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LLC Siemens Capital Co. LLC 2.408 82619UT38 EOSCVWUER252U910GR08 US82619UT386 Non-Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-06-03 2019-06-03 2019-06-03 N N N 0.0241 4999010.40 4999010.40 0.0131 N Y Y N Hydro-Quebec Hydro-Quebec 2.461 44881MTM5 6THEVG93PYJH84S4D167 US44881MTM54 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-06-21 2019-06-21 2019-06-21 N N N 0.0246 1997172.00 1997172.00 0.0053 N N N N Hydro-Quebec Hydro-Quebec 2.475 44881MU84 6THEVG93PYJH84S4D167 US44881MU848 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-07-08 2019-07-08 2019-07-08 N N N 0.0248 2294088.36 2294088.36 0.0060 N N N N ING Bank NV ING Bank NV 2.500 449786BD3 3TK20IVIUJ8J3ZU0QE75 US449786BD37 Other Instrument Fixed Rate Corporate Note Y Fitch - BR AA- Moody's - BR Aa3 Standard & Poor's - BR A+ 2019-10-01 2019-10-01 2019-10-01 N N N 0.0251 1825891.21 1825891.21 0.0048 N N N N ING Bank NV ING Bank NV 1.650 449786BH4 3TK20IVIUJ8J3ZU0QE75 US449786BH41 Other Instrument Fixed Rate Corporate Note Y Fitch - BR AA- Moody's - BR Aa3 Standard & Poor's - BR A+ 2019-08-15 2019-08-15 2019-08-15 N N N 0.0258 2430264.87 2430264.87 0.0064 N N N N Skandinaviska Enskilda Banken AB, New York Skandinaviska Enskilda Banken AB, New York 2.603 83050PAB5 F3JS33DEI6XQ4ZBPTN86 US83050PAB58 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2019-07-11 2019-10-11 2019-10-11 N N N 0.0251 1999990.56 1999990.56 0.0053 N N N N Standard Chartered Bank, New York Standard Chartered Bank, New York 2.600 85325T3K9 RILFO74KP1CM8P6PCT96 US85325T3K94 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-06-24 2019-10-23 2019-10-23 N N N 0.0254 3000866.25 3000866.25 0.0079 N N N N Sumitomo Mitsui Trust Bank Ltd., New York Sumitomo Mitsui Trust Bank Ltd., New York 2.610 86564FVR1 5493006GGLR4BTEL8O61 US86564FVR18 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-10-04 2019-10-04 2019-10-04 N N N 0.0247 3001311.18 3001311.18 0.0079 N N N N Sumitomo Mitsui Trust Bank Ltd., New York Sumitomo Mitsui Trust Bank Ltd., New York 2.530 86564FXL2 5493006GGLR4BTEL8O61 US86564FXL20 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-06-28 2019-08-28 2019-08-28 N N N 0.0253 2000054.64 2000054.64 0.0053 N N N N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 2.593 86565BYG0 5U0XI89JRFVHWIBS4F54 US86565BYG03 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-06-12 2019-11-12 2019-11-12 N N N 0.0256 3000301.14 3000301.14 0.0079 N N N N Svenska Handelsbanken, New York Svenska Handelsbanken, New York 2.575 86958J6N4 NHBDILHZTYCNBV5UYZ31 US86958J6N47 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-10-09 2019-10-09 2019-10-09 N N N 0.0251 4000744.96 4000744.96 0.0105 N N N N Svenska Handelsbanken, New York Svenska Handelsbanken, New York 2.550 86958J6Z7 NHBDILHZTYCNBV5UYZ31 US86958J6Z76 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-06-28 2019-11-25 2019-11-25 N N N 0.0252 2000385.28 2000385.28 0.0053 N N N N Intel Corp. Intel Corp. 2.444 45826FT60 KNX4USFCNGPY45LOCE31 US45826FT608 Non-Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-06-06 2019-06-06 2019-06-06 N N N 0.0244 2498996.25 2498996.25 0.0066 N N Y N Kreditanstalt fuer Wiederaufbau Kreditanstalt fuer Wiederaufbau 2.451 48246UTT3 549300GDPG70E3MBBU98 US48246UTT33 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-06-27 2019-06-27 2019-06-27 N N N 0.0245 1796742.45 1796742.45 0.0047 N N N N Kells Funding LLC Kells Funding LLC 2.493 48802TJ48 US48802TJ483 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-07-16 2019-07-16 2019-07-16 N Y GERMANY (FEDERAL REPUBLIC OF) 1.0000 Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1+ N 0.0249 4984340.85 4984340.85 0.0131 N N N N Lloyds Bank Corporate Markets plc, New York Lloyds Bank Corporate Markets plc, New York 2.707 53947BB90 213800MBWEIJDM5CU638 US53947BB905 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-08-05 2019-11-05 2019-11-05 N N N 0.0260 2999955.84 2999955.84 0.0079 N N N N DNB Bank ASA DNB Bank ASA 2.586 2332K4JR6 549300GKFG0RYRRQ1414 US2332K4JR62 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-06-03 2019-11-01 2019-11-01 N N N 0.0253 4000046.72 4000046.72 0.0105 N N N N ABN AMRO Bank NV ABN AMRO Bank NV 1.800 00084DAM2 BFXS5XCH7N0Y05NIXW11 US00084DAM20 Other Instrument Fixed Rate Corporate Note Y Fitch - BR A+ Moody's - BR A1 Standard & Poor's - BR A 2019-09-20 2019-09-20 2019-09-20 N N N 0.0276 3308238.44 3308238.44 0.0087 N N N N ANZ New Zealand Int'l Ltd. ANZ New Zealand Int'l Ltd. 2.600 00182EAV1 213800VD256NU2D97H12 US00182EAV11 Other Instrument Fixed Rate Corporate Note Y Fitch - BR AA- Moody's - BR A1 Standard & Poor's - BR AA- 2019-09-23 2019-09-23 2019-09-23 N Y ANZ BANK NEW ZEALAND LTD 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0263 3489532.06 3489532.06 0.0092 N N N N MUFG Bank Ltd., New York MUFG Bank Ltd., New York 2.717 55379WE69 C3GTMMZIHMY46P4OIX74 US55379WE693 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-06-05 2020-05-05 2020-05-05 N N N 0.0270 1999909.88 1999909.88 0.0053 N N N N Albion Capital Corp. SA Albion Capital Corp. SA 2.533 01329XVF3 US01329XVF31 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2019-08-15 2019-08-15 2019-08-15 N Y MUFG BANK LTD 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0253 1989507.78 1989507.78 0.0052 N N N N Macquarie Bank Ltd. Macquarie Bank Ltd. 2.400 55608PAM6 4ZHCHI4KYZG2WVRT8631 US55608PAM68 Other Instrument Fixed Rate Corporate Note Y Fitch - BR A Moody's - BR A2 Standard & Poor's - BR A 2020-01-21 2020-01-21 2020-01-21 N N N 0.0260 3241923.58 3241923.58 0.0085 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 2.570 89114MC70 PT3QB789TSUIDF371261 US89114MC707 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-07-09 2019-07-09 2019-07-09 N N N 0.0245 7000816.06 7000816.06 0.0184 N N N N American Honda Finance Corp. American Honda Finance Corp. 2.510 02665KUQ8 B6Q2VFHD1797Q7NZ3E43 US02665KUQ83 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-07-24 2019-07-24 2019-07-24 N N N 0.0251 996301.00 996301.00 0.0026 N N N N Archer-Daniels-Midland Co. Archer-Daniels-Midland Co. 2.485 03948HTS0 549300LO13MQ9HYSTR83 US03948HTS03 Non-Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-06-26 2019-06-26 2019-06-26 N N N 0.0249 4991163.60 4991163.60 0.0131 N N N N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 2.550 89120DMK2 PT3QB789TSUIDF371261 US89120DMK27 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-06-28 2019-11-25 2019-11-25 N N N 0.0253 2000199.26 2000199.26 0.0053 N N N N Merck & Co., Inc. Merck & Co., Inc. 2.466 58934BTT1 4YV9Y5M8S0BRK1RP0397 US58934BTT16 Non-Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-06-27 2019-06-27 2019-06-27 N N N 0.0247 998179.00 998179.00 0.0026 N N N N Versailles Commercial Paper LLC Versailles Commercial Paper LLC 2.526 92512MUX5 US92512MUX54 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-07-31 2019-07-31 2019-07-31 N Y NATIXIS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0253 4978980.40 4978980.40 0.0131 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp. 2.478 89233HX74 Z2VZBHUMB7PWWJ63I008 US89233HX743 Non-Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR (P)P-1 Standard & Poor's - BR A-1+ 2019-10-07 2019-10-07 2019-10-07 N N N 0.0248 2973952.74 2973952.74 0.0078 N N N N BASF SE BASF SE 2.470 05526MTA3 529900PM64WH8AF1E917 US05526MTA35 Non-Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-06-10 2019-06-10 2019-06-10 N N N 0.0247 6995267.23 6995267.23 0.0184 N N N N BASF SE BASF SE 2.485 05526MTS4 529900PM64WH8AF1E917 US05526MTS43 Non-Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-06-26 2019-06-26 2019-06-26 N N N 0.0249 3992930.88 3992930.88 0.0105 N N N N Walmart, Inc. Walmart, Inc. 2.464 93114FTQ7 Y87794H0US1R65VBXU25 US93114FTQ71 Non-Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-06-24 2019-06-24 2019-06-24 N N N 0.0246 4991913.35 4991913.35 0.0131 N N N N UBS AG UBS AG 2.350 90261XHK1 BFM8T61CT2L1QCEMIK50 US90261XHK19 Other Instrument Fixed Rate Corporate Note Y Fitch - BR AA- Moody's - BR Aa3 Standard & Poor's - BR A+ 2020-03-26 2020-03-26 2020-03-26 N N N 0.0258 5489682.22 5489682.22 0.0144 N N N N UBS AG UBS AG 3.476 90261XHN5 BFM8T61CT2L1QCEMIK50 US90261XHN57 Other Instrument Floating/Adjustable Rate Bank Note Y Fitch - BR AA- Moody's - BR Aa3 Standard & Poor's - BR A+ 2019-06-03 2020-06-01 2020-06-01 N N N 0.0264 1611815.31 1611815.31 0.0042 N N N N UBS AG UBS AG 2.792 90276JEP7 BFM8T61CT2L1QCEMIK50 US90276JEP75 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2019-07-23 2019-07-23 2019-07-23 N N N 0.0251 2500617.45 2500617.45 0.0066 N N N N Bank of America NA Bank of America NA 2.540 06050FDM1 B4TYDEB6GKMZO031MB27 US06050FDM14 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2019-06-17 2019-10-15 2019-10-15 N N N 0.0254 7000137.48 7000137.48 0.0184 N N N N Bank of America NA Bank of America NA 2.565 06053P2X4 B4TYDEB6GKMZO031MB27 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2019-08-12 2019-11-12 2019-11-12 N N N 0.0253 2500214.30 2500214.30 0.0066 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 2.589 06370RC56 NQQ6HPCNCCU6TUTQYE16 US06370RC563 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2019-07-01 2020-06-01 2020-06-01 N N N 0.0260 1999786.72 1999786.72 0.0053 N N N N Westpac Banking Corp. Westpac Banking Corp. 1.600 961214CY7 EN5TNI6CI43VEPAMHL14 US961214CY78 Other Instrument Fixed Rate Corporate Note Y Fitch - BR AA- Moody's - BR Aa3 Standard & Poor's - BR AA- 2019-08-19 2019-08-19 2019-08-19 N N N 0.0252 2993919.78 2993919.78 0.0079 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 2.666 06370RZL6 NQQ6HPCNCCU6TUTQYE16 US06370RZL67 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2019-06-03 2020-05-01 2020-05-01 N N N 0.0263 4999748.35 4999748.35 0.0132 N N N N Westpac Banking Corp., New York Westpac Banking Corp., New York 2.658 96130ACG1 EN5TNI6CI43VEPAMHL14 US96130ACG13 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-06-11 2020-03-11 2020-03-11 N N N 0.0255 3000223.53 3000223.53 0.0079 N N N N Bank of Nova Scotia Bank of Nova Scotia 2.666 06417G6N3 L3I9ZG2KFGXZ61BMYR72 US06417G6N39 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2019-06-01 2020-05-01 2020-05-01 N N N 0.0261 5000485.25 5000485.25 0.0132 N N N N Bank of Nova Scotia (The) Bank of Nova Scotia (The) 2.588 06417LLS4 L3I9ZG2KFGXZ61BMYR72 US06417LLS42 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2019-06-27 2020-05-27 2020-05-27 N N N 0.0260 1999807.52 1999807.52 0.0053 N N N N Banque et Caisse d'Epargne de l'Etat Banque et Caisse d'Epargne de l'Etat 2.566 0667K1VL2 R7CQUF1DQM73HUTV1078 US0667K1VL25 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-08-20 2019-08-20 2019-08-20 N N N 0.0257 4971683.75 4971683.75 0.0131 N N N N Bennington Stark Capital Co. LLC Bennington Stark Capital Co. LLC 2.507 08224MU93 549300PGDCWK6DU9QM65 US08224MU936 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2019-07-09 2019-07-09 2019-07-09 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0251 5983971.00 5983971.00 0.0157 N N N N Mizuho Bank Ltd., New York Mizuho Bank Ltd., New York 2.607 60710A5K4 RB0PEZSDGCO3JS6CEU02 US60710A5K45 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-06-10 2019-11-08 2019-11-08 N N N 0.0257 2000158.58 2000158.58 0.0053 N N N N Nieuw Amsterdam Receivables Corp. Nieuw Amsterdam Receivables Corp. 2.493 65409ST57 54930052Z500U6IGFJ82 US65409ST577 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2019-06-05 2019-06-05 2019-06-05 N Y COOPERATIEVE RABOBANK UA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0249 5798019.94 5798019.94 0.0153 N N Y N Nordea Bank Abp Nordea Bank Abp 2.995 65557CAW3 529900ODI3047E2LIV03 US65557CAW38 Other Instrument Floating/Adjustable Rate Bank Note Y Fitch - BR AA- Moody's - BR Aa3 Standard & Poor's - BR AA- 2019-08-29 2020-05-29 2020-05-29 N N N 0.0264 1691937.33 1691937.33 0.0045 N N N N Nordea Bank Abp Nordea Bank Abp 2.614 65558JDV6 529900ODI3047E2LIV03 US65558JDV61 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-04-29 2020-04-29 2020-04-29 N N N 0.0261 2929498.17 2929498.17 0.0077 N N N N Nordea Bank Abp, New York Nordea Bank Abp, New York 2.678 65590AD94 529900ODI3047E2LIV03 US65590AD949 Certificate of Deposit Y Fitch - BR AA- Moody's - BR Aa3 Standard & Poor's - BR AA- 2019-08-14 2020-02-14 2020-02-14 N N N 0.0254 900740.27 900740.27 0.0024 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 1.375 63254AAQ1 F8SB4JFBSYQFRQEH3Z21 US63254AAQ13 Other Instrument Fixed Rate Corporate Note Y Fitch - BR NR Moody's - BR Aa3 Standard & Poor's - BR AA- 2019-07-12 2019-07-12 2019-07-12 N N N 0.0246 1498083.38 1498083.38 0.0039 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 2.563 63254GKR5 F8SB4JFBSYQFRQEH3Z21 US63254GKR55 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-06-12 2019-11-12 2019-11-12 N N N 0.0252 2000154.08 2000154.08 0.0053 N N N N Mizuho Bank Ltd. Mizuho Bank Ltd. 2.400 BRTTZAV27 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-06-03 2019-06-03 2019-06-03 N N N 0.0240 4509000.00 4509000.00 0.0119 N Y Y N Natixis SA, New York Natixis SA, New York 2.692 63873NW49 KX1WK48MPD4Y2NCUIZ63 US63873NW498 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-06-17 2020-05-15 2020-05-15 N N N 0.0269 1000109.86 1000109.86 0.0026 N N N N CDP Financial, Inc. CDP Financial, Inc. 2.561 12509TXU6 549300OXMGVYFCBFV096 US12509TXU68 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-10-28 2019-10-28 2019-10-28 N N N 0.0256 2968749.99 2968749.99 0.0078 N N N N Mizuho International plc Mizuho International plc 2.630 6E5205N 213800HZ54TG54H2KV03 XS1982816115 BRTSHJLJ4 Certificate of Deposit Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2019-07-23 2019-07-23 2019-07-23 N N N 0.0263 2000439.98 2000439.98 0.0053 N N N N KBC Bank NV KBC Bank NV 2.610 6E5589N 6B2PBRV1FCJDMR45RZ53 BE6313174268 BRTSK2CR9 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-07-12 2019-07-12 2019-07-12 N N N 0.0261 2000356.69 2000356.69 0.0053 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 2.785 13606BD78 2IGI19DL77OX0HC3ZE78 US13606BD787 Certificate of Deposit Y Fitch - BR AA- Moody's - BR Aa2 Standard & Poor's - BR A+ 2019-06-18 2020-03-18 2020-03-18 N N N 0.0259 1300906.89 1300906.89 0.0034 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 2.663 13606BX68 2IGI19DL77OX0HC3ZE78 US13606BX686 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2019-06-03 2020-05-01 2020-05-01 N N N 0.0263 4999748.35 4999748.35 0.0132 N N N N Cisco Systems, Inc. Cisco Systems, Inc. 2.473 17277BUR4 8E6NF1YAL0WT6CWXXV93 US17277BUR40 Non-Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-07-25 2019-07-25 2019-07-25 N N N 0.0247 996287.50 996287.50 0.0026 N N N N Pricoa Short Term Funding LLC Pricoa Short Term Funding LLC 2.555 74154GXF5 US74154GXF52 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-10-15 2019-10-15 2019-10-15 N N N 0.0255 2971503.99 2971503.99 0.0078 N N N N Province of Quebec Canada Province of Quebec Canada 2.460 74800KTL6 549300WN65YFEQH74Y36 US74800KTL60 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-06-20 2019-06-20 2019-06-20 N N N 0.0246 4993269.45 4993269.45 0.0131 N N N N Province of Quebec Canada Province of Quebec Canada 2.467 74800KTU6 549300WN65YFEQH74Y36 US74800KTU69 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-06-28 2019-06-28 2019-06-28 N N N 0.0247 998110.78 998110.78 0.0026 N N N N BMO Capital Markets Corp. BMO Capital Markets Corp. 2.490 ZS09ZVD RUC0QBLBRPRCU4W1NE59 BRTTY2DK6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHLMC_4833G 2048-10-15 4.000000 1000.00 1050.41 Agency Collateralized Mortgage Obligation GNMA_16-160E 2046-11-20 2.785880 1000.00 735.79 Agency Collateralized Mortgage Obligation GNMA_19-H02F 2068-12-20 3.450000 1751.00 1744.52 Agency Collateralized Mortgage Obligation FNMA_12-80G 2042-04-25 4.500000 2770.00 837.88 Agency Collateralized Mortgage Obligation HMBK_05-20 2068-11-20 4.656000 10090.00 10501.82 Asset-Backed Securities GNMA_16-136B 2046-10-20 2.840630 26534.00 15952.68 Agency Collateralized Mortgage Obligation FANNIE MAE-ACES FNA_18-M1 2027-12-25 2.986000 34200.00 34942.23 Agency Collateralized Mortgage Obligation GNMA_19-56B 2039-06-20 4.000000 71269.00 5066.45 Agency Collateralized Mortgage Obligation GNMA_19-56G 2048-06-20 1.469770 100000.00 48973.90 Agency Collateralized 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Obligation GNMA_17-18D 2044-01-20 3.500000 594135.00 19674.77 Agency Collateralized Mortgage Obligation FHLMC_4840B 2045-09-15 4.000000 625003.00 43854.10 Agency Collateralized Mortgage Obligation HMBE_56-3 2068-11-20 4.568000 661155.00 693537.35 Asset-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASS 2042-10-16 3.500000 874200.00 88961.35 Agency Collateralized Mortgage Obligation GNMA_18-105B 2048-08-20 5.000000 907023.00 122156.91 Agency Collateralized Mortgage Obligation GNMA_17-163M 2039-02-20 5.500000 974953.00 117164.65 Agency Collateralized Mortgage Obligation GINNIE MAE II 2065-05-20 1.153000 980000.00 525174.70 Agency Mortgage-Backed Securities GINNIE MAE II 2069-05-01 4.552000 1008468.00 1098396.00 Agency Mortgage-Backed Securities GNMA_19-56B 2039-07-20 3.500000 1020784.00 48493.81 Agency Collateralized Mortgage Obligation GNMA_15-180L 2045-12-16 5.000000 1044053.00 132947.65 Agency Collateralized Mortgage Obligation GNMA_19-56B 2046-07-20 4.500000 1111111.00 97275.55 Agency Collateralized Mortgage Obligation FNMA_15-55 2055-08-25 1.563630 1200000.00 18065.98 Agency Collateralized Mortgage Obligation GNMA_19-56B 2039-05-20 6.000000 1211895.00 70847.78 Agency Collateralized Mortgage Obligation GNMA_19-56B 2038-11-20 3.500000 1573502.00 114517.03 Agency Collateralized Mortgage Obligation GNMA_19-56B 2039-12-20 5.000000 1579910.00 120998.64 Agency Collateralized Mortgage Obligation GNMA_16-75 2040-05-20 3.559370 1703040.00 90626.16 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2049-05-01 4.500000 2238580.00 2344395.44 Agency Mortgage-Backed Securities GNMA_19-56J 2039-03-20 5.000000 2421828.00 166984.50 Agency Collateralized Mortgage Obligation GNMA_19-56B 2040-07-20 5.000000 2904517.00 119011.94 Agency Collateralized Mortgage Obligation GNMA_17-H11D 2067-05-20 2.216220 2950731.00 305020.87 Agency Collateralized Mortgage Obligation GNMA_19-52L 2043-02-16 4.500000 3054016.00 286880.64 Agency Collateralized Mortgage Obligation GNMA_13-H13D 2063-06-20 1.318700 3250432.00 111835.76 Agency Collateralized Mortgage Obligation HMBN_06-77 2069-04-20 3.794000 3528369.00 3706972.49 Asset-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-79 2053-03-16 0.672420 4408946.00 88254.69 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2049-05-01 5.000000 4557873.00 4825236.82 Agency Mortgage-Backed Securities GNMA_12-114 2053-01-16 0.766490 5000000.00 149246.86 Agency Collateralized Mortgage Obligation GNMA_18-H06B 2068-04-20 1.755340 5060027.00 572026.11 Agency Collateralized Mortgage Obligation GNMA_06-3 2046-01-16 0.327060 5408322.00 4467.49 Agency Collateralized Mortgage Obligation FHLMC_4480G 2040-06-15 1.907100 6125901.00 75173.55 Agency Collateralized Mortgage Obligation GNMA_19-52A 2049-04-20 3.609370 6820054.00 880038.67 Agency Collateralized Mortgage Obligation GINNIE MAE II 2049-03-20 4.000000 7079891.00 7306588.98 Agency Mortgage-Backed Securities FNMA_34820 2035-11-25 4.160250 7879956.00 166379.29 Agency Collateralized Mortgage Obligation GNMA_13-107 2047-11-16 0.484530 8380000.00 84928.67 Agency Collateralized Mortgage Obligation FNMA_19-M8B 2029-04-25 3.250000 10057234.00 10507620.96 Agency Collateralized Mortgage Obligation GNMA_16-6C 2044-12-20 4.000000 15765341.00 529342.45 Agency Collateralized Mortgage Obligation GNMA_11-161 2046-01-16 0.000000 16751815.00 17613.00 Agency Collateralized Mortgage Obligation FHLMC_3684 2036-11-15 1.813200 19187900.00 219245.58 Agency Collateralized Mortgage Obligation GNMA_13-189B 2043-07-20 3.709370 26692375.00 998034.60 Agency Collateralized Mortgage Obligation GNMA_98 2033-11-20 4.159370 34000000.00 92984.22 Agency Collateralized Mortgage Obligation GNMA_14-5 2044-01-20 3.659370 40745297.00 2806665.80 Agency Collateralized Mortgage Obligation Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2019-06-03 2019-06-03 2019-06-03 N N N 0.0249 40000000.00 40000000.00 0.1052 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 2.500 ZS09ZWC ZBUT11V806EZRVTWT807 BRTTY2FA6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-11-01 4.500000 47300.00 47136.47 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2037-10-01 6.000000 74823.00 8806.36 Agency Mortgage-Backed Securities GINNIE MAE I 2054-06-15 3.890000 141650.00 151954.28 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-08-01 3.500000 148000.00 135600.06 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2033-09-01 4.500000 206392.00 6736.46 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2040-09-01 5.000000 384807.00 62788.95 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-11-01 3.500000 683032.00 622681.86 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2044-09-01 4.500000 1033150.00 299627.94 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-06-01 4.000000 4488144.00 4342815.54 Agency Mortgage-Backed Securities GINNIE MAE II 2025-06-20 3.750000 9694200.00 19329.76 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-02-01 3.000000 10046464.00 8549166.40 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-08-06 0.000000 13930000.00 7675889.69 Agency Mortgage-Backed Securities GINNIE MAE II 2047-09-20 4.000000 22920000.00 19014120.23 Agency Mortgage-Backed Securities Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2019-06-03 2019-06-03 2019-06-03 N N N 0.0250 40000000.00 40000000.00 0.1052 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 2.500 ZS09ZWD 549300HN4UKV1E2R3U73 BRTTY2EX7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA_19-H05A 2069-04-20 3.000000 21030682.00 21000000.29 Agency Collateralized Mortgage Obligation Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2019-06-03 2019-06-03 2019-06-03 N N N 0.0250 20000000.00 20000000.00 0.0526 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 2.490 ZS09ZWJ MBNUM2BPBDO7JBLYG310 BRTTY2F57 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-01-31 1.500000 100.00 99.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-02-15 2.000000 300.00 301.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-02-28 1.875000 15400.00 15404.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-11-30 1.750000 67600.00 67378.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-02-28 1.750000 786800.00 784260.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-03-15 2.375000 39352700.00 39932618.28 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-06-03 2019-06-03 2019-06-03 N N N 0.0249 40000000.00 40000000.00 0.1052 N Y Y N Cooperatieve Rabobank UA, New York Cooperatieve Rabobank UA, New York 4.750 74977RCA0 DG3RU1DBUFHT4ZF9WN62 US74977RCA05 Other Instrument Fixed Rate Corporate Note Y Fitch - BR AA- Moody's - BR Aa3 Standard & Poor's - BR A+ 2020-01-15 2020-01-15 2020-01-15 N N N 0.0264 2580047.43 2580047.43 0.0068 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia 2.250 2027A0JH3 MSFSBD3QN1GSN7Q6C537 US2027A0JH32 Other Instrument Fixed Rate Corporate Note Y Fitch - BR AA- Moody's - BR Aa3 Standard & Poor's - BR AA- 2020-03-10 2020-03-10 2020-03-10 N N N 0.0251 1247474.44 1247474.44 0.0033 N N N N Ridgefield Funding Co. LLC Ridgefield Funding Co. LLC 2.540 76582KU90 US76582KU904 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2019-07-09 2019-07-09 2019-07-09 N Y BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0254 2991881.49 2991881.49 0.0079 N N N N Glencove Funding DAC Glencove Funding DAC 2.596 37828XU98 US37828XU985 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2019-07-09 2019-07-09 2019-07-09 N Y JP MORGAN SECURITIES LLC 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0260 1994468.50 1994468.50 0.0052 N N N N Royal Bank of Canada, New York Royal Bank of Canada, New York 2.563 78012UND3 ES7IP3U3RHIGC71XBU11 US78012UND36 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-06-10 2019-10-09 2019-10-09 N N N 0.0253 2900088.71 2900088.71 0.0076 N N N N Credit Industriel et Commercial SA, New York Credit Industriel et Commercial SA, New York 2.550 22536UVC1 N4JDFKKH2FTD8RKFXO39 US22536UVC16 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-06-24 2019-10-23 2019-10-23 N N N 0.0255 2000137.18 2000137.18 0.0053 N N N N Royal Bank of Canada Royal Bank of Canada 2.661 78014XCH8 ES7IP3U3RHIGC71XBU11 US78014XCH89 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-06-03 2020-05-01 2020-05-01 N N N 0.0260 5000576.60 5000576.60 0.0132 N N N N Credit Suisse AG, New York Credit Suisse AG, New York 2.770 22549LVL6 ANGGYXNX0JLX3X63JN86 US22549LVL60 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-06-03 2020-05-22 2020-05-22 N N N 0.0278 4999554.50 4999554.50 0.0132 N N N N HSBC Bank plc HSBC Bank plc 2.591 40433FPC7 MP6I5ZYZBEU3UXPYFY54 US40433FPC76 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-08-28 2020-02-28 2020-02-28 N N N 0.0255 3000430.38 3000430.38 0.0079 N N N N Credit Suisse AG, New York Credit Suisse AG, New York 2.591 22549LXN0 ANGGYXNX0JLX3X63JN86 US22549LXN09 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-06-10 2019-10-10 2019-10-10 N N N 0.0254 4000697.12 4000697.12 0.0105 N N N N Credit Suisse AG, New York Credit Suisse AG, New York 2.620 22549LXS9 ANGGYXNX0JLX3X63JN86 US22549LXS95 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-10-11 2019-10-11 2019-10-11 N N N 0.0252 3000951.30 3000951.30 0.0079 N N N N BlackRock Funds 2019-06-06 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer