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Federal Home Loan Bank Federal Home Loan Bank 0.756000% 3130A7KU8 US3130A7KU85 U.S. Government Agency Debt Y 2016-12-21 2016-12-21 2016-12-21 N N N 0.0048 100019200.00 100019200.00 0.0171 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.777000% 3130A7LD5 US3130A7LD51 U.S. Government Agency Debt Y 2017-01-09 2017-01-09 2017-01-09 N N N 0.0048 50019550.00 50019550.00 0.0085 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.786000% 3130A7LM5 US3130A7LM50 U.S. Government Agency Debt Y 2016-12-21 2017-03-21 2017-03-21 N N N 0.0060 50039850.00 50039850.00 0.0085 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.525000% 3130A7XL4 US3130A7XL40 U.S. Government Agency Debt Y 2016-12-03 2017-02-03 2017-02-03 N N N 0.0053 100016200.00 100016200.00 0.0171 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.711000% 3130A7YW9 US3130A7YW95 U.S. Government Agency Debt Y 2017-02-06 2017-02-06 2017-02-06 N N N 0.0053 80035280.00 80035280.00 0.0137 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.526000% 3130A82S1 US3130A82S14 U.S. Government Agency Debt Y 2016-12-12 2017-01-12 2017-01-12 N N N 0.0052 50005350.00 50005350.00 0.0085 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 0.0068 38000000.00 38000000.00 0.0065 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 0.543000% 3130A8CF8 US3130A8CF83 U.S. Government Agency Debt Y 2016-12-01 2017-03-01 2017-03-01 N N N 0.0053 8001944.00 8001944.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.553000% 3130A8CN1 US3130A8CN18 U.S. Government Agency Debt Y 2016-12-01 2017-03-01 2017-03-01 N N N 0.0053 50013400.00 50013400.00 0.0085 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.553000% 3130A8CQ4 US3130A8CQ49 U.S. Government Agency Debt Y 2016-12-01 2017-03-01 2017-03-01 N N N 0.0053 9002412.00 9002412.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.553000% 3130A8CV3 US3130A8CV34 U.S. Government Agency Debt Y 2016-12-01 2017-03-01 2017-03-01 N N N 0.0053 18004824.00 18004824.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.554000% 3130A8D83 US3130A8D839 U.S. Government Agency Debt Y 2016-12-02 2017-03-02 2017-03-02 N N N 0.0053 11003036.00 11003036.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.554000% 3130A8D91 US3130A8D912 U.S. Government Agency Debt Y 2016-12-02 2017-03-02 2017-03-02 N N N 0.0053 5001380.00 5001380.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.553000% 3130A8EC3 US3130A8EC35 U.S. Government Agency Debt Y 2016-12-06 2017-03-06 2017-03-06 N N N 0.0054 10002830.00 10002830.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.553000% 3130A8ET6 US3130A8ET69 U.S. Government Agency Debt Y 2016-12-06 2017-03-06 2017-03-06 N N N 0.0054 10002830.00 10002830.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.555000% 3130A8FN8 US3130A8FN80 U.S. Government Agency Debt Y 2016-12-08 2017-03-08 2017-03-08 N N N 0.0054 13003731.00 13003731.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.550000% 3130A8HL0 US3130A8HL07 U.S. Government Agency Debt Y 2016-12-17 2017-01-17 2017-01-17 N N N 0.0052 90012060.00 90012060.00 0.0154 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.562000% 3130A8K93 US3130A8K933 U.S. Government Agency Debt Y 2016-12-20 2016-12-20 2016-12-20 N N N 0.0051 100005800.00 100005800.00 0.0171 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.703000% 3130A8L76 US3130A8L766 U.S. Government Agency Debt Y 2016-12-23 2016-12-23 2016-12-23 N N N 0.0048 100017800.00 100017800.00 0.0171 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.525000% 3130A92A8 US3130A92A87 U.S. Government Agency Debt Y 2016-12-09 2017-06-09 2017-06-09 N N N 0.0057 100023700.00 100023700.00 0.0171 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.414000% 3130A9UT6 US3130A9UT68 U.S. Government Agency Debt Y 2017-02-01 2017-05-01 2017-05-01 N N N 0.0054 24784425.60 24784425.60 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384R76 US313384R761 U.S. Government Agency Debt Y 2016-12-02 2016-12-02 2016-12-02 N N N 0.0019 99999500.00 99999500.00 0.0171 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385AN6 US313385AN62 U.S. Government Agency Debt Y 2017-01-13 2017-01-13 2017-01-13 N N N 0.0036 4997910.00 4997910.00 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385AT3 US313385AT33 U.S. Government Agency Debt Y 2017-01-18 2017-01-18 2017-01-18 N N N 0.0036 19990660.00 19990660.00 0.0034 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385AV8 US313385AV88 U.S. Government Agency Debt Y 2017-01-20 2017-01-20 2017-01-20 N N N 0.0036 49975700.00 49975700.00 0.0085 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385BX3 US313385BX36 U.S. Government Agency Debt Y 2017-02-15 2017-02-15 2017-02-15 N N N 0.0047 199805800.00 199805800.00 0.0341 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385DD5 US313385DD53 U.S. Government Agency Debt Y 2017-03-17 2017-03-17 2017-03-17 N N N 0.0053 99846900.00 99846900.00 0.0170 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385DT0 US313385DT06 U.S. Government Agency Debt Y 2017-03-31 2017-03-31 2017-03-31 N N N 0.0053 87348362.50 87348362.50 0.0149 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 0.0054 49906500.00 49906500.00 0.0085 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 0.0054 9182124.40 9182124.40 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385FE1 US313385FE19 U.S. Government Agency Debt Y 2017-05-05 2017-05-05 2017-05-05 N N N 0.0055 52527588.75 52527588.75 0.0090 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385FM3 US313385FM35 U.S. 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Federal Home Loan Mortgage Corp. 313397DH1 US313397DH14 U.S. Government Agency Debt Y 2017-03-21 2017-03-21 2017-03-21 N N N 0.0053 24960275.00 24960275.00 0.0043 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.578200% 3133EDFB3 US3133EDFB39 U.S. Government Agency Debt Y 2016-12-13 2017-02-13 2017-02-13 N N N 0.0047 32012480.00 32012480.00 0.0055 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.657600% 3133EDFW7 US3133EDFW75 U.S. Government Agency Debt Y 2016-12-27 2017-02-27 2017-02-27 N N N 0.0047 20009500.00 20009500.00 0.0034 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.600100% 3133EDJX1 US3133EDJX13 U.S. Government Agency Debt Y 2016-12-17 2017-04-17 2017-04-17 N N N 0.0055 58451692.98 58451692.98 0.0100 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.563200% 3133EDNA6 US3133EDNA63 U.S. Government Agency Debt Y 2016-12-13 2017-03-13 2017-03-13 N N N 0.0054 2500782.50 2500782.50 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.480000% 3133EDRB0 US3133EDRB01 U.S. Government Agency Debt Y 2016-12-01 2016-12-30 2016-12-30 N N N 0.0041 55003080.00 55003080.00 0.0094 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.645800% 3133EDTT9 US3133EDTT90 U.S. Government Agency Debt Y 2016-12-29 2017-08-29 2017-08-29 N N N 0.0059 1000525.00 1000525.00 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.572000% 3133EDUD2 US3133EDUD20 U.S. Government Agency Debt Y 2016-12-04 2017-08-04 2017-08-04 N N N 0.0058 112059584.00 112059584.00 0.0191 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.555300% 3133EDUL4 US3133EDUL46 U.S. Government Agency Debt Y 2016-12-09 2017-03-09 2017-03-09 N N N 0.0054 27508002.50 27508002.50 0.0047 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.621000% 3133EDVT6 US3133EDVT62 U.S. Government Agency Debt Y 2016-12-22 2017-09-22 2017-09-22 N N N 0.0059 20014100.00 20014100.00 0.0034 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.622000% 3133EDYR7 US3133EDYR79 U.S. Government Agency Debt Y 2016-12-25 2017-07-25 2017-07-25 N N N 0.0058 40018680.00 40018680.00 0.0068 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.625800% 3133EDZW5 US3133EDZW55 U.S. Government Agency Debt Y 2016-12-29 2017-03-29 2017-03-29 N N N 0.0054 500163.50 500163.50 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.522000% 3133EE3E8 US3133EE3E80 U.S. Government Agency Debt Y 2016-12-10 2017-07-10 2017-07-10 N N N 0.0058 80015440.00 80015440.00 0.0137 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.512600% 3133EEDE7 US3133EEDE78 U.S. Government Agency Debt Y 2016-12-01 2016-12-01 2016-12-01 N N N 0.0051 50000000.00 50000000.00 0.0085 N Y Y N Federal Farm Credit Bank Federal Farm Credit Bank 0.629200% 3133EEGF1 US3133EEGF17 U.S. Government Agency Debt Y 2016-12-24 2017-05-24 2017-05-24 N N N 0.0056 505258.56 505258.56 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.588200% 3133EEPS3 US3133EEPS37 U.S. Government Agency Debt Y 2016-12-13 2017-09-13 2017-09-13 N N N 0.0059 37523850.00 37523850.00 0.0064 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.518700% 3133EERK8 US3133EERK82 U.S. Government Agency Debt Y 2016-12-02 2016-12-02 2016-12-02 N N N 0.0050 10000030.00 10000030.00 0.0017 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 0.522600% 3133EFBX4 US3133EFBX43 U.S. Government Agency Debt Y 2016-12-01 2017-08-01 2017-08-01 N N N 0.0058 38007524.00 38007524.00 0.0065 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.685600% 3133EFE37 US3133EFE376 U.S. Government Agency Debt Y 2016-12-30 2017-01-30 2017-01-30 N N N 0.0052 79523452.50 79523452.50 0.0136 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.621700% 3133EFQ75 US3133EFQ750 U.S. Government Agency Debt Y 2016-12-21 2017-02-21 2017-02-21 N N N 0.0047 150070800.00 150070800.00 0.0256 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.580000% 3133EFRX7 US3133EFRX78 U.S. Government Agency Debt Y 2016-12-01 2016-12-14 2016-12-14 N N N 0.0041 32401976.40 32401976.40 0.0055 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.570000% 3133EFSX6 US3133EFSX69 U.S. Government Agency Debt Y 2016-12-01 2016-12-14 2016-12-14 N N N 0.0046 5000195.00 5000195.00 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.585300% 3133EFYN1 US3133EFYN14 U.S. Government Agency Debt Y 2016-12-09 2016-12-09 2016-12-09 N N N 0.0051 100003700.00 100003700.00 0.0171 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.622000% 3133EFZZ3 US3133EFZZ35 U.S. Government Agency Debt Y 2016-12-16 2017-02-16 2017-02-16 N N N 0.0047 85041395.00 85041395.00 0.0145 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.582000% 3133EGBA2 US3133EGBA23 U.S. Government Agency Debt Y 2016-12-25 2017-05-25 2017-05-25 N N N 0.0056 40009960.00 40009960.00 0.0068 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.605600% 3133EGBT1 US3133EGBT14 U.S. Government Agency Debt Y 2016-12-30 2017-05-30 2017-05-30 N N N 0.0056 20005960.00 20005960.00 0.0034 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.573200% 3133EGLQ6 US3133EGLQ64 U.S. Government Agency Debt Y 2016-12-13 2017-07-13 2017-07-13 N N N 0.0058 100049700.00 100049700.00 0.0171 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.582000% 3133EGRX5 US3133EGRX51 U.S. Government Agency Debt Y 2016-12-25 2017-08-25 2017-08-25 N N N 0.0059 50008050.00 50008050.00 0.0085 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.575600% 3133EGSJ5 US3133EGSJ58 U.S. Government Agency Debt Y 2016-12-31 2017-08-31 2017-08-31 N N N 0.0059 70000000.00 70000000.00 0.0119 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.502600% 3133EGTC9 US3133EGTC96 U.S. Government Agency Debt Y 2016-12-05 2017-09-05 2017-09-05 N N N 0.0059 55000220.00 55000220.00 0.0094 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.543200% 3134G5Z32 US3134G5Z325 U.S. Government Agency Debt Y 2016-12-13 2017-01-13 2017-01-13 N N N 0.0042 4501075.50 4501075.50 0.0008 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.566800% 3134G72G5 US3134G72G51 U.S. Government Agency Debt Y 2016-12-20 2017-04-20 2017-04-20 N N N 0.0056 4501152.00 4501152.00 0.0008 N N N N Federal National Mortgage Association Federal National Mortgage Association 5.000000% 31359M4D2 US31359M4D26 U.S. Government Agency Debt Y 2017-02-13 2017-02-13 2017-02-13 N N N 0.0057 13114920.00 13114920.00 0.0022 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.545300% 3135G0E66 US3135G0E668 U.S. Government Agency Debt Y 2016-12-08 2017-09-08 2017-09-08 N N N 0.0056 8004296.00 8004296.00 0.0014 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.552000% 3135G0F24 US3135G0F244 U.S. Government Agency Debt Y 2016-12-16 2017-08-16 2017-08-16 N N N 0.0057 70029680.00 70029680.00 0.0119 N N N N Federal National Mortgage Association Federal National Mortgage Association 1.250000% 3135G0GY3 US3135G0GY31 U.S. Government Agency Debt Y 2017-01-30 2017-01-30 2017-01-30 N N N 0.0045 2224897.49 2224897.49 0.0004 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.750000% 3135G0VM2 US3135G0VM28 U.S. Government Agency Debt Y 2017-03-14 2017-03-14 2017-03-14 N N N 0.0063 4165411.60 4165411.60 0.0007 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.750000% 3135G0ZB2 US3135G0ZB27 U.S. Government Agency Debt Y 2017-04-20 2017-04-20 2017-04-20 N N N 0.0066 4701612.10 4701612.10 0.0008 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.875000% 3137EADT3 US3137EADT30 U.S. Government Agency Debt Y 2017-02-22 2017-02-22 2017-02-22 N N N 0.0047 6215694.57 6215694.57 0.0011 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.500000% 3137EADU0 US3137EADU03 U.S. Government Agency Debt Y 2017-01-27 2017-01-27 2017-01-27 N N N 0.0045 9001711.08 9001711.08 0.0015 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 0.250000% 0001168163 46699D001_0.25_1201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US Treasury Note 2024-11-30 2.250000 102172000.00 102000861.90 U.S. Treasuries (including strips) Y 2016-12-01 2016-12-01 2016-12-01 N N N 0.0025 100000845.00 100000845.00 0.0171 N Y Y N HSBC USA, Inc. 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Mizuho Securities USA, Inc. 0.260000% 0000812291 926ELZ001_0.26_1201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US Treasury Note 2023-03-31 1.500000 158496000.00 152999999.04 U.S. Treasuries (including strips) Y 2016-12-01 2016-12-01 2016-12-01 N N N 0.0026 150000000.00 150000000.00 0.0256 N Y Y N Federal Reserve Bank Federal Reserve Bank 0.250000% 0001457970 ARP0D2RF3_0.25_1201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US Treasury Note 2019-10-31 1.250000 65915100.00 65828877.22 U.S. Treasuries (including strips) US Treasury Note 2022-05-15 1.750000 188800.00 187166.91 U.S. Treasuries (including strips) US Treasury Note 2023-04-30 1.625000 15114800.00 14726586.72 U.S. Treasuries (including strips) US Treasury Note 2022-02-15 2.000000 5900.00 5969.34 U.S. Treasuries (including strips) US Treasury Bond 2042-11-15 2.750000 19952700.00 19252150.78 U.S. Treasuries (including strips) Y 2016-12-01 2016-12-01 2016-12-01 N N N 0.0025 100000000.00 100000000.00 0.0171 N Y Y N Bank of America NA Bank of America NA 0.270000% 0001102113 ARP0D2RZ9_0.27_1201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federnal Farm Credit Systemwide Bonds 2023-11-01 1.875000 3312000.00 3236189.70 Agency Collateralized Mortgage Obligation Federnal Farm Credit Systemwide Bonds 2022-11-01 1.750000 81235000.00 79654956.68 Agency Collateralized Mortgage Obligation Federnal Farm Credit Systemwide Bonds 2024-05-21 2.400000 34513000.00 34409115.87 Agency Collateralized Mortgage Obligation Y 2016-12-01 2016-12-01 2016-12-01 N N N 0.0027 115000000.00 115000000.00 0.0196 N Y Y N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.280000% 0000947263 ARP0D2S39_0.28_1201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US Treasury Note 2019-04-15 0.125000 40445500.00 42030647.92 Agency Collateralized Mortgage Obligation US Treasury Note 2018-04-15 0.125000 80922500.00 84993268.09 Agency Collateralized Mortgage Obligation US Treasury Note 2045-02-15 0.750000 26203600.00 25591614.16 Agency Collateralized Mortgage Obligation US Treasury Note 2028-01-15 1.750000 41070200.00 53383940.46 Agency Collateralized Mortgage Obligation US Treasury Note 2027-01-15 2.375000 6636100.00 9415455.74 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank 2020-08-28 1.680000 2250000.00 2246137.50 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank 2018-04-16 0.522060 68000000.00 67939005.59 Agency Collateralized Mortgage Obligation Y 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 280000000.00 280000000.00 0.0478 N Y Y N RBC Capital Markets RBC Capital Markets 0.270000% 0000050916 ARP0D2S62_0.27_1201 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 2040-06-01 3.812000 5000000.00 848638.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2039-05-01 2.651000 1132700.00 242218.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2020-01-01 4.500000 4555000.00 210774.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2046-05-01 3.500000 42200.00 40737.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2046-05-01 3.500000 4992042.00 4989656.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2046-05-01 3.500000 70208.00 70060.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2046-06-01 3.500000 14278648.00 14280885.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2046-02-01 3.500000 2094209.00 1924230.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2035-04-01 2.687000 18064320.00 535957.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2042-12-01 2.310000 48160.00 22151.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2042-05-01 2.803000 837233.00 772424.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2019-01-01 2.666000 233700.00 238870.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 2018-06-01 3.647000 189500.00 194404.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 2036-10-01 4.210000 2787841.00 36645.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 2035-02-01 2.661000 320200.00 38701.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 2040-07-01 2.841000 12393102.00 11188817.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 2036-12-01 2.759000 353648.00 64537.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 2037-12-01 2.610000 1452.00 185.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 2034-05-01 2.952000 3047.00 102.51 Agency Collateralized Mortgage Obligation Y 2016-12-01 2016-12-01 2016-12-01 N N N 0.0027 35000000.00 35000000.00 0.0060 N Y Y N Credit Suisse First Boston Credit Suisse First Boston 0.270000% 0001053092 ARP0D2S96_0.27_1201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US Treasury Note 2016-12-01 1.625000 102150000.00 102002905.16 U.S. Treasuries (including strips) Y 2016-12-01 2016-12-01 2016-12-01 N N N 0.0027 100000000.00 100000000.00 0.0171 N Y Y N Mizuho Securities USA, Inc. Mizuho Securities USA, Inc. 0.270000% 0000812291 ARP0D2VN1_0.27_1201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US Treasury Note 2016-12-31 0.625000 181000.00 181498.57 Agency Collateralized Mortgage Obligation US Treasury Note 2016-12-15 0.625000 2448100.00 2455123.24 Agency Collateralized Mortgage Obligation US Treasury Note 2018-11-30 1.250000 7500000.00 7521097.50 Agency Collateralized Mortgage Obligation US Treasury Note 2024-11-15 2.250000 202100.00 202627.95 Agency Collateralized Mortgage Obligation US Treasury Note 2017-06-30 0.625000 2447200.00 2452604.65 Agency Collateralized Mortgage Obligation US Treasury Note 2017-04-15 0.875000 45154900.00 45254230.36 Agency Collateralized Mortgage Obligation US Treasury Note 2018-03-15 1.000000 1997000.00 2002129.19 Agency Collateralized Mortgage Obligation US Treasury Note 2017-02-28 0.875000 39850100.00 39975133.10 Agency Collateralized Mortgage Obligation US Treasury Note 2020-01-31 1.375000 4321900.00 4336198.68 Agency Collateralized Mortgage Obligation US Treasury Note 2018-01-31 0.875000 3100000.00 3107055.03 Agency Collateralized Mortgage Obligation US Treasury Note 2018-01-15 0.875000 4159000.00 4170696.15 Agency Collateralized Mortgage Obligation US Treasury Note 2017-01-15 0.750000 540000.00 541687.77 Agency Collateralized Mortgage Obligation Y 2016-12-01 2016-12-01 2016-12-01 N N N 0.0027 110000000.00 110000000.00 0.0188 N Y Y N AllianceBernstein Fixed Income Shares 2016-12-07 \\s\\Vercelia Petty Vercelia Petty Assistant Controller