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0.0046 14000350.00 14000350.00 14000350.00 0.0018 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.474500% 3133EDZW5 US3133EDZW55 U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-29 2017-03-29 2017-03-29 N N N 0.0050 499966.50 499966.50 499966.50 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.379400% 3133EE4E7 US3133EE4E71 U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-16 2016-08-16 2016-08-16 N N N 0.0041 50000900.00 50000900.00 50000900.00 0.0066 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.600000% 3133EEBU3 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-14 2016-11-14 2016-11-14 N N N 0.0057 5000615.00 5000615.00 5000615.00 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.418800% 3133EEDE7 US3133EEDE78 U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-01 2016-12-01 2016-12-01 N N N 0.0046 49996050.00 49996050.00 49996050.00 0.0066 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.488300% 3133EEGF1 US3133EEGF17 U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-24 2017-05-24 2017-05-24 N N N 0.0049 505126.76 505126.76 505126.76 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.404500% 3133EEP38 US3133EEP383 U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-28 2016-06-28 2016-06-28 N N N 0.0038 15000450.00 15000450.00 15000450.00 0.0020 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.419600% 3133EEPV6 US3133EEPV65 U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-13 2016-07-13 2016-07-13 N N N 0.0037 10000980.00 10000980.00 10000980.00 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.429700% 3133EERC6 US3133EERC66 U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-27 2016-09-27 2016-09-27 N N N 0.0038 5001030.00 5001030.00 5001030.00 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.398800% 3133EERG7 US3133EERG70 U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-02 2016-06-02 2016-06-02 N N N 0.0036 20000040.00 20000040.00 20000040.00 0.0026 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 0.423800% 3133EERK8 US3133EERK82 U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-02 2016-12-02 2016-12-02 N N N 0.0046 9999850.00 9999850.00 9999850.00 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.420000% 3133EETB6 US3133EETB65 U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-13 2016-06-13 2016-06-13 N N N 0.0032 15000495.00 15000495.00 15000495.00 0.0020 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.500000% 3133EEVB3 US3133EEVB38 U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-27 2016-06-27 2016-06-27 N N N 0.0031 5000690.00 5000690.00 5000690.00 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.450000% 3133EEXS4 US3133EEXS45 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-08 2016-09-08 2016-09-08 N N N 0.0049 9998860.00 9998860.00 9998860.00 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.534500% 3133EFE37 US3133EFE376 U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-30 2017-01-30 2017-01-30 N N N 0.0049 79530448.50 79530448.50 79530448.50 0.0104 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.420000% 3133EFLC9 US3133EFLC95 U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-01 2016-10-21 2016-10-21 N N N 0.0040 79606368.00 79606368.00 79606368.00 0.0105 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.503000% 3133EFQ75 US3133EFQ750 U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-21 2017-02-21 2017-02-21 N N N 0.0050 150032700.00 150032700.00 150032700.00 0.0197 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.530000% 3133EFSX6 U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-01 2016-12-14 2016-12-14 N N N 0.0031 5005985.00 5005985.00 5005985.00 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.487100% 3133EFYN1 US3133EFYN14 U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-09 2016-12-09 2016-12-09 N N N 0.0047 100026400.00 100026400.00 100026400.00 0.0131 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.514400% 3133EFZZ3 US3133EFZZ35 U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-16 2017-02-16 2017-02-16 N N N 0.0050 85030855.00 85030855.00 85030855.00 0.0112 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.436000% 3133EGBA2 US3133EGBA23 U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-25 2017-05-25 2017-05-25 N N N 0.0049 39987000.00 39987000.00 39987000.00 0.0053 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.439600% 3134G5Z32 S6XOOCT0IEG5ABCC6L87 US3134G5Z325 U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-13 2017-01-13 2017-01-13 N N N 0.0046 4500306.00 4500306.00 4500306.00 0.0006 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.438000% 3134G6AE3 S6XOOCT0IEG5ABCC6L87 US3134G6AE38 U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-21 2016-07-21 2016-07-21 N N N 0.0045 9000342.00 9000342.00 9000342.00 0.0012 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.443400% 3134G72G5 S6XOOCT0IEG5ABCC6L87 US3134G72G51 U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-20 2017-04-20 2017-04-20 N N N 0.0049 4499383.50 4499383.50 4499383.50 0.0006 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.398300% 3134G7TF8 S6XOOCT0IEG5ABCC6L87 US3134G7TF84 U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-24 2016-08-24 2016-08-24 N N N 0.0042 14550247.35 14550247.35 14550247.35 0.0019 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 0.0042 17860646.38 17860646.38 17860646.38 0.0023 N N N N Federal National Mortgage Association Federal National Mortgage Association 313588C45 B1V7KEBTPIMZEU4LTD58 US313588C454 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-17 2016-08-17 2016-08-17 N N N 0.0042 110957937.55 110957937.60 110957937.60 0.0146 N N N 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 0.0001 25000000.00 25000000.00 25000000.00 0.0033 N Y 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 0.0022 29999820.00 29999820.00 29999820.00 0.0039 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 0.0034 499751.50 499751.50 499751.50 0.0001 N N Y 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 0.0054 1010530.29 1010530.29 1010530.29 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 0.0049 2872027.85 2872027.85 2872027.85 0.0004 N N N N Federal National Mortgage Association Federal National Mortgage Association 1.375000% 3135G0ES8 B1V7KEBTPIMZEU4LTD58 US3135G0ES80 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-15 2016-11-15 2016-11-15 N N N 0.0056 5380835.70 5380835.70 5380835.70 0.0007 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 0.0066 2230592.47 2230592.47 2230592.47 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 0.0047 23267210.43 23267210.43 23267210.43 0.0031 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.456000% 3135G0YG2 B1V7KEBTPIMZEU4LTD58 US3135G0YG23 U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-25 2016-07-25 2016-07-25 N N N 0.0036 41354318.42 41354318.42 41354318.42 0.0054 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.454500% 3135G0YH0 B1V7KEBTPIMZEU4LTD58 US3135G0YH06 U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-15 2016-08-15 2016-08-15 N N N 0.0040 38006650.00 38006650.00 38006650.00 0.0050 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.464200% 3135G0YQ0 B1V7KEBTPIMZEU4LTD58 US3135G0YQ05 U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-26 2016-08-26 2016-08-26 N N N 0.0041 13192519.29 13192519.29 13192519.29 0.0017 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 0.0045 1030230.58 1030230.58 1030230.58 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 2016-06-01 2016-11-21 2016-11-21 N N N 0.0045 10015440.00 10015440.00 10015440.00 0.0013 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 0.0038 19479045.15 19479045.15 19479045.15 0.0026 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 0.0047 2141597.04 2141597.04 2141597.04 0.0003 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 0.0056 32919649.90 32919649.90 32919649.90 0.0043 N N N N JPMorgan Securities LLC JPMorgan Securities LLC 0.290000% 0001168163 46699D001_0.29_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 2024-05-31 0.290000 289856000.00 306003444.20 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-02 N N N 0.0029 300000960.00 300000960.00 300000960.00 0.0394 N Y Y N HSBC USA, Inc. HSBC USA, Inc. 0.330000% 549300LBOHZ4QSIWU288 0000083246 643996002_0.33_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bond 2020-02-29 0.330000 232559000.00 255002337.50 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0033 250000000.00 250000000.00 250000000.00 0.0328 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 0.0033 99905500.00 99905500.00 99905500.00 0.0131 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 0.0015 74997450.00 74997450.00 74997450.00 0.0099 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 99993800.00 99993800.00 99993800.00 0.0131 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 0.0024 49988200.00 49988200.00 49988200.00 0.0066 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 0.0034 24978375.00 24978375.00 24978375.00 0.0033 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 0.0034 49943650.00 49943650.00 49943650.00 0.0066 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 0.0022 50120550.00 50120550.00 50120550.00 0.0066 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.518300% 912828M23 US912828M235 U.S. Treasury Debt First Tier Security N/A N/A 2016-06-01 2017-10-31 2017-10-31 N N N 0.0046 50044950.00 50044950.00 50044950.00 0.0066 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.622300% 912828N97 US912828N977 U.S. Treasury Debt First Tier Security N/A N/A 2016-06-01 2018-01-31 2018-01-31 N N N 0.0050 35072975.00 35072975.00 35072975.00 0.0046 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 0.0038 50076450.00 50076450.00 50076450.00 0.0066 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 0.0033 150090900.00 150090900.00 150090900.00 0.0197 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 0.0040 100136400.00 100136400.00 100136400.00 0.0132 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 0.0030 100032900.00 100032900.00 100032900.00 0.0131 N Y Y N Mizuho Securities USA, Inc. Mizuho Securities USA, Inc. 0.280000% 7TK5RJIZDFROZCA6XF66 0000812291 926ELZ001_0.28_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 2024-02-29 0.280000 188610000.00 204001586.67 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0028 200000000.00 200000000.00 200000000.00 0.0263 N Y Y N Federal Reserve Bank Federal Reserve Bank 0.250000% ARP0BSF53_0.25_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 2020-08-15 2.625000 329572400.00 350012226.73 U.S. Treasuries (including strips) U.S. Treasury Bond 2039-02-15 3.500000 41774700.00 49990626.65 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0025 400000000.00 400000000.00 400000000.00 0.0525 N Y Y N Mizuho Securities USA, Inc. Mizuho Securities USA, Inc. 0.300000% 7TK5RJIZDFROZCA6XF66 0000812291 ARP0BSG52_0.30_0601 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 2020-08-15 2.625000 11100000.00 11800000.00 U.S. Treasuries (including strips) U.S. Treasury Note 2017-08-15 4.750000 15300000.00 16200000.00 U.S. Treasuries (including strips) U.S. Treasury Note 2024-05-15 2.500000 15700000.00 16600000.00 U.S. Treasuries (including strips) U.S. Treasury Note 2018-05-15 3.875000 10300000.00 10900000.00 U.S. Treasuries (including strips) U.S. Treasury Note 2022-01-15 0.125000 15000000.00 15900000.00 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 70000000.00 70000000.00 70000000.00 0.0092 N Y Y N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.280000% PT3QB789TSUIDF371261 ARP0BSG60_0.28_0601 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 2018-04-30 0.410100 54102700.00 54121396.78 U.S. Treasuries (including strips) U.S. Treasury Note 2021-01-15 1.125000 84307200.00 97579077.08 U.S. Treasuries (including strips) U.S. Treasury Note 2029-04-15 3.875000 2646900.00 5449227.03 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2017-09-29 1.000000 50000.00 50189.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2022-01-13 2.375000 15000.00 15771.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2017-10-26 0.875000 3000.00 3002.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2018-10-19 1.125000 450000.00 451846.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-04-24 2.125000 36562000.00 36587811.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2019-02-19 1.875000 184000.00 188777.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2018-05-25 1.000000 46080000.00 46003353.60 Agency Collateralized Mortgage Obligation Federal Home Loan Bank 2036-07-15 5.500000 4080000.00 5704524.53 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank 2018-10-05 0.960000 15909000.00 15910166.66 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank 2017-10-10 1.150000 20000.00 20103.18 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank 2016-08-26 0.500000 2100000.00 2102791.83 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank 2016-08-23 0.500000 175000.00 175285.44 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank 2016-12-07 0.875000 250000.00 251434.79 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank 2016-11-07 5.000000 100000.00 102210.33 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank 2020-07-29 4.850000 364000.00 419632.34 Agency Collateralized Mortgage Obligation Federal Home Loan Bank 2018-03-19 0.875000 675000.00 675452.25 Agency Collateralized Mortgage Obligation First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0028 260600000.00 260600000.00 260600000.00 0.0342 N Y Y N Bank of America NA Bank of America NA 0.290000% B4TYDEB6GKMZO031MB27 0001102113 ARP0BSG78_0.29_0601 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 2017-08-31 0.625000 79431100.00 79400320.45 U.S. Treasuries (including strips) Federal Farm Credit Bank 2035-09-04 3.750000 2150000.00 2194037.38 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank 2036-04-29 3.000000 3300000.00 3279430.00 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank 2030-03-29 2.990000 1950000.00 1954308.42 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank 2026-01-12 3.020000 2950000.00 2990918.14 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank 2034-07-24 3.990000 2000000.00 2065991.67 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank 2032-03-09 3.510000 70000.00 75930.05 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank 2017-01-13 N/A 1155000.00 1151361.75 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank 2016-12-06 N/A 600000.00 598488.00 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank 2016-08-03 N/A 1050000.00 1049286.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2021-10-29 1.625000 3000000.00 2998510.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2016-07-27 2.000000 1080000.00 1090053.60 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2030-06-15 N/A 2000.00 1255.18 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2026-01-15 N/A 1000.00 765.77 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2042-12-15 3.500000 3632000.00 3733219.80 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2017-12-15 6.250000 75000.00 83261.96 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2025-11-01 6.750000 964000.00 1316877.02 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2018-10-15 1.750000 691000.00 703511.32 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2065-09-15 4.250000 1000000.00 1085032.22 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2060-09-15 4.625000 6000000.00 6976883.33 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2039-09-15 5.250000 5879000.00 7685695.09 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2024-09-15 2.875000 1975000.00 2097646.40 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2022-08-15 1.875000 5390000.00 5466165.19 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2017-07-18 5.500000 975000.00 1046408.46 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2038-06-15 5.500000 33000.00 44884.00 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2035-06-15 4.650000 53000.00 64021.97 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2030-05-01 7.125000 1043000.00 1543668.68 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2056-04-01 5.375000 1845000.00 2397463.72 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2036-04-01 5.880000 6758000.00 9395647.40 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2018-04-01 4.500000 2068000.00 2216978.72 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2021-02-15 3.875000 950000.00 1059753.24 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2038-01-15 6.150000 1000000.00 1431063.33 Agency Collateralized Mortgage Obligation Resolution Funding Strip 2025-10-15 N/A 478000.00 381563.50 Agency Collateralized Mortgage Obligation Resolution Funding Strip 2023-10-15 N/A 107000.00 90883.66 Agency Collateralized Mortgage Obligation Resolution Funding Strip 2029-07-15 N/A 21000.00 14520.24 Agency Collateralized Mortgage Obligation Resolution Funding Strip 2024-07-15 N/A 891000.00 737676.72 Agency Collateralized Mortgage Obligation Resolution Funding Strip 2022-07-15 N/A 71000.00 62589.34 Agency Collateralized Mortgage Obligation Resolution Funding Strip 2030-04-15 N/A 2079000.00 1390185.72 Agency Collateralized Mortgage Obligation Resolution Funding Strip 2024-01-15 N/A 982000.00 826549.40 Agency Collateralized Mortgage Obligation Resolution Funding Strip 2020-07-15 8.875000 1276000.00 1682199.00 Agency Collateralized Mortgage Obligation Resolution Funding Strip 2030-04-15 8.875000 320000.00 547148.89 Agency Collateralized Mortgage Obligation Financing Corp. Strip Coupon 2018-11-02 N/A 2000.00 1950.50 Agency Collateralized Mortgage Obligation Financing Corp. Strip Coupon 2018-05-02 N/A 37000.00 36246.31 Agency Collateralized Mortgage Obligation Financing Corp. Strip Coupon 2017-10-06 10.700000 15000.00 17209.76 Agency Collateralized Mortgage Obligation Financing Corp. Strip Coupon 2019-09-26 8.600000 10000.00 12528.88 Agency Collateralized Mortgage Obligation First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0029 150000000.00 150000000.00 150000000.00 0.0197 N Y Y N RBC Capital Markets RBC Capital Markets 0.290000% 0000050916 ARP0BSG86_0.29_0601 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 2036-04-01 2.225000 13618560.00 5159923.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-02-01 2.720000 3142747.00 538798.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-04-01 3.500000 39423.00 41432.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-03-01 3.500000 155270.00 162248.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-01-01 3.500000 17678027.00 17687492.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-04-01 4.500000 12545930.00 13697963.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-02-01 3.500000 15705.00 16210.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-02-01 3.500000 4581624.00 4728827.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-02-01 4.000000 6790110.00 4900389.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-05-01 2.551000 8940701.00 4170785.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-07-01 6.000000 2119429.00 1710748.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-06-01 4.000000 25122.00 20454.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2046-02-01 2.766000 5612739.00 5765832.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-08-01 2.195000 6150047.00 3853829.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2040-03-01 2.758000 13565692.00 2237149.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2041-09-01 3.381000 423680.00 91623.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-07-01 2.531000 3093860.00 1476061.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-03-20 4.500000 3598281.00 3937680.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2045-06-20 4.500000 2491185.00 2478947.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2044-11-20 4.000000 5839827.00 3823599.78 Agency Collateralized Mortgage Obligation First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0029 75000000.00 75000000.00 75000000.00 0.0099 N Y Y N HSBC USA, Inc. HSBC USA, Inc. 0.260000% 549300LBOHZ4QSIWU288 0000083246 ARP0BSG94_0.26_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 2016-06-15 0.500000 34384700.00 34467146.80 U.S. Treasuries (including strips) U.S. Treasury Note 2016-11-15 0.625000 16525000.00 16537587.88 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0026 50000000.00 50000000.00 50000000.00 0.0066 N Y Y N Credit Suisse Federal Bank Credit Suisse Federal Bank 0.290000% ARP0BSGA1_0.29_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 2019-12-31 1.625000 99700000.00 102000647.27 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0029 100000000.00 100000000.00 100000000.00 0.0131 N Y Y N AllianceBernstein Fixed Income Shares 2016-06-07 Vercelia Petty Vercelia Petty Assistant Controller