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Agency Standard and Poor's Ratings Services AA+ 2017-08-18 2017-08-18 2017-08-18 N N N 0.0104 8000696.00 8000696.00 0.0074 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.142000% 3130A7BZ7 US3130A7BZ73 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-08-21 2017-08-21 2017-08-21 N N N 0.0108 5000560.00 5000560.00 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.211000% 3130A7DS1 US3130A7DS13 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-09-13 2017-09-13 2017-09-13 N N N 0.0108 8502091.00 8502091.00 0.0079 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.182000% 3130A7F83 US3130A7F836 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-09-01 2017-09-01 2017-09-01 N N N 0.0112 9001314.00 9001314.00 0.0083 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.237000% 3130A7WH4 US3130A7WH47 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-10-27 2017-10-27 2017-10-27 N N N 0.0108 15005370.00 15005370.00 0.0139 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.090000% 3130A7XD2 US3130A7XD24 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-08-01 2017-11-01 2017-11-01 N N N 0.0108 10003770.00 10003770.00 0.0092 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.030000% 3130A93Y5 US3130A93Y54 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-08-16 2018-02-16 2018-02-16 N N N 0.0109 10003650.00 10003650.00 0.0092 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.022000% 3130A94Z1 US3130A94Z11 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-08-22 2018-02-22 2018-02-22 N N N 0.0109 10003730.00 10003730.00 0.0092 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.002000% 3130A96R7 US3130A96R76 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-08-24 2017-11-24 2017-11-24 N N N 0.0108 10001110.00 10001110.00 0.0092 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.949000% 3130A9A43 US3130A9A437 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-08-25 2017-08-25 2017-08-25 N N N 0.0108 4999975.00 4999975.00 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.213000% 3130A9BE0 US3130A9BE01 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-08-28 2017-08-28 2017-08-28 N N N 0.0106 10001150.00 10001150.00 0.0092 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.080000% 3130A9HG9 US3130A9HG94 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-09-16 2018-03-16 2018-03-16 N N N 0.0113 5000405.00 5000405.00 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.080000% 3130A9J85 US3130A9J859 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-09-16 2018-03-16 2018-03-16 N N N 0.0110 5001405.00 5001405.00 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.182000% 3130AA6L7 US3130AA6L72 U.S. Government Agency Debt Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services AA+ 2017-08-22 2017-08-22 2017-08-22 N N N 0.0105 4000312.00 4000312.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.179000% 3130AA7D4 US3130AA7D48 U.S. Government Agency Debt Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services AA+ 2017-08-21 2017-08-21 2017-08-21 N N N 0.0105 15001065.00 15001065.00 0.0139 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.979000% 3130AAAX6 US3130AAAX61 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-08-23 2018-02-23 2018-02-23 N N N 0.0109 3998704.00 3998704.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.053000% 3130AAD70 US3130AAD704 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-09-05 2018-06-05 2018-06-05 N N N 0.0110 5001780.00 5001780.00 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.199000% 3130AAE61 US3130AAE611 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-08-08 2018-03-08 2018-03-08 N N N 0.0108 10007460.00 10007460.00 0.0092 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.994000% 3130AATJ7 US3130AATJ76 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-08-14 2017-08-14 2017-08-14 N N N 0.0105 4999910.00 4999910.00 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.093000% 3130AB6X9 US3130AB6X92 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-08-19 2018-10-19 2018-10-19 N N N 0.0111 1999668.00 1999668.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.038000% 3130ABAB2 US3130ABAB25 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-08-20 2017-10-20 2017-10-20 N N N 0.0106 999959.00 999959.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.070000% 3130ABAT3 US3130ABAT33 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-08-25 2018-04-25 2018-04-25 N N N 0.0109 4999295.00 4999295.00 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.064000% 3130ABC38 US3130ABC381 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-08-29 2018-01-29 2018-01-29 N N N 0.0107 4999725.00 4999725.00 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.087000% 3130ABH82 US3130ABH828 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-08-24 2018-07-24 2018-07-24 N N N 0.0110 7999384.00 7999384.00 0.0074 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.087000% 3130ABHQ2 US3130ABHQ21 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-08-25 2018-05-25 2018-05-25 N N N 0.0109 16999235.00 16999235.00 0.0157 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.133000% 3130ABNL6 US3130ABNL69 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-08-27 2018-12-27 2018-12-27 N N N 0.0115 6998516.00 6998516.00 0.0065 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.114000% 3130ABT97 US3130ABT971 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-08-22 2018-10-22 2018-10-22 N N N 0.0114 19995140.00 19995140.00 0.0185 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.000000% 313385JX5 US313385JX53 313385JX5 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2017-08-02 2017-08-02 2017-08-02 N N N 0.0100 9999730.00 9999730.00 0.0092 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.000000% 313385KG0 US313385KG02 U.S. Government Agency Debt Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-08-11 2017-08-11 2017-08-11 N N N 0.0100 9997250.00 9997250.00 0.0092 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.000000% 313385KM7 US313385KM79 313385KM7 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2017-08-16 2017-08-16 2017-08-16 N N N 0.0100 5997522.00 5997522.00 0.0055 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.000000% 313385LR5 US313385LR57 U.S. Government Agency Debt Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-09-13 2017-09-13 2017-09-13 N N N 0.0102 2996418.00 2996418.00 0.0028 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.000000% 313385LS3 US313385LS31 U.S. Government Agency Debt Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-09-14 2017-09-14 2017-09-14 N N N 0.0102 14981670.00 14981670.00 0.0138 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.000000% 313385LW4 US313385LW43 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2017-09-18 2017-09-18 2017-09-18 N N N 0.0102 19973340.00 19973340.00 0.0185 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.000000% 313385LY0 US313385LY09 U.S. Government Agency Debt Y Moody's Investors Service, Inc. 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Aaa Standard and Poor's Ratings Services AA+ 2017-12-08 2017-12-08 2017-12-08 N N N 0.0110 5976780.00 5976780.00 0.0055 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.000000% 313385QK5 313385QK5 U.S. Government Agency Debt Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-12-12 2017-12-12 2017-12-12 N N N 0.0110 4855548.75 4855548.75 0.0045 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.258300% 3133EFLT2 US3133EFLT21 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-08-28 2017-08-28 2017-08-28 N N N 0.0100 15002880.00 15002880.00 0.0139 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.284400% 3133EFNV5 US3133EFNV58 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-08-10 2017-08-10 2017-08-10 N N N 0.0100 10000740.00 10000740.00 0.0092 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.144400% 3133EG6H3 US3133EG6H30 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-08-09 2018-11-09 2018-11-09 N N N 0.0111 10005050.00 10005050.00 0.0092 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.237800% 3133EGK61 US3133EGK611 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-08-20 2018-02-20 2018-02-20 N N N 0.0107 1001439.00 1001439.00 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.343900% 3133EGSE6 US3133EGSE61 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-08-29 2018-08-29 2018-08-29 N N N 0.0110 20051400.00 20051400.00 0.0185 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.217200% 3133EGVD4 US3133EGVD42 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-08-22 2017-11-22 2017-11-22 N N N 0.0104 10005540.00 10005540.00 0.0092 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.875000% 3133XMCL3 US3133XMCL36 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-09-08 2017-09-08 2017-09-08 N N N 0.0114 5019035.00 5019035.00 0.0046 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.274100% 3134G9K71 S6XOOCT0IEG5ABCC6L87 US3134G9K717 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-10-08 2018-01-08 2018-01-08 N N N 0.0107 10009420.00 10009420.00 0.0092 N N N N Federal National Mortgage Association Federal National Mortgage Association 1.275200% 3135G0M34 B1V7KEBTPIMZEU4LTD58 US3135G0M349 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-10-11 2018-01-11 2018-01-11 N N N 0.0111 15011340.00 15011340.00 0.0139 N N N N U.S. Treasury Note U.S. Treasury Note 0.875000% 912828D49 US912828D499 U.S. Treasury Debt Y Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2017-08-15 2017-08-15 2017-08-15 N N N 0.0094 16999541.00 16999541.00 0.0157 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.750000% 912828HA1 US912828HA15 U.S. Treasury Debt Y Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2017-08-15 2017-08-15 2017-08-15 N N N 0.0094 12017580.00 12017580.00 0.0111 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.875000% 912828NW6 US912828NW60 U.S. Treasury Debt Y Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2017-08-31 2017-08-31 2017-08-31 N N N 0.0095 15011205.00 15011205.00 0.0139 N Y Y N BNP Paribas Securities Corp. BNP Paribas Securities Corp. 1.010000% 0001197610 ARP0E8YY0_1.01_0807 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp. 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P-1 Standard and Poor's Ratings Services A-1 2017-08-07 2017-08-07 2017-09-20 Y BNP Paribas SA 1.0000 7 N Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0101 15000000.00 15000000.00 0.0139 N N Y N RBC Capital Markets LLC RBC Capital Markets LLC 1.110000% 549300LCO2FLSSVFFR64 0000050916 ARP0ECKO8_1.11_0921 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-11-01 2.121000 10800000.00 5133584.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-01-01 3.050000 1000.00 1020.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-01-01 3.145000 1000.00 1027.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-02-01 3.500000 1590.00 1610.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-09-01 3.500000 1315.00 1297.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-06-01 4.000000 8294.00 8721.40 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-07-20 3.000000 1000.00 1018.10 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-06-15 3.490000 2332.00 2474.91 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. 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S6XOOCT0IEG5ABCC6L87 2032-04-01 2.500000 14290.00 14149.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-02-01 3.000000 6258.00 4689.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-06-01 3.059000 6143.00 6331.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-12-01 3.384000 38770.00 10611.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-09-01 3.500000 1000.00 986.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2046-06-01 3.500000 3895.00 3973.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2029-05-01 3.500000 1345419.00 1034964.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-09-01 3.500000 1927869.00 1064371.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-07-01 3.500000 2567.00 2654.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-09-01 3.685000 57705.00 9791.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-01-01 4.000000 1017737.00 1046199.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-03-01 4.000000 239289.00 246059.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-12-01 4.000000 1120627.00 930706.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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Credit Agricole Corp. 1.060000% 1VUV7VQFKUOQ 0001330437 ARP0ENKL0_1.06_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 2041-03-01 3.076000 25939000.00 4623706.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2041-08-01 2.679000 24700000.00 5915214.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-03-01 4.000000 21900000.00 15147381.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2030-06-01 3.000000 20300000.00 15337240.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-09-01 4.000000 30700000.00 15347841.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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