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2016-05-17 2016-08-17 2016-08-17 N N N 0.0040 38931170.04 38931170.04 38931170.04 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.399000% 3130A6D95 US3130A6D957 U.S. Government Agency Debt First Tier Security N/A N/A 2016-05-25 2016-08-25 2016-08-25 N N N 0.0038 19520741.76 19520741.76 19520741.76 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.406000% 3130A6E78 US3130A6E781 U.S. Government Agency Debt First Tier Security N/A N/A 2016-05-26 2016-08-26 2016-08-26 N N N 0.0038 65004290.00 65004290.00 65004290.00 0.0088 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.394000% 3130A6EK9 US3130A6EK94 U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0031 25001775.00 25001775.00 25001775.00 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.417000% 3130A6QG5 US3130A6QG54 U.S. Government Agency Debt First Tier Security N/A N/A 2016-05-04 2016-05-04 2016-05-04 N N N 0.0029 150001050.00 150001050.00 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2016-10-14 N N N 0.0042 49906050.00 49906050.00 49906050.00 0.0068 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384M22 US313384M226 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-26 2016-10-26 2016-10-26 N N N 0.0042 49899200.00 49899200.00 49899200.00 0.0068 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384M48 US313384M481 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-28 2016-10-28 2016-10-28 N N N 0.0042 49898050.00 49898050.00 49898050.00 0.0068 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384WS4 US313384WS47 U.S. Government Agency Debt First Tier Security N/A N/A 2016-05-11 2016-05-11 2016-05-11 N N N 0.0025 49996850.00 49996850.00 49996850.00 0.0068 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384WU9 US313384WU92 U.S. Government Agency Debt First Tier Security N/A N/A 2016-05-13 2016-05-13 2016-05-13 N N N 0.0025 49996200.00 49996200.00 49996200.00 0.0068 N N Y N Federal Home Loan Bank Federal Home 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2016-06-15 2016-06-15 N N N 0.0029 174939100.00 174939100.00 174939100.00 0.0237 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384YF0 US313384YF08 U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-17 2016-06-17 2016-06-17 N N N 0.0029 49981800.00 49981800.00 49981800.00 0.0068 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384YL7 US313384YL75 U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-22 2016-06-22 2016-06-22 N N N 0.0029 258895364.00 258895364.00 258895364.00 0.0350 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384YN3 US313384YN32 U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-24 2016-06-24 2016-06-24 N N N 0.0029 99958000.00 99958000.00 99958000.00 0.0135 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384YZ6 US313384YZ61 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-05 2016-07-05 2016-07-05 N N N 0.0032 14991465.00 14991465.00 14991465.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384ZA0 US313384ZA02 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-06 2016-07-06 2016-07-06 N N N 0.0032 50234947.41 50234947.41 50234947.41 0.0068 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384ZC6 US313384ZC67 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-08 2016-07-08 2016-07-08 N N N 0.0032 61463346.00 61463346.00 61463346.00 0.0083 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384ZH5 US313384ZH54 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-13 2016-07-13 2016-07-13 N N N 0.0032 54964800.00 54964800.00 54964800.00 0.0074 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384ZS1 US313384ZS10 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-22 2016-07-22 2016-07-22 N N N 0.0032 49964000.00 49964000.00 49964000.00 0.0068 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384ZX0 US313384ZX05 U.S. Government Agency Debt First Tier Security N/A N/A 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Federal Home Loan Mortgage Corp. 313396ZH9 S6XOOCT0IEG5ABCC6L87 US313396ZH92 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-13 2016-07-13 2016-07-13 N N N 0.0032 98736768.00 98736768.00 98736768.00 0.0134 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396ZS5 S6XOOCT0IEG5ABCC6L87 US313396ZS57 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-22 2016-07-22 2016-07-22 N N N 0.0032 1498920.00 1498920.00 1498920.00 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.456400% 3133ECY99 US3133ECY991 U.S. Government Agency Debt First Tier Security N/A N/A 2016-05-26 2016-08-26 2016-08-26 N N N 0.0037 29508024.00 29508024.00 29508024.00 0.0040 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.455200% 3133ECYT5 US3133ECYT52 U.S. Government Agency Debt First Tier Security N/A N/A 2016-05-06 2016-06-06 2016-06-06 N N N 0.0031 10001340.00 10001340.00 10001340.00 0.0014 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.970000% 3133ECZX5 US3133ECZX55 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-19 2016-09-19 2016-09-19 N N N 0.0047 3005769.00 3005769.00 3005769.00 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.462500% 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First Tier Security N/A N/A 2016-05-16 2017-02-16 2017-02-16 N N N 0.0046 85034340.00 85034340.00 85034340.00 0.0115 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.436100% 3134G6AE3 S6XOOCT0IEG5ABCC6L87 US3134G6AE38 U.S. Government Agency Debt First Tier Security N/A N/A 2016-05-21 2016-07-21 2016-07-21 N N N 0.0041 9000531.00 9000531.00 9000531.00 0.0012 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.393900% 3134G7TF8 S6XOOCT0IEG5ABCC6L87 US3134G7TF84 U.S. Government Agency Debt First Tier Security N/A N/A 2016-05-24 2016-08-24 2016-08-24 N N N 0.0038 14550320.10 14550320.10 14550320.10 0.0020 N N N N Federal National Mortgage Association Federal National Mortgage Association 313588B53 B1V7KEBTPIMZEU4LTD58 US313588B530 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-10 2016-08-10 2016-08-10 N N N 0.0035 999056.00 999056.00 999056.00 0.0001 N N N N Federal National Mortgage Association Federal National Mortgage Association 313588XE0 B1V7KEBTPIMZEU4LTD58 US313588XE04 U.S. Government Agency Debt First Tier Security N/A N/A 2016-05-23 2016-05-23 2016-05-23 N N N 0.0025 29995620.00 29995620.00 29995620.00 0.0041 N N Y N Federal National Mortgage Association Federal National Mortgage Association 313588XP5 B1V7KEBTPIMZEU4LTD58 US313588XP50 U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0029 24994050.00 24994050.00 24994050.00 0.0034 N N Y N Federal National Mortgage Association Federal National Mortgage Association 313588XQ3 B1V7KEBTPIMZEU4LTD58 US313588XQ34 U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-02 2016-06-02 2016-06-02 N N N 0.0029 29992650.00 29992650.00 29992650.00 0.0041 N N Y N Federal National Mortgage Association Federal National Mortgage Association 313588ZV0 B1V7KEBTPIMZEU4LTD58 US313588ZV01 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-25 2016-07-25 2016-07-25 N N N 0.0032 499626.50 499626.50 499626.50 0.0001 N N N N Federal National Mortgage Association Federal National Mortgage Association 5.250000% 31359MW41 B1V7KEBTPIMZEU4LTD58 US31359MW416 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-15 2016-09-15 2016-09-15 N N N 0.0050 1014490.37 1014490.37 1014490.37 0.0001 N N N N Federal National Mortgage Association Federal National Mortgage Association 1.250000% 3135G0CM3 B1V7KEBTPIMZEU4LTD58 US3135G0CM39 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-28 2016-09-28 2016-09-28 N N N 0.0048 2873953.13 2873953.13 2873953.13 0.0004 N N N N Federal National Mortgage Association Federal National Mortgage Association 1.250000% 3135G0GY3 B1V7KEBTPIMZEU4LTD58 US3135G0GY31 U.S. Government Agency Debt First Tier Security N/A N/A 2017-01-30 2017-01-30 2017-01-30 N N N 0.0059 2232721.15 2232721.15 2232721.15 0.0003 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.625000% 3135G0YE7 B1V7KEBTPIMZEU4LTD58 US3135G0YE74 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-26 2016-08-26 2016-08-26 N N N 0.0041 13268466.93 13268466.93 13268466.93 0.0018 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.448800% 3135G0YG2 B1V7KEBTPIMZEU4LTD58 US3135G0YG23 U.S. Government Agency Debt First Tier Security N/A N/A 2016-05-25 2016-07-25 2016-07-25 N N N 0.0036 36854222.01 36854222.01 36854222.01 0.0050 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.452700% 3135G0YH0 B1V7KEBTPIMZEU4LTD58 US3135G0YH06 U.S. Government Agency Debt First Tier Security N/A N/A 2016-05-15 2016-08-15 2016-08-15 N N N 0.0037 38009348.00 38009348.00 38009348.00 0.0051 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.456400% 3135G0YQ0 B1V7KEBTPIMZEU4LTD58 US3135G0YQ05 U.S. Government Agency Debt First Tier Security N/A N/A 2016-05-26 2016-08-26 2016-08-26 N N N 0.0038 13193350.26 13193350.26 13193350.26 0.0018 N N N N Federal National Mortgage Association Federal National Mortgage Association 2.125000% 3136FPJQ1 B1V7KEBTPIMZEU4LTD58 US3136FPJQ14 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-21 2016-09-21 2016-09-21 N N N 0.0049 1031472.88 1031472.88 1031472.88 0.0001 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.770000% 3136FTRB7 B1V7KEBTPIMZEU4LTD58 US3136FTRB74 U.S. Government Agency Debt First Tier Security N/A N/A 2016-05-02 2016-11-21 2016-11-21 N N N 0.0045 10017930.00 10017930.00 10017930.00 0.0014 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 5.500000% 3137EAAG4 S6XOOCT0IEG5ABCC6L87 US3137EAAG46 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-18 2016-07-18 2016-07-18 N N N 0.0032 9452195.50 9452195.50 9452195.50 0.0013 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2.500000% 3137EACT4 S6XOOCT0IEG5ABCC6L87 US3137EACT49 U.S. Government Agency Debt First Tier Security N/A N/A 2016-05-27 2016-05-27 2016-05-27 N N N 0.0025 64181222.68 64181222.68 64181222.68 0.0087 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2.000000% 3137EACW7 S6XOOCT0IEG5ABCC6L87 US3137EACW77 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-25 2016-08-25 2016-08-25 N N N 0.0049 2144134.37 2144134.37 2144134.37 0.0003 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.500000% 3137EADQ9 S6XOOCT0IEG5ABCC6L87 US3137EADQ90 U.S. Government Agency Debt First Tier Security N/A N/A 2016-05-13 2016-05-13 2016-05-13 N N N 0.0022 17288503.97 17288503.97 17288503.97 0.0023 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.875000% 3137EADS5 S6XOOCT0IEG5ABCC6L87 US3137EADS56 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-14 2016-10-14 2016-10-14 N N N 0.0054 28825950.12 28825950.12 28825950.12 0.0039 N N N N JPMorgan Securities LLC JPMorgan Securities LLC 0.260000% 0001168163 46699D001_0.26_0502 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 2024-11-30 0.260000 291971000.00 306006836.55 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0026 300000202.50 300000202.50 300000202.50 0.0406 N Y Y N HSBC USA, Inc. HSBC USA, Inc. 0.280000% 549300LBOHZ4QSIWU288 0000083246 643996002_0.28_0502 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 2020-04-30 0.280000 251435000.00 255005950.00 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0028 250000000.00 250000000.00 250000000.00 0.0338 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 912796HE2 US912796HE27 U.S. Treasury Debt First Tier Security N/A N/A 2016-09-15 2016-09-15 2016-09-15 N N N 0.0026 99902500.00 99902500.00 99902500.00 0.0135 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 912796HW2 US912796HW25 U.S. Treasury Debt First Tier Security N/A N/A 2016-06-09 2016-06-09 2016-06-09 N N N 0.0013 74988975.00 74988975.00 74988975.00 0.0101 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 912796HX0 US912796HX08 U.S. Treasury Debt First Tier Security N/A N/A 2016-06-16 2016-06-16 2016-06-16 N N N 0.0015 99982300.00 99982300.00 99982300.00 0.0135 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 912796HZ5 US912796HZ55 U.S. Treasury Debt First Tier Security N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0015 49986450.00 49986450.00 49986450.00 0.0068 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 912796JH3 US912796JH30 U.S. Treasury Debt First Tier Security N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0026 24978500.00 24978500.00 24978500.00 0.0034 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 912796JM2 US912796JM25 U.S. Treasury Debt First Tier Security N/A N/A 2016-09-29 2016-09-29 2016-09-29 N N N 0.0030 49938450.00 49938450.00 49938450.00 0.0068 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 3.250000% 912828KZ2 US912828KZ29 U.S. Treasury Debt First Tier Security N/A N/A 2016-06-30 2016-06-30 2016-06-30 N N N 0.0028 50240550.00 50240550.00 50240550.00 0.0068 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.418100% 912828M23 US912828M235 U.S. Treasury Debt First Tier Security N/A N/A 2016-05-03 2017-10-31 2017-10-31 N N N 0.0036 50046150.00 50046150.00 50046150.00 0.0068 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.522100% 912828N97 US912828N977 U.S. Treasury Debt First Tier Security N/A N/A 2016-05-03 2018-01-31 2018-01-31 N N N 0.0041 35072415.00 35072415.00 35072415.00 0.0047 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.000000% 912828RF9 US912828RF91 U.S. Treasury Debt First Tier Security N/A N/A 2016-08-31 2016-08-31 2016-08-31 N N N 0.0037 50103850.00 50103850.00 50103850.00 0.0068 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.625000% 912828VR8 US912828VR83 U.S. Treasury Debt First Tier Security N/A N/A 2016-08-15 2016-08-15 2016-08-15 N N N 0.0034 150121950.00 150121950.00 150121950.00 0.0203 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.875000% 912828VW7 US912828VW78 U.S. Treasury Debt First Tier Security N/A N/A 2016-09-15 2016-09-15 2016-09-15 N N N 0.0038 100183600.00 100183600.00 100183600.00 0.0136 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.500000% 912828WX4 US912828WX43 U.S. Treasury Debt First Tier Security N/A N/A 2016-07-31 2016-07-31 2016-07-31 N N N 0.0033 100042600.00 100042600.00 100042600.00 0.0135 N Y Y N Mizuho Securities USA, Inc. Mizuho Securities USA, Inc. 0.300000% 7TK5RJIZDFROZCA6XF66 0000812291 926ELZ001_0.30_0502 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 2019-08-31 0.300000 199574000.00 204005100.00 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-05-02 2016-05-02 2016-05-03 N N N 0.0030 200000000.00 200000000.00 200000000.00 0.0271 N Y Y N Federal Reserve Bank Federal Reserve Bank 0.250000% ARP0BKU38_0.25_0502 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 2020-11-30 2.000000 67716100.00 70454496.16 U.S. Treasuries (including strips) U.S. Treasury Note 2021-11-15 2.000000 125485100.00 130511892.45 U.S. Treasuries (including strips) U.S. Treasury Note 2021-01-31 2.125000 70965100.00 74039360.77 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0025 275000000.00 275000000.00 275000000.00 0.0372 N Y Y N HSBC USA, Inc. HSBC USA, Inc. 0.260000% 549300LBOHZ4QSIWU288 0000083246 ARP0BKVA1_0.26_0502 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 2020-11-30 2.000000 18447900.00 19193958.79 U.S. Treasuries (including strips) U.S. Treasury Bond 2038-05-15 4.500000 23085000.00 31807943.73 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0026 50000000.00 50000000.00 50000000.00 0.0068 N Y Y N RBC Capital Markets RBC Capital Markets 0.290000% 0000050916 ARP0BKVB9_0.29_0502 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 2045-11-20 3.000000 8333.00 8306.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2045-10-20 3.500000 10628716.00 10780395.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2045-08-20 4.000000 20525.00 19315.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2043-11-20 4.000000 38943.00 22042.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-04-01 2.097000 13618560.00 5248691.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-02-01 2.715000 3142747.00 560541.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-04-01 3.500000 39423.00 41596.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-03-01 3.500000 155270.00 162620.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-12-01 3.500000 39570261.00 40710088.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-05-01 3.000000 4832856.00 4965944.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-05-01 2.551000 8940701.00 4265247.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2046-02-01 2.766000 5612739.00 5783256.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2040-03-01 2.648000 13565692.00 2324397.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2041-09-01 3.390000 423680.00 92205.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-07-01 4.000000 41878.00 36844.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-07-01 2.532000 3093860.00 1478505.22 Agency Collateralized Mortgage Obligation First Tier Security N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0029 75000000.00 75000000.00 75000000.00 0.0101 N Y Y N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.270000% PT3QB789TSUIDF371261 ARP0BKVC7_0.27_0502 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 2026-04-24 2.125000 14572000.00 14532030.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-05-15 6.250000 450000.00 649843.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2031-03-15 6.750000 10000000.00 15005600.00 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank 2017-12-08 0.474000 3500000.00 3497887.75 Agency Collateralized Mortgage Obligation U.S. Treasury Note 2017-10-31 0.418100 69712600.00 69835878.74 U.S. Treasuries (including strips) U.S. Treasury Note 2022-02-28 1.750000 9991000.00 10173668.06 U.S. Treasuries (including strips) U.S. Treasury Note 2018-01-31 0.522100 39346000.00 39480976.32 U.S. Treasuries (including strips) U.S. Treasury Note 2046-02-15 1.000000 4692500.00 4867228.31 U.S. Treasuries (including strips) U.S. Treasury Note 2044-02-15 1.375000 2455000.00 2783020.73 U.S. Treasuries (including strips) U.S. Treasury Note 2027-01-15 2.375000 10883000.00 15748256.43 U.S. Treasuries (including strips) U.S. Treasury Note 2025-01-15 2.375000 21889000.00 33035654.31 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0027 205500000.00 205500000.00 205500000.00 0.0278 N Y Y N Mizuho Securities USA, Inc. Mizuho Securities USA, Inc. 0.320000% 7TK5RJIZDFROZCA6XF66 0000812291 ARP0BKVF0_0.32_0502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N U.S. Treasury Note 2023-11-15 2.750000 29919200.00 32640088.21 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0032 32000000.00 32000000.00 32000000.00 0.0043 N Y Y N Bank of America NA Bank of America NA 0.290000% B4TYDEB6GKMZO031MB27 0001102113 ARP0BKVG8_0.29_0502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Tenn Valley Authority 2025-11-01 N/A 482000.00 378133.82 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2039-09-15 N/A 524000.00 222375.12 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2038-06-15 N/A 2111000.00 925103.53 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2030-05-01 N/A 2000.00 1259.94 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2038-01-15 N/A 3000.00 1340.70 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2042-12-15 N/A 119000.00 47356.17 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2041-12-15 N/A 119000.00 49351.32 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2039-12-15 N/A 119000.00 53627.59 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2037-12-15 N/A 262000.00 117509.62 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2031-12-15 N/A 71000.00 41214.79 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2029-12-15 N/A 64000.00 40961.28 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2026-12-15 N/A 300000.00 221631.00 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2028-11-01 N/A 279000.00 187144.83 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2027-11-01 N/A 171000.00 120943.17 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2026-11-01 N/A 327000.00 242983.89 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2025-11-01 N/A 135000.00 104944.95 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2023-11-01 N/A 134000.00 112639.06 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2055-10-01 N/A 86000.00 20881.66 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2054-10-01 N/A 86000.00 21641.90 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2053-10-01 N/A 86000.00 22444.28 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2052-10-01 N/A 86000.00 23243.22 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2051-10-01 N/A 86000.00 24095.48 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2050-10-01 N/A 86000.00 24993.32 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2049-10-01 N/A 86000.00 25896.32 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2048-10-01 N/A 86000.00 26842.32 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2047-10-01 N/A 86000.00 27832.18 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2046-10-01 N/A 86000.00 28840.10 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2045-10-01 N/A 86000.00 29817.92 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2044-10-01 N/A 86000.00 30642.66 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2043-10-01 N/A 86000.00 31069.22 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2042-10-01 N/A 86000.00 31099.32 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2041-10-01 N/A 86000.00 32532.94 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2040-10-01 N/A 86000.00 34001.82 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2039-10-01 N/A 86000.00 35542.08 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2038-10-01 N/A 86000.00 37145.12 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2037-10-01 N/A 86000.00 38935.64 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2036-10-01 N/A 86000.00 42304.26 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2035-10-01 N/A 86000.00 43029.24 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2034-10-01 N/A 86000.00 44480.92 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2033-10-01 N/A 632000.00 338429.68 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2032-10-01 N/A 86000.00 48191.82 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2031-10-01 N/A 86000.00 50373.64 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2030-10-01 N/A 86000.00 53225.40 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2029-10-01 N/A 86000.00 55513.86 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2028-10-01 N/A 86000.00 57945.94 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2027-10-01 N/A 86000.00 61086.66 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2026-10-01 N/A 86000.00 64158.58 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2024-10-01 N/A 66000.00 53615.10 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2023-10-01 N/A 31000.00 26136.10 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2038-09-15 N/A 1641000.00 729490.14 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2037-09-15 N/A 2604000.00 1181591.04 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2036-09-15 N/A 322000.00 160716.64 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2033-09-15 N/A 1718000.00 921844.44 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2032-09-15 N/A 3972000.00 2230238.28 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2031-09-15 N/A 525000.00 308112.00 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2030-09-15 N/A 944000.00 585355.52 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2028-09-15 N/A 115000.00 78410.45 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2023-09-15 N/A 1023000.00 863841.66 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2047-07-15 N/A 936000.00 305182.80 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2044-07-15 N/A 268000.00 96011.00 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2042-07-15 N/A 579000.00 211450.80 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2040-07-15 N/A 580000.00 231582.40 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2038-07-15 N/A 63000.00 27500.76 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2037-07-15 N/A 706000.00 322825.56 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2037-07-15 N/A 936000.00 428060.88 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2036-07-15 N/A 1000.00 478.53 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2035-07-15 N/A 292000.00 147121.28 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2034-07-15 N/A 584000.00 304182.24 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2033-07-15 N/A 109000.00 58937.39 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2032-07-15 N/A 2000.00 1131.40 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2031-07-15 N/A 351000.00 207500.67 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2030-07-15 N/A 1362000.00 850582.62 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2029-07-15 N/A 111000.00 72279.87 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2023-07-15 N/A 585000.00 496899.00 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2041-06-15 N/A 118000.00 49954.83 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2039-06-15 N/A 119000.00 54768.68 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2036-06-15 N/A 135000.00 64843.20 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2034-06-15 N/A 119000.00 62156.08 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2031-06-15 N/A 251000.00 151528.70 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2031-06-15 N/A 136000.00 83431.92 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2031-06-15 N/A 119000.00 70605.08 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2026-06-15 N/A 208000.00 157329.12 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2030-05-01 N/A 171000.00 107724.87 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2028-05-01 N/A 332000.00 228508.96 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2027-05-01 N/A 171000.00 124033.14 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2026-05-01 N/A 191000.00 145286.06 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2025-05-01 N/A 135000.00 107254.80 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2023-05-01 N/A 397000.00 339601.74 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2056-04-01 N/A 86000.00 20521.32 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2055-04-01 N/A 86000.00 21269.52 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2054-04-01 N/A 86000.00 22036.64 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2053-04-01 N/A 86000.00 22851.06 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2052-04-01 N/A 86000.00 23667.20 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2051-04-01 N/A 86000.00 24540.10 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2050-04-01 N/A 86000.00 25447.40 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2049-04-01 N/A 86000.00 26366.74 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2048-04-01 N/A 86000.00 27324.78 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2047-04-01 N/A 86000.00 28314.64 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2046-04-01 N/A 86000.00 29360.40 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2045-04-01 N/A 86000.00 30249.64 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2044-04-01 N/A 86000.00 31001.28 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2043-04-01 N/A 86000.00 30923.88 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2042-04-01 N/A 944000.00 349110.08 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2041-04-01 N/A 86000.00 33267.38 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2040-04-01 N/A 86000.00 34771.52 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2039-04-01 N/A 86000.00 36378.86 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2038-04-01 N/A 86000.00 38042.96 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2037-04-01 N/A 86000.00 39844.66 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2036-04-01 N/A 86000.00 41682.48 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2035-04-01 N/A 86000.00 43747.34 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2034-04-01 N/A 86000.00 45229.12 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2033-04-01 N/A 946000.00 518294.48 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2032-04-01 N/A 86000.00 49278.00 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2031-04-01 N/A 86000.00 52085.90 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2030-04-01 N/A 86000.00 54367.48 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2029-04-01 N/A 86000.00 56667.12 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2028-04-01 N/A 87000.00 60214.44 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2027-04-01 N/A 86000.00 62633.80 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2026-04-01 N/A 86000.00 65664.44 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2025-04-01 N/A 76000.00 60528.68 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2024-04-01 N/A 76000.00 62922.68 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2023-04-01 N/A 77000.00 66034.43 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2022-04-01 N/A 76000.00 67541.20 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2039-03-15 N/A 4578000.00 1939790.16 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2038-03-15 N/A 422000.00 187119.02 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2037-03-15 N/A 2828000.00 1313012.12 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2036-03-15 N/A 1512000.00 734045.76 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2035-03-15 N/A 1212000.00 617441.28 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2034-03-15 N/A 699000.00 368163.30 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2033-03-15 N/A 4845000.00 2659856.55 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2032-03-15 N/A 19000.00 10908.66 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2030-03-15 N/A 324000.00 205211.88 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2027-03-15 N/A 681000.00 510661.47 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2023-03-15 N/A 1068000.00 917817.84 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2048-01-15 N/A 3589000.00 1148910.68 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2048-01-15 N/A 924000.00 295911.00 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2047-01-15 N/A 927000.00 307662.03 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2045-01-15 N/A 800000.00 282728.00 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2044-01-15 N/A 916000.00 303342.56 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2042-01-15 N/A 570000.00 212860.80 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2041-01-15 N/A 580000.00 226472.60 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2038-01-15 N/A 162000.00 72386.46 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2038-01-15 N/A 929000.00 415105.07 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2037-01-15 N/A 1000.00 467.88 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2037-01-15 N/A 408000.00 196068.48 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2035-01-15 N/A 330000.00 169049.10 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2034-01-15 N/A 109000.00 58504.66 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2033-01-15 N/A 353000.00 195251.36 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2031-01-15 N/A 351000.00 214555.77 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2028-01-15 N/A 252000.00 176352.12 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2026-01-15 N/A 1000.00 770.79 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2025-01-15 N/A 231000.00 185532.27 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2025-01-15 N/A 231000.00 185532.27 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2024-01-15 N/A 351000.00 292867.38 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2060-09-15 4.625000 1562000.00 1771718.46 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2048-01-15 4.875000 109000.00 129549.04 Agency Collateralized Mortgage Obligation Resolution Funding Strip 2019-10-15 N/A 6676000.00 6377582.80 Agency Collateralized Mortgage Obligation Resolution Funding Strip 2020-07-15 N/A 1076000.00 1008233.52 Agency Collateralized Mortgage Obligation Resolution Funding Strip 2030-04-15 N/A 758000.00 510732.82 Agency Collateralized Mortgage Obligation Resolution Funding Strip 2021-01-15 N/A 2352000.00 2179080.96 Agency Collateralized Mortgage Obligation Resolution Funding Strip 2029-10-15 N/A 4057000.00 2759409.12 Agency Collateralized Mortgage Obligation Resolution Funding Strip 2025-10-15 N/A 2000.00 1594.76 Agency Collateralized Mortgage Obligation Resolution Funding Strip 2024-10-15 N/A 7578000.00 6216081.84 Agency Collateralized Mortgage Obligation Resolution Funding Strip 2023-10-15 N/A 23000.00 19513.66 Agency Collateralized Mortgage Obligation Resolution Funding Strip 2022-10-15 N/A 824000.00 732939.76 Agency Collateralized Mortgage Obligation Resolution Funding Strip 2029-07-15 N/A 651000.00 449652.21 Agency Collateralized Mortgage Obligation Resolution Funding Strip 2028-07-15 N/A 3845000.00 2759248.90 Agency Collateralized Mortgage Obligation Resolution Funding Strip 2027-07-15 N/A 5162000.00 3825196.86 Agency Collateralized Mortgage Obligation Resolution Funding Strip 2026-07-15 N/A 410000.00 316987.40 Agency Collateralized Mortgage Obligation Resolution Funding Strip 2030-04-15 N/A 209000.00 139672.61 Agency Collateralized Mortgage Obligation Resolution Funding Strip 2029-04-15 N/A 1000.00 701.25 Agency Collateralized Mortgage Obligation Resolution Funding Strip 2028-04-15 N/A 1300000.00 939588.00 Agency Collateralized Mortgage Obligation Resolution Funding Strip 2027-04-15 N/A 6365000.00 4761020.00 Agency Collateralized Mortgage Obligation Resolution Funding Strip 2026-04-15 N/A 745000.00 580727.50 Agency Collateralized Mortgage Obligation Resolution Funding Strip 2025-04-15 N/A 450000.00 363114.00 Agency Collateralized Mortgage Obligation Resolution Funding Strip 2030-01-15 N/A 1000.00 673.87 Agency Collateralized Mortgage Obligation Resolution Funding Strip 2028-01-15 N/A 27000.00 19668.15 Agency Collateralized Mortgage Obligation Resolution Funding Strip 2027-01-15 N/A 2743000.00 2072555.94 Agency Collateralized Mortgage Obligation Resolution Funding Strip 2026-01-15 N/A 616000.00 484970.64 Agency Collateralized Mortgage Obligation Resolution Funding Strip 2023-01-15 N/A 3082000.00 2716598.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-05-15 N/A 30404000.00 20158460.08 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank 2030-12-23 3.530000 14245000.00 14455897.22 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank 2021-03-23 1.850000 43545000.00 43719615.45 Agency Collateralized Mortgage Obligation First Tier Security N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0029 150000000.00 150000000.00 150000000.00 0.0203 N Y Y N Credit Suisse Federal Bank Credit Suisse Federal Bank 0.280000% ARP0BKVJ2_0.28_0502 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 2021-01-31 1.375000 101265000.00 102001616.89 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0028 100000000.00 100000000.00 100000000.00 0.0135 N Y Y N AllianceBernstein Fixed Income Shares 2016-05-06 Vercelia Petty Vercelia Petty Vice President