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20360225 FLT-Private Label Collateralized Mortgage Obligations 2036-02-25 2.799 77279861.00 2976006.91 Asset-Backed Securities STRUCTURED ASSET MTG 2006-AR7 A-2A 20360825 FLT-Private Label Collateralized Mortgage Obligations 2036-08-25 2.719 52429206.00 1590187.62 Asset-Backed Securities STRUCTURED ASSET MTG 2007-AR6 A-1 20470825 FLT-Private Label Collateralized Mortgage Obligations 2047-08-25 3.831 2238076.00 711240.30 Asset-Backed Securities SYNCHRONY CC MSTR NT TR 2016-1 A 20220315 2.04000-Asset-Backed Securities 2022-03-15 2.040 373884.00 374084.65 Asset-Backed Securities WAMU MTG CERT 2006-AR1 1A-1B 20460125 FLT-Private Label Collateralized Mortgage Obligations 2046-01-25 3.401 2327573.00 336071.74 Asset-Backed Securities VOLKSWAGEN GROUP AMER FIN LLC SR GLBL REGS 23-Corporate Debt Securities 2023-11-13 4.250 1.00 1.03 Asset-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0253 95000000.00 95000000.00 0.0085 N Y Y N - N/A - CANADIAN IMP BK COMM NY CANADIAN IMP BK COMM NY 13606BD78 Certificate of Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2019-03-18 2020-03-18 2020-03-18 N N N 0.0282 54043941.96 54043941.96 0.0048 N N N N - N/A - CANADIAN IMP BK COMM NY CANADIAN IMP BK COMM NY 13606BA48 Certificate of Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2019-03-04 2019-05-02 2019-05-02 N N N 0.0271 205066420.00 205066420.00 0.0183 N N N N - N/A - CANCARA ASSET SECURITISATION LTD CANCARA ASSET SECURITISATION LTD 13738KR33 Asset Backed Commercial Paper Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-04-03 2019-04-03 2019-04-03 N N Y LLOYDS BANK PLC Fully Supported 1.0000 FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 0.0290 84800590.00 84800590.00 0.0076 N N N N - N/A - CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 36027 0000091154 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA REMIC TR 1998-22 SA 20280418 FLT-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2028-04-18 6.118 111.00 0.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2020-11-15 7.000 43000.00 101.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2021-05-15 6.500 24500.00 36.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2021-07-15 7.950 73000.00 0.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2021-07-15 6.500 19000.00 115.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2021-07-15 8.000 34000.00 317.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2022-03-15 7.750 14000.00 81.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2022-02-15 7.000 3262000.00 27032.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2022-07-15 7.000 21000.00 201.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2023-05-15 6.500 6000.00 310.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2023-05-15 14.912 10000.00 90.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2023-04-15 7.000 10000.00 1237.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2023-05-15 7.000 7000.00 251.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2023-06-15 5.000 10000.00 805.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2023-07-15 7.000 95000.00 4287.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2043-09-15 3.391 40918702.00 3681231.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2044-03-15 3.441 39589213.00 3585747.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2044-08-15 3.540 53638238.00 6107202.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2044-09-15 3.540 3007546.00 311281.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2023-08-15 7.000 7000.00 1481.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2023-10-15 12.742 185000.00 2241.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2023-12-15 6.500 13000.00 1186.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2024-03-25 10.781 25000.00 385.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2026-06-15 8.000 10000.00 692.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2026-09-15 8.000 50000.00 2980.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2027-04-15 5.990 25000.00 12.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2029-01-15 6.000 5220000.00 345799.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2021-01-15 9.500 75000.00 8.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2020-10-15 9.000 40000.00 10.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2021-03-25 9.000 58000.00 115.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2021-03-25 5.000 10000.00 18.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2021-06-25 6.500 17000.00 65.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2021-06-25 6.500 9000.00 52.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2021-05-25 6.500 5000.00 14.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2021-05-25 8.500 10000.00 16.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2021-05-25 6.500 13000.00 77.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2021-09-25 8.500 29000.00 147.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2021-10-25 8.500 19000.00 34.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2021-12-25 13.640 30000.00 39.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2022-05-25 8.250 78000.00 312.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2022-04-25 6.500 215500.00 1086.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2022-07-25 7.000 18000.00 75.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2022-04-25 8.000 1000.00 17.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2022-05-25 8.000 14000.00 76.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2022-07-25 7.000 29000.00 62.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2022-06-25 7.500 13000.00 59.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2022-06-25 7.000 88000.00 145.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2022-08-25 8.000 3000.00 58.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2022-07-25 7.000 6000.00 43.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2023-03-25 7.500 14000.00 179.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2023-05-25 7.200 12000.00 294.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2023-04-25 17.893 10000.00 42.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2023-07-25 6.500 5000.00 89.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2023-09-25 7.000 6000.00 129.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2023-08-25 7.000 15000.00 189.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2023-11-25 10.000 5000.00 255.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2023-12-25 10.000 8000.00 187.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2023-12-25 7.000 15000.00 1377.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2028-06-17 6.000 1000.00 92.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2019-06-25 6.900 69000.00 12.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2019-12-25 9.150 25000.00 19.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2041-09-25 5.250 68371000.00 31351857.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2041-03-25 4.040 67194999.00 1730598.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2041-10-25 3.939 22399000.00 1082928.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2040-11-25 5.179 725000.00 492819.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2039-11-25 0.300 71453590.00 61696.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2041-08-25 4.139 62350400.00 1585111.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2041-12-25 4.010 200400.00 10343.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2042-02-25 3.990 49291146.00 3508584.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2042-03-25 3.990 30046698.00 1224080.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2040-06-25 4.110 34167000.00 913525.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2042-06-25 4.040 10289609.00 621178.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2042-06-25 3.470 40000000.00 1311856.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2042-07-25 3.489 91319047.00 5541674.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2039-05-25 3.540 77179569.00 1132736.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2042-10-25 3.589 44524848.00 2493459.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2033-06-25 3.000 360000.00 224505.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2043-06-25 3.640 47156928.00 4352206.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2044-04-25 3.590 125000000.00 2945238.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2044-11-25 3.640 126883333.00 7225101.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2045-02-25 3.589 26891448.00 2529698.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2044-02-25 3.639 31625735.00 1194187.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2045-05-25 3.089 622683.00 35159.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2045-07-25 3.109 1178881.00 122575.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2045-08-25 3.740 71470658.00 4147754.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-02-25 3.000 1000.00 930.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2045-11-25 3.189 74109881.00 3979115.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-04-25 3.589 74455460.00 5302267.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-04-25 3.590 45620103.00 3116546.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-07-25 3.489 103000000.00 13423868.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-10-25 3.540 20500860.00 1771765.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-08-25 3.490 12101178.00 1654770.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-09-25 3.589 125423989.00 10542473.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-09-25 3.589 23000000.00 2233248.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-01-25 3.500 15799.00 4879.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2042-08-25 2.500 35277.00 31626.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2056-12-25 3.390 14950182.00 1808121.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-12-25 3.540 83467352.00 7833035.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-03-25 3.589 50226914.00 4427342.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-05-25 3.000 3000.00 2715.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2057-08-25 3.590 69964263.00 10163570.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-09-25 1.080 55217136.00 969393.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2057-12-25 3.590 94519741.00 12766363.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-12-25 3.740 53813862.00 5878722.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-12-25 3.500 8166702.00 8307801.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2048-03-25 3.690 45025498.00 8114448.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 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Association-Agency Debentures and Agency Strips 2043-08-01 3.500 16338513.00 1624596.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2043-01-01 4.000 655843.00 52324.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-03-15 3.591 30000000.00 280624.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-04-15 4.141 25071081.00 209796.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-12-25 4.099 38077864.00 150551.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-01-25 3.870 21509000.00 201019.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 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1442091.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2039-06-01 6.000 11273707.00 1124309.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-11-25 4.500 43533333.00 1043427.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-12-25 3.520 54266890.00 1352142.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-03-01 4.500 6516160.00 5906075.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 4.000 4696568.00 4734822.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-11-01 4.500 20364288.00 19829495.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-01 4.500 8453376.00 8672355.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-10-01 4.000 5857472.00 5349711.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-06-01 4.000 20621506.00 20531113.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2032-10-20 5.097 156683221.00 228438.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-09-16 4.089 54653687.00 226842.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-05-16 4.040 95000000.00 430766.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-01-20 4.647 100000000.00 242462.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-05-16 3.689 49275000.00 596130.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-03-20 4.317 38716042.00 214546.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-05-16 4.290 33655032.00 469408.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-10-20 3.646 50000000.00 185621.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-11-16 4.040 35825431.00 390210.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-01-20 4.012 189320820.00 780809.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-06-16 3.730 40000000.00 461835.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-11-20 3.746 19234064.00 1457966.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-05-20 4.000 6814249.00 1101817.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-02-16 4.040 10650100.00 224402.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-07-20 3.426 68833750.00 1550074.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-09-20 2.896 69305074.00 989406.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-09-20 2.897 4303784.00 87012.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-01-16 3.439 4354204.00 148932.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-05-16 3.600 28271213.00 592504.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-07-16 3.589 9518542.00 388961.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-11-16 3.539 30987353.00 1450926.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-16 4.089 3789148.00 332398.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2027-10-16 3.500 10157011.00 458891.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-12-16 4.500 54005500.00 1666974.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-16 3.589 36200359.00 1662713.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-05-20 3.696 15853103.00 1468041.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-11-16 5.500 27508339.00 1087029.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-07-16 3.639 7409614.00 219727.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-09-20 3.547 44800000.00 1581584.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-03-16 5.500 24850454.00 1862438.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-04-16 3.089 40000000.00 1792242.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-06-16 3.589 27514650.00 1172715.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-12-20 4.147 5026994.00 104330.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-10-16 3.089 33572196.00 1553755.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-02-16 6.000 11310000.00 1150207.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-07-20 3.500 28571428.00 1704471.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-01-20 3.696 13238381.00 865841.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-03-20 4.000 12861258.00 1669913.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-04-20 3.500 10310143.00 1662317.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-10-20 3.500 16687304.00 1567096.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-04-20 3.500 11102571.00 1260385.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-01-20 3.000 3095089.00 134357.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-06-20 3.500 10745017.00 1499666.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-04-20 4.000 2145965.00 279035.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-09-20 3.500 9000000.00 1800234.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 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200037400.00 200037400.00 0.0179 N N N N - N/A - SUMITOMO MITSUI BANKING SUMITOMO MITSUI BANKING 86565BVQ1 Certificate of Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-06-21 2019-06-21 2019-06-21 N N N 0.0259 25001456.25 25001456.25 0.0022 N N N N - N/A - SUMITOMO MITSUI TRUST BANK LTD (SI SUMITOMO MITSUI TRUST BANK LTD (SI 86564XQK3 Financial Company Commercial Paper Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-03-19 2019-03-19 2019-03-19 N N N 0.0284 95877082.56 95877082.56 0.0086 N N N N - N/A - SUMITOMO MITSUI TRUST BANK LTD (SI SUMITOMO MITSUI TRUST BANK LTD (SI 36689 Financial Company Commercial Paper Y 2019-06-06 2019-06-06 2019-06-06 N N N 0.0259 59576966.40 59576966.40 0.0053 N N N N - N/A - SUMITOMO MITSUI TRUST NY SUMITOMO MITSUI TRUST NY 86564FLK7 Certificate of Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-03-18 2019-04-18 2019-04-18 N N N 0.0274 110023423.40 110023423.40 0.0098 N N N N - N/A - SUMITOMO MITSUI TRUST NY SUMITOMO MITSUI TRUST NY 86565BTE1 Certificate of Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-05-09 2019-05-09 2019-05-09 N N N 0.0280 50025966.00 50025966.00 0.0045 N N N N - N/A - SVENSKA HANDELSBANKEN NY SVENSKA HANDELSBANKEN NY 86958JS34 Certificate of Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-05-22 2019-05-22 2019-05-22 N N N 0.0272 100024680.00 100024680.00 0.0089 N N N N - N/A - TORONTO-DOMINION BANK TORONTO-DOMINION BANK 89120DKA6 Financial Company Commercial Paper Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-03-11 2019-09-11 2019-09-11 N N N 0.0287 250096015.00 250096015.00 0.0224 N N N N - N/A - TORONTO-DOMINION BANK TORONTO-DOMINION BANK 89120DKW8 Financial Company Commercial Paper Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-05-07 2019-11-06 2019-11-06 N N N 0.0295 175215083.75 175215083.75 0.0157 N N N N - N/A - TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 89233HSW5 Financial Company 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40032898.40 40032898.40 0.0036 N N N N - N/A - WELLS FARGO BANK NA WELLS FARGO BANK NA 94989R3N6 Certificate of Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2019-05-20 2019-11-20 2019-11-20 N N N 0.0285 125197992.50 125197992.50 0.0112 N N N N - N/A - WESTPAC BANKING CORP WESTPAC BANKING CORP 9612C4YP0 Financial Company Commercial Paper Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-03-08 2019-03-08 2019-03-08 N N N 0.0292 95010355.00 95010355.00 0.0085 N N N N - N/A - Dreyfus Cash Management 2019-03-18 /S/John Delise John Delise Treasury Manager