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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 400000000.00 400000000.00 0.1304 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 MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2048-03-01 3.500000 299999.00 217042.03 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2050-05-01 3.000000 2930640.00 3163111.41 Agency Mortgage-Backed Securities GINNIE MAE II 2063-09-20 4.537000 3118720.00 2842202.74 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2049-11-01 5.000000 5789648.00 5888391.17 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2050-04-01 3.500000 6625264.00 7270852.97 Agency Mortgage-Backed Securities GINNIE MAE I 2050-03-15 3.500000 9735344.00 10986381.13 Agency Mortgage-Backed Securities GINNIE MAE I 2055-08-15 2.120000 10000000.00 10276636.67 Agency Mortgage-Backed Securities GINNIE MAE I 2055-07-15 2.370000 12960000.00 13590478.08 Agency Mortgage-Backed Securities GINNIE MAE I 2061-02-15 4.640000 18168608.00 21390114.16 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2050-08-01 2.500000 24876288.00 26441039.68 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-07-01 3.000000 63567200.00 66977707.41 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2050-08-01 2.500000 75118080.00 78990667.42 Agency Mortgage-Backed Securities GINNIE MAE II 2034-11-20 3.312000 90473344.00 50951413.82 Agency Mortgage-Backed Securities GINNIE MAE II 2045-01-20 2.750000 188720896.00 18028416.16 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 309000000.00 309000000.00 0.1008 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 UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-01-31 1.500000 7997700.00 8160053.31 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 8000000.00 8000000.00 0.0026 N Y Y N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.080 BRW77BK89 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 50000000.00 50000000.00 0.0163 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 0.090 1VUV7VQFKUOQSJ21A208 BRW77BKH9 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 74417000.00 74417000.00 0.0243 N Y Y N BNG Bank NV BNG Bank NV 0.094 09657RH42 529900GGYMNGRQTDOO93 US09657RH429 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-08-04 2020-08-04 2020-08-04 N N N 0.0009 29999690.10 29999690.10 0.0098 N N Y N Landesbank Baden-Wuerttemberg Landesbank Baden-Wuerttemberg 0.142 5148X0H40 B81CK4ESI35472RHJ606 US5148X0H405 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR NR 2020-08-04 2020-08-04 2020-08-04 N N N 0.0014 52999175.32 52999175.32 0.0173 N N Y N Landesbank Baden-Wuerttemberg Landesbank Baden-Wuerttemberg 0.142 5148X0H57 B81CK4ESI35472RHJ606 US5148X0H579 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR NR 2020-08-05 2020-08-05 2020-08-05 N N N 0.0014 70998619.76 70998619.76 0.0232 N N Y N BlackRock Funds 2020-08-06 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer