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Credit Suisse Holdings USA, Inc. 1.030000% 0001053092 ARP0ENHS9_1.03_0801 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2.000000 121355000.00 121150065.50 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2.250000 51868000.00 52253259.55 U.S. Treasuries (including strips) Y 2017-08-01 2017-08-01 2017-08-01 N N N 0.0103 170000000.00 170000000.00 0.0280 N Y Y N Bank of America NA Bank of America NA 1.050000% B4TYDEB6GKMZO031MB27 0001102113 ARP0ENHU4_1.05_0801 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Tenn Valley Authority 2024-09-15 0.00 5576000.00 4636332.48 Agency Collateralized Mortgage Obligation Tenn Valley Authority 2024-04-01 0.00 2308000.00 1950675.44 Agency Collateralized Mortgage Obligation Resolution Funding Strip 2029-10-15 0.00 7065000.00 4942956.60 U.S. Treasuries (including strips) Resolution Funding Strip 2024-10-15 0.00 5374000.00 4499220.28 U.S. Treasuries (including strips) Resolution Funding Strip 2028-07-15 0.00 3845000.00 2810848.80 U.S. Treasuries (including strips) Resolution Funding Strip 2027-07-15 0.00 12700000.00 9598435.95 U.S. Treasuries (including strips) Resolution Funding Strip 2026-07-15 0.00 7487000.00 5927907.12 U.S. Treasuries (including strips) Resolution Funding Strip 2029-04-15 0.00 12800000.00 9156698.75 U.S. Treasuries (including strips) Resolution Funding Strip 2026-04-15 0.00 12700000.00 10100000.00 U.S. Treasuries (including strips) Resolution Funding Strip 2028-01-15 0.00 11600000.00 8599083.90 U.S. Treasuries (including strips) Y 2017-08-01 2017-08-01 2017-08-01 N N N 0.0105 61000000.00 61000000.00 0.0100 N Y Y N Goldman Sachs & Co. 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Mizuho Securities USA, Inc. 1.050000% 0000812291 ARP0ENKA4_1.05_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 N.A. 2020-06-15 1.500000 106865200.00 107100062.56 U.S. Treasuries (including strips) Y 2017-08-01 2017-08-01 2017-08-01 N N N 0.0105 105000000.00 105000000.00 0.0173 N Y Y N AllianceBernstein Fixed Income Shares 2017-08-07 \\s\\Vercelia Petty Vercelia Petty Assistant Controller