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5.853500 38950437.00 6550045.73 Agency Collateralized Mortgage Obligation GNRA 2019-152 SA 2049-12-20 5.853500 33948102.00 4786472.63 Agency Collateralized Mortgage Obligation GNRA 2019-152 SB 2049-12-20 3.223500 40000000.00 2331153.72 Agency Collateralized Mortgage Obligation GNRA 2020-046 SB 2050-04-20 3.803500 75000000.00 5229969.63 Agency Collateralized Mortgage Obligation GNRA 2020-046 SD 2050-04-20 2.653500 70000000.00 3853186.93 Agency Collateralized Mortgage Obligation GNRA 2020-046 SC 2050-04-20 2.303500 100000000.00 6221284.71 Agency Collateralized Mortgage Obligation GNRA 2020-015 SH 2050-02-20 5.903500 37776886.00 4953067.95 Agency Collateralized Mortgage Obligation GNRA 2020-007 BS 2050-01-20 5.903500 16686252.00 1995843.37 Agency Collateralized Mortgage Obligation GNRA 2020-034 SA 2050-03-20 5.903500 53333333.00 10105258.66 Agency Collateralized Mortgage Obligation GNRM 2020-034 PZ 2050-03-20 3.500000 30160195.00 22317371.35 Agency Collateralized Mortgage Obligation GNRA 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Obligation GNRA 2020-148 SB 2050-10-20 3.053500 78537947.00 6078508.32 Agency Collateralized Mortgage Obligation Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 200000000.00 200000000.00 0.0748 N Y Y N Sumitomo Mitsui Trust Bank Ltd., New York Sumitomo Mitsui Trust Bank Ltd., New York 0.333 86564GFG1 254900S1KUTSTBKJ6286 US86564GFG10 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-12-22 2020-12-23 2020-12-23 N N N 0.0021 19001550.59 19001550.59 0.0071 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.085 912796C23 254900HROIFWPRGM1V77 US912796C235 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2021-03-02 2021-03-02 2021-03-02 N N N 0.0009 19995702.80 19995702.80 0.0075 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 0.100 549300HN4UKV1E2R3U73 BRWBKMJK6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT BANKS FUNDING CORP 2032-12-28 3.340000 10038000.00 10200346.81 Agency Debentures and Agency Strips Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 10000000.00 10000000.00 0.0037 N Y Y N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 0.291 86565B7H8 549300MS3WYYVQ4HXM15 US86565B7H85 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-02-19 2021-02-19 2021-02-19 N N N 0.0022 10001534.90 10001534.90 0.0037 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.075 912796C72 254900HROIFWPRGM1V77 US912796C722 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2021-03-09 2021-03-09 2021-03-09 N N N 0.0008 29993874.90 29993874.90 0.0112 N Y Y N Gotham Funding Corp. Gotham Funding Corp. 0.131 38346LM11 549300Z2ZR7VTUMRPR17 US38346LM112 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-12-01 2020-12-01 2020-12-01 N Y MUFG BANK LTD 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0013 19999927.80 19999927.80 0.0075 N Y Y N Svenska Handelsbanken AB Svenska Handelsbanken AB 0.080 BRWBKC3Q2 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-12-01 2020-12-01 2020-12-01 N N N 0.0008 70000000.00 70000000.00 0.0262 N Y Y 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 2020-12-01 2020-12-10 2020-12-10 N N N 0.0024 6500231.08 6500231.08 0.0024 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.080 BRWBKC408 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-12-01 2020-12-01 2020-12-01 N N N 0.0008 90000000.00 90000000.00 0.0337 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 0.080 1VUV7VQFKUOQSJ21A208 BRWBKC3R0 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-12-01 2020-12-01 2020-12-01 N N N 0.0008 21685000.00 21685000.00 0.0081 N Y Y N Credit Industriel et Commercial SA Credit Industriel et Commercial SA 1.720 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 9995418.20 9995418.20 0.0037 N N N N HSBC Bank plc HSBC Bank plc 0.436 40433FQJ1 MP6I5ZYZBEU3UXPYFY54 US40433FQJ11 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-12-01 2020-12-01 2020-12-01 N N N 0.0044 4000000.00 4000000.00 0.0015 N Y Y N HSBC Bank plc HSBC Bank plc 0.364 40433FRR2 MP6I5ZYZBEU3UXPYFY54 US40433FRR28 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-02-28 2021-08-31 2021-08-31 N N N 0.0033 17005110.88 17005110.88 0.0064 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB 0.390 86959REM8 NHBDILHZTYCNBV5UYZ31 US86959REM88 Certificate of Deposit 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 N N 0.0015 12002938.56 12002938.56 0.0045 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB 0.347 86959RGY0 NHBDILHZTYCNBV5UYZ31 US86959RGY09 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-12-16 2021-06-16 2021-06-16 N N N 0.0023 11006514.31 11006514.31 0.0041 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.087 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 0.0009 44024492.99 44024492.99 0.0165 N Y Y N Nieuw Amsterdam Receivables Corp. Nieuw Amsterdam Receivables Corp. 0.095 65409RM15 724500BM7HQ28ZIB2058 US65409RM152 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2020-12-01 2020-12-01 2020-12-01 N Y COOPERATIEVE RABOBANK UA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0009 49718871.72 49718871.72 0.0186 N Y Y N Hydro-Quebec Hydro-Quebec 0.084 44881LMH5 6THEVG93PYJH84S4D167 US44881LMH59 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+ 2020-12-17 2020-12-17 2020-12-17 N N N 0.0008 39998432.40 39998432.40 0.0150 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB 0.271 86960LBS8 NHBDILHZTYCNBV5UYZ31 US86960LBS88 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-12-03 2021-09-02 2021-09-02 N N N 0.0028 29993259.30 29993259.30 0.0112 N N N N Swedbank AB, New York Swedbank AB, New York 0.268 87019VM53 M312WZV08Y7LYUC71685 US87019VM536 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-01-20 2021-10-20 2021-10-20 N N N 0.0028 19999998.60 19999998.60 0.0075 N N N N SwedBank, Inc., New York SwedBank, Inc., New York 0.250 87019VM61 US87019VM619 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-07-26 2021-07-26 2021-07-26 N N N 0.0024 25000980.25 25000980.25 0.0093 N N N N U.S. Treasury Notes U.S. Treasury Notes 0.305 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR AA+ 2020-12-01 2021-07-31 2021-07-31 N N N 0.0011 7009308.39 7009308.39 0.0026 N Y Y N BlackRock Funds 2020-12-04 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer