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Bank 0.435000% 3130A6ES2 US3130A6ES21 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-02 2016-09-02 2016-09-02 N N N 0.0044 25000550.00 25000550.00 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.492000% 3130A76N0 US3130A76N09 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0049 50000000.00 50000000.00 0.0068 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 0.520000% 3130A77D1 US3130A77D18 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-26 2016-08-26 2016-08-26 N N N 0.0035 64658016.60 64658016.60 0.0088 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.490000% 3130A77E9 US3130A77E90 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0031 50000300.00 50000300.00 0.0068 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.540000% 3130A7AA3 US3130A7AA32 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-26 2016-10-26 2016-10-26 N N N 0.0045 7501725.00 7501725.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.522000% 3130A7AN5 US3130A7AN52 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-08 2016-08-08 2016-08-08 N N N 0.0055 50000900.00 50000900.00 0.0068 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.593000% 3130A7BJ3 US3130A7BJ32 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-19 2016-10-19 2016-10-19 N N N 0.0055 35008680.00 35008680.00 0.0048 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.539000% 3130A7KU8 US3130A7KU85 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-21 2016-12-21 2016-12-21 N N N 0.0055 100041000.00 100041000.00 0.0137 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.570000% 3130A7LD5 US3130A7LD51 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-09 2017-01-09 2017-01-09 N N N 0.0048 50040000.00 50040000.00 0.0068 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.569000% 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49972450.00 0.0068 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313312L81 US313312L815 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-24 2016-10-24 2016-10-24 N N N 0.0036 14987745.00 14987745.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384B57 US313384B575 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-10 2016-08-10 2016-08-10 N N N 0.0019 49997650.00 49997650.00 0.0068 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384C64 US313384C649 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-19 2016-08-19 2016-08-19 N N N 0.0024 49994000.00 49994000.00 0.0068 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384D30 US313384D308 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-24 2016-08-24 2016-08-24 N N N 0.0024 49992350.00 49992350.00 0.0068 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384D55 US313384D555 U.S. Government Agency Debt First Tier Security N/A N/A 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Government Agency Debt First Tier Security N/A N/A 2016-09-23 2016-09-23 2016-09-23 N N N 0.0025 199926000.00 199926000.00 0.0273 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384H69 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-28 2016-09-28 2016-09-28 N N N 0.0030 40980197.00 40980197.00 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384K65 US313384K659 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-14 2016-10-14 2016-10-14 N N N 0.0032 49967600.00 49967600.00 0.0068 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384L31 US313384L319 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-19 2016-10-19 2016-10-19 N N N 0.0036 14988480.00 14988480.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384L56 US313384L566 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-21 2016-10-21 2016-10-21 N N N 0.0032 49964550.00 49964550.00 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 0.0032 49962350.00 49962350.00 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 0.0032 49961500.00 49961500.00 0.0068 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384M97 US313384M978 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-02 2016-11-02 2016-11-02 N N N 0.0035 53751902.80 53751902.80 0.0073 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384P78 US313384P781 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-16 2016-11-16 2016-11-16 N N N 0.0035 49948600.00 49948600.00 0.0068 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384P94 US313384P948 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-18 2016-11-18 2016-11-18 N N N 0.0035 49947600.00 49947600.00 0.0068 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384Q69 US313384Q698 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-23 2016-11-23 2016-11-23 N N N 0.0035 100734473.88 100734473.90 0.0138 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384Q85 US313384Q854 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-25 2016-11-25 2016-11-25 N N N 0.0035 29209395.18 29209395.18 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384R50 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-30 2016-11-30 2016-11-30 N N N 0.0038 49937800.00 49937800.00 0.0068 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384R76 US313384R761 U.S. Government Agency Debt First Tier Security N/A N/A 2016-12-02 2016-12-02 2016-12-02 N N N 0.0041 99863300.00 99863300.00 0.0137 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385AD8 U.S. Government Agency Debt First Tier Security N/A N/A 2017-01-04 2017-01-04 2017-01-04 N N N 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Federal Home Loan Mortgage Corp. 313396N74 S6XOOCT0IEG5ABCC6L87 US313396N749 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-08 2016-11-08 2016-11-08 N N N 0.0035 99904800.00 99904800.00 0.0137 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.510400% 3133ECY99 US3133ECY991 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-26 2016-08-26 2016-08-26 N N N 0.0042 29502035.50 29502035.50 0.0040 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.505800% 3133ECZE7 US3133ECZE74 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-12 2016-09-12 2016-09-12 N N N 0.0036 2500467.50 2500467.50 0.0003 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 0.0032 3002604.00 3002604.00 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.531300% 3133EDDJ8 US3133EDDJ82 U.S. Government Agency Debt 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N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.489300% 3133EDLJ9 US3133EDLJ90 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-14 2016-11-14 2016-11-14 N N N 0.0041 20005540.00 20005540.00 0.0027 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.500000% 3133EDMB5 US3133EDMB55 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-23 2016-08-23 2016-08-23 N N N 0.0034 20001920.00 20001920.00 0.0027 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.480000% 3133EDRB0 US3133EDRB01 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-01 2016-12-30 2016-12-30 N N N 0.0046 55004840.00 55004840.00 0.0075 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.454500% 3133EDRH7 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-06 2016-09-06 2016-09-06 N N N 0.0036 19937452.01 19937452.01 0.0027 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.494300% 3133EDUL4 US3133EDUL46 U.S. Government Agency 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N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.446500% 3133EEDE7 US3133EEDE78 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-01 2016-12-01 2016-12-01 N N N 0.0042 50009100.00 50009100.00 0.0068 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.532900% 3133EEGF1 US3133EEGF17 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-24 2017-05-24 2017-05-24 N N N 0.0052 505065.15 505065.15 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.471500% 3133EEJV3 US3133EEJV30 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-20 2016-10-20 2016-10-20 N N N 0.0039 11002134.00 11002134.00 0.0015 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.470900% 3133EERC6 US3133EERC66 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-27 2016-09-27 2016-09-27 N N N 0.0038 5000790.00 5000790.00 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.450100% 3133EERK8 US3133EERK82 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-02 2016-12-02 2016-12-02 N N N 0.0042 10001970.00 10001970.00 0.0014 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 0.0040 10000460.00 10000460.00 0.0014 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.450000% 3133EEZB9 US3133EEZB91 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-16 2016-09-16 2016-09-16 N N N 0.0042 7500300.00 7500300.00 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.573900% 3133EFE37 US3133EFE376 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-30 2017-01-30 2017-01-30 N N N 0.0046 79544440.50 79544440.50 0.0109 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.525600% 3133EFF93 US3133EFF936 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-29 2016-09-29 2016-09-29 N N N 0.0037 15703862.20 15703862.20 0.0021 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.450000% 3133EFLC9 US3133EFLC95 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-01 2016-10-21 2016-10-21 N N N 0.0045 184600369.20 184600369.20 0.0252 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.525000% 3133EFLQ8 US3133EFLQ81 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-01 2016-12-28 2016-12-28 N N N 0.0046 42461631.30 42461631.30 0.0058 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.530000% 3133EFNS2 US3133EFNS20 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-01 2016-08-12 2016-08-12 N N N 0.0042 15300520.20 15300520.20 0.0021 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.545300% 3133EFQ75 US3133EFQ750 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-21 2017-02-21 2017-02-21 N N N 0.0048 150066900.00 150066900.00 0.0205 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.580000% 3133EFRX7 US3133EFRX78 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-01 2016-12-14 2016-12-14 N N N 0.0045 32415357.60 32415357.60 0.0044 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.560000% 3133EFSX6 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-01 2016-12-14 2016-12-14 N N N 0.0045 5002045.00 5002045.00 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.524300% 3133EFYN1 US3133EFYN14 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-09 2016-12-09 2016-12-09 N N N 0.0043 100042200.00 100042200.00 0.0137 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.562100% 3133EFZZ3 US3133EFZZ35 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-16 2017-02-16 2017-02-16 N N N 0.0047 85047260.00 85047260.00 0.0116 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.477900% 3133EGBA2 US3133EGBA23 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-25 2017-05-25 2017-05-25 N N N 0.0053 39987120.00 39987120.00 0.0055 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.493900% 3133EGBT1 US3133EGBT14 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-30 2017-05-30 2017-05-30 N N N 0.0053 19994720.00 19994720.00 0.0027 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.512900% 3133EGLQ6 US3133EGLQ64 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-13 2017-07-13 2017-07-13 N N N 0.0055 99985000.00 99985000.00 0.0137 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.482800% 3134G5Z32 S6XOOCT0IEG5ABCC6L87 US3134G5Z325 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-13 2017-01-13 2017-01-13 N N N 0.0046 4500765.00 4500765.00 0.0006 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.491500% 3134G72G5 S6XOOCT0IEG5ABCC6L87 US3134G72G51 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-20 2017-04-20 2017-04-20 N N N 0.0054 4498875.00 4498875.00 0.0006 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.442900% 3134G7TF8 S6XOOCT0IEG5ABCC6L87 US3134G7TF84 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-24 2016-08-24 2016-08-24 N N N 0.0035 14550902.10 14550902.10 0.0020 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.472100% 3134G7ZE4 S6XOOCT0IEG5ABCC6L87 US3134G7ZE46 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-16 2016-09-16 2016-09-16 N N N 0.0037 100014100.00 100014100.00 0.0137 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 0.0024 17873927.50 17873927.50 0.0024 N N Y 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 0.0019 111046782.35 111046782.40 0.0152 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 0.0053 30521707.68 30521707.68 0.0042 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 0.0042 7840233.82 7840233.82 0.0011 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.482600% 3135G0E66 B1V7KEBTPIMZEU4LTD58 US3135G0E668 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-08 2017-09-08 2017-09-08 N N N 0.0055 7996480.00 7996480.00 0.0011 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 0.0043 5375565.84 5375565.84 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 0.0047 2230634.69 2230634.69 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 0.0030 23264256.53 23264256.53 0.0032 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.501300% 3135G0YH0 B1V7KEBTPIMZEU4LTD58 US3135G0YH06 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-15 2016-08-15 2016-08-15 N N N 0.0039 38001900.00 38001900.00 0.0052 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.510400% 3135G0YQ0 B1V7KEBTPIMZEU4LTD58 US3135G0YQ05 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-26 2016-08-26 2016-08-26 N N N 0.0034 13191727.89 13191727.89 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 0.0033 1027548.15 1027548.15 0.0001 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.800000% 3136FTRB7 B1V7KEBTPIMZEU4LTD58 US3136FTRB74 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-01 2016-11-21 2016-11-21 N N N 0.0048 10009990.00 10009990.00 0.0014 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 0.0026 2136466.90 2136466.90 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 0.0041 32912777.55 32912777.55 0.0045 N N N N JPMorgan Securities LLC JPMorgan Securities LLC 0.330000% 0001168163 46699D001_0.33_0801 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 2022-06-30 0.330000 242425.00 255000796.88 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0033 250000781.25 250000781.30 0.0342 N Y Y N HSBC USA, Inc. HSBC USA, Inc. 0.380000% 549300LBOHZ4QSIWU288 0000083246 643996002_0.38_0801 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 2019-11-30 0.380000 234466000.00 254999957.70 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0038 250000000.00 250000000.00 0.0342 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 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 0.0021 99973500.00 99973500.00 0.0137 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 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 0.0021 24995625.00 24995625.00 0.0034 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 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 0.0024 49980500.00 49980500.00 0.0068 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796JR1 US912796JR12 U.S. Treasury Debt First Tier Security N/A N/A 2016-10-27 2016-10-27 2016-10-27 N N N 0.0026 99938100.00 99938100.00 0.0137 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.404300% 912828H60 US912828H607 U.S. Treasury Debt First Tier Security N/A N/A 2016-08-02 2017-01-31 2017-01-31 N N N 0.0035 100028200.00 100028200.00 0.0137 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.488200% 912828M23 US912828M235 U.S. Treasury Debt First Tier Security N/A N/A 2016-08-02 2017-10-31 2017-10-31 N N N 0.0040 50053950.00 50053950.00 0.0068 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.592200% 912828N97 US912828N977 U.S. Treasury Debt First Tier Security N/A N/A 2016-08-02 2018-01-31 2018-01-31 N N N 0.0044 35078610.00 35078610.00 0.0048 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 0.0019 50033000.00 50033000.00 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 0.0019 150025050.00 150025050.00 0.0205 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 0.0024 100077500.00 100077500.00 0.0137 N Y Y N Mizuho Securities USA, Inc. Mizuho Securities USA, Inc. 0.330000% 7TK5RJIZDFROZCA6XF66 0000812291 926ELZ001_0.33_0801 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 2022-03-31 0.330000 197080000.00 196078429.59 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-08-01 2016-08-01 2016-08-03 N N N 0.0033 200000000.00 200000000.00 0.0273 N Y Y N HSBC USA, Inc. HSBC USA, Inc. 0.310000% 549300LBOHZ4QSIWU288 0000083246 ARP0C7CB8_0.31_0801 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bond 2026-11-15 6.500000 34240000.00 51005865.36 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0031 50000000.00 50000000.00 0.0068 N Y Y N RBC Capital Markets RBC Capital Markets 0.310000% 0000050916 ARP0C7CE2_0.31_0801 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 2.367000 13618560.00 4949253.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-02-01 2.719000 3142747.00 507442.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-04-01 4.000000 1413368.00 1541877.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-03-01 4.000000 11327322.00 11927492.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-01-01 4.000000 175093.00 174246.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-06-01 2.500000 41584.00 30484.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-04-01 3.500000 13160895.00 13670692.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-04-01 4.500000 12545930.00 13598721.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-03-01 3.500000 10405825.00 10668539.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-10-01 2.635000 37319.00 25589.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2046-02-01 2.766000 5612739.00 5334769.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2040-03-01 2.756000 13565692.00 2160087.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2041-09-01 3.377000 423680.00 78802.20 Agency Collateralized Mortgage Obligation First Tier Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0031 63400000.00 63400000.00 0.0087 N Y Y N Credit Suisse First Boston Credit Suisse First Boston 0.350000% 0001053092 ARP0C7CF9_0.35_0801 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 2023-05-31 1.625000 99860000.00 102001953.65 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 100000000.00 100000000.00 0.0137 N Y Y N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.340000% PT3QB789TSUIDF371261 0000947263 ARP0C7CG7_0.34_0801 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 2028-01-15 1.750000 7077800.00 9511621.50 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2019-07-26 1.125000 28862000.00 28857490.31 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank 2019-07-12 1.020000 49160000.00 49041114.73 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank 2019-07-05 1.020000 37975000.00 37873227.00 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank 2018-04-06 0.740000 54450000.00 54368476.25 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank 2020-01-13 1.170000 3955000.00 3948078.75 Agency Collateralized Mortgage Obligation First Tier Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0034 180000000.00 180000000.00 0.0246 N Y Y N Mizuho Securities USA, Inc. Mizuho Securities USA, Inc. 0.350000% 7TK5RJIZDFROZCA6XF66 0000812291 ARP0C7DM3_0.35_0801 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 2020-11-15 2.625000 23841800.00 25548869.64 U.S. Treasuries (including strips) U.S. Treasury Note 2020-10-31 1.375000 2200.00 2238.68 U.S. Treasuries (including strips) U.S. Treasury Note 2020-10-31 1.750000 9530000.00 9853351.86 U.S. Treasuries (including strips) U.S. Treasury Note 2020-09-30 1.375000 97385400.00 99235546.99 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 132000000.00 132000000.00 0.0180 N Y Y N Bank of America NA Bank of America NA 0.340000% B4TYDEB6GKMZO031MB27 0001102113 ARP0C7DN1_0.34_0801 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 2020-12-31 1.750000 36839400.00 37998333.49 U.S. Treasuries (including strips) Federal Farm Credit Bank 2035-09-04 3.750000 2150000.00 2223409.96 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank 2030-03-29 2.990000 1950000.00 1973218.00 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank 2034-07-24 3.990000 2000000.00 2026048.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2019-07-27 0.970000 25000000.00 24978347.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2017-02-01 N/A 20547000.00 20498920.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2017-04-19 5.125000 300000.00 311113.83 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2030-06-15 N/A 2000.00 1319.26 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2026-01-15 N/A 1000.00 809.25 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2042-12-15 3.500000 1902000.00 2106765.09 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2025-11-01 6.750000 1000000.00 1415210.00 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2065-09-15 4.250000 1686000.00 2039772.44 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2024-09-15 2.875000 975000.00 1069634.85 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2033-07-15 4.700000 330000.00 419722.97 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2038-06-15 5.500000 966000.00 1381227.59 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2035-06-15 4.650000 446000.00 570408.73 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2018-04-01 4.500000 418000.00 449550.64 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2021-02-15 3.875000 950000.00 1081121.64 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2048-01-15 4.875000 25000.00 32452.40 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2038-01-15 6.150000 1035000.00 1578987.38 Agency Collateralized Mortgage Obligation Resolution Funding Strip 2030-01-15 N/A 100000.00 71881.00 U.S. Treasuries (including strips) Resolution Funding Strip 2029-10-15 N/A 4057000.00 2950453.25 U.S. Treasuries (including strips) Resolution Funding Strip 2027-10-15 N/A 13794000.00 10752974.76 U.S. Treasuries (including strips) Resolution Funding Strip 2026-10-15 N/A 15184000.00 12229193.60 U.S. Treasuries (including strips) Resolution Funding Strip 2025-10-15 N/A 478000.00 394565.10 U.S. Treasuries (including strips) Resolution Funding Strip 2023-10-15 N/A 107000.00 93351.08 U.S. Treasuries (including strips) Resolution Funding Strip 2029-07-15 N/A 21000.00 15206.10 U.S. Treasuries (including strips) Resolution Funding Strip 2029-07-15 N/A 651000.00 471389.10 U.S. Treasuries (including strips) Resolution Funding Strip 2028-07-15 N/A 3845000.00 2921277.20 U.S. Treasuries (including strips) Resolution Funding Strip 2027-07-15 N/A 8552000.00 6704083.84 U.S. Treasuries (including strips) Resolution Funding Strip 2024-07-15 N/A 891000.00 759657.69 U.S. Treasuries (including strips) Resolution Funding Strip 2022-07-15 N/A 71000.00 63971.00 U.S. Treasuries (including strips) Resolution Funding Strip 2030-04-15 N/A 2079000.00 1459520.37 U.S. Treasuries (including strips) Resolution Funding Strip 2030-04-15 N/A 209000.00 146724.27 U.S. Treasuries (including strips) Resolution Funding Strip 2029-04-15 N/A 3473000.00 2565852.40 U.S. Treasuries (including strips) Resolution Funding Strip 2028-04-15 N/A 1300000.00 985439.00 U.S. Treasuries (including strips) Resolution Funding Strip 2027-04-15 N/A 9443000.00 7339382.89 U.S. Treasuries (including strips) Resolution Funding Strip 2030-01-15 N/A 1000.00 707.54 U.S. Treasuries (including strips) Resolution Funding Strip 2024-01-15 N/A 982000.00 849734.42 U.S. Treasuries (including strips) Financing Corp. Strip Coupon 2018-11-02 N/A 2000.00 1959.98 Agency Collateralized Mortgage Obligation Financing Corp. Strip Coupon 2018-05-02 N/A 37000.00 36413.18 Agency Collateralized Mortgage Obligation Financing Corp. Strip Coupon 2017-10-06 10.700000 15000.00 17275.67 Agency Collateralized Mortgage Obligation Financing Corp. Strip Coupon 2019-09-26 8.600000 10000.00 12625.83 Agency Collateralized Mortgage Obligation First Tier Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0034 150000000.00 150000000.00 0.0205 N Y Y N AllianceBernstein Fixed Income Shares 2016-08-05 Vercelia Petty Vercelia Petty Assistant Controller