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Federal Home Loan Bank 0.618000% 3130A7YW9 US3130A7YW95 U.S. Government Agency Debt Y 2016-11-06 2017-02-06 2017-02-06 N N N 0.0040 80068400.00 80068400.00 0.0123 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.505000% 3130A7ZH1 US3130A7ZH10 U.S. Government Agency Debt Y 2016-11-10 2016-11-10 2016-11-10 N N N 0.0030 50002600.00 50002600.00 0.0077 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.519000% 3130A82S1 US3130A82S14 U.S. Government Agency Debt Y 2016-11-12 2017-01-12 2017-01-12 N N N 0.0032 50020400.00 50020400.00 0.0077 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.506000% 3130A84H3 US3130A84H31 U.S. Government Agency Debt Y 2016-11-18 2016-11-18 2016-11-18 N N N 0.0030 24002304.00 24002304.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.682000% 3130A8BT9 US3130A8BT96 U.S. Government Agency Debt Y 2016-12-01 2016-12-01 2016-12-01 N N N 0.0038 38011020.00 38011020.00 0.0058 N N N N Federal Home Loan Bank Federal Home Loan Bank 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2017-03-31 2017-03-31 N N N 0.0041 87354137.50 87354137.50 0.0134 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385EA0 US313385EA06 U.S. Government Agency Debt Y 2017-04-07 2017-04-07 2017-04-07 N N N 0.0046 49901900.00 49901900.00 0.0077 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385EF9 US313385EF92 U.S. Government Agency Debt Y 2017-04-12 2017-04-12 2017-04-12 N N N 0.0046 9181370.00 9181370.00 0.0014 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397DH1 S6XOOCT0IEG5ABCC6L87 US313397DH14 U.S. Government Agency Debt Y 2017-03-21 2017-03-21 2017-03-21 N N N 0.0041 24961100.00 24961100.00 0.0038 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.584600% 3133EDDJ8 US3133EDDJ82 U.S. Government Agency Debt Y 2016-11-15 2016-11-15 2016-11-15 N N N 0.0032 18501905.50 18501905.50 0.0028 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.570600% 3133EDFB3 US3133EDFB39 U.S. Government Agency Debt Y 2016-11-13 2017-02-13 2017-02-13 N N N 0.0034 32021504.00 32021504.00 0.0049 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.590800% 3133EDFW7 US3133EDFW75 U.S. Government Agency Debt Y 2016-11-27 2017-02-27 2017-02-27 N N N 0.0033 20016660.00 20016660.00 0.0031 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.584500% 3133EDJX1 US3133EDJX13 U.S. Government Agency Debt Y 2016-11-17 2017-04-17 2017-04-17 N N N 0.0036 58484994.66 58484994.66 0.0090 N N N N Federal Farm 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Mizuho Securities USA, Inc. 0.320000% 7TK5RJIZDFROZCA6XF66 0000812291 926ELZ001_0.32_1101 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US Treasury Note 2020-01-31 1.250000 202262000.00 203999998.94 U.S. Treasuries (including strips) Y 2016-11-01 2016-11-01 2016-11-01 N N N 0.0032 200000000.00 200000000.00 0.0307 N Y Y N Federal Reserve Bank Federal Reserve Bank 0.250000% 0001457970 ARP0CV2A8_0.25_1101 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US Treasury Note 2021-03-31 2.250000 73900000.00 77057331.77 U.S. Treasuries (including strips) US Treasury Note 2022-02-15 2.000000 1077200.00 1113431.39 U.S. Treasuries (including strips) US Treasury Bond 2043-02-15 3.125000 87000000.00 96830551.94 U.S. Treasuries (including strips) Y 2016-11-01 2016-11-01 2016-11-01 N N N 0.0025 175000000.00 175000000.00 0.0268 N Y Y N Toronto-Dominion Bank (The) Toronto-Dominion 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Valley Authority 2039-09-15 0.00 524000.00 230329.44 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2038-06-15 0.00 2111000.00 957591.82 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2030-05-01 0.00 2000.00 1329.00 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2038-01-15 0.00 3000.00 1387.62 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2026-12-15 0.00 300000.00 224235.00 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2028-11-01 0.00 120000.00 81651.60 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2027-11-01 0.00 111000.00 79461.57 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2026-11-01 0.00 92000.00 69123.28 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2025-11-01 0.00 70000.00 54997.60 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2023-11-01 0.00 134000.00 113717.76 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2055-10-01 0.00 86000.00 21893.02 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2054-10-01 0.00 86000.00 22656.70 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2053-10-01 0.00 86000.00 23471.12 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2052-10-01 0.00 86000.00 24314.78 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2051-10-01 0.00 86000.00 25173.06 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2050-10-01 0.00 86000.00 26091.54 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2049-10-01 0.00 86000.00 27015.18 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2048-10-01 0.00 86000.00 27968.06 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2047-10-01 0.00 86000.00 29002.64 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2046-10-01 0.00 86000.00 30020.88 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2045-10-01 0.00 86000.00 31012.46 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2044-10-01 0.00 86000.00 31865.58 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2043-10-01 0.00 86000.00 32713.54 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2042-10-01 0.00 86000.00 33130.64 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2041-10-01 0.00 87000.00 35012.28 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2040-10-01 0.00 86000.00 36106.24 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2039-10-01 0.00 86000.00 36831.22 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2038-10-01 0.00 86000.00 38458.34 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2037-10-01 0.00 86000.00 41301.50 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2036-10-01 0.00 86000.00 43667.36 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2035-10-01 0.00 86000.00 44415.56 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2034-10-01 0.00 86000.00 45881.00 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2033-10-01 0.00 632000.00 348832.40 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2032-10-01 0.00 86000.00 49625.44 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2031-10-01 0.00 86000.00 52257.90 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2030-10-01 0.00 86000.00 53891.04 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2029-10-01 0.00 86000.00 56236.26 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2028-10-01 0.00 86000.00 58662.32 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2027-10-01 0.00 86000.00 61831.42 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2026-10-01 0.00 86000.00 64880.12 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2024-10-01 0.00 66000.00 54733.14 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2038-09-15 0.00 899000.00 444591.46 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2037-09-15 0.00 1105000.00 531284.00 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2036-09-15 0.00 322000.00 162085.14 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2033-09-15 0.00 1105000.00 631673.25 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2032-09-15 0.00 1105000.00 656999.85 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2031-09-15 0.00 1105000.00 686779.60 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2030-09-15 0.00 944000.00 617479.84 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2028-09-15 0.00 115000.00 80134.30 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2023-09-15 0.00 1023000.00 878163.66 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2019-09-15 0.00 969000.00 932420.25 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2047-07-15 0.00 936000.00 315600.48 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2044-07-15 0.00 263000.00 97962.24 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2038-07-15 0.00 63000.00 28478.52 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2036-07-15 0.00 1000.00 494.42 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2035-07-15 0.00 164000.00 85283.28 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2034-07-15 0.00 584000.00 313812.40 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2026-06-15 0.00 208000.00 159124.16 Agency 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2052-04-01 0.00 86000.00 24737.90 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2051-04-01 0.00 86000.00 25643.48 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2050-04-01 0.00 86000.00 26537.88 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2049-04-01 0.00 86000.00 27488.18 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2048-04-01 0.00 86000.00 28472.88 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2047-04-01 0.00 86000.00 29479.08 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2046-04-01 0.00 86000.00 30534.30 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2045-04-01 0.00 86000.00 31452.78 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2044-04-01 0.00 86000.00 32231.94 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2043-04-01 0.00 86000.00 32967.24 Agency Collateralized Mortgage 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533808.88 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2032-04-01 0.00 86000.00 50715.92 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2031-04-01 0.00 86000.00 52769.60 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2030-04-01 0.00 86000.00 55076.98 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2029-04-01 0.00 86000.00 57403.28 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2028-04-01 0.00 87000.00 60946.11 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2027-04-01 0.00 86000.00 63374.26 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2026-04-01 0.00 86000.00 67061.08 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2025-04-01 0.00 76000.00 61667.92 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2024-04-01 0.00 76000.00 63736.64 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2039-03-15 0.00 1167000.00 527822.43 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2038-03-15 0.00 422000.00 199230.42 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2037-03-15 0.00 1105000.00 541693.10 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2036-03-15 0.00 1105000.00 567395.40 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2035-03-15 0.00 1105000.00 591959.55 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2034-03-15 0.00 699000.00 399422.58 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2030-03-15 0.00 324000.00 216266.76 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2027-03-15 0.00 681000.00 520644.93 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2023-03-15 0.00 1068000.00 933421.32 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 2017-03-15 0.00 642000.00 639397.33 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0.00 2207000.00 1895084.69 Agency Collateralized Mortgage Obligation Resolution Funding Strip 2019-10-15 8.125000 1000.00 1202.55 Agency Collateralized Mortgage Obligation Resolution Funding Strip 2020-07-15 8.875000 272000.00 353151.73 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank 2036-07-28 2.770000 1000.00 970.14 Agency Mortgage-Backed Securities Federal Home Loan Bank 2017-02-22 0.00 97300000.00 97235948.16 Agency Mortgage-Backed Securities Y 2016-11-01 2016-11-01 2016-11-01 N N N 0.0032 150000000.00 150000000.00 0.0230 N Y Y N RBC Capital Markets RBC Capital Markets 0.320000% 0000050916 ARP0CV416_0.32_1101 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 2040-06-01 3.813000 5000000.00 863202.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-01-01 4.500000 3000.00 148.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-05-01 3.500000 42200.00 43100.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-05-01 3.500000 4992042.00 5091840.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-05-01 3.500000 70208.00 71715.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-06-01 3.500000 31500000.00 32382786.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-04-01 2.687000 18100000.00 538117.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-05-01 2.768000 766500.00 719345.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2036-10-01 5.424000 2787841.00 36725.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2035-02-01 2.665000 320200.00 40521.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2040-07-01 2.805000 12400000.00 11212207.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2037-12-01 2.610000 1452.00 186.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2034-05-01 2.952000 3047.00 102.89 Agency Mortgage-Backed Securities Y 2016-11-01 2016-11-01 2016-11-01 N N N 0.0032 50000000.00 50000000.00 0.0077 N Y Y N Credit Suisse First Boston Credit Suisse First Boston 0.310000% 0001053092 ARP0CV432_0.31_1101 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US Treasury Note 2020-11-30 1.625000 99795000.00 102004773.20 U.S. Treasuries (including strips) Y 2016-11-01 2016-11-01 2016-11-01 N N N 0.0031 100000000.00 100000000.00 0.0153 N Y Y N Mizuho Securities USA, Inc. Mizuho Securities USA, Inc. 0.340000% 0000812291 ARP0CV515_0.34_1101 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US Treasury Note 2018-08-31 1.500000 91400000.00 92723893.64 U.S. Treasuries (including strips) US Treasury Note 2017-03-31 3.250000 22200000.00 22536160.11 U.S. Treasuries (including strips) Y 2016-11-01 2016-11-01 2016-11-01 N N N 0.0034 113000000.00 113000000.00 0.0173 N Y Y N AllianceBernstein Fixed Income Shares 2016-11-07 Vercelia Petty Vercelia Petty Assistant Controller