Annual Report on Identity of Execution Venues and Quality of Execution for Agency Securities Lending,,,,,,
Class of Instrument:,,Securities Financing Transactions,,,,
Notification if <1 average trade per business day in the previous Year,,N,,,,
Top five Venues ranked in terms of trading volumes (descending order),,Proportion of volume traded as a % of total in that class,Proportion of orders executed as % of total in that class,,% of aggressive orders,% of directed orders
Equilend,213800BUOJT8E71MBB36,27.24%,56.81%,,N/A,N/A
J.P. Morgan Securities LLC,ZBUT11V806EZRVTWT807,13.31%,3.08%,,N/A,N/A
Societe Generale                                  ,O2RNE8IBXP4R0TD8PU41,5.65%,1.27%,,N/A,N/A
Citigroup Global Markets Limited                  ,XKZZ2JZF41MRHTR1V493,3.52%,0.92%,,N/A,N/A
CREDIT SUISSE AG                                  ,ANGGYXNX0JLX3X63JN86,2.97%,0.50%,,N/A,N/A
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Annual Report on Identity of Execution Venues and Quality of Execution for Agency Cash Investment,,,,,,
Class of Instrument:,,Debt instruments: Bonds,,,,
Notification if <1 average trade per business day in the previous Year,,N,,,,
Top five Venues ranked in terms of trading volumes (descending order),,Proportion of volume traded as a % of total in that class,Proportion of orders executed as % of total in that class,% of passive orders,% of aggressive orders,% of directed orders
Bloomberg Trading Facility Limited,BMTF,30.68%,53.43%,N/A,N/A,N/A
"BOFA SECURITIES, INC.",549300HN4UKV1E2R3U73,16.67%,12.17%,N/A,N/A,N/A
J.P. MORGAN SECURITIES LLC,ZBUT11V806EZRVTWT807,16.40%,10.05%,N/A,N/A,N/A
"RBC Capital Markets, LLC",549300LCO2FLSSVFFR64,12.02%,5.82%,N/A,N/A,N/A
BARCLAYS CAPITAL INC.,AC28XWWI3WIBK2824319,7.22%,6.35%,N/A,N/A,N/A
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Annual Report on Identity of Execution Venues and Quality of Execution for Agency Cash Investment,,,,,,
Class of Instrument:,,Debt instruments: Bonds Traded on Bloomberg MTF,,,,
Notification if <1 average trade per business day in the previous Year,,N,,,,
Top five Venues ranked in terms of trading volumes (descending order),,Proportion of volume traded as a % of total in that class,Proportion of orders executed as % of total in that class,% of passive orders,% of aggressive orders,% of directed orders
BGC BROKERS L.P.,ZWNFQ48RUL8VJZ2AIC12,12.20%,20.10%,N/A,N/A,N/A
"BOFA SECURITIES, INC.",DL6FFRRLF74S01HE2M14,11.87%,21.16%,N/A,N/A,N/A
THE TORONTO-DOMINION BANK,PT3QB789TSUIDF371261,4.57%,8.47%,N/A,N/A,N/A
J.P. MORGAN SECURITIES PLC,K6Q0W1PS1L1O4IQL9C32,1.10%,1.59%,N/A,N/A,N/A
"BOFA SECURITIES, INC.",GUNTJCA81C7IHNBGI392,0.56%,1.06%,N/A,N/A,N/A
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,,,,,,
Annual Report on Identity of Execution Venues and Quality of Execution for Agency Cash Investment,,,,,,
Class of Instrument:,,Debt Instruments: Money market instruments,,,,
Notification if <1 average trade per business day in the previous Year,,N,,,,
Top five Venues ranked in terms of trading volumes (descending order),,Proportion of volume traded as a % of total in that class,Proportion of orders executed as % of total in that class,% of passive orders,% of aggressive orders,% of directed orders
Cooperatieve Rabobank U.A.,DG3RU1DBUFHT4ZF9WN62,10.84%,11.72%,N/A,N/A,N/A
"RBC Capital Markets, LLC",549300LCO2FLSSVFFR64,8.83%,5.68%,N/A,N/A,N/A
J.P. MORGAN SECURITIES LLC,ZBUT11V806EZRVTWT807,7.95%,6.87%,N/A,N/A,N/A
 J.P. MORGAN SECURITIES PLC,K6Q0W1PS1L1O4IQL9C32,7.69%,7.60%,N/A,N/A,N/A
"BOFA SECURITIES, INC.",549300HN4UKV1E2R3U73,6.62%,5.68%,N/A,N/A,N/A
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Annual Report on Identity of Execution Venues and Quality of Execution for Agency Cash Investment,,,,,,
Class of Instrument:,,Securities Financing Transactions,,,,
Notification if <1 average trade per business day in the previous Year,,N,,,,
Top five Venues ranked in terms of trading volumes (descending order),,Proportion of volume traded as a % of total in that class,Proportion of orders executed as % of total in that class,,,
SOCIETE GENERALE,O2RNE8IBXP4R0TD8PU41,10.23%,7.73%,,,
The Toronto-Dominion Bank,PT3QB789TSUIDF371261,9.20%,1.54%,,,
BNP PARIBAS,R0MUWSFPU8MPRO8K5P83,7.78%,6.65%,,,
NATIONAL BANK OF CANADA FINANCIAL INC.,549300K66TF1ST7A3V76,6.69%,2.55%,,,
Scotiabank Europe PLC,5G6NVP4WADOI32VUUB17,5.83%,0.97%,,,