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(The) 1.824 19121AEC1 UWJKFUJFZ02DKWI3RY53 US19121AEC18 Non-Financial Company Commercial Paper Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-05-12 2020-05-12 2020-05-12 N N N 0.0182 29711748.30 29711748.30 0.0026 N N N N Glencove Funding DAC Glencove Funding DAC 1.871 37829ABA5 5493005GLCPFS0U8NK07 US37829ABA51 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1 2019-11-06 2019-11-07 2019-11-11 Y GLENCOVE FUNDING LLC 1.0000 7 N Fitch NR Moody's NR Standard & Poor's NR N N 0.0187 46000000.00 46000000.00 0.0041 N N Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 2.210 VYVVCKR63DVZZN70PB21 BRTXPHS93 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WF-RBS COMMERCIAL MORTGAGE TRUST 2045-06-15 1.351220 1540000.00 34055.85 Private Label Collateralized Mortgage Obligations WFRBS_14-LC14 2047-03-15 2.862000 1615000.00 43687.54 Private Label Collateralized Mortgage Obligations WFCM_15-P2 2048-12-15 0.990210 2275000.00 94793.87 Private Label Collateralized Mortgage Obligations BANK OF AMERICA COMMERCIAL MORTG 2050-02-15 0.629080 2520000.00 108019.18 Private Label Collateralized Mortgage Obligations WF-RBS COMMERCIAL MORTGAGE TRUST 549300GADFYEKC4OLM57 2046-06-15 0.733580 3250000.00 61757.73 Private Label Collateralized Mortgage Obligations WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-C26 2048-02-15 1.212090 5458546.00 243975.34 Private Label Collateralized Mortgage Obligations WELLS FARGO COMMERCIAL MORTGAGE 2059-12-15 0.996710 6320000.00 293030.82 Private Label Collateralized Mortgage Obligations BANK BANK_17-BNK9 2054-11-15 0.813800 7390000.00 392641.44 Private Label Collateralized Mortgage Obligations WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_13-C13 2045-05-15 1.197010 8850000.00 237529.11 Private Label Collateralized Mortgage Obligations NRZT_17-2A 2057-03-25 0.645640 9478150.00 195015.61 Private Label Collateralized Mortgage Obligations BANK_18-BN11 2061-03-09 0.493320 9521000.00 337362.65 Private Label Collateralized Mortgage Obligations MSBAM_14-C18 2047-10-15 3.194000 9600000.00 472671.22 Private Label Collateralized Mortgage Obligations WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_13-C12 2048-03-15 1.222610 10680000.00 218676.69 Private Label Collateralized Mortgage Obligations NRZT_17-2A 2057-03-25 0.895640 11374350.00 331013.62 Private Label Collateralized Mortgage Obligations UBSCM_17-C5 2050-11-15 1.017020 18322870.00 1072223.25 Private Label Collateralized Mortgage Obligations CGCMT_16-C3 2049-11-15 1.172350 26250000.00 1479706.88 Private Label Collateralized Mortgage Obligations BAMLL_12-PARK 2030-12-10 0.529100 28710100.00 503351.77 Private Label Collateralized Mortgage Obligations WFCM_16-C37 2049-12-15 0.991050 30544000.00 1276870.11 Private Label Collateralized Mortgage Obligations GS MORTGAGE SECURITIES TRUST GSM 2050-03-10 0.815660 39660000.00 2057783.30 Private Label Collateralized Mortgage Obligations BANK_17-BNK6 2060-07-15 0.337540 46500000.00 1249264.72 Private Label Collateralized Mortgage Obligations BANK_17-BNK5 2060-06-15 1.083560 50000000.00 2910792.51 Private Label Collateralized Mortgage Obligations MSBAM_15-C24 2048-05-15 0.766160 50335000.00 1725876.03 Private Label Collateralized Mortgage Obligations MSBAM_14-C17 2047-08-15 1.109750 60200000.00 1737828.43 Private Label Collateralized Mortgage Obligations COMM_14-UBS6 2047-12-10 0.500000 60589000.00 1356392.48 Private Label Collateralized Mortgage Obligations GS MORTGAGE SECURITIES TRUST GSM 2048-07-10 0.778570 61690000.00 2021224.84 Private Label Collateralized Mortgage Obligations COMM_14-LC17 2047-10-10 0.775590 142480000.00 3084455.02 Private Label Collateralized Mortgage Obligations Y Fitch NR Moody's NR Standard & Poor's A-1 2020-01-06 2020-01-06 2020-01-06 N N N 0.0221 22000000.00 22000000.00 0.0019 N N N Y National Australia Bank Ltd. National Australia Bank Ltd. 2.006 63254GLD5 F8SB4JFBSYQFRQEH3Z21 US63254GLD50 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2019-11-20 2020-05-20 2020-05-20 N N N 0.0199 119973826.80 119973826.80 0.0106 N N N N National Securities Clearing Corp. National Securities Clearing Corp. 1.696 63763QZC4 549300RYC9NELN2ICA34 US63763QZC40 Financial Company Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2019-12-12 2019-12-12 2019-12-12 N N N 0.0170 39922066.80 39922066.80 0.0035 N N N N Santander UK plc Santander UK plc 1.991 80285PC26 PTCQB104N23FMNK2RZ28 US80285PC269 Financial Company Commercial Paper Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-03-02 2020-03-02 2020-03-02 N N N 0.0199 42216698.40 42216698.40 0.0037 N N N N Shell International Finance BV Shell International Finance BV 1.958 8225X2FW9 213800ITMMKU4Z7I4F78 US8225X2FW98 Non-Financial Company Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-06-30 2020-06-30 2020-06-30 N N N 0.0196 19742015.00 19742015.00 0.0017 N N N N Cooperatieve Rabobank UA, New York Cooperatieve Rabobank UA, New York 2.158 21684L4M1 DG3RU1DBUFHT4ZF9WN62 US21684L4M12 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-11-07 2020-05-08 2020-05-08 N N N 0.0199 95991408.96 95991408.96 0.0085 N N N N Cooperatieve Rabobank UA, New York Cooperatieve Rabobank UA, New York 2.206 21684L5E8 DG3RU1DBUFHT4ZF9WN62 US21684L5E86 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-01-06 2020-10-05 2020-10-05 N N N 0.0206 89999665.20 89999665.20 0.0079 N N N N Credit Industriel et Commercial SA, New York Credit Industriel et Commercial SA, New York 2.140 22536UVF4 N4JDFKKH2FTD8RKFXO39 US22536UVF47 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-11-07 2020-02-07 2020-02-07 N N N 0.0192 100007180.00 100007180.00 0.0088 N N N N BlackRock Liquidity Funds 2019-11-06 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer