N-MFP2 0000844779 XXXXXXXX 2020-06-30 0000844779 549300OZUEVJZHOBFP42 S000065181 3 N N 033-26305 BlackRock Advisors, LLC 801-47710 Deloitte & Touche LLP Boston MA BlackRock Advisors, LLC JPMorgan Chase Bank, N.A. BNY Mellon Investment Servicing (US) Inc. 0000849542 084-01761 N N N Prime N 49 75 430974925.55 463978905.72 466449483.68 465171493.38 448480303.06 481480205.30 491448764.10 503227576.17 0.4335 0.4559 0.4641 0.4541 0.4511 0.4731 0.4889 0.4913 13687769.84 1030843216.90 367100000.00 788265.50 595029.07 1044724223.17 1043604939.24 0.0059 1.0013 1.0012 1.0012 1.0011 C000211011 2000000.00 185300054.73 185103238.66 1.0013 1.0012 1.0011 1.0011 60823.30 2660.87 10000004.00 0.00 0.00 900.00 20000001.00 3.00 50060828.30 3563.87 0.0039 Y BlackRock Advisors, LLC, Administration Fees, 3297.90; BlackRock Advisors, LLC, Transfer Agent Fees, 102.90; C000211010 1000.00 322119.58 321773.20 1.0013 1.0012 1.0012 1.0011 4.16 0.00 0.83 2507.27 0.00 0.00 0.00 0.00 4.99 2507.27 0.0014 Y BlackRock Advisors, LLC, Administration Fees, 7.18; BlackRock Advisors, LLC, Transfer Agent Fees, 11.10; C000211009 1000000.00 859102048.86 858179927.38 1.0013 1.0012 1.0012 1.0011 791468.73 10107.31 1013727.95 0.00 0.00 100374.64 1000000.00 1740224.00 3805196.68 1850705.95 0.0045 Y BlackRock Advisors, LLC, Administration Fees, 19072.81; BlackRock Advisors, LLC, Transfer Agent Fees, 52.50; 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 0.0028 5000942.25 5000942.25 0.0048 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia 0.427 20272AS31 MSFSBD3QN1GSN7Q6C537 US20272AS318 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-08-28 2021-05-28 2021-05-28 N N N 0.0039 19999998.40 19999998.40 0.0191 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 0.0041 3512396.48 3512396.48 0.0034 N N N N CPPIB Capital, Inc. CPPIB Capital, Inc. 0.400 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 2020-07-01 2020-12-10 2020-12-10 N N N 0.0049 23241097.58 23241097.58 0.0223 N N N N Credit Industriel et Commercial SA Credit Industriel et Commercial SA 0.416 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 0.0042 9985763.90 9985763.90 0.0096 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 0.0015 1502017.73 1502017.73 0.0014 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 0.450 89114M5G8 PT3QB789TSUIDF371261 US89114M5G89 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-07-01 2020-09-08 2020-09-08 N N N 0.0035 1250235.71 1250235.71 0.0012 N N N N Credit Industriel et Commercial SA, New York Credit Industriel et Commercial SA, New York 0.757 22536UYT1 N4JDFKKH2FTD8RKFXO39 US22536UYT14 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-08-03 2021-02-01 2021-02-01 N N N 0.0040 4999117.55 4999117.55 0.0048 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 0.500 89114N5L5 PT3QB789TSUIDF371261 US89114N5L56 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-07-01 2020-09-30 2020-09-30 N N N 0.0019 7005542.88 7005542.88 0.0067 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 A-1+ 2021-04-14 2021-04-14 2021-04-14 N N N 0.0038 5029952.90 5029952.90 0.0048 N N N N Credit Suisse AG, New York Credit Suisse AG, New York 1.533 22549LN84 ANGGYXNX0JLX3X63JN86 US22549LN844 Certificate of Deposit 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 N N 0.0037 5000000.00 5000000.00 0.0048 N Y Y N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 0.430 89114NMT9 PT3QB789TSUIDF371261 US89114NMT99 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-07-01 2021-07-28 2021-07-28 N N N 0.0042 5000434.20 5000434.20 0.0048 N N N N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 1.850 89114QBT4 PT3QB789TSUIDF371261 US89114QBT40 Other Instrument Fixed Rate Corporate Note Y Fitch - BR AA Moody's - BR Aa1 Standard & Poor's - BR AA- 2020-09-11 2020-09-11 2020-09-11 N N N 0.0034 3008911.32 3008911.32 0.0029 N N N N Alpine Securitization Ltd. Alpine Securitization Ltd. 1.750 02089XJU2 5493002FS5SZRATKZR12 US02089XJU28 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2020-08-04 2020-08-04 2020-09-30 Y ALPINE SECURITIZATION LLC 1.0000 35 N Fitch - BR NR Moody's - BR NR Standard & Poor's - BR NR Y CREDIT SUISSE AG 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0175 15027237.90 15027237.90 0.0144 N N N N Alpine Securitization Ltd. Alpine Securitization Ltd. 0.350 02089XKB2 5493002FS5SZRATKZR12 US02089XKB28 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2020-07-21 2020-08-04 2020-08-19 Y ALPINE SECURITIZATION LLC 1.0000 35 N Fitch - BR NR Moody's - BR NR Standard & Poor's - BR NR Y CREDIT SUISSE AG 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0035 9490128.17 9490128.17 0.0091 N N N N Alpine Securitization Ltd. Alpine Securitization Ltd. 0.350 02089XKD8 5493002FS5SZRATKZR12 US02089XKD83 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2020-07-28 2020-08-04 2020-08-12 Y ALPINE SECURITIZATION LLC 1.0000 35 N Fitch - BR NR Moody's - BR NR Standard & Poor's - BR NR Y CREDIT SUISSE AG 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0060 4994577.60 4994577.60 0.0048 N N N N Kingdom of Denmark Kingdom of Denmark 0.370 24850CPQ1 549300PTO6LS1PTM6607 US24850CPQ14 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+ 2021-02-24 2021-02-24 2021-02-24 N N N 0.0037 14963751.60 14963751.60 0.0143 N N N N Antalis SA Antalis SA 0.175 03664AG93 549300G2LM2ZKZ0X4Y50 US03664AG932 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-07-09 2020-07-09 2020-07-09 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0018 9999567.50 9999567.50 0.0096 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 A+ Moody's - BR Aa3 Standard & Poor's - BR AA- 2020-08-19 2020-08-19 2020-08-19 N N N 0.0055 7516065.83 7516065.83 0.0072 N N N N UBS AG UBS AG 1.333 90276JJY3 BFM8T61CT2L1QCEMIK50 US90276JJY38 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-03-02 2021-03-02 2021-03-02 N N N 0.0133 9975680.00 9975680.00 0.0095 N N N N BPCE SA BPCE SA 0.133 05571BGX5 9695005MSX1OYEMGDF46 US05571BGX55 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 0.0013 4999435.95 4999435.95 0.0048 N N N N UBS AG UBS AG 0.466 90351WNR2 BFM8T61CT2L1QCEMIK50 US90351WNR24 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-01-25 2021-01-25 2021-01-25 N N N 0.0047 2393604.60 2393604.60 0.0023 N N N N United States International Development Finance Corp. Variable Rate Notes United States International Development Finance Corp. Variable Rate Notes 0.340 90376PAU5 US90376PAU57 U.S. Government Agency Debt Y Fitch - BR Agency Moody's - BR Agency Standard & Poor's - BR AA+ 2020-07-07 2020-07-07 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 0.0034 2500000.00 2500000.00 0.0024 N N Y N BNP Paribas SA, New York BNP Paribas SA, New York 0.330 05586FTK3 R0MUWSFPU8MPRO8K5P83 US05586FTK39 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-07-01 2021-02-05 2021-02-05 N N N 0.0046 6195082.22 6195082.22 0.0059 N N N N Credit Industriel et Commercial SA Credit Industriel et Commercial SA 1.901 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 0.0190 4991481.20 4991481.20 0.0047 N N N N Banque Federative du Credit Mutuel SA Banque Federative du Credit Mutuel SA 1.896 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 17470184.20 17470184.20 0.0166 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.156 9127962J7 254900HROIFWPRGM1V77 US9127962J70 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2020-10-01 2020-10-01 2020-10-01 N N N 0.0016 14994058.35 14994058.35 0.0144 N Y Y N Credit Industriel et Commercial SA Credit Industriel et Commercial SA 1.723 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 0.0172 4988989.60 4988989.60 0.0047 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 0.295 06367BGQ6 NQQ6HPCNCCU6TUTQYE16 US06367BGQ68 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-07-13 2020-11-13 2020-11-13 N N N 0.0026 5000215.15 5000215.15 0.0048 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 0.417 06367BMU0 NQQ6HPCNCCU6TUTQYE16 US06367BMU07 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-09-24 2021-06-24 2021-06-24 N N N 0.0042 2499999.85 2499999.85 0.0024 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 0.400 06370R3V9 NQQ6HPCNCCU6TUTQYE16 US06370R3V97 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-07-01 2020-09-22 2020-09-22 N N N 0.0019 10004897.50 10004897.50 0.0096 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 0.480 06370R4P1 NQQ6HPCNCCU6TUTQYE16 US06370R4P11 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-07-01 2020-10-02 2020-10-02 N N N 0.0019 7505676.30 7505676.30 0.0072 N N N N Mizuho Floater/Residual Trust Mizuho Floater/Residual Trust 0.580 60700HBR9 353800CI5L6DDAN5XZ33 US60700HBR93 Tender Option Bond Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR NR 2020-08-04 2020-08-04 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 0.0013 15000000.00 15000000.00 0.0144 N N N N Mizuho Floater/Residual Trust Mizuho Floater/Residual Trust 0.580 60700HCA5 549300K10X7VPG6JVX38 US60700HCA59 Tender Option Bond Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR NR 2020-08-04 2020-08-04 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 0.0013 3000000.00 3000000.00 0.0029 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 0.390 06370RS26 NQQ6HPCNCCU6TUTQYE16 US06370RS262 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-07-01 2020-07-13 2020-07-13 N N N 0.0032 1000021.30 1000021.30 0.0010 N N N N Mizuho Floater/Residual Trust Mizuho Floater/Residual Trust 0.580 60700HDC0 US60700HDC07 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2020-08-04 2020-08-04 2024-04-30 Y MIZUHO CAPITAL MARKETS LLC 1.0000 35 N Fitch - BR NR Moody's - BR NR Standard & Poor's - BR NR N N 0.0013 9000000.00 9000000.00 0.0086 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 0.0057 5703499.00 5703499.00 0.0055 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.170 9127962Y4 254900HROIFWPRGM1V77 US9127962Y48 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2021-05-20 2021-05-20 2021-05-20 N N N 0.0017 24962428.75 24962428.75 0.0239 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.164 9127963A5 254900HROIFWPRGM1V77 US9127963A52 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2020-11-19 2020-11-19 2020-11-19 N N N 0.0016 9993635.40 9993635.40 0.0096 N Y Y 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 0.0028 6754730.47 6754730.47 0.0065 N N N N Bank of Nova Scotia, Houston Bank of Nova Scotia, Houston 0.424 06417MEU5 L3I9ZG2KFGXZ61BMYR72 US06417MEU53 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-07-17 2020-08-17 2020-08-17 N N N 0.0014 12001443.36 12001443.36 0.0115 N N N N Mont Blanc Capital Corp. Mont Blanc Capital Corp. 0.126 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 0.0013 14999586.60 14999586.60 0.0144 N N Y N U.S. Treasury Bills U.S. Treasury Bills 0.104 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 0.0010 9999602.80 9999602.80 0.0096 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)P-1 Standard & Poor's - BR A-1+ 2020-07-10 2020-07-10 2020-07-10 N N N 0.0025 4000150.96 4000150.96 0.0038 N N N N Royal Bank of Canada, New York Royal Bank of Canada, New York 0.430 78012UWW1 ES7IP3U3RHIGC71XBU11 US78012UWW16 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR (P)P-1 Standard & Poor's - BR A-1+ 2021-07-01 2021-07-26 2021-07-26 N N N 0.0016 2507155.65 2507155.65 0.0024 N N N N Royal Bank of Canada Royal Bank of Canada 0.390 78014XDH7 ES7IP3U3RHIGC71XBU11 US78014XDH70 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-07-01 2020-08-17 2020-08-17 N N N 0.0018 2500693.05 2500693.05 0.0024 N N N N Hydro-Quebec Hydro-Quebec 0.166 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 0.0017 24998405.50 24998405.50 0.0239 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 0.420 63254GMM4 F8SB4JFBSYQFRQEH3Z21 US63254GMM41 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-07-20 2020-08-20 2020-08-20 N N N 0.0019 5001488.05 5001488.05 0.0048 N N N N Hydro-Quebec Hydro-Quebec 0.242 44881LL29 6THEVG93PYJH84S4D167 US44881LL294 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+ 2020-11-02 2020-11-02 2020-11-02 N N N 0.0024 4995868.05 4995868.05 0.0048 N N N N Royal Bank of Canada Royal Bank of Canada 0.480 78014XER4 ES7IP3U3RHIGC71XBU11 US78014XER44 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-07-01 2020-09-29 2020-09-29 N N N 0.0019 13009525.10 13009525.10 0.0124 N N N N ING US Funding LLC ING US Funding LLC 0.463 44988KHK8 US44988KHK88 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2020-09-14 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 0.0025 20008215.80 20008215.80 0.0191 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.130 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 24993770.75 24993770.75 0.0239 N Y Y N BNG Bank NV BNG Bank NV 0.056 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 0.0006 4999763.20 4999763.20 0.0048 N N N N Sheffield Receivables Co. LLC Sheffield Receivables Co. LLC 0.122 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 0.0012 4999983.35 4999983.35 0.0048 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.176 9127964S5 254900HROIFWPRGM1V77 US9127964S51 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2020-11-17 2020-11-17 2020-11-17 N N N 0.0018 9993243.10 9993243.10 0.0096 N Y Y N ING US Funding LLC ING US Funding LLC 0.117 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 0.0012 3003980.65 3003980.65 0.0029 N N Y 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 0.0029 5002170.65 5002170.65 0.0048 N N N N Skandinaviska Enskilda Banken AB, New York Skandinaviska Enskilda Banken AB, New York 0.554 83050PGP8 F3JS33DEI6XQ4ZBPTN86 US83050PGP80 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-08-13 2020-11-13 2020-11-13 N N N 0.0030 10004461.40 10004461.40 0.0096 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.167 912796UC1 254900HROIFWPRGM1V77 US912796UC14 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2021-01-28 2021-01-28 2021-01-28 N N N 0.0017 12487911.50 12487911.50 0.0120 N Y Y 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 0.0048 15184613.85 15184613.85 0.0144 N N N N Westpac Banking Corp. Westpac Banking Corp. 0.250 9612C4L33 EN5TNI6CI43VEPAMHL14 US9612C4L338 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-07-01 2021-02-19 2021-02-19 N N N 0.0038 4995889.85 4995889.85 0.0048 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 0.0044 11067552.54 11067552.54 0.0106 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.118 912796WZ8 254900HROIFWPRGM1V77 US912796WZ80 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2020-08-06 2020-08-06 2020-08-06 N N N 0.0012 24997000.00 24997000.00 0.0239 N Y Y 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 0.0029 15006511.95 15006511.95 0.0144 N N N N Svenska Handelsbanken AB, New York Svenska Handelsbanken AB, New York 1.150 86959RFQ8 NHBDILHZTYCNBV5UYZ31 US86959RFQ83 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-03-03 2021-03-03 2021-03-03 N N N 0.0031 2514265.33 2514265.33 0.0024 N N N N Svenska Handelsbanken AB, New York Svenska Handelsbanken AB, New York 0.431 86959RGY0 NHBDILHZTYCNBV5UYZ31 US86959RGY09 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-09-16 2021-06-16 2021-06-16 N N N 0.0041 2499999.78 2499999.78 0.0024 N N N N Swedbank AB Swedbank AB 0.118 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 0.0012 2499782.50 2499782.50 0.0024 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 0.0021 7500124.88 7500124.88 0.0072 N N Y N Nordea Bank Abp, New York Nordea Bank Abp, New York 0.410 65558TQY4 529900ODI3047E2LIV03 US65558TQY46 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-07-09 2020-07-09 2020-07-09 N N N 0.0014 7500483.90 7500483.90 0.0072 N N N N Macquarie Bank Ltd. Macquarie Bank Ltd. 0.425 55607NGZ7 4ZHCHI4KYZG2WVRT8631 US55607NGZ78 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-07-08 2020-07-08 2020-07-08 N N N 0.0015 2000121.86 2000121.86 0.0019 N N Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.428 13608CJL7 2IGI19DL77OX0HC3ZE78 US13608CJL72 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-07-31 2020-12-31 2020-12-31 N N N 0.0022 10009804.10 10009804.10 0.0096 N N N N Old Line Funding LLC Old Line Funding LLC 0.120 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 0.0012 14999951.25 14999951.25 0.0144 N Y Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.446 13608CKS0 2IGI19DL77OX0HC3ZE78 US13608CKS07 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-09-25 2021-06-28 2021-06-28 N N N 0.0044 9999999.30 9999999.30 0.0096 N N N N Cargill, Inc. Cargill, Inc. 0.104 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 0.0010 24999070.25 24999070.25 0.0239 N N N N Merck & Co., Inc. Merck & Co., Inc. 0.055 58934AG83 4YV9Y5M8S0BRK1RP0397 US58934AG834 Non-Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-07-08 2020-07-08 2020-07-08 N N N 0.0005 9999880.00 9999880.00 0.0096 N N Y N Merck & Co., Inc. Merck & Co., Inc. 0.093 58934AGQ3 4YV9Y5M8S0BRK1RP0397 US58934AGQ31 Non-Financial Company Commercial Paper 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 0.0009 9999386.70 9999386.70 0.0096 N N N N BMO Capital Markets Corp. BMO Capital Markets Corp. 0.090 RUC0QBLBRPRCU4W1NE59 BRW6D3985 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHLMC_4957A 2049-10-25 3.500000 100000.00 3201.40 Agency Collateralized Mortgage Obligation FNMA_18-13D 2057-12-25 8.930530 104250.00 18155.13 Agency Collateralized Mortgage Obligation FNMA_20-39E 2050-06-25 5.895500 138956.00 31634.04 Agency Collateralized Mortgage Obligation GNMA_16-H20A 2066-09-20 2.946450 250188.00 17323.00 Agency Collateralized Mortgage Obligation FHLMC_2647 2033-07-15 13.318420 253200.00 8537.97 Agency Collateralized Mortgage Obligation FNMA_20-40E 2049-04-25 2.500000 400000.00 44384.92 Agency Collateralized Mortgage Obligation GNMA_20-76C 2050-05-20 5.000000 1013564.00 142024.65 Agency Collateralized Mortgage Obligation FNMA_20-16E 2050-03-25 5.865500 1278779.00 205931.33 Agency Collateralized Mortgage Obligation FNMA_16-26D 2042-11-25 6.602110 1283000.00 1271081.75 Agency Collateralized Mortgage Obligation FHLMC_4941A 2047-12-15 4.000000 1381620.00 200345.78 Agency Collateralized Mortgage Obligation FNMA_20-11K 2040-10-25 3.000000 3866666.00 195881.23 Agency Collateralized Mortgage Obligation FNMA_19-76D 2049-12-25 5.815500 8188928.00 1128135.91 Agency Collateralized Mortgage Obligation FNMA_19-76D 2049-12-25 5.815500 9237887.00 1154900.93 Agency Collateralized Mortgage Obligation FNMA_19-M31B 2028-09-25 0.318000 10357967.00 6370.92 Agency Collateralized Mortgage Obligation FHLMC_4973A 2041-01-15 0.000000 11278892.00 10004884.75 Agency Collateralized Mortgage Obligation FNMA_20-35M 2050-06-25 3.043000 12788672.00 591410.62 Agency Collateralized Mortgage Obligation FNMA_19-59H 2049-10-25 5.865500 17237087.00 2372490.45 Agency Collateralized Mortgage Obligation FNMA_16-84D 2046-11-25 2.878590 24771264.00 409991.19 Agency Collateralized Mortgage Obligation FNMA_14-45 2044-08-25 3.105710 44578624.00 446783.32 Agency Collateralized Mortgage Obligation FNMA_16-M01B 2026-01-25 0.190000 585859072.00 2746531.89 Agency Collateralized Mortgage Obligation Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 20000000.00 20000000.00 0.0191 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 0.090 ZBUT11V806EZRVTWT807 BRW6D39D4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2031-11-01 2.500000 313776.00 264229.49 Agency Mortgage-Backed Securities GINNIE MAE II 2049-08-20 4.000000 365270.00 135164.27 Agency Mortgage-Backed Securities GINNIE MAE I 2059-10-15 3.620000 368339.00 406471.71 Agency Mortgage-Backed Securities GINNIE MAE I 2060-05-15 4.470000 642334.00 754639.57 Agency Mortgage-Backed Securities GINNIE MAE I 2061-10-15 3.140000 1042964.00 1120610.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-07-01 7.500000 1086360.00 11045.58 Agency Mortgage-Backed Securities GINNIE MAE I 2060-08-15 4.490000 5039992.00 5891533.65 Agency Mortgage-Backed Securities GINNIE MAE II 2048-05-20 2.500000 5199584.00 2966147.51 Agency Mortgage-Backed Securities GINNIE MAE I 2055-05-15 2.520000 10000000.00 10648522.78 Agency Mortgage-Backed Securities GINNIE MAE II 2048-02-20 2.500000 15698160.00 6359538.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2048-07-01 4.000000 20263424.00 16756906.48 Agency Mortgage-Backed Securities GINNIE MAE I 2055-05-15 2.640000 27013000.00 29109062.07 Agency Mortgage-Backed Securities GINNIE MAE II 2044-10-20 3.125000 36486040.00 5024810.13 Agency Mortgage-Backed Securities GINNIE MAE II 2044-03-20 2.750000 43454272.00 5290673.81 Agency Mortgage-Backed Securities GINNIE MAE II 2026-11-20 3.125000 47658752.00 86005.94 Agency Mortgage-Backed Securities 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 N N 0.0009 83000000.00 83000000.00 0.0794 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 0.090 549300HN4UKV1E2R3U73 BRW6D3860 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-05-22 0.250000 1088000.00 1086499.53 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2030-02-12 3.370000 18770000.00 19314092.25 Agency Debentures and Agency Strips Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 20000000.00 20000000.00 0.0191 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.110 MBNUM2BPBDO7JBLYG310 BRW6D6WE9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-07-31 1.750000 100.00 102.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-07-31 0.370060 100.00 100.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-09-30 2.125000 100.00 102.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-15 1.750000 700.00 728.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-07-15 0.250000 35000.00 38477.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-07-02 0.000000 1960700.00 1960686.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-07-07 0.000000 100002500.00 99999899.94 U.S. Treasuries (including strips) 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 N N 0.0011 100000000.00 100000000.00 0.0957 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.090 MBNUM2BPBDO7JBLYG310 BRW6D38N3 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 2020-07-28 0.000000 100.00 99.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-12-31 2.625000 100.00 112.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-01-15 0.625000 200.00 234.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-01-15 2.000000 8900.00 13458.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-02-15 6.000000 513300.00 686154.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-07-15 0.125000 30768600.00 34999997.68 U.S. Treasuries (including strips) 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 N N 0.0009 35000000.00 35000000.00 0.0335 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 0.070 ZBUT11V806EZRVTWT807 BRW6D3993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-31 1.375000 100.00 104.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-07-15 1.250000 100.00 118.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-12-31 2.000000 100.00 102.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-15 0.125000 100.00 99.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-06 0.000000 400.00 399.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-10-31 2.250000 500.00 545.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-31 2.875000 600.00 677.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-04-30 2.875000 682400.00 770780.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-12-31 1.750000 8103300.00 8166627.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-07-23 0.000000 29823200.00 29820545.74 U.S. Treasuries (including strips) 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 N N 0.0007 38000000.00 38000000.00 0.0364 N Y Y N Mizuho Bank Ltd. Mizuho Bank Ltd. 0.090 BRW6CUZG9 Non-Negotiable Time Deposit 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 N N 0.0009 13000000.00 13000000.00 0.0124 N Y Y N Royal Bank of Canada Royal Bank of Canada 0.090 BRW6CUZ87 Non-Negotiable Time Deposit 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 N N 0.0009 20000000.00 20000000.00 0.0191 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 0.080 1VUV7VQFKUOQSJ21A208 BRW6D4VF2 Non-Negotiable Time Deposit 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 N N 0.0008 11100000.00 11100000.00 0.0106 N Y Y N BlackRock Funds 2020-07-07 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer