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Bank of America Securities, Inc. 0.090 549300HN4UKV1E2R3U73 BRW7Z3ZR8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GINNIE MAE II 2050-08-20 2.500000 96692241.00 102000000.42 Agency Mortgage-Backed Securities Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 100000000.00 100000000.00 0.0872 N Y Y 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 0.0061 11028047.47 11028047.47 0.0096 N N N N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 0.080 1VUV7VQFKUOQSJ21A208 BRW7YX3Q0 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-09-01 2020-09-01 2020-09-01 N N N 0.0008 15408000.00 15408000.00 0.0134 N Y Y N Mizuho Bank Ltd. Mizuho Bank Ltd. 0.090 BRW7Z6J81 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 13000000.00 13000000.00 0.0113 N Y Y N Lloyds Bank plc Lloyds Bank plc 0.411 53944TAL8 H7FNTJ4851HG0EXQ1Z70 US53944TAL89 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-10-21 2021-01-21 2021-01-21 N N N 0.0029 10003470.80 10003470.80 0.0087 N N N N Royal Bank of Canada Royal Bank of Canada 0.080 BRW7YX3M9 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-09-01 2020-09-01 2020-09-01 N N N 0.0008 15000000.00 15000000.00 0.0131 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.065 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 0.0007 9998609.70 9998609.70 0.0087 N Y Y 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 0.0021 15002372.85 15002372.85 0.0131 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 0.0020 2512098.93 2512098.93 0.0022 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 0.0024 2502166.65 2502166.65 0.0022 N N N N Matchpoint Finance plc Matchpoint Finance plc 0.120 57666AJ11 635400YCKMVA7GIA6Q33 US57666AJ118 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2020-09-01 2020-09-01 2020-09-01 N Y BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0012 9999967.50 9999967.50 0.0087 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.111 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 0.0011 12494309.00 12494309.00 0.0109 N Y Y N Old Line Funding LLC Old Line Funding LLC 0.131 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 0.0013 17999096.94 17999096.94 0.0157 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 0.315 13606CEP5 549300H8L46OOZOFHU82 US13606CEP59 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-09-14 2021-09-13 2021-09-13 N N N 0.0029 4999999.95 4999999.95 0.0044 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.406 13608CJL7 2IGI19DL77OX0HC3ZE78 US13608CJL72 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-09-30 2020-12-31 2020-12-31 N N N 0.0015 10008650.80 10008650.80 0.0087 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 0.0025 10010673.80 10010673.80 0.0087 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 0.228 60682WPN2 JBONEPAGQXF4QP29B387 US60682WPN29 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-02-22 2021-02-22 2021-02-22 N N N 0.0023 3496171.88 3496171.88 0.0030 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 0.460 89114M5G8 PT3QB789TSUIDF371261 US89114M5G89 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-09-02 2020-09-08 2020-09-08 N N N 0.0024 1250045.78 1250045.78 0.0011 N N Y N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 0.490 89114N5L5 PT3QB789TSUIDF371261 US89114N5L56 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-09-01 2020-09-30 2020-09-30 N N N 0.0014 7002040.71 7002040.71 0.0061 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 2020-10-05 2020-10-05 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 0.0009 15000000.00 15000000.00 0.0131 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 0.0021 5028811.05 5028811.05 0.0044 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 2020-10-05 2020-10-05 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 0.0009 3000000.00 3000000.00 0.0026 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 2020-10-05 2020-10-05 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 0.0009 9000000.00 9000000.00 0.0078 N N N N Mizuho Floater/Residual Trust Mizuho Floater/Residual Trust 0.580 60700HEA3 US60700HEA32 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2020-10-05 2020-10-05 2050-12-31 Y MIZUHO BANK LTD 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0009 5000000.00 5000000.00 0.0044 N N N N The Maturity Date for this security has been modified Mizuho Floater/Residual Trust Mizuho Floater/Residual Trust 0.580 60700HEN5 US60700HEN52 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2020-10-05 2020-10-05 2045-02-01 Y MIZUHO BANK LTD 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0009 10000000.00 10000000.00 0.0087 N N N N Mizuho Floater/Residual Trust Mizuho Floater/Residual Trust 0.330 60700HFG9 US60700HFG92 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2020-09-07 2020-09-07 2049-11-01 Y MIZUHO BANK LTD 1.0000 7 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0009 2070000.00 2070000.00 0.0018 N N Y N Mizuho Floater/Residual Trust Mizuho Floater/Residual Trust 0.580 60700HFL8 US60700HFL87 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2020-10-05 2020-10-05 2025-02-01 Y MIZUHO BANK LTD 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0009 8750000.00 8750000.00 0.0076 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 0.0023 5009306.15 5009306.15 0.0044 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 0.0020 5000461.95 5000461.95 0.0044 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia 0.346 20272AS31 MSFSBD3QN1GSN7Q6C537 US20272AS318 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-11-28 2021-05-28 2021-05-28 N N N 0.0025 20011810.20 20011810.20 0.0174 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 0.0047 3502756.22 3502756.22 0.0031 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 0.0065 3001092.33 3001092.33 0.0026 N N N N Versailles Commercial Paper LLC Versailles Commercial Paper LLC 0.215 92512LN49 US92512LN490 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-01-04 2021-01-04 2021-01-04 N Y NATIXIS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0022 19985160.00 19985160.00 0.0174 N N N N Victory Receivables Corp. Victory Receivables Corp. 0.131 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 0.0013 34999498.45 34999498.45 0.0305 N N Y N CPPIB Capital, Inc. CPPIB Capital, Inc. 0.390 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 2020-09-02 2020-12-10 2020-12-10 N N N 0.0035 23252435.44 23252435.44 0.0203 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 0.0024 15144197.55 15144197.55 0.0131 N N N N Credit Industriel et Commercial SA Credit Industriel et Commercial SA 0.246 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 0.0025 9995765.00 9995765.00 0.0087 N N N N Westpac Banking Corp. Westpac Banking Corp. 0.260 9612C4L33 EN5TNI6CI43VEPAMHL14 US9612C4L338 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-09-02 2021-02-19 2021-02-19 N N N 0.0027 4999766.70 4999766.70 0.0044 N N N N Gotham Funding Corp. Gotham Funding Corp. 0.216 38346LLA2 549300Z2ZR7VTUMRPR17 US38346LLA25 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-11-10 2020-11-10 2020-11-10 N Y MUFG BANK LTD 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0022 4997899.60 4997899.60 0.0044 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 0.0025 5003018.40 5003018.40 0.0044 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 0.0025 10009153.70 10009153.70 0.0087 N N N N UBS AG UBS AG 1.332 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 9981840.00 9981840.00 0.0087 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 0.0039 17502036.83 17502036.83 0.0153 N N N N UBS AG UBS AG 0.292 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 0.0029 2397177.60 2397177.60 0.0021 N N N N United States International Development Finance Corp. Variable Rate Notes United States International Development Finance Corp. Variable Rate Notes 0.140 90376PAU5 US90376PAU57 U.S. Government Agency Debt Y Fitch - BR Agency Moody's - BR Agency Standard & Poor's - BR AA+ 2020-09-07 2020-09-07 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 0.0014 2500000.00 2500000.00 0.0022 N N Y N Ridgefield Funding Co. LLC Ridgefield Funding Co. LLC 0.126 76582JJ88 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 BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0013 24999333.25 24999333.25 0.0218 N N Y N BlackRock Funds 2020-09-04 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer