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124020581.52 124020581.52 0.0106 N N N N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 2.771 31428HAF8 549300B2Q47IR0CR5B54 US31428HAF82 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-05-21 2019-05-21 2019-05-21 N N N 0.0266 100008399.00 100008399.00 0.0086 N N N N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 2.782 31428HAK7 549300B2Q47IR0CR5B54 US31428HAK77 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-04-18 2019-06-18 2019-06-18 N N N 0.0253 22012762.20 22012762.20 0.0019 N N N N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 2.719 31428HAP6 549300B2Q47IR0CR5B54 US31428HAP64 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-04-15 2019-08-13 2019-08-13 N N N 0.0260 105045136.35 105045136.35 0.0090 N N N N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 2.702 31428HAQ4 549300B2Q47IR0CR5B54 US31428HAQ48 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-04-16 2019-08-16 2019-08-16 N N N 0.0260 112047378.24 112047378.24 0.0096 N N N N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 2.853 31428HAT8 549300B2Q47IR0CR5B54 US31428HAT86 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-04-08 2019-12-06 2019-12-06 N N N 0.0265 100150322.00 100150322.00 0.0086 N N N N DZ Bank AG Deutsche Zentral-Genossenschaftsbank DZ Bank AG Deutsche Zentral-Genossenschaftsbank 2.660 BRTQP9PJ7 XS1953025290 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2019-06-13 2019-06-13 2019-06-13 N N N 0.0266 100013772.00 100013772.00 0.0086 N N N N Mizuho Bank Ltd. Mizuho Bank Ltd. 2.651 BRTQQSWQ0 549300IJV8X2BVHFN697 XS1953159651 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-05-13 2019-05-13 2019-05-13 N N N 0.0265 74762721.75 74762721.75 0.0064 N N N N Landesbank Hessen-Thuringen Girozentrale Landesbank Hessen-Thuringen Girozentrale 2.570 BRTS60E22 MK13839SGLMX6JEXRB54 BRTS60E22 Non-Negotiable Time Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-04-01 2019-04-01 2019-04-01 N N N 0.0257 188000000.00 188000000.00 0.0161 N Y Y N Credit Agricole Corporate and Investment Bank, New York Credit Agricole Corporate and Investment Bank, New York 2.763 22532XLT3 1VUV7VQFKUOQSJ21A208 US22532XLT36 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-06-20 2020-03-20 2020-03-20 N N N 0.0274 124999576.25 124999576.25 0.0107 N N N N KBC Bank NV KBC Bank NV 2.680 BRTQXGNJ4 6B2PBRV1FCJDMR45RZ53 BE6312133521 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-08-21 2019-08-21 2019-08-21 N N N 0.0268 100019917.00 100019917.00 0.0086 N N N N U.S. Treasury Bill U.S. Treasury Bill 2.002 912796UX5 254900HROIFWPRGM1V77 US912796UX50 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-04-16 2019-04-16 2019-04-16 N N N 0.0200 54131548.66 54131548.66 0.0046 N Y Y N Credit Industriel et Commercial, New York Credit Industriel et Commercial, New York 2.762 22536UTL4 N4JDFKKH2FTD8RKFXO39 US22536UTL43 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-04-08 2019-05-08 2019-05-08 N N N 0.0267 125014908.75 125014908.75 0.0107 N N N N Credit Industriel et Commercial, New York Credit Industriel et Commercial, New York 2.819 22536UTV2 N4JDFKKH2FTD8RKFXO39 US22536UTV25 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-04-15 2019-06-13 2019-06-13 N N N 0.0254 125076446.25 125076446.25 0.0107 N N N N MUFG Bank Ltd. MUFG Bank Ltd. 2.614 BRTR1ST97 C3GTMMZIHMY46P4OIX74 XS1958314160 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-05-28 2019-05-28 2019-05-28 N N N 0.0261 129445111.90 129445111.90 0.0111 N N N N U.S. Treasury Bill U.S. Treasury Bill 2.135 912796UY3 254900HROIFWPRGM1V77 US912796UY34 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-04-23 2019-04-23 2019-04-23 N N N 0.0213 47929912.80 47929912.80 0.0041 N Y Y N HSBC Bank plc HSBC Bank plc 2.983 40433FMD8 MP6I5ZYZBEU3UXPYFY54 US40433FMD86 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2019-04-17 2019-04-17 2019-04-17 N N N 0.0255 72007389.36 72007389.36 0.0062 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 2.620 BRTS65ZK8 ZBUT11V806EZRVTWT807 BRTS65ZK8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GINNIE MAE II 2048-01-20 4.500000 108612.00 91670.21 Agency 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GINNIE MAE II 2048-04-20 4.000000 1258110.00 1189029.62 Agency Mortgage-Backed Securities GINNIE MAE II 2046-09-20 4.000000 1438934.00 1284951.72 Agency Mortgage-Backed Securities GINNIE MAE II 2048-10-20 5.000000 1490046.00 1487532.19 Agency Mortgage-Backed Securities GINNIE MAE II 2048-07-20 5.000000 1548168.00 1572346.39 Agency Mortgage-Backed Securities GINNIE MAE II 2049-02-20 5.000000 1586126.00 1707044.75 Agency Mortgage-Backed Securities GINNIE MAE II 2048-07-20 3.500000 1601942.00 1620713.16 Agency Mortgage-Backed Securities GINNIE MAE II 2048-12-20 4.000000 2140064.00 2215928.88 Agency Mortgage-Backed Securities GINNIE MAE II 2041-02-20 3.500000 2210790.00 2113171.84 Agency Mortgage-Backed Securities GINNIE MAE II 2048-02-20 4.000000 2432352.00 2311114.91 Agency Mortgage-Backed Securities GINNIE MAE II 2049-03-20 5.000000 2529764.00 2699321.15 Agency Mortgage-Backed Securities GINNIE MAE II 2048-08-20 4.500000 3263092.00 3397334.51 Agency Mortgage-Backed Securities GINNIE MAE II 2048-05-20 4.000000 3568820.00 3650515.38 Agency Mortgage-Backed Securities GINNIE MAE II 2048-05-20 4.000000 4115256.00 4096169.28 Agency Mortgage-Backed Securities GINNIE MAE II 2048-04-20 4.000000 4221472.00 4191622.80 Agency Mortgage-Backed Securities GINNIE MAE II 2048-07-20 4.000000 5029800.00 5149981.95 Agency Mortgage-Backed Securities GINNIE MAE II 2047-12-20 3.500000 5483728.00 5135892.56 Agency Mortgage-Backed Securities GINNIE MAE II 2049-03-20 4.500000 19298112.00 20516035.14 Agency Mortgage-Backed Securities GINNIE MAE II 2034-05-20 5.500000 28000000.00 1605267.64 Agency Mortgage-Backed Securities GINNIE MAE II 2048-09-20 3.500000 50234496.00 49765315.12 Agency Mortgage-Backed Securities GINNIE MAE II 2048-09-20 4.500000 420879360.00 428910742.29 Agency Mortgage-Backed Securities Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-04-01 2019-04-01 2019-04-01 N N N 0.0262 540000000.00 540000000.00 0.0462 N Y Y N Royal Bank of Canada, New York Royal Bank of Canada, New York 2.792 78012UFB6 ES7IP3U3RHIGC71XBU11 US78012UFB61 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2019-04-16 2019-08-16 2019-08-16 N N N 0.0262 100077117.00 100077117.00 0.0086 N N N N JPMorgan Chase Bank NA JPMorgan Chase Bank NA 2.700 BRTS6BGW0 US9128285Z94 BRTS6BGW0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2024-01-31 2.500000 200000000.00 202794779.41 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2019-04-01 2019-04-01 2019-04-01 N N N 0.0270 199019607.84 199019607.84 0.0170 N Y Y N JPMorgan Chase Bank NA JPMorgan Chase Bank NA 2.700 BRTS6BHC3 US9128286H87 BRTS6BHC3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2022-03-15 2.375000 273676000.00 274420710.63 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2019-04-01 2019-04-01 2019-04-01 N N N 0.0270 268980578.43 268980578.43 0.0230 N Y Y N Royal Bank of Canada Royal Bank of Canada 2.940 78014XAX5 ES7IP3U3RHIGC71XBU11 US78014XAX57 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2019-04-01 2020-01-09 2020-01-09 N N N 0.0268 105212431.80 105212431.80 0.0090 N N N N Mitsubishi UFJ Trust & Banking Corp., New York Mitsubishi UFJ Trust & Banking Corp., New York 2.801 60683BNU3 JBONEPAGQXF4QP29B387 US60683BNU34 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-04-08 2019-05-07 2019-05-07 N N N 0.0248 125046261.25 125046261.25 0.0107 N N N N Mizuho Bank Ltd., New York Mizuho Bank Ltd., New York 2.700 60710A4L3 RB0PEZSDGCO3JS6CEU02 US60710A4L37 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-09-17 2019-09-17 2019-09-17 N N N 0.0259 100051956.00 100051956.00 0.0086 N N N N BlackRock Liquidity Funds 2019-04-04 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer