N-MFP2 0000844779 XXXXXXXX 2020-07-31 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 48 75 484303550.70 560931173.00 536394792.70 585654461.60 601521576.20 535318261.30 594190773.30 550428544.80 615154755.10 604022431.80 0.4633 0.4735 0.4729 0.4916 0.5032 0.5121 0.5016 0.4852 0.5163 0.5053 13008165.85 1181764364.67 493050000.00 498865.10 5469840.93 1189801554.69 1188613301.78 0.0037 1.0010 1.0010 1.0010 1.0010 1.0010 C000211011 2000000.00 302706522.47 302406975.40 1.0010 1.0010 1.0010 1.0010 1.0010 20051962.39 4897.10 109382713.00 95195.00 9666816.50 5005000.00 6086635.00 60060.00 7448110.87 10050040.00 132636237.76 15215192.10 0.0017 Y BlackRock Advisors, LLC, Administration Fees, 9056.91; BlackRock Advisors, LLC, Transfer Agent Fees, 232.17; C000211010 1000.00 351169.11 350816.03 1.0010 1.0010 1.0010 1.0010 1.0010 28012.46 0.00 0.71 0.00 143.93 0.00 0.00 82.43 1000.00 0.00 29157.10 82.43 0.0000 Y BlackRock Advisors, LLC, Administration Fees, 22.90; BlackRock Advisors, LLC, Transfer Agent Fees, 15.89; C000211009 1000000.00 886743863.11 885855510.35 1.0010 1.0010 1.0010 1.0010 1.0010 1236252.44 8175.46 0.00 0.00 0.00 25000000.00 50975204.36 0.00 1500000.00 0.00 52711456.80 25008175.46 0.0023 Y BlackRock Advisors, LLC, Administration Fees, 28620.30; BlackRock Advisors, LLC, Transfer Agent Fees, 139.27; BNP Paribas SA, New York BNP Paribas SA, New York 0.350 05586FTK3 R0MUWSFPU8MPRO8K5P83 US05586FTK39 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-08-03 2021-02-05 2021-02-05 N N N 0.0031 6201429.10 6201429.10 0.0052 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 0.420 06370R3V9 NQQ6HPCNCCU6TUTQYE16 US06370R3V97 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-08-03 2020-09-22 2020-09-22 N N N 0.0019 10003307.50 10003307.50 0.0084 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 0.500 06370R4P1 NQQ6HPCNCCU6TUTQYE16 US06370R4P11 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-08-03 2020-10-02 2020-10-02 N N N 0.0020 7503933.00 7503933.00 0.0063 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 0.0031 5000251.05 5000251.05 0.0042 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 0.470 89114M5G8 PT3QB789TSUIDF371261 US89114M5G89 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-08-03 2020-09-08 2020-09-08 N N N 0.0025 1250267.08 1250267.08 0.0011 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 0.520 89114N5L5 PT3QB789TSUIDF371261 US89114N5L56 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-08-03 2020-09-30 2020-09-30 N N N 0.0020 7003791.27 7003791.27 0.0059 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 0.288 06367BGQ6 NQQ6HPCNCCU6TUTQYE16 US06367BGQ68 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 0.0020 5000900.50 5000900.50 0.0042 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 0.0025 10003364.10 10003364.10 0.0084 N N N N Bank of Nova Scotia, Houston Bank of Nova Scotia, Houston 0.411 06417MEU5 L3I9ZG2KFGXZ61BMYR72 US06417MEU53 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-08-17 2020-08-17 2020-08-17 N N N 0.0013 12001427.04 12001427.04 0.0101 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 0.0032 2500867.65 2500867.65 0.0021 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 0.0037 2499999.73 2499999.73 0.0021 N N N N Skandinaviska Enskilda Banken AB, New York Skandinaviska Enskilda Banken AB, New York 0.452 83050PEP0 F3JS33DEI6XQ4ZBPTN86 US83050PEP09 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-10-02 2020-10-02 2020-10-02 N N N 0.0024 5001391.85 5001391.85 0.0042 N N N N Svenska Handelsbanken AB, New York Svenska Handelsbanken AB, New York 0.452 86959RCG3 NHBDILHZTYCNBV5UYZ31 US86959RCG39 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-10-02 2020-10-02 2020-10-02 N N N 0.0024 15004175.55 15004175.55 0.0126 N N N N Credit Industriel et Commercial SA Credit Industriel et Commercial SA 1.900 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 4994460.60 4994460.60 0.0042 N N N N Banque Federative du Credit Mutuel SA Banque Federative du Credit Mutuel SA 1.895 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 17480612.10 17480612.10 0.0146 N N N N Credit Industriel et Commercial SA Credit Industriel et Commercial SA 1.722 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 4993095.10 4993095.10 0.0042 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 0.0026 2513203.98 2513203.98 0.0021 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 0.0027 5030749.40 5030749.40 0.0042 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+ 2021-07-26 2021-07-26 2021-07-26 N N N 0.0013 2507487.73 2507487.73 0.0021 N N N 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+ 2021-07-28 2021-07-28 2021-07-28 N N N 0.0033 5005087.25 5005087.25 0.0042 N N N N Alpine Securitization Ltd. Alpine Securitization Ltd. 0.339 02089XKD8 5493002FS5SZRATKZR12 US02089XKD83 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2020-08-28 2020-09-04 2020-09-14 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 0.0034 4995953.50 4995953.50 0.0042 N N N N Royal Bank of Canada Royal Bank of Canada 0.410 78014XDH7 ES7IP3U3RHIGC71XBU11 US78014XDH70 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-08-03 2020-08-17 2020-08-17 N N N 0.0013 2500329.83 2500329.83 0.0021 N N N N Royal Bank of Canada Royal Bank of Canada 0.500 78014XER4 ES7IP3U3RHIGC71XBU11 US78014XER44 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-08-03 2020-09-29 2020-09-29 N N N 0.0020 13006492.33 13006492.33 0.0109 N N N N Westpac Banking Corp. Westpac Banking Corp. 0.270 9612C4L33 EN5TNI6CI43VEPAMHL14 US9612C4L338 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-08-03 2021-02-19 2021-02-19 N N N 0.0030 4999188.30 4999188.30 0.0042 N N N N Antalis SA Antalis SA 0.174 03664AHA9 549300G2LM2ZKZ0X4Y50 US03664AHA97 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-08-10 2020-08-10 2020-08-10 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0017 7209655.51 7209655.51 0.0061 N N N N Kingdom of Denmark Kingdom of Denmark 0.062 24850CHA5 549300PTO6LS1PTM6607 US24850CHA53 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+ 2020-08-10 2020-08-10 2020-08-10 N N N 0.0006 9999830.60 9999830.60 0.0084 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 0.417 63254GMM4 F8SB4JFBSYQFRQEH3Z21 US63254GMM41 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-08-20 2020-08-20 2020-08-20 N N N 0.0016 5000710.30 5000710.30 0.0042 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 2020-08-21 2020-09-04 2020-09-21 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 9493261.65 9493261.65 0.0080 N N N N Sheffield Receivables Co. LLC Sheffield Receivables Co. LLC 0.161 82124LHR6 549300MYF6MOTU9T3G29 US82124LHR69 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-08-25 2020-08-25 2020-08-25 N Y BARCLAYS BANK PLC 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0016 19997791.60 19997791.60 0.0168 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 0.0034 19999998.80 19999998.80 0.0168 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 2020-09-04 2020-09-04 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 15031643.04 15031643.04 0.0126 N N N 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 2020-08-31 2020-12-31 2020-12-31 N N N 0.0023 10007651.80 10007651.80 0.0084 N N N N Victory Receivables Corp. Victory Receivables Corp. 0.314 92646KJ45 549300D0F37QF0LP7F94 US92646KJ454 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-09-04 2020-09-04 2020-09-04 N Y MUFG BANK LTD 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0031 34989451.35 34989451.35 0.0294 N N N N Westpac Banking Corp. Westpac Banking Corp. 0.405 9612C4M24 EN5TNI6CI43VEPAMHL14 US9612C4M245 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-09-04 2021-06-04 2021-06-04 N N N 0.0031 5001251.75 5001251.75 0.0042 N N N N Sheffield Receivables Co. LLC Sheffield Receivables Co. LLC 0.184 82124LJ86 549300MYF6MOTU9T3G29 US82124LJ866 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-09-08 2020-09-08 2020-09-08 N Y BARCLAYS BANK PLC 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0018 17496549.53 17496549.53 0.0147 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 0.0020 20004552.00 20004552.00 0.0168 N N N N Old Line Funding LLC Old Line Funding LLC 0.193 67983TJE7 5493004QSN8OZAIU2J90 US67983TJE73 Asset Backed Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-09-14 2020-09-14 2020-09-14 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0019 29992875.00 29992875.00 0.0252 N N N 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 0.0037 10001800.40 10001800.40 0.0084 N N N N Westpac Banking Corp. Westpac Banking Corp. 0.393 9612C4M40 EN5TNI6CI43VEPAMHL14 US9612C4M401 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-10-09 2021-07-02 2021-07-02 N N N 0.0032 10004560.50 10004560.50 0.0084 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 0.397 63254GNT8 F8SB4JFBSYQFRQEH3Z21 US63254GNT84 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-10-08 2021-07-08 2021-07-08 N N N 0.0038 9999876.80 9999876.80 0.0084 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia 0.318 20272AR24 MSFSBD3QN1GSN7Q6C537 US20272AR245 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-10-09 2020-10-09 2020-10-09 N N N 0.0023 5000640.95 5000640.95 0.0042 N N N N UBS AG UBS AG 0.443 90276JKK1 BFM8T61CT2L1QCEMIK50 US90276JKK15 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-10-09 2021-07-09 2021-07-09 N N N 0.0042 17499997.90 17499997.90 0.0147 N N N N HSBC Bank plc HSBC Bank plc 0.496 40433FPV5 MP6I5ZYZBEU3UXPYFY54 US40433FPV57 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-10-13 2020-10-13 2020-10-13 N N N 0.0023 6753278.88 6753278.88 0.0057 N N N N Credit Industriel et Commercial SA Credit Industriel et Commercial SA 0.363 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 0.0036 9990652.20 9990652.20 0.0084 N N N N Hydro-Quebec Hydro-Quebec 0.164 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 0.0016 4997885.00 4997885.00 0.0042 N N N N UBS AG UBS AG 0.343 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 0.0034 2395989.07 2395989.07 0.0020 N N N N Kingdom of Denmark Kingdom of Denmark 0.230 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 0.0023 32457374.30 32457374.30 0.0273 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 9978760.00 9978760.00 0.0083 N N N N Alpine Securitization Ltd. Alpine Securitization Ltd. 0.396 02088WR10 5493002FS5SZRATKZR12 US02088WR100 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-01 2021-04-01 2021-04-01 N Y CREDIT SUISSE AG 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0040 4986783.35 4986783.35 0.0042 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 0.0083 7505073.60 7505073.60 0.0063 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 0.0035 3005100.00 3005100.00 0.0025 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 0.0039 3507724.61 3507724.61 0.0029 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 0.0051 11047349.39 11047349.39 0.0093 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 0.0033 15168055.95 15168055.95 0.0126 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 2020-09-04 2020-09-04 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 0.0016 15000000.00 15000000.00 0.0126 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 2020-09-04 2020-09-04 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 0.0016 3000000.00 3000000.00 0.0025 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 2020-09-04 2020-09-04 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 0.0016 9000000.00 9000000.00 0.0076 N N N N CPPIB Capital, Inc. CPPIB Capital, Inc. 0.420 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 2020-08-03 2020-12-10 2020-12-10 N N N 0.0050 23243434.67 23243434.67 0.0195 N N N N United States International Development Finance Corp. Variable Rate Notes United States International Development Finance Corp. Variable Rate Notes 0.200 90376PAU5 US90376PAU57 U.S. Government Agency Debt Y Fitch - BR Agency Moody's - BR Agency Standard & Poor's - BR AA+ 2020-08-07 2020-08-07 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 0.0020 2500000.00 2500000.00 0.0021 N N Y N U.S. Treasury Bills U.S. Treasury Bills 0.046 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 0.0005 24999812.50 24999812.50 0.0210 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.091 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 0.0009 24997562.50 24997562.50 0.0210 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.096 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 0.0010 14997541.65 14997541.65 0.0126 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.059 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 0.0006 9998233.30 9998233.30 0.0084 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.101 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 0.0010 9996925.00 9996925.00 0.0084 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.105 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 0.0010 12493510.38 12493510.38 0.0105 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.118 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 0.0012 24976336.75 24976336.75 0.0210 N Y Y N Fairway Finance Co. LLC Fairway Finance Co. LLC 0.300 30601VNN7 549300GKD6SUOVFV4H89 US30601VNN72 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2021-01-22 2021-01-22 2021-01-22 N Y BANK OF MONTREAL 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0030 4992829.85 4992829.85 0.0042 N N N N Kreditanstalt fuer Wiederaufbau Kreditanstalt fuer Wiederaufbau 0.191 48246TP29 549300GDPG70E3MBBU98 US48246TP290 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+ 2021-02-02 2021-02-02 2021-02-02 N N N 0.0019 9990286.70 9990286.70 0.0084 N N N N BMO Capital Markets Corp. BMO Capital Markets Corp. 0.090 RUC0QBLBRPRCU4W1NE59 BRW77KPZ4 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 2020-09-17 0.000000 100.00 99.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-11-15 3.750000 100.00 154.68 U.S. Treasuries (including strips) FNMA_14-20D 2044-04-25 4.500000 198.00 7.60 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-11-15 3.000000 300.00 418.70 U.S. Treasuries (including strips) FHLMC_4921C 2047-11-15 6.809220 1216.00 1271.46 Agency Collateralized Mortgage Obligation GINNIE MAE II 2070-05-20 2.855000 6971.00 7509.60 Agency Mortgage-Backed Securities GINNIE MAE II 2033-09-20 5.500000 11813.00 13246.53 Agency Mortgage-Backed Securities FREDDIE MAC FHLMC_3382 2037-11-15 6.000000 18427.00 498.35 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-01-15 0.375000 26100.00 30410.87 U.S. Treasuries (including strips) FHLMC_4957A 2049-10-25 3.500000 100000.00 3117.06 Agency Collateralized Mortgage Obligation GNMA_20-62S 2050-02-20 3.000000 100008.00 8734.08 Agency Collateralized Mortgage Obligation FNMA_18-13D 2057-12-25 8.934330 104250.00 14010.60 Agency Collateralized Mortgage Obligation FNMA_20-39E 2050-06-25 5.908370 138956.00 30855.89 Agency Collateralized Mortgage Obligation GNMA_18-H17C 2068-09-20 1.759650 216819.00 22205.46 Agency Collateralized Mortgage Obligation GNMA_16-H20A 2066-09-20 3.538170 250188.00 17964.22 Agency Collateralized Mortgage Obligation FHLMC_2647 2033-07-15 13.322500 253209.00 8495.29 Agency Collateralized Mortgage Obligation GNMA_20-76C 2050-05-20 5.000000 1013564.00 139395.81 Agency Collateralized Mortgage Obligation FNMA_20-16E 2050-03-25 5.878370 1278779.00 190724.12 Agency Collateralized Mortgage Obligation FNMA_16-26D 2042-11-25 6.632290 1283000.00 1220149.33 Agency Collateralized Mortgage Obligation FNMA_20-45S 2050-07-25 5.928370 1646430.00 287177.28 Agency Collateralized Mortgage Obligation GNMA_20-H11C 2070-06-20 1.794140 2884096.00 282414.45 Agency Collateralized Mortgage Obligation FNMA_20-11K 2040-10-25 3.000000 3866666.00 210637.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-32 2045-11-16 0.044900 3913000.00 215.24 Agency Collateralized Mortgage Obligation FNMA_16-38 2034-12-25 2.858450 4307152.00 88998.96 Agency Collateralized Mortgage Obligation FNMA_19-76D 2049-12-25 5.828370 8188928.00 1271608.36 Agency Collateralized Mortgage Obligation FNMA_19-76D 2049-12-25 5.828370 9237887.00 1131605.43 Agency Collateralized Mortgage Obligation FNMA_19-M31B 2028-09-25 0.200000 10357494.00 6610.45 Agency Collateralized Mortgage Obligation FNMA_20-35M 2050-06-25 2.766410 12788663.00 507221.28 Agency Collateralized Mortgage Obligation FNMA_19-59H 2049-10-25 5.878370 17237087.00 2274758.41 Agency Collateralized Mortgage Obligation FNMA_16-84D 2046-11-25 2.877350 24771264.00 397087.35 Agency Collateralized Mortgage Obligation GNMA_03-64 2043-08-16 0.000000 25587444.00 3.13 Agency Collateralized Mortgage Obligation GNMA_20-85R 2050-05-20 4.000000 38764075.00 5179897.31 Agency Collateralized Mortgage Obligation FNMA_20-M36 2034-09-25 1.563000 43149634.00 4543746.36 Agency Collateralized Mortgage Obligation FNMA_14-45 2044-08-25 3.209360 44578624.00 414953.71 Agency Collateralized Mortgage Obligation GNMA_03-87 2043-08-16 0.000000 55000000.00 57.79 Agency Collateralized Mortgage Obligation GNMA_03-73 2043-08-16 0.000000 73356939.00 11.82 Agency Collateralized Mortgage Obligation GNMA_05-2 2044-07-16 0.000000 91000000.00 64.55 Agency Collateralized Mortgage Obligation FNMA_16-M01B 2026-01-25 0.089000 585859076.00 2692229.72 Agency Collateralized Mortgage Obligation Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2020-08-03 2020-08-03 2020-08-03 N N N 0.0009 20000000.00 20000000.00 0.0168 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.090 MBNUM2BPBDO7JBLYG310 BRW77KPR2 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 2023-04-30 1.625000 100.00 104.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-15 1.750000 900.00 943.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-04-15 0.125000 30200.00 32902.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-31 2.750000 42800.00 46156.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-31 1.625000 2252100.00 2352913.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-07-15 0.125000 120002400.00 119967065.96 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-08-03 2020-08-03 2020-08-03 N N N 0.0009 120000000.00 120000000.00 0.1009 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 0.100 549300HN4UKV1E2R3U73 BRW77KNX1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-06-01 3.370000 4994489.00 6108901.01 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2050-08-01 3.000000 6764067.00 7441123.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2050-06-01 2.500000 6848599.00 7237121.40 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2050-07-01 2.500000 7014511.00 7470744.14 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2050-07-01 2.500000 7081859.00 7451831.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2050-04-01 3.000000 7291273.00 7648696.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2035-05-01 2.500000 7340905.00 7608479.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2050-07-01 2.500000 7390960.00 7676608.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-10-01 3.000000 7693000.00 7352554.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-03-01 4.500000 7830995.00 7460664.75 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-05-01 3.500000 7997117.00 7515920.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-11-01 3.500000 9800000.00 7469319.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2047-03-01 4.500000 11708256.00 7258768.82 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2049-05-01 5.000000 12294452.00 7265377.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-01-01 5.000000 14100000.00 7641730.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2047-06-01 4.500000 15282496.00 7453283.73 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-04-01 3.500000 15751894.00 7547866.38 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-11-01 3.500000 16057072.00 7516000.72 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2044-01-01 4.500000 19628919.00 7217636.61 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-07-01 3.500000 21195049.00 6685608.85 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-07-01 4.500000 33529000.00 7471763.46 Agency Mortgage-Backed Securities Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2020-08-03 2020-08-03 2020-08-03 N N N 0.0010 150000000.00 150000000.00 0.1261 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 0.100 ZBUT11V806EZRVTWT807 BRW77KQS9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2025-12-12 3.125000 155000.00 177346.27 Agency Debentures and Agency Strips GINNIE MAE II 2032-10-20 3.000000 224859.00 132606.68 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.000000 1909876.00 2072295.65 Agency Mortgage-Backed Securities GINNIE MAE II 2039-10-20 6.500000 5963820.00 3125154.88 Agency Mortgage-Backed Securities GINNIE MAE II 2047-11-20 3.500000 30471000.00 19548728.23 Agency Mortgage-Backed Securities GINNIE MAE II 2049-11-20 3.000000 68161000.00 68533036.76 Agency Mortgage-Backed Securities GINNIE MAE II 2029-05-20 6.000000 210609920.00 1270831.65 Agency Mortgage-Backed Securities Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-08-03 2020-08-03 2020-08-03 N N N 0.0010 93000000.00 93000000.00 0.0782 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 0.080 ZBUT11V806EZRVTWT807 BRW77KPG6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 8 BOND 21 2021-11-15 8.000000 16400.00 18316.44 U.S. Treasuries (including strips) 2 5/8 NOTE V 23 2023-02-28 2.625000 36035200.00 38741577.67 U.S. Treasuries (including strips) 1 3/4 NOTE AA 24 2024-06-30 1.750000 100.00 106.28 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-08-03 2020-08-03 2020-08-03 N N N 0.0008 38000000.00 38000000.00 0.0319 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 0.090 1VUV7VQFKUOQSJ21A208 BRW77BKE6 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-08-03 2020-08-03 2020-08-03 N N N 0.0009 17050000.00 17050000.00 0.0143 N Y Y N Royal Bank of Canada Royal Bank of Canada 0.080 BRW77BK63 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-08-03 2020-08-03 2020-08-03 N N N 0.0008 15000000.00 15000000.00 0.0126 N Y Y N Mizuho Bank Ltd. Mizuho Bank Ltd. 0.090 BRW77BKJ5 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-08-03 2020-08-03 2020-08-03 N N N 0.0009 13000000.00 13000000.00 0.0109 N Y Y N BlackRock Funds 2020-08-06 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer