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CPPIB Capital, Inc. 0.330 22411VAL2 549300KW9NB55HTDK075 US22411VAL27 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Fitch - BR AAA Moody's - BR Aaa Standard & Poor's - BR AAA 2020-05-01 2020-12-10 2020-12-10 N N N 0.0046 23231257.71 23231257.71 0.0234 N N N N Credit Industriel et Commercial SA Credit Industriel et Commercial SA 0.528 22536LL24 N4JDFKKH2FTD8RKFXO39 US22536LL241 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-11-02 2020-11-02 2020-11-02 N N N 0.0053 9973133.30 9973133.30 0.0100 N N N N Credit Industriel et Commercial SA, New York Credit Industriel et Commercial SA, New York 1.847 22536UYT1 N4JDFKKH2FTD8RKFXO39 US22536UYT14 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-01 2021-02-01 2021-02-01 N N N 0.0095 4987637.75 4987637.75 0.0050 N N N N Alpine Securitization Ltd. 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Variable Rate Notes United States International Development Finance Corp. Variable Rate Notes 0.880 90376PAU5 US90376PAU57 U.S. Government Agency Debt Y Fitch - BR Agency Moody's - BR Agency Standard & Poor's - BR AA+ 2020-06-15 2020-06-15 2030-03-15 Y US INTERNATIONAL DEVELOPMENT FIN 1.0000 7 N Fitch - BR NR Moody's - BR NR Standard & Poor's - BR NR Y UNITED STATES OF AMERICA 1.0000 Fitch - BR F1+ Moody's - BR Govt Standard & Poor's - BR A-1+ N 0.0088 2500000.00 2500000.00 0.0025 N N Y N European Investment Bank European Investment Bank 0.042 29878RE46 5493006YXS1U5GIHE750 US29878RE465 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+ 2020-05-04 2020-05-04 2020-05-04 N N N 0.0004 4999976.65 4999976.65 0.0050 N N Y N European Investment Bank European Investment Bank 0.049 29878RE87 5493006YXS1U5GIHE750 US29878RE879 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+ 2020-05-08 2020-05-08 2020-05-08 N N N 0.0005 4999946.65 4999946.65 0.0050 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 0.939 06367BGQ6 NQQ6HPCNCCU6TUTQYE16 US06367BGQ68 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-13 2020-11-13 2020-11-13 N N N 0.0062 4995156.50 4995156.50 0.0050 N N N N Credit Industriel et Commercial SA Credit Industriel et Commercial SA 1.909 N4JDFKKH2FTD8RKFXO39 XS2101529035 BRW0QTBC5 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-01-08 2021-01-08 2021-01-08 N N N 0.0191 4970517.65 4970517.65 0.0050 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 0.330 06370R3V9 NQQ6HPCNCCU6TUTQYE16 US06370R3V97 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-01 2020-09-22 2020-09-22 N N N 0.0067 9986330.30 9986330.30 0.0101 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 0.410 06370R4P1 NQQ6HPCNCCU6TUTQYE16 US06370R4P11 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-01 2020-10-02 2020-10-02 N N N 0.0069 7490879.18 7490879.18 0.0076 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 1.145 06370RC56 NQQ6HPCNCCU6TUTQYE16 US06370RC563 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-01 2020-06-01 2020-06-01 N N N 0.0025 2000420.50 2000420.50 0.0020 N N N N Banque Federative du Credit Mutuel SA Banque Federative du Credit Mutuel SA 1.904 VBHFXSYT7OG62HNT8T76 XS2102414187 BRW0SBHE2 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-01-08 2021-01-08 2021-01-08 N N N 0.0190 17396811.78 17396811.78 0.0174 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 1.101 06370RD48 NQQ6HPCNCCU6TUTQYE16 US06370RD488 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-11 2020-06-08 2020-06-08 N N N 0.0018 3001072.11 3001072.11 0.0030 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 0.350 06370RS26 NQQ6HPCNCCU6TUTQYE16 US06370RS262 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-01 2020-07-13 2020-07-13 N N N 0.0059 999533.63 999533.63 0.0010 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 1.164 06370RZL6 NQQ6HPCNCCU6TUTQYE16 US06370RZL67 Certificate of Deposit Y Fitch - 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BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-11 2020-06-11 2020-06-11 N N N 0.0027 2000852.32 2000852.32 0.0020 N N N N Bank of Nova Scotia, Houston Bank of Nova Scotia, Houston 0.981 06417MEU5 L3I9ZG2KFGXZ61BMYR72 US06417MEU53 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-18 2020-08-17 2020-08-17 N N N 0.0041 12003865.56 12003865.56 0.0121 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.079 9127962V0 254900HROIFWPRGM1V77 US9127962V09 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2020-06-16 2020-06-16 2020-06-16 N N N 0.0008 24997444.50 24997444.50 0.0252 N Y Y N Mizuho Floater/Residual Trust Mizuho Floater/Residual Trust 0.740 60700HBR9 353800CI5L6DDAN5XZ33 US60700HBR93 Tender Option Bond Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR NR 2020-06-04 2020-06-04 2045-09-02 Y MIZUHO CAPITAL MARKETS LLC 1.0000 35 N Fitch - BR NR Moody's - BR NR Standard & Poor's - BR NR N N 0.0022 15000000.00 15000000.00 0.0151 N N N N Mizuho Floater/Residual Trust Mizuho Floater/Residual Trust 0.740 60700HCA5 549300K10X7VPG6JVX38 US60700HCA59 Tender Option Bond Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR NR 2020-06-04 2020-06-04 2045-09-02 Y MIZUHO CAPITAL MARKETS LLC 1.0000 35 N Fitch - BR NR Moody's - BR NR Standard & Poor's - BR NR N N 0.0022 3000000.00 3000000.00 0.0030 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.085 9127963D9 254900HROIFWPRGM1V77 US9127963D91 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2020-07-14 2020-07-14 2020-07-14 N N N 0.0009 9998252.80 9998252.80 0.0101 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.131 9127963X5 254900HROIFWPRGM1V77 US9127963X55 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2020-09-08 2020-09-08 2020-09-08 N N N 0.0013 24988264.00 24988264.00 0.0252 N Y Y N Mont Blanc Capital Corp. Mont Blanc Capital Corp. 0.436 6117P4G87 549300NC8BUDZTUFIQ67 US6117P4G875 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2020-07-08 2020-07-08 2020-07-08 N Y ING BANK NV 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0044 14987637.45 14987637.45 0.0151 N N N N BNG Bank NV BNG Bank NV 0.345 09657RGX9 529900GGYMNGRQTDOO93 US09657RGX98 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-07-31 2020-07-31 2020-07-31 N N N 0.0035 4995655.55 4995655.55 0.0050 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.054 912796TW9 254900HROIFWPRGM1V77 US912796TW96 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2020-05-28 2020-05-28 2020-05-28 N N N 0.0005 24998968.75 24998968.75 0.0252 N Y Y N Credit Industriel et Commercial SA Credit Industriel et Commercial SA 1.731 N4JDFKKH2FTD8RKFXO39 XS2121417716 BRW1QL4F1 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-02-12 2021-02-12 2021-02-12 N N N 0.0173 4966071.80 4966071.80 0.0050 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 0.948 63254GMM4 F8SB4JFBSYQFRQEH3Z21 US63254GMM41 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-05-20 2020-08-20 2020-08-20 N N N 0.0056 5001088.55 5001088.55 0.0050 N N N N Goldman Sachs Bank USA Goldman Sachs Bank USA 0.260 40054PED3 KD3XUN7C6T14HNAYLU02 US40054PED33 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-01 2020-06-29 2020-06-29 N N N 0.0120 998539.99 998539.99 0.0010 N N N N Natixis SA, New York Natixis SA, New York 1.074 63873NW49 KX1WK48MPD4Y2NCUIZ63 US63873NW498 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-15 2020-05-15 2020-05-15 N N N 0.0109 1000385.78 1000385.78 0.0010 N N N N HSBC Bank plc HSBC Bank plc 1.541 40433FPV5 MP6I5ZYZBEU3UXPYFY54 US40433FPV57 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-07-15 2020-10-13 2020-10-13 N N N 0.0081 6749399.12 6749399.12 0.0068 N N N N Hydro-Quebec Hydro-Quebec 0.335 44881LGE9 6THEVG93PYJH84S4D167 US44881LGE92 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+ 2020-07-14 2020-07-14 2020-07-14 N N N 0.0033 24982812.50 24982812.50 0.0252 N N N N ING US Funding LLC ING US Funding LLC 0.890 44988KHK8 US44988KHK88 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2020-06-16 2020-09-14 2020-09-14 N Y ING BANK NV 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0091 19985252.80 19985252.80 0.0202 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.654 13608CJL7 2IGI19DL77OX0HC3ZE78 US13608CJL72 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-31 2020-12-31 2020-12-31 N N N 0.0063 9997285.10 9997285.10 0.0101 N N N N Cargill, Inc. Cargill, Inc. 0.352 14178LGD6 QXZYQNMR4JZ5RIRN4T31 US14178LGD64 Non-Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-07-13 2020-07-13 2020-07-13 N N N 0.0035 24982168.00 24982168.00 0.0251 N N N N ING US Funding LLC ING US Funding LLC 0.304 45685QG29 US45685QG297 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2020-07-02 2020-07-02 2020-07-02 N Y ING BANK NV 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0030 3002422.90 3002422.90 0.0030 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 0.0144 10002148.30 10002148.30 0.0101 N N N N Citibank NA Citibank NA 2.083 17325FAP3 E57ODZWZ7FF32TWEFA76 US17325FAP36 Other Instrument Floating/Adjustable Rate Bank Note Y Fitch - BR A+ Moody's - BR Aa3 Standard & Poor's - BR A+ 2020-05-01 2020-05-01 2020-05-01 N N N 0.0209 5036000.00 5036000.00 0.0051 N Y Y N Ridgefield Funding Co. LLC Ridgefield Funding Co. LLC 0.117 76582JE18 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-01 2020-05-01 2020-05-01 N Y BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0012 32999894.73 32999894.73 0.0333 N Y Y N Royal Bank of Canada, New York Royal Bank of Canada, New York 1.391 78012UQB4 ES7IP3U3RHIGC71XBU11 US78012UQB43 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-07-10 2020-07-10 2020-07-10 N N N 0.0061 4000221.40 4000221.40 0.0040 N N N N Nordea Bank Abp Nordea Bank Abp 2.083 65557CAW3 529900ODI3047E2LIV03 US65557CAW38 Other Instrument Floating/Adjustable Rate Bank Note Y Fitch - BR AA Moody's - BR Aa3 Standard & Poor's - BR AA- 2020-05-29 2020-05-29 2020-05-29 N N N 0.0084 1687592.73 1687592.73 0.0017 N N N N Nordea Bank Abp, New York Nordea Bank Abp, New York 1.094 65558TQY4 529900ODI3047E2LIV03 US65558TQY46 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-05-11 2020-07-09 2020-07-09 N N N 0.0034 7503239.63 7503239.63 0.0076 N N N N Royal Bank of Canada Royal Bank of Canada 1.164 78014XCH8 ES7IP3U3RHIGC71XBU11 US78014XCH89 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-05-01 2020-05-01 2020-05-01 N N N 0.0014 4000113.36 4000113.36 0.0040 N Y Y N Royal Bank of Canada Royal Bank of Canada 0.320 78014XDH7 ES7IP3U3RHIGC71XBU11 US78014XDH70 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-05-01 2020-08-17 2020-08-17 N N N 0.0077 2496576.93 2496576.93 0.0025 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia 1.370 20272AR24 MSFSBD3QN1GSN7Q6C537 US20272AR245 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-07-09 2020-10-09 2020-10-09 N N N 0.0071 4997837.15 4997837.15 0.0050 N N N N Royal Bank of Canada Royal Bank of Canada 0.410 78014XER4 ES7IP3U3RHIGC71XBU11 US78014XER44 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-05-01 2020-09-29 2020-09-29 N N N 0.0089 12973666.68 12973666.68 0.0131 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 A+ Moody's - BR Aa3 Standard & Poor's - BR AA- 2020-09-18 2020-09-18 2020-09-18 N N N 0.0101 3513858.92 3513858.92 0.0035 N N N N Versailles Commercial Paper LLC Versailles Commercial Paper LLC 0.388 92512LFJ5 US92512LFJ52 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-06-18 2020-06-18 2020-06-18 N Y NATIXIS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0039 14992200.90 14992200.90 0.0151 N N N N Old Line Funding LLC Old Line Funding LLC 0.254 67983TEN2 5493004QSN8OZAIU2J90 US67983TEN28 Asset Backed Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-05-22 2020-05-22 2020-05-22 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0025 14997708.30 14997708.30 0.0151 N N N N Old Line Funding LLC Old Line Funding LLC 0.413 67983TG18 5493004QSN8OZAIU2J90 US67983TG186 Asset Backed Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-07-01 2020-07-01 2020-07-01 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0041 14989485.90 14989485.90 0.0151 N N N N Sheffield Receivables Co. LLC Sheffield Receivables Co. LLC 0.466 82124LG14 549300MYF6MOTU9T3G29 US82124LG144 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-07-01 2020-07-01 2020-07-01 N Y BARCLAYS BANK PLC 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0047 4996047.50 4996047.50 0.0050 N N N N Lloyds Bank plc Lloyds Bank plc 1.433 53946BER8 H7FNTJ4851HG0EXQ1Z70 US53946BER87 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-07-06 2020-07-06 2020-07-06 N N N 0.0070 7498943.70 7498943.70 0.0076 N N N N Skandinaviska Enskilda Banken AB, New York Skandinaviska Enskilda Banken AB, New York 1.600 83050PEP0 F3JS33DEI6XQ4ZBPTN86 US83050PEP09 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-07-02 2020-10-02 2020-10-02 N N N 0.0071 4999998.15 4999998.15 0.0050 N N N N Skandinaviska Enskilda Banken AB, New York Skandinaviska Enskilda Banken AB, New York 1.827 83050PGP8 F3JS33DEI6XQ4ZBPTN86 US83050PGP80 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-13 2020-11-13 2020-11-13 N N N 0.0075 9995766.30 9995766.30 0.0101 N N N N Westpac Banking Corp. Westpac Banking Corp. 2.650 961214DU4 EN5TNI6CI43VEPAMHL14 US961214DU48 Other Instrument Fixed Rate Corporate Note Y Fitch - BR A+ Moody's - BR Aa3 Standard & Poor's - BR AA- 2021-01-25 2021-01-25 2021-01-25 N N N 0.0113 15166189.05 15166189.05 0.0151 N N N N Westpac Banking Corp. Westpac Banking Corp. 0.210 9612C4L33 EN5TNI6CI43VEPAMHL14 US9612C4L338 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-05-01 2021-02-19 2021-02-19 N N N 0.0079 4977135.50 4977135.50 0.0050 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 2.450 865622BY9 5U0XI89JRFVHWIBS4F54 US865622BY94 Other Instrument Fixed Rate Corporate Note Y Fitch - BR NR Moody's - BR A1 Standard & Poor's - BR A 2020-10-20 2020-10-20 2020-10-20 N Y SUMITOMO MITSUI BANKING CORP (NE 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0133 11057740.98 11057740.98 0.0111 N N N N MUFG Bank Ltd., New York MUFG Bank Ltd., New York 1.232 55379WE69 C3GTMMZIHMY46P4OIX74 US55379WE693 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-05 2020-05-05 2020-05-05 N N N 0.0112 2000315.28 2000315.28 0.0020 N N Y N Macquarie Bank Ltd. Macquarie Bank Ltd. 1.171 55607NGZ7 4ZHCHI4KYZG2WVRT8631 US55607NGZ78 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-11 2020-07-08 2020-07-08 N N N 0.0043 2000820.70 2000820.70 0.0020 N N N N Svenska Handelsbanken AB, New York Svenska Handelsbanken AB, New York 1.600 86959RCG3 NHBDILHZTYCNBV5UYZ31 US86959RCG39 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-07-02 2020-10-02 2020-10-02 N N N 0.0071 14999994.45 14999994.45 0.0151 N N N N Swedbank AB Swedbank AB 0.312 87019RGT7 M312WZV08Y7LYUC71685 US87019RGT77 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-07-27 2020-07-27 2020-07-27 N N N 0.0031 2498123.90 2498123.90 0.0025 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.040 MBNUM2BPBDO7JBLYG310 BRW4JE8T5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N 2 3/4 NOTE Z 23 2023-05-31 2.750000 46896100.00 51000013.59 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 50000000.00 50000000.00 0.0504 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp. 0.040 RUC0QBLBRPRCU4W1NE59 BRW4JEA54 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEPC 02.500 CLSD8061 2050-04-01 2.500000 1419735.00 1477992.25 Agency Mortgage-Backed Securities FEPC 02.500 CLQA8119 2050-03-01 2.500000 2899991.00 3019850.82 Agency Mortgage-Backed Securities FMST SIO 0328 900121 2038-02-15 2.354870 210823998.00 2956905.00 Agency Collateralized Mortgage Obligation FNRA CL084DS R16F084 2046-11-25 1.908880 10172286.00 171131.72 Agency Collateralized Mortgage Obligation MNRM CL032A1 R19M032 2029-10-25 2.428000 87478.00 90576.15 Agency Collateralized Mortgage Obligation FNRM RC015EA R20F015 2049-10-25 2.000000 56482.00 57701.16 Agency Collateralized Mortgage Obligation FNMS 03.500 CLCA5356 2050-02-01 3.500000 22717.00 24692.34 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4019 2050-04-01 2.500000 4634726.00 4824906.83 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4020 2050-04-01 3.000000 1303494.00 1379102.73 Agency Mortgage-Backed Securities GNII SF MA6477 M 2050-01-20 4.500000 21746.00 23244.35 Agency Mortgage-Backed Securities GNHA RM BM7385 H 2069-07-20 2.460000 1001.00 872.43 Agency Mortgage-Backed Securities GNII SF BP7527 C 2049-10-20 3.500000 57456.00 61567.51 Agency Mortgage-Backed Securities GNII SF BR9443 C 2050-02-20 3.500000 1745217.00 1874185.36 Agency Mortgage-Backed Securities GNII SF BS6286 C 2050-03-20 4.500000 574128.00 631031.83 Agency Mortgage-Backed Securities GNII SF BS8395 C 2050-03-20 3.000000 152377.00 162922.18 Agency Mortgage-Backed Securities GNII SF BS9234 C 2050-04-20 3.500000 1269614.00 1387184.63 Agency Mortgage-Backed Securities GNII SF BS9244 C 2050-04-20 4.000000 1663645.00 1820220.98 Agency Mortgage-Backed Securities GNII SF BT6166 C 2050-03-20 3.000000 40026.00 42683.05 Agency Mortgage-Backed Securities GNRA 2017-6O IH 2067-07-20 1.906130 100000.00 8668.32 Agency Collateralized Mortgage Obligation GNRM 2018-34 KI 2048-10-20 5.000000 300000.00 124988.33 Agency Collateralized Mortgage Obligation GNRA 2019-085 WS 2049-07-20 5.431750 1155839.00 183323.05 Agency Collateralized Mortgage Obligation GNRA 2019-119 SG 2049-09-20 5.381750 100016.00 16846.11 Agency Collateralized Mortgage Obligation GNRA 2019-23 SP 2049-10-20 5.381750 3005889.00 434368.21 Agency Collateralized Mortgage Obligation Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 20000000.00 20000000.00 0.0202 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 0.020 ZBUT11V806EZRVTWT807 BRW4JEAA3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-11-15 5.250000 100.00 141.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-08-15 2.250000 31472000.00 38758176.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-07-31 2.125000 1200.00 1298.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-12-31 2.500000 200.00 204.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-08-31 2.000000 200.00 205.54 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0002 38000000.00 38000000.00 0.0383 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 0.040 549300HN4UKV1E2R3U73 BRW4JE8A6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GINNIE MAE II 2050-02-20 3.000000 19710666.00 20400000.55 Agency Mortgage-Backed Securities Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 20000000.00 20000000.00 0.0202 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 0.040 ZBUT11V806EZRVTWT807 BRW4JEA96 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNII SF MA6220 M 2049-10-20 4.000000 60007420.00 60915860.91 Agency Mortgage-Backed Securities GNAR AF MA5942 M 2049-05-20 4.000000 4707144.00 3344139.70 Agency Mortgage-Backed Securities Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 63000000.00 63000000.00 0.0635 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 0.040 1VUV7VQFKUOQSJ21A208 BRW4J4D04 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 17908000.00 17908000.00 0.0180 N Y Y N Royal Bank of Canada Royal Bank of Canada 0.020 BRW4J4DB0 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-05-01 2020-05-01 2020-05-01 N N N 0.0002 10000000.00 10000000.00 0.0101 N Y Y N Mizuho Bank Ltd. Mizuho Bank Ltd. 0.060 51KMXRLB0RIEGI0WJN58 BRW4K3ZT7 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 13000000.00 13000000.00 0.0131 N Y Y N Thunder Bay Funding LLC Thunder Bay Funding LLC 0.344 88602TFR9 US88602TFR95 Asset Backed Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-06-25 2020-06-25 2020-06-25 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0034 22488135.08 22488135.08 0.0226 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 NR 2020-07-24 2020-07-24 2020-07-24 N N N 0.0025 1506773.78 1506773.78 0.0015 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 0.410 89114M5G8 PT3QB789TSUIDF371261 US89114M5G89 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR NR 2020-05-01 2020-09-08 2020-09-08 N N N 0.0069 1248767.54 1248767.54 0.0013 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 0.430 89114N5L5 PT3QB789TSUIDF371261 US89114N5L56 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR NR 2020-05-01 2020-09-30 2020-09-30 N N N 0.0069 6992219.92 6992219.92 0.0071 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 1.130 89114NJX4 PT3QB789TSUIDF371261 US89114NJX49 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR NR 2021-04-14 2021-04-14 2021-04-14 N N N 0.0066 5022524.35 5022524.35 0.0050 N N N N BlackRock Funds 2020-05-06 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer