N-MFP2 0000844779 XXXXXXXX 2019-08-31 0000844779 549300OZUEVJZHOBFP42 S000065181 3 N N 033-26305 BlackRock Advisors, LLC 801-47710 Deloitte & Touche LLP Philadelphia PA BlackRock Advisors, LLC JPMorgan Chase Bank, N.A. BNY Mellon Investment Servicing (US) Inc. 0000849542 084-01761 N N N Prime Y 51 89 150558078.50 147423273.90 143566163.10 143630322.70 133848873.40 150558078.50 153876194.10 148564970.90 150631378.40 150359504.50 0.3763 0.3665 0.3705 0.3705 0.3407 0.3763 0.3825 0.3834 0.3886 0.3828 7500782.67 384622268.62 126287000.00 689968.36 909709.25 391903310.40 391825527.04 0.0229 1.0001 1.0002 1.0002 1.0003 1.0002 C000211011 1000000.00 65773852.72 65761280.02 1.0001 1.0002 1.0002 1.0002 1.0002 37487.93 20235.74 0.00 2.10 0.00 0.00 0.00 0.00 0.00 0.00 37487.93 20237.84 0.0209 Y BlackRock Advisors, LLC, Management Fees, 2234.17; BlackRock Advisors, LLC, Administration Fees, 7360.47; BlackRock Advisors, LLC, Transfer Agent Fees, 1.44; C000211010 1.00 251693.69 251643.10 1.0002 1.0002 1.0002 1.0003 1.0002 439.45 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 439.45 0.00 0.0184 Y BlackRock Advisors, LLC, Management Fees, 8.37; BlackRock Advisors, LLC, Administration Fees, 28.12; BlackRock Advisors, LLC, Transfer Agent Fees, 1.44; C000211009 1.00 325877763.99 325812603.92 1.0001 1.0002 1.0002 1.0003 1.0002 143637.56 40916.10 0.00 0.00 0.00 13000000.00 0.00 0.00 5000000.00 0.00 5143637.56 13040916.10 0.0219 Y BlackRock Advisors, LLC, Management Fees, 11140.13; BlackRock Advisors, LLC, Administration Fees, 36742.70; BlackRock Advisors, LLC, Transfer Agent Fees, 1.44; ABN AMRO Funding USA LLC ABN AMRO Funding USA LLC 2.124 00084BCT9 US00084BCT98 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-03-27 2020-03-27 2020-03-27 N Y ABN AMRO BANK NV 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0212 4939537.50 4939537.50 0.0126 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 0.0250 3316672.80 3316672.80 0.0085 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 0.0224 3490744.70 3490744.70 0.0089 N N N N Versailles Commercial Paper LLC Versailles Commercial Paper LLC 2.177 92512MX79 US92512MX794 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-10-07 2019-10-07 2019-10-07 N Y NATIXIS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0218 3990956.00 3990956.00 0.0102 N N N N American Honda Finance Corp. American Honda Finance Corp. 2.038 02665KXU6 B6Q2VFHD1797Q7NZ3E43 US02665KXU68 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 0.0204 9967156.70 9967156.70 0.0254 N N N N Antalis SA Antalis SA 2.211 03664BW69 549300G2LM2ZKZ0X4Y50 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-09-06 2019-09-06 2019-09-06 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0221 4997880.55 4997880.55 0.0128 N N Y N Nordea Bank Abp Nordea Bank Abp 2.587 65557CAW3 529900ODI3047E2LIV03 US65557CAW38 Other Instrument Floating/Adjustable Rate Bank Note Y Fitch - BR AA- Moody's - BR Aa3 Standard & Poor's - BR AA- 2019-11-29 2020-05-29 2020-05-29 N N N 0.0227 1690109.89 1690109.89 0.0043 N N N N Nordea Bank Abp Nordea Bank Abp 1.989 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 0.0199 1973796.50 1973796.50 0.0050 N N N N Nordea Bank Abp Nordea Bank Abp 2.099 65558KWP5 529900ODI3047E2LIV03 US65558KWP55 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-09-23 2019-09-23 2019-09-23 N N N 0.0210 2496555.00 2496555.00 0.0064 N N N N Westpac Securities NZ Ltd. Westpac Securities NZ Ltd. 2.223 96122HY49 549300W0N3O6Q4RCKE25 US96122HY499 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-11-04 2019-11-04 2019-11-04 N Y WESTPAC NEW ZEALAND LTD 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0222 5477978.00 5477978.00 0.0140 N N N N Westpac Securities NZ Ltd. Westpac Securities NZ Ltd. 2.222 96122HY56 549300W0N3O6Q4RCKE25 US96122HY564 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-11-05 2019-11-05 2019-11-05 N Y WESTPAC NEW ZEALAND LTD 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0222 4979685.95 4979685.95 0.0127 N N N N Nordea Bank Abp, New York Nordea Bank Abp, New York 2.325 65590AD94 529900ODI3047E2LIV03 US65590AD949 Certificate of Deposit Y Fitch - BR AA- Moody's - BR Aa3 Standard & Poor's - BR AA- 2019-11-14 2020-02-14 2020-02-14 N N N 0.0218 900476.58 900476.58 0.0023 N N N N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 2.125 05253JAR2 JHE42UYNWWTJB8YTTU19 US05253JAR23 Other Instrument Fixed Rate Corporate Note Y Fitch - BR AA- Moody's - BR Aa3 Standard & Poor's - BR AA- 2020-08-19 2020-08-19 2020-08-19 N N N 0.0195 7512203.48 7512203.48 0.0192 N N N N BASF SE BASF SE 2.145 05526MWS0 529900PM64WH8AF1E917 US05526MWS06 Non-Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-09-26 2019-09-26 2019-09-26 N N N 0.0214 1996832.00 1996832.00 0.0051 N N N N Bank of America NA Bank of America NA 2.295 06050FDM1 B4TYDEB6GKMZO031MB27 US06050FDM14 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2019-09-16 2019-10-15 2019-10-15 N N N 0.0212 7000680.47 7000680.47 0.0179 N N N N Bank of America NA Bank of America NA 2.281 06053P2X4 B4TYDEB6GKMZO031MB27 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2019-11-12 2019-11-12 2019-11-12 N N N 0.0231 2500048.35 2500048.35 0.0064 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 2.390 06370RC56 NQQ6HPCNCCU6TUTQYE16 US06370RC563 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2019-09-03 2020-06-01 2020-06-01 N N N 0.0232 1999154.44 1999154.44 0.0051 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 2.393 06370RD48 NQQ6HPCNCCU6TUTQYE16 US06370RD488 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2019-09-09 2020-06-08 2020-06-08 N N N 0.0232 2998992.87 2998992.87 0.0077 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 2.430 06370RS26 NQQ6HPCNCCU6TUTQYE16 US06370RS262 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2019-09-03 2020-07-13 2020-07-13 N N N 0.0244 999994.66 999994.66 0.0026 N N N N ABN AMRO Equity Plus Fund ABN AMRO Equity Plus Fund 2.085 BFXS5XCH7N0Y05NIXW11 XS2041795811 BRTVYT9V3 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-02-13 2020-02-13 2020-02-13 N N N 0.0209 2000041.22 2000041.22 0.0051 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 2.410 06370RZL6 NQQ6HPCNCCU6TUTQYE16 US06370RZL67 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2019-09-03 2020-05-01 2020-05-01 N N N 0.0232 3998882.96 3998882.96 0.0102 N N N N Bank of Nova Scotia (The) Bank of Nova Scotia (The) 2.150 064159JX5 L3I9ZG2KFGXZ61BMYR72 US064159JX56 Other Instrument Fixed Rate Corporate Note Y Fitch - BR AA- Moody's - BR Aa2 Standard & Poor's - BR A+ 2020-07-14 2020-07-14 2020-07-14 N N N 0.0196 6060051.35 6060051.35 0.0155 N N N N Bank of Nova Scotia, Houston Bank of Nova Scotia, Houston 2.410 06417G6N3 L3I9ZG2KFGXZ61BMYR72 US06417G6N39 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2019-09-03 2020-05-01 2020-05-01 N N N 0.0232 3998802.00 3998802.00 0.0102 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 2.170 89114M3A3 PT3QB789TSUIDF371261 US89114M3A38 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-07-24 2020-07-24 2020-07-24 N N N 0.0190 1503567.45 1503567.45 0.0038 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 2.490 89114M5G8 PT3QB789TSUIDF371261 US89114M5G89 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-09-03 2020-09-08 2020-09-08 N N N 0.0250 1250000.23 1250000.23 0.0032 N N N N Bank of Nova Scotia (The) Bank of Nova Scotia (The) 2.305 06417LLS4 L3I9ZG2KFGXZ61BMYR72 US06417LLS42 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2019-09-27 2020-05-27 2020-05-27 N N N 0.0232 1999013.10 1999013.10 0.0051 N N N N Bank of Nova Scotia (The) Bank of Nova Scotia (The) 2.381 06417LLV7 L3I9ZG2KFGXZ61BMYR72 US06417LLV70 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2019-09-11 2020-06-11 2020-06-11 N N N 0.0234 1998971.66 1998971.66 0.0051 N N N N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 2.250 89114QAV0 PT3QB789TSUIDF371261 US89114QAV05 Other Instrument Fixed Rate Corporate Note Y Fitch - BR AA- Moody's - BR Aa1 Standard & Poor's - BR AA- 2019-11-05 2019-11-05 2019-11-05 N N N 0.0223 5035002.42 5035002.42 0.0128 N N N N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 2.157 89119BWJ1 PT3QB789TSUIDF371261 US89119BWJ15 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-09-18 2019-09-18 2019-09-18 N N N 0.0216 4994392.35 4994392.35 0.0127 N N N N Lloyds Bank Corporate Markets plc, New York Lloyds Bank Corporate Markets plc, New York 2.377 53947BB90 213800MBWEIJDM5CU638 US53947BB905 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-11-05 2019-11-05 2019-11-05 N N N 0.0220 3000184.98 3000184.98 0.0077 N N N N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 2.265 89120DMK2 PT3QB789TSUIDF371261 US89120DMK27 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-09-30 2019-11-25 2019-11-25 N N N 0.0216 2000321.62 2000321.62 0.0051 N N N N Toyota Motor Corp. Toyota Motor Corp. 2.414 89233A2F5 Z2VZBHUMB7PWWJ63I008 US89233A2F52 Non-Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR (P)P-1 Standard & Poor's - BR A-1+ 2019-09-05 2020-02-27 2020-02-27 N N N 0.0231 3999082.00 3999082.00 0.0102 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp. 2.098 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 0.0210 2993460.84 2993460.84 0.0076 N N N N Barton Capital LLC Barton Capital LLC 2.125 06945MWR3 549300KOFKIMD0C37W24 US06945MWR32 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-09-25 2019-09-25 2019-09-25 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0213 1697430.26 1697430.26 0.0043 N N N N MUFG Bank Ltd., New York MUFG Bank Ltd., New York 2.494 55379WE69 C3GTMMZIHMY46P4OIX74 US55379WE693 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-09-05 2020-05-05 2020-05-05 N N N 0.0235 1999989.34 1999989.34 0.0051 N N N N Macquarie Bank Ltd. Macquarie Bank Ltd. 2.463 55607NGZ7 4ZHCHI4KYZG2WVRT8631 US55607NGZ78 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-09-09 2020-07-08 2020-07-08 N N N 0.0234 1999991.30 1999991.30 0.0051 N N N N BNP Paribas SA BNP Paribas SA 2.145 09659CXG8 R0MUWSFPU8MPRO8K5P83 US09659CXG85 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-10-16 2019-10-16 2019-10-16 N N N 0.0215 4986226.40 4986226.40 0.0127 N N N N Pfizer, Inc. Pfizer, Inc. 2.130 71708FW40 765LHXWGK1KXCLTFYQ30 US71708FW401 Non-Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-09-04 2019-09-04 2019-09-04 N N N 0.0213 2499270.83 2499270.83 0.0064 N N Y 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 0.0214 5506554.57 5506554.57 0.0140 N N N N UBS AG UBS AG 3.370 90261XHN5 BFM8T61CT2L1QCEMIK50 US90261XHN57 Other Instrument Floating/Adjustable Rate Bank Note Y Fitch - BR AA- Moody's - BR Aa3 Standard & Poor's - BR A+ 2019-09-03 2020-06-01 2020-06-01 N N N 0.0227 1608871.20 1608871.20 0.0041 N N N N UBS AG UBS AG 3.031 902674XE5 BFM8T61CT2L1QCEMIK50 US902674XE58 Other Instrument Floating/Adjustable Rate Bank Note Y Fitch - BR AA- Moody's - BR Aa3 Standard & Poor's - BR A+ 2019-09-09 2020-06-08 2020-06-08 N N N 0.0237 2306844.50 2306844.50 0.0059 N N N N UBS AG UBS AG 2.384 90276JGX8 BFM8T61CT2L1QCEMIK50 US90276JGX81 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2019-09-05 2019-12-05 2019-12-05 N N N 0.0217 4000691.52 4000691.52 0.0102 N N N N Pricoa Short Term Funding LLC Pricoa Short Term Funding LLC 2.053 74154EBE7 US74154EBE77 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-02-14 2020-02-14 2020-02-14 N N N 0.0205 3962554.68 3962554.68 0.0101 N N N N UBS AG UBS AG 1.967 90351WDQ5 BFM8T61CT2L1QCEMIK50 US90351WDQ50 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-04-24 2020-04-24 2020-04-24 N N N 0.0197 1974613.34 1974613.34 0.0050 N N N N Unilever Capital Corp. Unilever Capital Corp. 2.146 90477EXF6 MYF1DAS6G5WY7PRWCU78 US90477EXF68 Non-Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-10-15 2019-10-15 2019-10-15 N N N 0.0215 2493256.53 2493256.53 0.0064 N N N 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 0.0220 2571060.62 2571060.62 0.0065 N N N N Royal Bank of Canada, New York Royal Bank of Canada, New York 2.311 78012UND3 ES7IP3U3RHIGC71XBU11 US78012UND36 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-09-09 2019-10-09 2019-10-09 N N N 0.0213 2900227.94 2900227.94 0.0074 N N N N Royal Bank of Canada Royal Bank of Canada 2.410 78014XCH8 ES7IP3U3RHIGC71XBU11 US78014XCH89 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-09-03 2020-05-01 2020-05-01 N N N 0.0232 3998802.00 3998802.00 0.0102 N N N N Royal Bank of Canada Royal Bank of Canada 2.430 78014XDH7 ES7IP3U3RHIGC71XBU11 US78014XDH70 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-09-03 2020-08-17 2020-08-17 N N N 0.0241 2500458.83 2500458.83 0.0064 N N N N CDP Financial, Inc. CDP Financial, Inc. 2.126 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 0.0213 2989724.16 2989724.16 0.0076 N N N N Mizuho Bank Ltd., New York Mizuho Bank Ltd., New York 2.353 60710A5K4 51KMXRLB0RIEGI0WJN58 US60710A5K45 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-09-09 2019-11-08 2019-11-08 N N N 0.0215 2000342.50 2000342.50 0.0051 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 2.572 13606BD78 2IGI19DL77OX0HC3ZE78 US13606BD787 Certificate of Deposit Y Fitch - BR AA- Moody's - BR Aa2 Standard & Poor's - BR A+ 2019-09-18 2020-03-18 2020-03-18 N N N 0.0223 1300622.15 1300622.15 0.0033 N N N N MUFG Bank Ltd. MUFG Bank Ltd. 2.062 62479LCX1 C3GTMMZIHMY46P4OIX74 US62479LCX10 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-03-31 2020-03-31 2020-03-31 N N N 0.0206 2470099.45 2470099.45 0.0063 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 2.311 63254GKR5 F8SB4JFBSYQFRQEH3Z21 US63254GKR55 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-09-12 2019-11-12 2019-11-12 N N N 0.0216 2000255.18 2000255.18 0.0051 N N N N Citibank NA Citibank NA 2.100 17325FAE8 E57ODZWZ7FF32TWEFA76 US17325FAE88 Other Instrument Fixed Rate Corporate Note Y Fitch - BR A+ Moody's - BR Aa3 Standard & Poor's - BR A+ 2020-06-12 2020-06-12 2020-06-12 N N N 0.0199 5004050.80 5004050.80 0.0127 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 2.047 17327BZC2 MBNUM2BPBDO7JBLYG310 US17327BZC26 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-12-12 2019-12-12 2019-12-12 N N N 0.0205 4971010.00 4971010.00 0.0127 N N N N Skandinaviska Enskilda Banken AB, New York Skandinaviska Enskilda Banken AB, New York 2.341 83050PAB5 F3JS33DEI6XQ4ZBPTN86 US83050PAB58 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 0.0215 1999985.68 1999985.68 0.0051 N N N N BMO Capital Markets Corp. BMO Capital Markets Corp. 2.170 RUC0QBLBRPRCU4W1NE59 BRTWJ6SQ8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNRA CL034LS R19F034 2049-07-25 3.904750 14438893.00 2534221.78 Agency Mortgage-Backed Securities FNRA CL034SL R19F034 2049-07-25 3.904750 2331780.00 351179.58 Agency Mortgage-Backed Securities FNRA CL012X R17M012 2027-06-25 0.436620 25668997.00 306852.27 Agency Mortgage-Backed Securities FNRA CL047AI R14F047 2044-08-25 1.905620 115385.00 1540.39 Agency Mortgage-Backed Securities FNRM RC034MI R19F034 2049-06-25 4.500000 2222222.00 448568.74 Agency Mortgage-Backed Securities FNRM CL034KI R19F034 2049-07-25 4.000000 8136750.00 871595.28 Agency Mortgage-Backed Securities FNRM CL006A2 R16M006 2026-05-25 2.488000 129699.00 133857.57 Agency Mortgage-Backed Securities FNRM CL004KA R14F004 2044-01-25 3.000000 198898.00 66215.15 Agency Mortgage-Backed Securities FNRM CL129PZ R12F129 2042-12-25 3.500000 166000.00 229840.13 Agency Mortgage-Backed Securities FNMS 03.000 CLBO2131 2049-09-01 3.000000 119844.00 122266.73 Agency Mortgage-Backed Securities MNRA CL001X R19M001 2028-09-25 0.318240 52215112.00 702553.37 Agency Mortgage-Backed Securities GNRA 2019-085 LS 2049-07-20 1.117870 1512244.00 109549.46 Agency Mortgage-Backed Securities GNRA 2019-71 NS 2049-06-20 3.977870 11901839.00 2047651.14 Agency Mortgage-Backed Securities GNRA 2019-052 SK 2049-04-20 3.877870 5996415.00 753003.53 Agency Mortgage-Backed Securities GNRM 2019-71 IK 2049-06-20 4.500000 4555555.00 749889.43 Agency Mortgage-Backed Securities GNRM 2019-71 KI 2049-04-20 4.500000 100000.00 15727.11 Agency Mortgage-Backed Securities GNRM 2019-56 JC 2041-10-20 4.000000 3253598.00 3318738.22 Agency Mortgage-Backed Securities GNRM 2019-052 LI 2043-02-16 4.500000 3666666.00 269306.26 Agency Mortgage-Backed Securities GNRM 2017-34 ZK 2047-08-20 3.000000 4412813.00 4699864.02 Agency Mortgage-Backed Securities GNRM 2012-106 QD 2042-07-20 1.500000 1600000.00 546581.74 Agency Mortgage-Backed Securities GNII SF BP0305 C 2049-08-20 5.000000 20620.00 22084.24 Agency Mortgage-Backed Securities GNII SF BO2492 C 2049-08-20 3.500000 78145.00 81291.78 Agency Mortgage-Backed Securities GNII SF MA6092 M 2048-12-20 4.500000 37901.00 40168.81 Agency Mortgage-Backed Securities GNII JM MA6080 M 2049-08-20 3.000000 931316.00 950674.96 Agency Mortgage-Backed Securities FGRM 4731SO 12/15/42 2042-12-15 0.000000 1941132.00 1592221.29 Agency Mortgage-Backed Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2019-09-03 2019-09-03 2019-09-03 N N N 0.0217 20000000.00 20000000.00 0.0510 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 2.180 ZBUT11V806EZRVTWT807 BRTWJ6SJ4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GINNIE MAE II 2049-08-20 3.500000 1152122.00 1224209.63 Agency Mortgage-Backed Securities GINNIE MAE II 2030-10-20 6.500000 1754886.00 6554.20 Agency Mortgage-Backed Securities GINNIE MAE II 2049-06-20 3.500000 3104700.00 3272397.68 Agency Mortgage-Backed Securities GINNIE MAE II 2049-08-20 3.500000 9723728.00 10241773.65 Agency Mortgage-Backed Securities GINNIE MAE II 2048-11-20 4.500000 9997824.00 8715064.83 Agency Mortgage-Backed Securities Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2019-09-03 2019-09-03 2019-09-03 N N N 0.0218 23000000.00 23000000.00 0.0587 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 2.180 MBNUM2BPBDO7JBLYG310 BRTWJ6R63 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 2020-07-31 2.002770 1278600.00 1279134.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-12-31 2.500000 20858600.00 21160925.00 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-09-03 2019-09-03 2019-09-03 N N N 0.0218 22000000.00 22000000.00 0.0561 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 2.160 ZBUT11V806EZRVTWT807 BRTWJ6RP1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-08-31 1.125000 100.00 99.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-12-05 0.000000 200.00 199.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-03-31 1.875000 1193500.00 1214688.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-02-15 3.000000 22385800.00 27345056.70 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2019-09-03 2019-09-03 2019-09-03 N N N 0.0216 28000000.00 28000000.00 0.0714 N Y Y N Goldman Sachs Bank USA Goldman Sachs Bank USA 2.731 40054PED3 KD3XUN7C6T14HNAYLU02 US40054PED33 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-09-29 2020-06-29 2020-06-29 N N N 0.0237 1000191.73 1000191.73 0.0026 N N N N Bank of America Securities, Inc. Bank of America Securities, Inc. 2.160 549300HN4UKV1E2R3U73 BRTWJ6R48 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2049-08-01 3.500000 19692013.00 20600000.78 Agency Mortgage-Backed Securities Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2019-09-03 2019-09-03 2019-09-03 N N N 0.0216 20000000.00 20000000.00 0.0510 N Y Y N Natixis SA, New York Natixis SA, New York 2.455 63873NW49 KX1WK48MPD4Y2NCUIZ63 US63873NW498 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-09-16 2020-05-15 2020-05-15 N N N 0.0234 1000117.33 1000117.33 0.0026 N N N N Mizuho Bank Ltd. Mizuho Bank Ltd. 2.120 51KMXRLB0RIEGI0WJN58 BRTWHTP42 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-09-03 2019-09-03 2019-09-03 N N N 0.0212 3000000.00 3000000.00 0.0077 N Y Y N Standard Chartered Bank, New York Standard Chartered Bank, New York 2.337 85325T3K9 RILFO74KP1CM8P6PCT96 US85325T3K94 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-09-23 2019-10-23 2019-10-23 N N N 0.0213 3000637.92 3000637.92 0.0077 N N N N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 2.080 1VUV7VQFKUOQSJ21A208 BRTWHTP59 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-09-03 2019-09-03 2019-09-03 N N N 0.0208 10287000.00 10287000.00 0.0262 N Y Y N HSBC Bank plc HSBC Bank plc 2.214 40433FPC7 MP6I5ZYZBEU3UXPYFY54 US40433FPC76 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-11-28 2020-02-28 2020-02-28 N N N 0.0219 3000287.34 3000287.34 0.0077 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia 2.325 20272AL46 MSFSBD3QN1GSN7Q6C537 US20272AL461 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-09-24 2020-04-24 2020-04-24 N N N 0.0231 2499374.95 2499374.95 0.0064 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 0.0203 1251423.46 1251423.46 0.0032 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia 2.050 2027A0JP5 MSFSBD3QN1GSN7Q6C537 US2027A0JP57 Other Instrument Fixed Rate Corporate Note Y Fitch - BR AA- Moody's - BR Aa3 Standard & Poor's - BR AA- 2019-09-03 2019-09-03 2019-09-03 N N N 0.0196 3503273.34 3503273.34 0.0089 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 0.0211 3001389.90 3001389.90 0.0077 N N N N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 2.341 86565BYG0 5U0XI89JRFVHWIBS4F54 US86565BYG03 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-09-12 2019-11-12 2019-11-12 N N N 0.0215 3000568.74 3000568.74 0.0077 N N N N Credit Industriel et Commercial, New York Credit Industriel et Commercial, New York 2.287 22536UVC1 N4JDFKKH2FTD8RKFXO39 US22536UVC16 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-09-23 2019-10-23 2019-10-23 N N N 0.0213 2000263.68 2000263.68 0.0051 N N N N Hydro-Quebec Hydro-Quebec 2.131 44881MWD1 6THEVG93PYJH84S4D167 US44881MWD19 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+ 2019-09-13 2019-09-13 2019-09-13 N N N 0.0213 6994283.31 6994283.31 0.0178 N N N N Hydro-Quebec Hydro-Quebec 2.128 44881MXB4 6THEVG93PYJH84S4D167 US44881MXB44 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+ 2019-10-11 2019-10-11 2019-10-11 N N N 0.0213 6982899.00 6982899.00 0.0178 N N N N ING Bank NV, New York ING Bank NV, New York 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 0.0218 4338095.83 4338095.83 0.0111 N N N N Credit Suisse AG, New York Credit Suisse AG, New York 2.380 22549LRM9 ANGGYXNX0JLX3X63JN86 US22549LRM99 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-09-03 2020-06-12 2020-06-12 N N N 0.0239 999943.75 999943.75 0.0026 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 0.0211 4001966.12 4001966.12 0.0102 N N N N Credit Suisse AG, New York Credit Suisse AG, New York 2.490 22549LVL6 ANGGYXNX0JLX3X63JN86 US22549LVL60 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-09-03 2020-05-22 2020-05-22 N N N 0.0237 4003596.92 4003596.92 0.0102 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB 2.964 86960BAP7 NHBDILHZTYCNBV5UYZ31 US86960BAP76 Other Instrument Floating/Adjustable Rate Bank Note Y Fitch - BR AA Moody's - BR Aa2 Standard & Poor's - BR AA- 2019-09-06 2019-09-06 2019-09-06 N Y SVENSKA HANDELSBANKEN AB (NEW YO 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0276 8950362.03 8950362.03 0.0228 N N Y N Credit Suisse AG, New York Credit Suisse AG, New York 2.341 22549LXN0 ANGGYXNX0JLX3X63JN86 US22549LXN09 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-09-10 2019-10-10 2019-10-10 N N N 0.0213 4000501.52 4000501.52 0.0102 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 0.0214 3001612.71 3001612.71 0.0077 N N N N DNB Bank ASA DNB Bank ASA 2.330 2332K4JR6 549300GKFG0RYRRQ1414 US2332K4JR62 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-09-03 2019-11-01 2019-11-01 N N N 0.0215 4000314.64 4000314.64 0.0102 N N N N BlackRock Funds 2019-09-06 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer