuries (including strips) US TREASURY N/B 2021-08-15 8.125000 993.86 1373.23 U.S. Treasuries (including strips) US TREASURY N/B 2021-11-15 8.000000 56459.43 77294.90 U.S. Treasuries (including strips) US TREASURY N/B 2020-07-31 1.625000 400752.54 413883.50 U.S. Treasuries (including strips) US TREASURY N/B 2020-08-31 2.125000 3622.25 3814.85 U.S. Treasuries (including strips) US TREASURY N/B 2021-02-28 2.000000 133899.57 140543.21 U.S. Treasuries (including strips) US TREASURY N/B 2021-05-15 3.125000 0.06 0.08 U.S. Treasuries (including strips) US TREASURY N/B 2022-08-15 7.250000 12322.10 17080.21 U.S. Treasuries (including strips) US TREASURY N/B 2022-11-15 7.625000 10175.82 14276.67 U.S. Treasuries (including strips) US TREASURY N/B 2023-02-15 7.125000 95593.93 133909.65 U.S. Treasuries (including strips) US TREASURY N/B 2024-11-15 7.500000 19027.78 28454.25 U.S. Treasuries (including strips) US TREASURY N/B 2021-07-31 2.250000 43864.05 46773.39 U.S. Treasuries (including strips) US TREASURY N/B 2021-07-31 2.250000 42113.51 44906.75 U.S. Treasuries (including strips) US TREASURY N/B 2021-08-31 2.000000 8421.41 8854.33 U.S. Treasuries (including strips) US TREASURY N/B 2021-11-15 2.000000 67297.83 70519.12 U.S. Treasuries (including strips) US TREASURY N/B 2021-12-31 2.125000 12597.96 13251.85 U.S. Treasuries (including strips) US TREASURY N/B 2022-01-31 1.500000 50752.78 51977.70 U.S. Treasuries (including strips) US TREASURY N/B 2022-03-31 1.750000 22571.40 23373.76 U.S. Treasuries (including strips) US TREASURY N/B 2022-04-30 1.750000 351667.81 363627.97 U.S. Treasuries (including strips) US TREASURY N/B 2022-04-30 1.750000 24775.69 25618.31 U.S. Treasuries (including strips) US TREASURY N/B 2022-05-31 1.875000 317037.27 329658.97 U.S. Treasuries (including strips) US TREASURY N/B 2022-05-31 1.875000 26193.65 27236.46 U.S. Treasuries (including strips) US TREASURY N/B 2022-06-30 2.125000 10028.87 10556.13 U.S. Treasuries (including strips) US TREASURY N/B 2022-08-15 1.625000 368334.03 379249.99 U.S. Treasuries (including strips) US TREASURY N/B 2022-11-15 1.625000 26008.03 26625.51 U.S. Treasuries (including strips) US TREASURY N/B 2023-03-31 1.500000 21913.98 22262.37 U.S. Treasuries (including strips) US TREASURY N/B 2023-08-15 2.500000 351703.90 383442.50 U.S. Treasuries (including strips) US TREASURY N/B 2023-11-15 2.750000 163493.75 180376.86 U.S. Treasuries (including strips) US TREASURY N/B 2025-05-15 2.125000 21518.24 22760.50 U.S. Treasuries (including strips) US TREASURY N/B 2025-11-15 2.250000 301.64 322.52 U.S. Treasuries (including strips) US TREASURY N/B 2026-02-15 1.625000 6719.86 6836.79 U.S. Treasuries (including strips) US TREASURY N/B 2026-05-15 1.625000 392890.58 398225.13 U.S. Treasuries (including strips) US TREASURY N/B 2026-05-15 1.625000 103640.23 105047.43 U.S. Treasuries (including strips) US TREASURY N/B 2016-07-31 3.250000 133095.20 135256.86 U.S. Treasuries (including strips) US TREASURY N/B 2016-07-31 3.250000 9902.54 10063.38 U.S. Treasuries (including strips) US TREASURY N/B 2016-08-15 4.875000 362187.81 370984.73 U.S. Treasuries (including strips) US TREASURY N/B 2016-08-15 4.875000 128905.76 132036.66 U.S. Treasuries (including strips) US TREASURY N/B 2016-08-31 3.000000 160598.53 162980.17 U.S. Treasuries (including strips) US TREASURY N/B 2016-09-30 3.000000 10986.64 11146.24 U.S. Treasuries (including strips) US TREASURY N/B 2016-10-31 3.125000 12320.81 12504.05 U.S. Treasuries (including strips) US TREASURY N/B 2016-10-31 3.125000 7700.83 7815.36 U.S. Treasuries (including strips) US TREASURY N/B 2016-11-15 4.625000 155022.07 158461.38 U.S. Treasuries (including strips) US TREASURY N/B 2016-11-15 4.625000 12418.78 12694.30 U.S. Treasuries (including strips) US TREASURY N/B 2016-11-30 2.750000 17247.59 17462.89 U.S. Treasuries (including strips) US TREASURY N/B 2016-12-31 3.250000 4489.79 4555.26 U.S. Treasuries (including strips) US TREASURY N/B 2017-01-31 3.125000 4229.40 4351.27 U.S. Treasuries (including strips) US TREASURY N/B 2017-02-15 4.625000 135840.89 141787.33 U.S. Treasuries (including strips) US TREASURY N/B 2017-02-28 3.000000 38542.82 39589.25 U.S. Treasuries (including strips) US TREASURY N/B 2017-03-31 3.250000 360.94 371.40 U.S. Treasuries (including strips) US TREASURY N/B 2017-04-30 3.125000 12637.92 12979.30 U.S. Treasuries (including strips) US TREASURY N/B 2017-04-30 3.125000 11542.22 11854.01 U.S. Treasuries (including strips) US TREASURY N/B 2017-05-31 2.750000 73514.96 75167.80 U.S. Treasuries (including strips) US TREASURY N/B 2017-05-31 2.750000 57859.35 59160.20 U.S. Treasuries (including strips) US TREASURY N/B 2017-06-30 2.500000 403125.70 410946.38 U.S. Treasuries (including strips) US TREASURY N/B 2017-06-30 2.500000 91523.09 93298.65 U.S. Treasuries (including strips) US TREASURY N/B 2017-08-15 4.750000 12890.58 13719.98 U.S. Treasuries (including strips) US TREASURY N/B 2018-02-15 3.500000 73695.42 78022.48 U.S. Treasuries (including strips) US TREASURY N/B 2018-05-15 3.875000 56686.31 60388.91 U.S. Treasuries (including strips) US TREASURY N/B 2018-05-15 3.875000 11174.84 11904.76 U.S. Treasuries (including strips) US TREASURY N/B 2018-08-15 4.000000 98755.99 107255.11 U.S. Treasuries (including strips) US TREASURY N/B 2018-08-15 4.000000 9223.21 10016.97 U.S. Treasuries (including strips) US TREASURY N/B 2019-02-15 2.750000 92701.29 98528.10 U.S. Treasuries (including strips) US TREASURY N/B 2019-05-15 3.125000 11927.65 12775.70 U.S. Treasuries (including strips) US TREASURY N/B 2019-11-15 3.375000 210570.14 229127.36 U.S. Treasuries (including strips) US TREASURY N/B 2019-11-15 3.375000 176880.62 192468.83 U.S. Treasuries (including strips) US TREASURY N/B 2020-02-15 3.625000 97684.79 108547.53 U.S. Treasuries (including strips) US TREASURY N/B 2020-05-15 3.500000 122653.83 135065.56 U.S. Treasuries (including strips) US TREASURY N/B 2024-11-15 7.500000 5518.46 8252.33 U.S. Treasuries (including strips) US TREASURY N/B 2025-02-15 7.625000 261.68 401.90 U.S. Treasuries (including strips) US TREASURY N/B 2025-08-15 6.875000 4327.37 6457.22 U.S. Treasuries (including strips) US TREASURY N/B 2026-02-15 6.000000 3921.31 5610.46 U.S. Treasuries (including strips) US TREASURY N/B 2016-08-15 0.625000 322345.61 323323.30 U.S. Treasuries (including strips) US TREASURY N/B 2016-08-31 0.500000 22775.07 22828.18 U.S. Treasuries (including strips) US TREASURY N/B 2016-08-31 1.000000 2914.56 2928.65 U.S. Treasuries (including strips) US TREASURY N/B 2016-09-30 0.500000 5292.87 5303.66 U.S. Treasuries (including strips) US TREASURY N/B 2016-09-30 1.000000 3506.24 3522.12 U.S. Treasuries (including strips) US TREASURY N/B 2016-10-15 0.625000 215001.92 215540.07 U.S. Treasuries (including strips) US TREASURY N/B 2016-10-31 1.000000 65569.20 65848.25 U.S. Treasuries (including strips) US TREASURY N/B 2016-11-15 0.625000 2868.15 2874.47 U.S. Treasuries (including strips) US TREASURY N/B 2016-12-31 0.625000 88622.71 88754.09 U.S. Treasuries (including strips) US TREASURY N/B 2016-12-31 0.625000 21230.78 21262.26 U.S. Treasuries (including strips) US TREASURY N/B 2017-01-15 0.750000 41680.39 41756.47 U.S. Treasuries (including strips) US TREASURY N/B 2017-01-31 0.875000 42183.12 42459.71 U.S. Treasuries (including strips) US TREASURY N/B 2017-01-31 0.875000 18097.08 18215.74 U.S. Treasuries (including strips) US TREASURY N/B 2017-02-15 0.625000 7914.81 7944.99 U.S. Treasuries (including strips) US TREASURY N/B 2017-02-28 0.500000 12478.08 12504.84 U.S. Treasuries (including strips) US TREASURY N/B 2017-03-15 0.750000 3918.74 3935.63 U.S. Treasuries (including strips) US TREASURY N/B 2017-03-31 1.000000 154068.17 155064.77 U.S. Treasuries (including strips) US TREASURY N/B 2017-04-15 0.875000 12877.69 12940.91 U.S. Treasuries (including strips) US TREASURY N/B 2017-04-30 0.875000 35282.80 35443.68 U.S. Treasuries (including strips) US TREASURY N/B 2017-05-15 0.875000 56971.19 57210.66 U.S. Treasuries (including strips) US TREASURY N/B 2017-06-15 0.875000 8726.92 8757.57 U.S. Treasuries (including strips) US TREASURY N/B 2017-06-30 0.625000 76011.86 76069.83 U.S. Treasuries (including strips) US TREASURY N/B 2017-06-30 0.625000 3196.86 3199.30 U.S. Treasuries (including strips) US TREASURY N/B 2017-07-15 0.875000 11781.99 11814.90 U.S. Treasuries (including strips) US TREASURY N/B 2017-08-31 0.625000 102094.65 102344.23 U.S. Treasuries (including strips) US TREASURY N/B 2017-08-31 1.875000 10982.77 11214.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-10-15 0.875000 61552.50 61865.82 U.S. Treasuries (including strips) US TREASURY N/B 2017-10-31 1.875000 132506.10 135101.31 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 12890576.11 12890576.11 0.0010 N Y Y N BNP PARIBAS Joint Account I 0.330000% R0MUWSFPU8MPRO8K5P83 0001272025 106508348779158BNP U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N TINT 08/15/17 2017-08-15 0.00 6.54 6.51 U.S. Treasuries (including strips) TINT 11/15/17 2017-11-15 0.00 14903.99 14787.60 U.S. Treasuries (including strips) TINT 08/15/21 2021-08-15 0.00 5182.01 4895.39 U.S. Treasuries (including strips) TINT 11/15/22 2022-11-15 0.00 18421.59 16965.17 U.S. Treasuries (including strips) TINT 11/15/24 2024-11-15 0.00 8.28 7.32 U.S. Treasuries (including strips) TINT 05/15/26 2026-05-15 0.00 725440.67 618887.94 U.S. Treasuries (including strips) TINT 11/15/26 2026-11-15 0.00 0.13 0.10 U.S. Treasuries (including strips) TINT 11/15/27 2027-11-15 0.00 244926.06 202064.00 U.S. Treasuries (including strips) STRIP PRINC 2027-08-15 0.00 948.75 799.47 U.S. Treasuries (including strips) STRIP PRINC 2040-11-15 0.00 1082.81 637.00 U.S. Treasuries (including strips) STRIP PRINC 2042-02-15 0.00 23203.04 13185.82 U.S. Treasuries (including strips) STRIP PRINC 2043-05-15 0.00 146360.89 79446.15 U.S. Treasuries (including strips) STRIP PRINC 2043-11-15 0.00 538851.86 294347.84 U.S. Treasuries (including strips) STRIP PRINC 2044-02-15 0.00 119855.29 64422.21 U.S. Treasuries (including strips) STRIP PRINC 2044-05-15 0.00 661286.55 350481.87 U.S. Treasuries (including strips) STRIP PRINC 2045-05-15 0.00 175955.07 90094.27 U.S. Treasuries (including strips) STRIP PRINC 2045-08-15 0.00 25781.15 13116.16 U.S. Treasuries (including strips) STRIPS 2032-02-15 0.00 54606.03 40604.50 U.S. Treasuries (including strips) STRIPS 2035-02-15 0.00 570727.02 391124.93 U.S. Treasuries (including strips) STRIPS 2019-11-15 0.00 2.58 2.50 U.S. Treasuries (including strips) STRIPS 2028-02-15 0.00 603278.96 494314.72 U.S. Treasuries (including strips) STRIPS 2029-02-15 0.00 3609.32 2888.57 U.S. Treasuries (including strips) STRIPS 2029-05-15 0.00 199221.77 158443.06 U.S. Treasuries (including strips) STRIPS 2030-05-15 0.00 1.26 0.99 U.S. Treasuries (including strips) STRIPS 2031-02-15 0.00 19.74 15.08 U.S. Treasuries (including strips) STRIPS 2038-02-15 0.00 3829.11 2414.13 U.S. Treasuries (including strips) STRIPS 2043-02-15 0.00 18.21 9.85 U.S. Treasuries (including strips) TREASURY BILL 2016-11-10 0.00 6213.26 6208.97 U.S. Treasuries (including strips) TREASURY BILL 2016-12-08 0.00 1.29 1.29 U.S. Treasuries (including strips) TREASURY BILL 2016-08-11 0.00 28037.00 28035.60 U.S. Treasuries (including strips) TREASURY BILL 2016-09-01 0.00 4473.03 4472.27 U.S. Treasuries (including strips) TREASURY BILL 2017-03-30 0.00 86141.27 85908.69 U.S. Treasuries (including strips) TREASURY BILL 2016-10-20 0.00 3775.65 3773.57 U.S. Treasuries (including strips) TSY INFL IX N/B 2025-01-15 2.375000 1299083.90 1981564.83 U.S. Treasuries (including strips) TSY INFL IX N/B 2045-02-15 0.750000 311995.77 331936.34 U.S. Treasuries (including strips) TSY INFL IX N/B 2046-02-15 1.000000 27206.85 30921.89 U.S. Treasuries (including strips) TSY INFL IX N/B 2019-01-15 2.125000 45298.77 54017.44 U.S. Treasuries (including strips) TSY INFL IX N/B 2019-07-15 1.875000 6007.01 7264.46 U.S. Treasuries (including strips) TSY INFL IX N/B 2020-01-15 1.375000 64452.88 76076.21 U.S. Treasuries (including strips) TSY INFL IX N/B 2026-01-15 0.625000 232775.45 248584.92 U.S. Treasuries (including strips) TSY INFL IX N/B 2020-07-15 1.250000 1530414.31 1802402.44 U.S. Treasuries (including strips) TSY INFL IX N/B 2022-01-15 0.125000 1289057.61 1391291.40 U.S. Treasuries (including strips) TSY INFL IX N/B 2023-01-15 0.125000 902332.59 951739.85 U.S. Treasuries (including strips) TSY INFL IX N/B 2024-07-15 0.125000 378762.51 388416.35 U.S. Treasuries (including strips) US TREASURY N/B 2017-05-15 8.750000 1902.65 2059.06 U.S. Treasuries (including strips) US TREASURY N/B 2017-08-15 8.875000 6313.80 7111.38 U.S. Treasuries (including strips) US TREASURY N/B 2018-05-15 9.125000 10157.77 11886.21 U.S. Treasuries (including strips) US TREASURY N/B 2022-08-15 7.250000 5.16 7.17 U.S. Treasuries (including strips) US TREASURY N/B 2023-08-15 6.250000 143265.86 195453.04 U.S. Treasuries (including strips) US TREASURY N/B 2026-08-15 6.750000 31775.27 48560.67 U.S. Treasuries (including strips) US TREASURY N/B 2027-08-15 6.375000 1.29 1.96 U.S. Treasuries (including strips) US TREASURY N/B 2036-02-15 4.500000 60428.09 88843.89 U.S. Treasuries (including strips) US TREASURY N/B 2037-02-15 4.750000 91222.74 138698.49 U.S. Treasuries (including strips) US TREASURY N/B 2040-11-15 4.250000 2271.32 3236.08 U.S. Treasuries (including strips) US TREASURY N/B 2042-05-15 3.000000 6432.40 7585.33 U.S. Treasuries (including strips) US TREASURY N/B 2042-11-15 2.750000 357803.72 402018.46 U.S. Treasuries (including strips) US TREASURY N/B 2043-08-15 3.625000 324338.50 429858.14 U.S. Treasuries (including strips) US TREASURY N/B 2043-11-15 3.750000 284.88 383.47 U.S. Treasuries (including strips) US TREASURY N/B 2044-08-15 3.125000 48077.98 58171.79 U.S. Treasuries (including strips) US TREASURY N/B 2044-08-15 3.125000 193036.38 233563.69 U.S. Treasuries (including strips) US TREASURY N/B 2044-11-15 3.000000 126970.89 149074.25 U.S. Treasuries (including strips) US TREASURY N/B 2045-05-15 3.000000 1630.66 1915.29 U.S. Treasuries (including strips) US TREASURY N/B 2046-05-15 2.500000 30383.09 32277.25 U.S. Treasuries (including strips) US TREASURY N/B 2018-12-31 1.500000 322264.40 328738.08 U.S. Treasuries (including strips) US TREASURY N/B 2021-02-28 2.000000 219139.79 230491.13 U.S. Treasuries (including strips) US TREASURY N/B 2017-03-15 0.750000 644528.81 647422.57 U.S. Treasuries (including strips) US TREASURY N/B 2024-08-15 2.375000 3168104.00 3443281.71 U.S. Treasuries (including strips) US TREASURY N/B 2017-09-15 1.000000 1759393.48 1773592.93 U.S. Treasuries (including strips) US TREASURY N/B 2021-12-31 2.125000 514515.74 542469.69 U.S. Treasuries (including strips) US TREASURY N/B 2022-01-31 1.500000 6905.48 7088.33 U.S. Treasuries (including strips) US TREASURY N/B 2018-02-15 1.000000 1354.80 1368.14 U.S. 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Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-11-01 4.000000 17025.52 10963.26 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-10-01 2.500000 165487.19 131020.78 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-03-01 4.000000 3972.42 3434.06 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-09-01 6.500000 45705.25 28474.32 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2030-03-01 2.000000 12078.91 10744.22 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-06-01 2.500000 8513.65 8791.14 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-07-01 6.000000 47625.43 29381.52 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-08-01 5.500000 95402.51 17488.02 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-06-01 3.500000 58268.04 60375.36 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-04-01 3.500000 69058.53 72094.96 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-12-01 4.000000 252202.48 151568.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-01-01 5.500000 223921.19 62616.32 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-08-01 6.000000 1382658.09 17997.06 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-05-01 6.000000 1453693.73 84214.51 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-05-01 5.500000 229232.86 64123.71 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-10-01 6.000000 145638.86 50584.54 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-07-01 6.000000 477416.99 17003.41 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-06-01 5.500000 1426234.84 131360.62 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-09-01 5.000000 55807.25 12169.13 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-10-01 6.000000 56748.47 22344.54 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-04-01 4.500000 30648.23 27644.30 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-10-01 4.500000 68429.15 71149.37 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-09-01 3.500000 7342897.96 5496978.34 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-09-01 4.000000 176939.70 115978.79 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-12-01 3.000000 6683.37 5591.55 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-10-01 5.500000 820816.48 59785.82 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-10-01 3.500000 6911.67 5527.93 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-09-01 6.500000 147271.42 52409.73 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-07-01 5.000000 330974.39 20081.28 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-10-01 5.500000 82543.49 3851.28 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-02-01 3.500000 7541.12 5654.96 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-06-01 5.500000 103326.63 28178.63 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-11-01 5.000000 31773.54 2791.84 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-03-01 5.000000 171033.60 8519.55 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-11-01 3.000000 12577.03 9473.15 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-06-01 6.000000 198584.63 113727.04 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-05-01 5.500000 91439.22 7251.65 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-12-01 5.500000 741382.63 41384.71 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-03-01 3.500000 2085904.66 1500850.56 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-06-01 3.500000 167347.80 128741.89 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-12-01 6.000000 191303.26 10765.41 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-05-01 5.500000 666398.79 41246.62 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-06-01 2.500000 7792.00 6504.11 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-01-01 5.000000 292792.65 135809.58 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-05-01 5.000000 160941.13 28026.65 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2030-03-01 5.000000 14647.87 3311.07 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-06-01 3.500000 184962.99 144239.30 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-07-01 2.500000 90977.25 74900.50 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2030-08-01 4.500000 34818.51 7334.39 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-08-01 3.000000 496461.58 330126.50 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-11-01 4.500000 350773.28 237855.41 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-09-01 6.500000 13238.98 5852.16 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-09-01 3.000000 914.35 622.10 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-04-01 3.500000 332298.29 306272.71 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-07-01 5.000000 583553.79 341239.96 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-01-01 5.500000 33253.66 17437.58 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-12-01 3.500000 11915.08 12050.25 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-08-01 4.000000 259695.08 251686.83 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-08-01 4.500000 44085.79 32085.12 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-05-01 6.000000 67400.22 35776.74 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-11-01 3.500000 26548.58 26791.52 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-04-01 3.500000 98731.98 101837.11 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-04-01 6.500000 62982.11 29728.45 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-12-01 5.000000 7943.39 3886.90 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-04-01 3.500000 94168.77 99597.54 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-10-01 4.500000 200143.39 8622.02 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-12-01 3.500000 152248.22 122174.69 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-01-01 5.500000 110249.55 54789.57 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-08-01 5.500000 112753.31 11910.31 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-11-01 4.500000 73083.78 2191.58 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-12-01 5.500000 3729.95 1927.73 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-10-01 5.000000 6786.23 4255.93 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-07-01 5.500000 86053.34 6894.66 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-11-01 6.000000 111673.67 7276.34 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-10-01 4.000000 3309.74 2882.85 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-09-01 4.500000 28763.99 26346.62 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-08-01 6.000000 85656.17 4171.53 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-06-01 5.500000 82743.60 1683.67 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-02-01 4.000000 2057527.64 1863673.89 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-03-01 3.500000 58921.25 54270.93 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-02-01 6.000000 110118.69 20718.86 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-12-01 5.000000 140794.45 9105.44 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-03-01 3.500000 1088508.57 1002599.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-04-01 5.500000 21506.38 14310.01 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-05-01 5.000000 303503.51 23038.86 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-07-01 4.500000 79433.85 13028.61 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-11-01 5.000000 198584.63 9288.73 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-12-01 5.500000 318066.39 12879.14 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-09-01 6.000000 37483.78 3080.64 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-09-01 6.000000 134960.57 3542.02 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-10-01 5.500000 6156123.63 362373.86 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-11-01 6.000000 356128.44 23049.19 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-02-01 6.000000 16459.29 2299.08 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-04-01 4.000000 546107.74 56717.89 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-06-01 5.000000 125770.27 9279.20 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-06-01 4.500000 139009.24 8750.90 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-04-01 4.500000 121105.51 1740.33 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-04-01 4.500000 120871.85 11987.96 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-10-01 3.500000 785124.21 361704.37 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-01-01 6.000000 82347.88 6771.60 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-04-01 4.500000 132389.76 27205.50 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-02-01 4.000000 66.39 9.80 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-12-01 4.000000 128628.43 7603.14 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-07-01 4.500000 27387.73 8639.23 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-10-01 6.000000 27613.46 5755.05 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-11-01 4.500000 87065.39 29089.41 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-05-01 4.500000 41636.58 8530.27 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-07-01 4.500000 19858.46 3502.70 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-12-01 4.500000 789042.94 165289.14 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-01-01 5.000000 87946.51 18505.77 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-06-01 4.000000 2236397.25 583963.80 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-11-01 4.000000 66194.88 14287.04 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-07-01 4.500000 84123.96 14372.70 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-04-01 4.500000 121315.15 21572.51 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-02-01 3.500000 10785.86 4432.67 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-05-01 4.000000 1445656.28 382214.65 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-04-01 5.000000 66194.88 19673.71 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-05-01 4.500000 304847.01 43811.15 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-10-01 4.000000 584169.80 174338.77 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-09-01 4.000000 24094.94 5258.39 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-05-01 3.500000 93662.11 20613.02 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-11-01 3.500000 377310.80 143146.56 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-06-01 5.000000 18203.59 3338.01 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-05-01 2.500000 264779.51 99592.58 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-11-01 4.000000 60034.91 12305.03 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-08-01 4.000000 543986.39 197642.02 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-05-01 2.500000 119936.25 56845.12 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-09-01 2.500000 728048.80 384849.47 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-08-01 4.000000 130403.91 21127.88 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-09-01 4.500000 79452.26 24870.81 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-05-01 4.000000 8605.33 2770.45 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-01-01 2.500000 105911.80 69918.94 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-09-01 3.500000 1350081.67 236044.78 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-11-01 3.500000 34421.34 15313.59 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-06-01 5.000000 7132.37 2039.33 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-06-01 2.500000 713226.31 514789.62 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-02-01 4.000000 410937.80 138058.09 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-01-01 4.500000 76978.75 13167.22 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-11-01 4.000000 346900.35 168913.90 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-11-01 3.000000 324354.90 247103.16 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-01-01 4.500000 67600.66 24114.46 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-05-01 4.500000 155248.70 35255.99 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-01-01 3.000000 89984.79 67527.91 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-12-01 5.500000 17920.01 6193.52 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-05-01 4.000000 544409.71 126383.96 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-03-01 3.500000 132389.76 51808.28 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-11-01 3.000000 392660.80 343484.23 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-09-01 4.500000 403446.66 285348.91 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-03-01 4.000000 564493.30 232968.83 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-03-01 4.000000 70049.47 16140.50 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2030-07-01 3.500000 831720.83 759679.03 Agency 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0.00 0.00 22999992.00 Equities WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 2049-01-01 6.500000 208235.00 14534803.00 Equities HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 2049-01-01 8.000000 3915.00 104374.00 Equities First Tier Security N/A N/A 2016-08-01 2016-09-02 2016-09-02 N N N 0.0075 230000000.00 230000000.00 0.0173 N N N Y PORTLAND MAINE (CITY OF) PORTLAND MAINE (CITY OF) 0.490001% 7365594Y8 US7365594Y83 Variable Rate Demand Note First Tier Security N/A N/A 2016-08-07 2016-08-07 2026-06-01 Y SUMITOMO MITSUI BANKING CORPORAT N/A N/A 1.0000 8 N N N 0.0049 19700000.00 19700000.00 0.0015 N N Y N EMORY UNIVERSITY EMORY UNIVERSITY 0.440002% 74265LSJ8 95MD72NUUVZ3P8PQ6919 US74265LSJ88 0001377635 Variable Rate Demand Note First Tier Security N/A N/A 2016-08-07 2016-08-07 2035-09-01 Y Emory University N/A N/A 1.0000 8 N N N 0.0044 24800000.00 24800000.00 0.0019 N N Y N EMORY UNIVERSITY EMORY UNIVERSITY 0.429999% 74265LTP3 95MD72NUUVZ3P8PQ6919 US74265LTP30 0001377635 Variable Rate Demand Note First Tier Security N/A N/A 2016-08-07 2016-08-07 2036-09-01 Y Emory University N/A N/A 1.0000 8 N N N 0.0043 38225000.00 38225000.00 0.0029 N N Y N PROVIDENCE HEALTH & SERVICES PROVIDENCE HEALTH & SERVICES 0.500000% 743755AG5 549300ZVPWQIL3N5TL85 US743755AG53 Variable Rate Demand Note First Tier Security N/A N/A 2016-08-07 2016-08-07 2042-10-01 Y U.S. BANK NATIONAL ASSOCIATION N/A N/A 1.0000 8 N N N 0.0050 46100000.00 46100000.00 0.0035 N N Y N PROVIDENCE HEALTH & SERVICES PROVIDENCE HEALTH & SERVICES 0.440000% 74375QBW3 549300ZVPWQIL3N5TL85 Other Municipal Security First Tier Security N/A N/A 2016-08-17 2016-08-17 2016-08-17 N N N 0.0100 18000000.00 18000000.00 0.0014 N N N N THE METROPOLITAN WATER DISTRICT OF SOUTHERN CALIFORNIA THE METROPOLITAN WATER DISTRICT OF SOUTHERN CALIFORNIA 0.479999% 74926YU25 5493003GD0S0P56RLT45 US74926YU252 Variable Rate Demand Note First Tier Security N/A N/A 2016-08-07 2016-08-07 2019-04-05 Y THE METROPOLITAN WATER DISTRICT N/A N/A 1.0000 8 N N N 0.0048 10000000.00 10000000.00 0.0008 N N Y N RALEIGH, NORTH CAROLINA (CITY OF) RALEIGH, NORTH CAROLINA (CITY OF) 0.460000% 751100FX1 549300I7RPBIIRI16112 US751100FX11 Variable Rate Demand Note First Tier Security N/A N/A 2016-08-07 2016-08-07 2035-03-01 Y Bank of America, N.A. N/A N/A 1.0000 8 N N N 0.0046 15240000.00 15240000.00 0.0011 N N Y N REGENCY MARKETS NO. 1, LLC REGENCY MARKETS NO. 1, LLC 0.000000% 7588R0H42 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-08-04 2016-08-04 2016-08-04 N N N 0.0044 39997200.00 39997200.00 0.0030 N N Y N REGENCY MARKETS NO. 1, LLC REGENCY MARKETS NO. 1, LLC 0.000000% 7588R0H83 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-08-08 2016-08-08 2016-08-08 N N N 0.0044 45270566.88 45270566.88 0.0034 N N N N REGENCY MARKETS NO. 1, LLC REGENCY MARKETS NO. 1, LLC 0.000000% 7588R0HF7 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-08-15 2016-08-15 2016-08-15 N N N 0.0045 19995800.00 19995800.00 0.0015 N N N N REGENCY MARKETS NO. 1, LLC REGENCY MARKETS NO. 1, LLC 0.000000% 7588R0HN0 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-08-22 2016-08-22 2016-08-22 N N N 0.0047 59981400.00 59981400.00 0.0045 N N N N RUTGERS STATE UNIVERSITY OF NEW JERSEY BOARD OF TRUSTEES RUTGERS STATE UNIVERSITY OF NEW JERSEY BOARD OF TRUSTEES 0.470000% 78318EDT6 549300BOYDHNW8J60112 Other Municipal Security First Tier Security N/A N/A 2016-08-18 2016-08-18 2016-08-18 N N N 0.0048 8223917.76 8223917.76 0.0006 N N N N RUTGERS STATE UNIVERSITY OF NEW JERSEY BOARD OF TRUSTEES RUTGERS STATE UNIVERSITY OF NEW JERSEY BOARD OF TRUSTEES 0.500000% 78318GFR3 549300BOYDHNW8J60112 Other Municipal Security First Tier Security N/A N/A 2016-08-18 2016-08-18 2016-08-18 N N N 0.0051 33825000.00 33825000.00 0.0025 N N N N SSM HEALTH CARE CORPORATION SSM HEALTH CARE CORPORATION 0.000000% 78470WH25 5493000QP6H63JFPC580 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0029 24999175.00 24999175.00 0.0019 N N Y N SSM HEALTH CARE CORPORATION SSM HEALTH CARE CORPORATION 0.000000% 78470WHH2 5493000QP6H63JFPC580 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-08-17 2016-08-17 2016-08-17 N N N 0.0053 29993640.00 29993640.00 0.0023 N N N N SSM HEALTH CARE CORPORATION SSM HEALTH CARE CORPORATION 0.000000% 78470WHV1 5493000QP6H63JFPC580 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-08-29 2016-08-29 2016-08-29 N N N 0.0054 19990520.00 19990520.00 0.0015 N N N N CPS ENERGY CPS ENERGY 0.430000% 79625VDK3 Other Municipal Security First Tier Security N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0035 75000750.00 75000750.00 0.0056 N N Y N CPS ENERGY CPS ENERGY 0.440000% 79625VDL1 Other Municipal Security First Tier Security N/A N/A 2016-08-04 2016-08-04 2016-08-04 N N N 0.0044 24000000.00 24000000.00 0.0018 N N Y N CPS ENERGY CPS ENERGY 0.460000% 79625WCZ9 Other Municipal Security First Tier Security N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0039 20000200.00 20000200.00 0.0015 N N Y N SAN DIEGO COUNTY CALIFORNIA WATER AUTHORITY SAN DIEGO COUNTY CALIFORNIA WATER AUTHORITY 0.420000% 79741UAH4 549300Y0QN5OFKA1G520 Other Municipal Security First Tier Security N/A N/A 2016-08-03 2016-08-03 2016-08-03 N N N 0.0030 22000440.00 22000440.00 0.0017 N N Y N AIRPORT COMMISSION OF THE CITY AND COUNTY OF SAN FRANCISCO AIRPORT COMMISSION OF THE CITY AND COUNTY OF SAN FRANCISCO 0.440002% 79765A3L8 54930055TIDYHNDP4F84 US79765A3L80 0000000000 Variable Rate Demand Note First Tier Security N/A N/A 2016-08-07 2016-08-07 2030-05-01 Y JPMORGAN CHASE BANK, NATIONAL AS N/A N/A 1.0000 8 N Y JPMORGAN CHASE BANK, NATIONAL AS N/A N/A 1.0000 N 0.0044 25000000.00 25000000.00 0.0019 N N Y N SAN FRANCISCO CALIFORNIA CITY & COUNTY PUB UTILITIES COMMISSION SAN FRANCISCO CALIFORNIA CITY & COUNTY PUB UTILITIES COMMISSION 0.500000% 79770VSU8 549300RA28ZEFOB6M782 Other Municipal Security First Tier Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0037 20000200.00 20000200.00 0.0015 N Y Y N SOUTH CAROLINA PUBLIC SERVICE AUTHORITY SOUTH CAROLINA PUBLIC SERVICE AUTHORITY 0.560000% 83705C3S4 EMBXY64GWKA9MZGFUD26 Other Municipal Security First Tier Security N/A N/A 2016-08-04 2016-08-04 2016-08-04 N N N 0.0056 27646000.00 27646000.00 0.0021 N N Y N SOUTH CAROLINA PUBLIC SERVICE AUTHORITY SOUTH CAROLINA PUBLIC SERVICE AUTHORITY 0.460000% 83705MMC6 EMBXY64GWKA9MZGFUD26 Other Municipal Security First Tier Security N/A N/A 2016-08-10 2016-08-10 2016-08-10 N N N 0.0047 7300000.00 7300000.00 0.0005 N N N N SOUTH CAROLINA PUBLIC SERVICE AUTHORITY SOUTH CAROLINA PUBLIC SERVICE AUTHORITY 0.460000% 83705MME2 EMBXY64GWKA9MZGFUD26 Other Municipal Security First Tier Security N/A N/A 2016-08-15 2016-08-15 2016-08-15 N N N 0.0047 27855000.00 27855000.00 0.0021 N N N N SOUTH CAROLINA PUBLIC SERVICE AUTHORITY SOUTH CAROLINA PUBLIC SERVICE AUTHORITY 0.440000% 83705WCW1 EMBXY64GWKA9MZGFUD26 Other Municipal Security First Tier Security N/A N/A 2016-08-17 2016-08-17 2016-08-17 N N N 0.0045 28500000.00 28500000.00 0.0021 N N N N STANDARD CHARTERED BANK STANDARD CHARTERED BANK 0.830000% 85325TGL3 RILFO74KP1CM8P6PCT96 Certificate of Deposit First Tier Security N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0036 70003500.00 70003500.00 0.0053 N N Y N STANDARD CHARTERED BANK STANDARD CHARTERED BANK 0.680000% 85325TKF1 RILFO74KP1CM8P6PCT96 Certificate of Deposit First Tier Security N/A N/A 2016-08-29 2016-08-29 2016-08-29 N N N 0.0051 125018750.00 125018750.00 0.0094 N N N N STANDARD CHARTERED BANK STANDARD CHARTERED BANK 0.570000% 85325TLG8 RILFO74KP1CM8P6PCT96 Certificate of Deposit First Tier Security N/A N/A 2016-08-29 2016-08-29 2016-08-29 N N N 0.0051 75004500.00 75004500.00 0.0056 N N N N STATE STREET BANK AND TRUST COMPANY STATE STREET BANK AND TRUST COMPANY 0.830000% 8574P1HH2 571474TGEMMWANRLN572 0000093748 Certificate of Deposit First Tier Security N/A N/A 2016-08-25 2016-08-25 2016-08-25 N N N 0.0045 150042000.00 150042000.00 0.0113 N N N N STATE STREET BANK AND TRUST COMPANY STATE STREET BANK AND TRUST COMPANY 0.780000% 8574P1HQ2 571474TGEMMWANRLN572 0000093748 Certificate of Deposit First Tier Security N/A N/A 2016-08-19 2016-08-19 2016-08-19 N N N 0.0045 75014250.00 75014250.00 0.0056 N N N N STATE STREET BANK AND TRUST COMPANY STATE STREET BANK AND TRUST COMPANY 0.450000% 8574P1JR8 571474TGEMMWANRLN572 0000093748 Certificate of Deposit First Tier Security N/A N/A 2016-08-18 2016-08-18 2016-08-18 N N N 0.0045 100000000.00 100000000.00 0.0075 N N N N EXXON MOBIL CORPORATION EXXON MOBIL CORPORATION 0.339999% 864283AD8 J3WHBG0MTS7O8ZVMDC91 US864283AD85 0000034088 Variable Rate Demand Note First Tier Security N/A N/A 2016-08-01 2016-08-01 2044-10-01 Y EXXON MOBIL CORPORATION N/A N/A 1.0000 1 N N N 0.0034 24900000.00 24900000.00 0.0019 N Y Y N EXXON MOBIL CORPORATION EXXON MOBIL CORPORATION 0.349998% 864283AF3 J3WHBG0MTS7O8ZVMDC91 US864283AF34 0000034088 Variable Rate Demand Note First Tier Security N/A N/A 2016-08-01 2016-08-01 2044-10-01 Y EXXON MOBIL CORPORATION N/A N/A 1.0000 1 N N N 0.0035 22500000.00 22500000.00 0.0017 N Y Y N SUMITOMO MITSUI BANKING CORPORATION SUMITOMO MITSUI BANKING CORPORATION 0.850000% 86563QSC5 5U0XI89JRFVHWIBS4F54 0001158084 Certificate of Deposit First Tier Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0038 25001000.00 25001000.00 0.0019 N Y Y N SUMITOMO MITSUI BANKING CORPORATION SUMITOMO MITSUI BANKING CORPORATION 0.760000% 86563QVP2 5U0XI89JRFVHWIBS4F54 0001158084 Certificate of Deposit First Tier Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0038 40001200.00 40001200.00 0.0030 N Y Y N SUMITOMO MITSUI TRUST BANK, LIMITED SUMITOMO MITSUI TRUST BANK, LIMITED 0.530000% 86564EBB1 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit First Tier Security N/A N/A 2016-08-15 2016-08-15 2016-08-15 N N N 0.0044 75003000.00 75003000.00 0.0056 N N N N SVENSKA HANDELSBANKEN AB SVENSKA HANDELSBANKEN AB 0.000000% 86960JH99 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper First Tier Security N/A N/A 2016-08-09 2016-08-09 2016-08-09 N N N 0.0038 39995200.00 39995200.00 0.0030 N N N N METHODIST HOSPITALS OF DALLAS METHODIST HOSPITALS OF DALLAS 0.460000% 87638QBF5 US87638QBF54 Variable Rate Demand Note First Tier Security N/A N/A 2016-08-07 2016-08-07 2041-10-01 Y JPMORGAN CHASE BANK, NATIONAL AS N/A N/A 1.0000 8 N Y JPMORGAN CHASE BANK, NATIONAL AS N/A N/A 1.0000 N 0.0046 34635000.00 34635000.00 0.0026 N N Y N STATE OF TEXAS STATE OF TEXAS 0.460000% 882723J67 549300X9CH74QB747L76 US882723J677 Variable Rate Demand Note First Tier Security N/A N/A 2016-08-07 2016-08-07 2046-12-01 Y Landesbank Hessen-Thueringen Gir N/A N/A 1.0000 8 N N N 0.0046 34000000.00 34000000.00 0.0026 N N Y N TRIBOROUGH BRIDGE AND TUNNEL AUTHORITY TRIBOROUGH BRIDGE AND TUNNEL AUTHORITY 0.420000% 89602N4P6 54930020ZN4LQF7K3456 US89602N4P65 Variable Rate Demand Note First Tier Security N/A N/A 2016-08-07 2016-08-07 2028-11-15 Y Bank of America, N.A. N/A N/A 1.0000 4 N Y Bank of America, N.A. N/A N/A 1.0000 N 0.0042 25510000.00 25510000.00 0.0019 N N Y N TRIBOROUGH BRIDGE AND TUNNEL AUTHORITY TRIBOROUGH BRIDGE AND TUNNEL AUTHORITY 0.420000% 89602N4Q4 54930020ZN4LQF7K3456 US89602N4Q49 Variable Rate Demand Note First Tier Security N/A N/A 2016-08-07 2016-08-07 2032-11-15 Y Bank of America, N.A. N/A N/A 1.0000 4 N Y Bank of America, N.A. N/A N/A 1.0000 N 0.0042 43750000.00 43750000.00 0.0033 N N Y N UBS AG UBS AG 0.850000% 90267R4Z9 549300SZJ9VS8SGXAN81 0001114446 Certificate of Deposit First Tier Security N/A N/A 2016-08-03 2016-08-03 2016-08-03 N N N 0.0038 50003500.00 50003500.00 0.0038 N N Y N UNION COUNTY NC WATER AND SEWER UNION COUNTY NC WATER AND SEWER 0.440002% 906400BS4 US906400BS43 Variable Rate Demand Note First Tier Security N/A N/A 2016-08-07 2016-08-07 2034-06-01 Y U.S. BANK NATIONAL ASSOCIATION N/A N/A 1.0000 8 N Y U.S. BANK NATIONAL ASSOCIATION N/A N/A 1.0000 N 0.0044 16400000.00 16400000.00 0.0012 N N Y N REGENTS OF THE UNIVERSITY OF CALIFORNIA (THE) REGENTS OF THE UNIVERSITY OF CALIFORNIA (THE) 0.420000% 91412GSG1 US91412GSG19 0000315054 Variable Rate Demand Note First Tier Security N/A N/A 2016-08-07 2016-08-07 2048-05-15 Y REGENTS OF THE UNIVERSITY OF CAL N/A N/A 1.0000 8 N N N 0.0042 17500000.00 17500000.00 0.0013 N N Y N VICTORY RECEIVABLES CORPORATION VICTORY RECEIVABLES CORPORATION 0.000000% 92646KH96 549300D0F37QF0LP7F94 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-08-09 2016-08-09 2016-08-09 N N N 0.0045 64960904.20 64960904.20 0.0049 N N N N VICTORY RECEIVABLES CORPORATION VICTORY RECEIVABLES CORPORATION 0.000000% 92646KHG0 549300D0F37QF0LP7F94 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-08-16 2016-08-16 2016-08-16 N N N 0.0046 49988500.00 49988500.00 0.0038 N N N N VICTORY RECEIVABLES CORPORATION VICTORY RECEIVABLES CORPORATION 0.000000% 92646KHQ8 549300D0F37QF0LP7F94 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-08-24 2016-08-24 2016-08-24 N N N 0.0048 19993200.00 19993200.00 0.0015 N N N N VICTORY RECEIVABLES CORPORATION VICTORY RECEIVABLES CORPORATION 0.000000% 92646KHS4 549300D0F37QF0LP7F94 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-08-26 2016-08-26 2016-08-26 N N N 0.0048 54979100.00 54979100.00 0.0041 N N N N VICTORY RECEIVABLES CORPORATION VICTORY RECEIVABLES CORPORATION 0.000000% 92646KHV7 549300D0F37QF0LP7F94 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-08-29 2016-08-29 2016-08-29 N N N 0.0050 74967750.00 74967750.00 0.0056 N N N N WELLS FARGO BANK, NATIONAL ASSOCIATION WELLS FARGO BANK, NATIONAL ASSOCIATION 0.840000% 94988ERA8 KB1H1DSPRFMYMCUFXT09 0000740906 Certificate of Deposit First Tier Security N/A N/A 2016-08-18 2016-08-18 2016-08-18 N N N 0.0080 50001000.00 50001000.00 0.0038 N N N N WESTPAC BANKING CORPORATION WESTPAC BANKING CORPORATION 0.000000% 9612C0HP7 EN5TNI6CI43VEPAMHL14 0000719245 Financial Company Commercial Paper First Tier Security N/A N/A 2016-08-23 2016-08-23 2016-08-23 N N N 0.0044 49985000.00 49985000.00 0.0038 N N N N Goldman Sachs Financial Square Funds - Prime Obligations 2016-08-05 Peter W. Fortner Peter W. Fortner Assistant Treasurer