N-MFP2 0000844779 XXXXXXXX 2019-07-31 0000844779 549300OZUEVJZHOBFP42 S000001503 5 N N 033-26305 BlackRock Advisors, LLC 801-47710 Deloitte & Touche LLP Philadelphia PA BlackRock Advisors, LLC JPMorgan Chase Bank, N.A. BNY Mellon Investment Servicing (US) Inc. 0000849542 084-01761 N N N Prime Y 45 65 594476322.10 571724580.60 565700147.80 568537874.00 702463143.10 661082885.00 684048707.10 710790791.70 0.4834 0.4769 0.4657 0.4492 0.5712 0.5515 0.5631 0.5615 22997699.49 1192892814.89 1192637751.19 3649516.39 16194710.36 1203090256.71 1203089937.17 1.0000 0.0251 1.0002 1.0002 1.0002 1.0002 C000213745 2000000.00 36500.01 36500.00 0.0000 0.0000 0.0000 0.0000 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 36500.01 0.00 0.0098 Y BlackRock Advisors, LLC, Management Fees, 0.99; BlackRock Advisors, LLC, Administration Fees, 0.06; C000004026 5000.00 3840715.20 3840714.18 1.0002 1.0002 1.0002 1.0002 6602.45 19605.52 29985.01 1430.67 174.63 1000.02 50.00 1500.02 36862.09 53536.25 0.0201 Y BlackRock Advisors, LLC, Management Fees, 1078.06; BlackRock Advisors, LLC, Administration Fees, 65.63; BlackRock Advisors, LLC, Transfer Agent Fees, 21.33; C000004027 1000.00 827757188.99 827756969.14 1.0002 1.0002 1.0002 1.0002 34299447.07 8874653.71 32749389.06 10617358.69 35843261.34 13406200.30 49319554.85 9438426.34 168505825.30 58210837.82 0.0199 Y BlackRock Advisors, LLC, Management Fees, 215229.63; C000004029 1000.00 12964993.78 12964990.34 1.0002 1.0002 1.0002 1.0002 659165.04 166260.52 316939.08 158955.20 23987.99 294266.06 1568.00 46543.89 1036295.36 758459.84 0.0121 Y BlackRock Advisors, LLC, Management Fees, 3670.59; BlackRock Advisors, LLC, Administration Fees, 42.35; C000004025 2000000.00 358490858.73 358490763.51 1.0002 1.0002 1.0002 1.0002 4409428.90 3790461.56 6719611.56 4567862.91 5454675.58 4501260.66 7020378.99 4199137.56 25469882.58 20435237.90 0.0231 Y BlackRock Advisors, LLC, Management Fees, 99382.82; BlackRock Advisors, LLC, Administration Fees, 6051.26; BlackRock Advisors, LLC, Transfer Agent Fees, 12087.61; DBS Bank Ltd. DBS Bank Ltd. 2.114 23305EZ97 ATUEL7OJR5057F2PV266 US23305EZ971 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-12-09 2019-12-09 2019-12-09 N N N 0.0211 13894595.96 13894595.96 0.0115 N N N N ABN AMRO Funding USA LLC ABN AMRO Funding USA LLC 2.360 00084CZL9 US00084CZL98 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-12-20 2019-12-20 2019-12-20 N Y ABN AMRO BANK NV 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0236 7431751.28 7431751.28 0.0062 N N N N DNB Bank ASA, New York DNB Bank ASA, New York 2.322 23341VUL3 549300GKFG0RYRRQ1414 US23341VUL34 Certificate of Deposit Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-10-16 2019-10-16 2019-10-16 N N N 0.0227 9999949.70 9999949.70 0.0083 N N N N Province of Alberta Canada Province of Alberta Canada 2.260 01306NYE2 LQPXMHHNJKIPJYE53543 US01306NYE20 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+ 2019-11-14 2019-11-14 2019-11-14 N N N 0.0226 12915214.78 12915214.78 0.0107 N N N N Albion Capital Corp. SA Albion Capital Corp. SA 2.419 01329XV22 2138007N7N1G5L17WK33 US01329XV224 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-08-02 2019-08-02 2019-08-02 N Y MUFG BANK LTD 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0242 16565804.74 16565804.74 0.0138 N N Y N Albion Capital Corp. SA Albion Capital Corp. SA 2.354 01329XVF3 2138007N7N1G5L17WK33 US01329XVF31 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-08-15 2019-08-15 2019-08-15 N Y MUFG BANK LTD 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0235 11988399.96 11988399.96 0.0100 N N N N Erste Abwicklungsanstalt Erste Abwicklungsanstalt 2.241 29604DWJ5 7TG4VWERK338227TR435 US29604DWJ52 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+ 2019-09-18 2019-09-18 2019-09-18 N N N 0.0224 14955001.65 14955001.65 0.0124 N N N N European Investment Bank European Investment Bank 2.206 29878RCW6 5493006YXS1U5GIHE750 US29878RCW60 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+ 2020-03-30 2020-03-30 2020-03-30 N N N 0.0221 9756326.25 9756326.25 0.0081 N N N N Antalis SA Antalis SA 2.435 03664BV78 549300G2LM2ZKZ0X4Y50 US03664BV780 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-08-07 2019-08-07 2019-08-07 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0243 4997666.67 4997666.67 0.0042 N N Y N BPCE SA BPCE SA 2.146 05571CX14 9695005MSX1OYEMGDF46 US05571CX144 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-10-01 2019-10-01 2019-10-01 N N N 0.0215 3985471.32 3985471.32 0.0033 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 2.734 06370RRR2 NQQ6HPCNCCU6TUTQYE16 US06370RRR20 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2019-08-19 2020-01-17 2020-01-17 N N N 0.0236 2002815.30 2002815.30 0.0017 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 2.700 06370RS26 NQQ6HPCNCCU6TUTQYE16 US06370RS262 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2019-08-01 2020-07-13 2020-07-13 N N N 0.0256 6999967.66 6999967.66 0.0058 N N N N Barclays Bank plc Barclays Bank plc 2.384 06742QTJ1 G5GSEF7VJP5I7OUK5573 US06742QTJ12 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-08-09 2019-08-09 2019-08-09 N Y BARCLAYS BANK PLC 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0238 1998825.00 1998825.00 0.0017 N N N N Barclays Bank plc, New York Barclays Bank plc, New York 2.580 06742TNN2 G5GSEF7VJP5I7OUK5573 US06742TNN27 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-09-10 2019-09-10 2019-09-10 N N N 0.0236 7501753.13 7501753.13 0.0062 N N N N Barclays Bank plc Barclays Bank plc 2.456 06743MV15 G5GSEF7VJP5I7OUK5573 US06743MV158 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0246 11999192.28 11999192.28 0.0100 N Y Y N Barton Capital LLC Barton Capital LLC 2.440 06945MV11 549300KOFKIMD0C37W24 US06945MV118 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2019-08-01 2019-08-01 2019-08-01 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0244 6999531.97 6999531.97 0.0058 N Y Y N Oesterreichische Kontrollbank AG Oesterreichische Kontrollbank AG 2.130 67616RCD5 5299000OVRLMF858L016 US67616RCD52 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-03-13 2020-03-13 2020-03-13 N N N 0.0213 6908683.46 6908683.46 0.0057 N N N N Bedford Row Funding Corp. Bedford Row Funding Corp. 2.738 07644DGY8 US07644DGY85 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-08-02 2019-08-02 2019-08-02 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0241 8000142.96 8000142.96 0.0066 N N Y N Old Line Funding LLC Old Line Funding LLC 2.246 67983TAU0 5493004QSN8OZAIU2J90 US67983TAU07 Asset Backed Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-01-28 2020-01-28 2020-01-28 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0225 1186780.97 1186780.97 0.0010 N N N N Old Line Funding LLC Old Line Funding LLC 2.321 67983UVE0 5493004QSN8OZAIU2J90 US67983UVE09 Asset Backed Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-08-14 2019-08-14 2019-08-14 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0232 9991106.10 9991106.10 0.0083 N N N N Old Line Funding LLC Old Line Funding LLC 2.289 67983UVT7 5493004QSN8OZAIU2J90 US67983UVT77 Asset Backed Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-08-27 2019-08-27 2019-08-27 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0229 12379037.80 12379037.80 0.0103 N N N N Bennington Stark Capital Co. LLC Bennington Stark Capital Co. LLC 2.416 08224MV50 549300PGDCWK6DU9QM65 US08224MV504 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2019-08-05 2019-08-05 2019-08-05 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0242 26991067.59 26991067.59 0.0224 N N Y N Ontario Teachers' Finance Trust Ontario Teachers' Finance Trust 2.059 68328GA22 635400ZZE5J8OXXBBY26 US68328GA225 Non-Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-01-02 2020-01-02 2020-01-02 N Y ONTARIO TEACHERS PENSION PLAN 1.0000 Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1+ N 0.0206 7930663.36 7930663.36 0.0066 N N N N Ontario Teachers' Finance Trust Ontario Teachers' Finance Trust 2.064 68328GA89 635400ZZE5J8OXXBBY26 US68328GA894 Non-Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-01-08 2020-01-08 2020-01-08 N Y ONTARIO TEACHERS PENSION PLAN 1.0000 Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1+ N 0.0206 8918815.77 8918815.77 0.0074 N N N N Ontario Teachers' Finance Trust Ontario Teachers' Finance Trust 2.000 68328GCP9 635400ZZE5J8OXXBBY26 US68328GCP90 Non-Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-03-23 2020-03-23 2020-03-23 N Y ONTARIO TEACHERS PENSION PLAN 1.0000 Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1+ N 0.0200 8884832.04 8884832.04 0.0074 N N N N Ontario Teachers' Finance Trust Ontario Teachers' Finance Trust 2.227 68328HXW9 635400ZZE5J8OXXBBY26 US68328HXW95 Non-Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-10-30 2019-10-30 2019-10-30 N Y ONTARIO TEACHERS PENSION PLAN 1.0000 Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1+ N 0.0223 11933751.96 11933751.96 0.0099 N N N N Oversea-Chinese Banking Corp. Ltd., New York Oversea-Chinese Banking Corp. Ltd., New York 2.565 69033MFL6 5493007O3QFXCPOGWK22 US69033MFL63 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-08-07 2019-11-07 2019-11-07 N N N 0.0227 4499996.04 4499996.04 0.0037 N N N N Credit Industriel et Commercial Credit Industriel et Commercial 2.667 N4JDFKKH2FTD8RKFXO39 XS1984646510 BRTSMD989 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-02-10 2020-02-10 2020-02-10 N N N 0.0267 2964850.05 2964850.05 0.0025 N N N N Sumitomo Mitsui Trust Bank Ltd., New York Sumitomo Mitsui Trust Bank Ltd., New York 2.538 86564FQQ9 5493006GGLR4BTEL8O61 US86564FQQ99 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-10-15 2020-01-15 2020-01-15 N N N 0.0238 5003032.70 5003032.70 0.0042 N N N N Sumitomo Mitsui Trust Bank Ltd., New York Sumitomo Mitsui Trust Bank Ltd., New York 2.711 86564FTD5 5493006GGLR4BTEL8O61 US86564FTD59 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-08-28 2020-02-25 2020-02-25 N N N 0.0242 3000665.16 3000665.16 0.0025 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 2.610 86564FVS9 5493006GGLR4BTEL8O61 US86564FVS90 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-10-04 2019-10-04 2019-10-04 N N N 0.0224 7004386.41 7004386.41 0.0058 N N N N Sumitomo Mitsui Trust Bank Ltd., New York Sumitomo Mitsui Trust Bank Ltd., New York 2.811 86564FWT6 5493006GGLR4BTEL8O61 US86564FWT64 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-08-19 2020-05-18 2020-05-18 N N N 0.0242 4001548.20 4001548.20 0.0033 N N N N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 2.509 86565BYG0 5U0XI89JRFVHWIBS4F54 US86565BYG03 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-08-12 2019-11-12 2019-11-12 N N N 0.0234 10001079.40 10001079.40 0.0083 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 2.340 86565BYT2 5U0XI89JRFVHWIBS4F54 US86565BYT24 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-10-18 2019-10-18 2019-10-18 N N N 0.0231 8999957.61 8999957.61 0.0075 N N N N Suncorp-Metway Ltd. Suncorp-Metway Ltd. 2.466 8672E3YE0 JEBU6C6ITPD2YZ9N7F22 US8672E3YE08 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-11-14 2019-11-14 2019-11-14 N N N 0.0247 4964445.85 4964445.85 0.0041 N N N N Suncorp-Metway Ltd. Suncorp-Metway Ltd. 2.448 8672E3ZG4 JEBU6C6ITPD2YZ9N7F22 US8672E3ZG47 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-12-16 2019-12-16 2019-12-16 N N N 0.0245 5944984.02 5944984.02 0.0049 N N N N Svenska Handelsbanken, New York Svenska Handelsbanken, New York 2.521 86958J2Y4 NHBDILHZTYCNBV5UYZ31 US86958J2Y48 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-09-27 2019-12-27 2019-12-27 N N N 0.0230 5003800.95 5003800.95 0.0042 N N N N CAFCO LLC CAFCO LLC 2.268 1247P3WH1 8O46YQAGJ63WE5QHIG35 US1247P3WH19 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-09-17 2019-09-17 2019-09-17 N Y CITIBANK NA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0227 21934586.74 21934586.74 0.0182 N N N N CDP Financial, Inc. CDP Financial, Inc. 2.293 12509TY50 549300OXMGVYFCBFV096 US12509TY501 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-11-05 2019-11-05 2019-11-05 N N N 0.0229 24848572.25 24848572.25 0.0206 N N N N CPPIB Capital, Inc. CPPIB Capital, Inc. 2.257 12624CC93 549300KW9NB55HTDK075 US12624CC930 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-03-09 2020-03-09 2020-03-09 N N N 0.0226 8286039.97 8286039.97 0.0069 N N N N Caisse des Depots et Consignations Caisse des Depots et Consignations 2.267 12800ACS1 969500Q2PFTTP0Y5QL44 US12800ACS15 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+ 2020-03-26 2020-03-26 2020-03-26 N N N 0.0227 6897342.83 6897342.83 0.0057 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 2.754 13606BJ98 2IGI19DL77OX0HC3ZE78 US13606BJ982 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2019-08-06 2019-12-06 2019-12-06 N N N 0.0236 3002775.39 3002775.39 0.0025 N N N N Rib Floater Trust Various States Rib Floater Trust Various States 2.570 76252PGB9 US76252PGB94 Tender Option Bond Y Fitch - BR F1 Moody's - BR VMIG1 Standard & Poor's - BR A-1 2019-09-04 2019-09-04 2022-08-15 Y BARCLAYS BANK PLC 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0140 2080000.00 2080000.00 0.0017 N N N N Chariot Funding LLC Chariot Funding LLC 2.286 15963UX76 549300EEWRNP448AMT79 US15963UX762 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2019-10-07 2019-10-07 2019-10-07 N Y JPMORGAN CHASE BANK NA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0229 4978797.20 4978797.20 0.0041 N N N N Royal Bank of Canada Royal Bank of Canada 2.582 78014XCH8 ES7IP3U3RHIGC71XBU11 US78014XCH89 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-08-01 2020-05-01 2020-05-01 N N N 0.0240 3000080.10 3000080.10 0.0025 N N N N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 2.344 31428GVG5 549300B2Q47IR0CR5B54 US31428GVG53 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2019-08-16 2019-08-16 2019-08-16 N N N 0.0234 14984606.70 14984606.70 0.0125 N N N N Citibank NA Citibank NA 2.220 17305TK76 E57ODZWZ7FF32TWEFA76 US17305TK763 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-01-07 2020-01-07 2020-01-07 N N N 0.0220 8000709.68 8000709.68 0.0066 N N N N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 2.552 31428HAQ4 549300B2Q47IR0CR5B54 US31428HAQ48 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2019-08-16 2019-08-16 2019-08-16 N N N 0.0238 4000267.76 4000267.76 0.0033 N N N N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 2.749 31428HAU5 549300B2Q47IR0CR5B54 US31428HAU59 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2019-08-12 2019-12-10 2019-12-10 N N N 0.0236 5004482.10 5004482.10 0.0042 N N N N Coca-Cola Co. (The) Coca-Cola Co. (The) 2.089 19121AEC1 UWJKFUJFZ02DKWI3RY53 US19121AEC18 Non-Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-12 2020-05-12 2020-05-12 N N N 0.0209 2951499.18 2951499.18 0.0025 N N N N Thunder Bay Funding LLC Thunder Bay Funding LLC 2.255 88602TAT0 US88602TAT07 Asset Backed Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-01-27 2020-01-27 2020-01-27 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0226 2967000.00 2967000.00 0.0025 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 2.700 89114M2D8 PT3QB789TSUIDF371261 US89114M2D85 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-08-01 2020-07-10 2020-07-10 N N N 0.0256 4499982.00 4499982.00 0.0037 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 2.700 89114M2P1 PT3QB789TSUIDF371261 US89114M2P16 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-08-01 2020-07-16 2020-07-16 N N N 0.0256 7999971.28 7999971.28 0.0066 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 2.170 89114M3K1 PT3QB789TSUIDF371261 US89114M3K10 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-07-29 2020-07-29 2020-07-29 N N N 0.0214 7002069.41 7002069.41 0.0058 N N N N Glencove Funding DAC Glencove Funding DAC 2.352 37829ABA5 US37829ABA51 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2019-08-07 2019-08-07 2019-08-09 Y GLENCOVE FUNDING LLC 1.0000 7 N Fitch - BR NR Moody's - BR NR Standard & Poor's - BR NR N N 0.0235 4000000.00 4000000.00 0.0033 N N Y N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 2.579 89114MQ26 PT3QB789TSUIDF371261 US89114MQ269 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-08-10 2020-06-10 2020-06-10 N N N 0.0242 8000007.84 8000007.84 0.0066 N N N N Toronto-Dominion Bank Toronto-Dominion Bank 2.422 89119BV29 PT3QB789TSUIDF371261 US89119BV295 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-08-02 2019-08-02 2019-08-02 N N N 0.0242 20997213.93 20997213.93 0.0175 N N Y N Credit Agricole Corporate and Investment Bank, New York Credit Agricole Corporate and Investment Bank, New York 2.517 22532XLT3 1VUV7VQFKUOQSJ21A208 US22532XLT36 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-09-20 2020-03-20 2020-03-20 N N N 0.0236 4000988.12 4000988.12 0.0033 N N N N Toyota Motor Corp. Toyota Motor Corp. 2.352 89233AW54 Z2VZBHUMB7PWWJ63I008 US89233AW542 Non-Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR (P)P-1 Standard & Poor's - BR A-1+ 2019-10-16 2020-01-07 2020-01-07 N N N 0.0229 6000237.24 6000237.24 0.0050 N N N N Credit Suisse AG, New York Credit Suisse AG, New York 2.690 22549LUC7 ANGGYXNX0JLX3X63JN86 US22549LUC70 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-11-04 2019-11-04 2019-11-04 N N N 0.0225 5005597.75 5005597.75 0.0042 N N N N Credit Suisse AG, New York Credit Suisse AG, New York 2.700 22549LVZ5 ANGGYXNX0JLX3X63JN86 US22549LVZ56 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0221 6522962.81 6522962.81 0.0054 N N N N Jets Stadium Development LLC Jets Stadium Development LLC 2.400 477181AL5 US477181AL55 Variable Rate Demand Note Y Fitch - BR NR Moody's - BR VMIG1 Standard & Poor's - BR A-1 2019-08-07 2019-08-07 2047-04-01 Y SUMITOMO MITSUI BANKING CORP (NE 1.0000 7 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0240 5000000.00 5000000.00 0.0042 N N Y N Crown Point Capital Co. LLC Crown Point Capital Co. LLC 2.350 22845ALM0 549300LXH4KLRKIKII81 US22845ALM08 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2020-01-08 2020-01-08 2020-01-08 N N N 0.0234 9000270.54 9000270.54 0.0075 N N N N Crown Point Capital Co. LLC Crown Point Capital Co. LLC 2.300 22845ALV0 549300LXH4KLRKIKII81 US22845ALV07 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2020-02-03 2020-02-03 2020-02-03 N N N 0.0235 10997413.68 10997413.68 0.0091 N N N N Standard Chartered Bank, New York Standard Chartered Bank, New York 2.700 85325T3A1 RILFO74KP1CM8P6PCT96 US85325T3A13 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-10-23 2019-10-23 2019-10-23 N N N 0.0232 5004131.60 5004131.60 0.0042 N N N N ING US Funding LLC ING US Funding LLC 2.730 44988KGW3 US44988KGW36 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2019-08-05 2019-10-04 2019-10-04 N Y ING BANK NV 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0234 8003722.96 8003722.96 0.0066 N N N N Standard Chartered Bank, New York Standard Chartered Bank, New York 2.374 85325T4A0 RILFO74KP1CM8P6PCT96 US85325T4A04 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-08-30 2019-10-31 2019-10-31 N N N 0.0228 7500852.83 7500852.83 0.0062 N N N N Kells Funding LLC Kells Funding LLC 2.297 48803TKL7 US48803TKL79 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-08-29 2019-08-29 2019-08-29 N Y GERMANY (FEDERAL REPUBLIC OF) 1.0000 Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1+ N 0.0230 7985429.12 7985429.12 0.0066 N N N N Sumitomo Mitsui Trust Bank Ltd., New York Sumitomo Mitsui Trust Bank Ltd., New York 2.250 86564FG80 5493006GGLR4BTEL8O61 US86564FG800 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-01-13 2020-01-13 2020-01-13 N N N 0.0223 6000475.20 6000475.20 0.0050 N N N N Sumitomo Mitsui Trust Bank Ltd., New York Sumitomo Mitsui Trust Bank Ltd., New York 2.498 86564FK93 5493006GGLR4BTEL8O61 US86564FK935 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-08-19 2020-02-19 2020-02-19 N N N 0.0244 6999725.67 6999725.67 0.0058 N N N N Landesbank Baden-Wuerttemberg Landesbank Baden-Wuerttemberg 2.267 5148X1V67 B81CK4ESI35472RHJ606 US5148X1V677 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR NR 2019-08-06 2019-08-06 2019-08-06 N N N 0.0227 27989570.00 27989570.00 0.0233 N N Y N Landesbank Hessen-Thueringen Girozentrale, New York Landesbank Hessen-Thueringen Girozentrale, New York 2.500 51500VEE5 ZUHK7JXNDU6FLQ1O6482 US51500VEE56 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2019-09-04 2019-09-04 2019-09-04 N N N 0.0222 8002089.36 8002089.36 0.0066 N N N N Liberty Street Funding LLC Liberty Street Funding LLC 2.402 53127TAU7 549300F33VRHM10B9391 US53127TAU79 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2020-01-28 2020-01-28 2020-01-28 N Y BANK OF NOVA SCOTIA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0240 1976459.94 1976459.94 0.0016 N N N N UBS AG UBS AG 2.501 90276JFA9 BFM8T61CT2L1QCEMIK50 US90276JFA97 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2019-08-28 2019-08-28 2019-08-28 N N N 0.0235 6000683.04 6000683.04 0.0050 N N N N Liberty Street Funding LLC Liberty Street Funding LLC 2.361 53127UW63 549300F33VRHM10B9391 US53127UW637 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2019-09-06 2019-09-06 2019-09-06 N Y BANK OF NOVA SCOTIA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0236 16959411.99 16959411.99 0.0141 N N N N Westpac Securities NZ Ltd. Westpac Securities NZ Ltd. 2.402 96122HY15 549300W0N3O6Q4RCKE25 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-11-01 2019-11-01 2019-11-01 N Y WESTPAC NEW ZEALAND LTD 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0240 10933078.75 10933078.75 0.0091 N N N N UBS AG UBS AG 2.142 90351WDQ5 BFM8T61CT2L1QCEMIK50 US90351WDQ50 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-04-24 2020-04-24 2020-04-24 N N N 0.0214 6891244.08 6891244.08 0.0057 N N N N Westpac Banking Corp. Westpac Banking Corp. 2.759 9612C4A43 EN5TNI6CI43VEPAMHL14 US9612C4A430 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-08-01 2019-11-01 2019-11-01 N N N 0.0227 5002260.10 5002260.10 0.0042 N N N N Westpac Banking Corp. Westpac Banking Corp. 2.488 9612C4C90 EN5TNI6CI43VEPAMHL14 US9612C4C907 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-10-10 2020-01-10 2020-01-10 N N N 0.0229 5002830.00 5002830.00 0.0042 N N N N MUFG Bank Ltd., New York MUFG Bank Ltd., New York 2.685 55379WL61 C3GTMMZIHMY46P4OIX74 US55379WL615 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-08-12 2020-05-11 2020-05-11 N N N 0.0241 3999992.92 3999992.92 0.0033 N N N N MUFG Bank Ltd., New York MUFG Bank Ltd., New York 2.552 55379WXL5 C3GTMMZIHMY46P4OIX74 US55379WXL52 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-08-22 2019-08-22 2019-08-22 N N N 0.0233 5000555.30 5000555.30 0.0042 N N N N Macquarie Bank Ltd. Macquarie Bank Ltd. 2.682 55607NGT1 4ZHCHI4KYZG2WVRT8631 US55607NGT19 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-08-07 2020-05-07 2020-05-07 N N N 0.0237 6000900.24 6000900.24 0.0050 N N N N MetLife Short Term Funding LLC MetLife Short Term Funding LLC 2.358 59157UVL1 54930024MDLTV1K1YL10 US59157UVL15 Asset Backed Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-08-20 2019-08-20 2019-08-20 N Y METROPOLITAN LIFE INSURANCE COMP 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0236 8988384.96 8988384.96 0.0075 N N N N MetLife Short Term Funding LLC MetLife Short Term Funding LLC 2.236 59157UW97 54930024MDLTV1K1YL10 US59157UW976 Asset Backed Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-09-09 2019-09-09 2019-09-09 N Y METROPOLITAN LIFE INSURANCE COMP 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0224 8978000.04 8978000.04 0.0075 N N N N BNP Paribas SA BNP Paribas SA 2.470 R0MUWSFPU8MPRO8K5P83 BRT5BLP44 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y CAS_17-C06 2030-02-25 6.716000 2237748.00 2432502.20 Private Label Collateralized Mortgage Obligations STRUCTURED AGENCY CREDIT RISK STACR_18-DNA3 2048-09-25 6.166000 2249749.00 2367497.86 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0247 4000000.00 4000000.00 0.0033 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 2.550 ZBUT11V806EZRVTWT807 BRT7ER652 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y AHPT_17-ATRM 2036-12-15 3.255000 4273835.00 4280000.71 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0255 4000000.00 4000000.00 0.0033 N Y Y N Credit Industriel et Commercial SA Credit Industriel et Commercial SA 2.841 N4JDFKKH2FTD8RKFXO39 XS1950916251 BRTQHXPG9 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-11-07 2019-11-07 2019-11-07 N N N 0.0284 2981755.38 2981755.38 0.0025 N N N N Mizuho Securities USA LLC Mizuho Securities USA LLC 2.784 7TK5RJIZDFROZCA6XF66 BRTL107X2 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K070 2044-12-25 2.037550 58526649.00 8400000.01 Agency Collateralized Mortgage Obligation Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2019-08-01 2019-09-04 2019-09-04 Y MIZUHO SECURITIES USA LLC 1.0000 35 N Fitch - BR NR Moody's - BR A1 Standard & Poor's - BR A N N 0.0278 8000000.00 8000000.00 0.0066 N N N Y Banque Federative du Credit Mutuel SA Banque Federative du Credit Mutuel SA 2.715 VBHFXSYT7OG62HNT8T76 XS1961862049 BRTRBNYU4 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0272 3969672.60 3969672.60 0.0033 N N N N Wells Fargo Securities LLC Wells Fargo Securities LLC 2.490 VYVVCKR63DVZZN70PB21 BRTRFGQB6 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y GUGG4_16-1A 2031-10-15 3.533380 1549501.00 1546941.83 Asset-Backed Securities INVITATION HOMES TRUST IHSFR_17-SFR2 2036-12-17 3.475000 2736246.00 2733058.72 Private Label Collateralized Mortgage Obligations Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0249 4000000.00 4000000.00 0.0033 N Y Y N Mizuho Bank Ltd. Mizuho Bank Ltd. 2.504 60710A5K4 RB0PEZSDGCO3JS6CEU02 US60710A5K45 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-08-08 2019-11-08 2019-11-08 N N N 0.0234 4000384.00 4000384.00 0.0033 N N N N Mizuho Bank Ltd., New York Mizuho Bank Ltd., New York 2.450 60710A5Z1 RB0PEZSDGCO3JS6CEU02 US60710A5Z14 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-08-20 2019-11-18 2019-11-18 N N N 0.0236 5000342.95 5000342.95 0.0042 N N N N Mizuho Bank Ltd., New York Mizuho Bank Ltd., New York 2.220 60710ABN1 RB0PEZSDGCO3JS6CEU02 US60710ABN19 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-01-15 2020-01-15 2020-01-15 N N N 0.0221 7000123.34 7000123.34 0.0058 N N N N Mont Blanc Capital Corp. Mont Blanc Capital Corp. 2.337 6117P5X44 549300NC8BUDZTUFIQ67 US6117P5X448 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2019-10-04 2019-10-04 2019-10-04 N Y ING BANK NV 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0234 9958562.50 9958562.50 0.0083 N N N N JP Morgan Chase Bank NA JP Morgan Chase Bank NA 2.730 US9128284U17 BRTVN7JP5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2023-06-30 2.625000 22722000.00 23462209.20 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-08-01 2019-08-01 2019-08-01 N N N 0.0273 23000455.88 23000455.88 0.0191 N Y Y N JP Morgan Chase Bank NA JP Morgan Chase Bank NA 2.570 US912828U246 BRTVN7HM4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2026-11-15 2.000000 18224000.00 18361965.05 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-08-01 2019-08-01 2019-08-01 N N N 0.0257 18000666.67 18000666.67 0.0150 N Y Y N NRW Bank NRW Bank 2.412 62939MV12 52990002O5KK6XOGJ020 US62939MV120 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-08-01 2019-08-01 2019-08-01 N N N 0.0241 21998546.24 21998546.24 0.0183 N Y Y N JP Morgan Chase Bank NA JP Morgan Chase Bank NA 2.750 US912810RH32 BRTVN7JK6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2044-08-15 3.125000 12722000.00 14281514.48 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-08-01 2019-08-01 2019-08-01 N N N 0.0275 14000436.27 14000436.27 0.0116 N Y Y N National Bank of Canada National Bank of Canada 2.499 63307NDF1 BSGEFEIOM18Y80CKCV46 US63307NDF15 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-08-11 2019-12-11 2019-12-11 N N N 0.0236 8000293.20 8000293.20 0.0066 N N N N Bank of America Securities, Inc. Bank of America Securities, Inc. 2.560 549300HN4UKV1E2R3U73 BRTVN62F7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNHA AL BL9403 H 2069-04-20 4.537000 711684.00 770815.23 Agency Mortgage-Backed Securities GNHA RM BK9429 H 2068-12-20 3.570000 9661793.00 9429185.22 Asset-Backed Securities Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0256 10000000.00 10000000.00 0.0083 N Y Y N Natixis SA, New York Natixis SA, New York 2.720 63873NR37 KX1WK48MPD4Y2NCUIZ63 US63873NR373 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-04-03 2020-04-03 2020-04-03 N N N 0.0214 7026645.85 7026645.85 0.0058 N N N N Mizuho Securities USA LLC Mizuho Securities USA LLC 2.550 7TK5RJIZDFROZCA6XF66 BRTVN63Q2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N U.S. TREASURY NOTE 2025-10-31 3.000000 9266000.00 9923311.51 U.S. Treasuries (including strips) U.S. TREASURY NOTE 2025-09-30 3.000000 2501900.00 2684363.57 U.S. Treasuries (including strips) U.S. TREASURY BOND 2045-08-15 2.875000 9186000.00 9832351.78 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0255 22000000.00 22000000.00 0.0183 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 2.560 ZBUT11V806EZRVTWT807 BRTVN63C3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2039-10-20 6.000000 2299812.00 193709.85 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2029-06-20 6.000000 1100966.00 12725.43 Agency Mortgage-Backed Securities GNMA I PROJECT NOTE 2058-06-15 3.440000 14243200.00 14830552.23 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2044-09-20 4.000000 10326160.00 5741143.67 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2049-07-20 4.000000 1125000.00 1186441.00 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2049-07-20 4.000000 1511910.00 1590736.79 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2049-06-20 3.500000 1068622.00 1111653.33 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2049-07-20 4.500000 2376008.00 2545175.02 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2049-07-20 4.000000 12062912.00 12736616.25 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2049-07-20 4.000000 2628696.00 2801538.60 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2049-06-20 4.000000 1661422.00 1745548.76 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2049-06-20 3.500000 4813968.00 5021104.76 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2049-06-20 4.000000 731800.00 770696.39 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2049-07-20 3.500000 1065206.00 1103781.84 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2049-07-20 4.000000 9366288.00 9993756.45 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2049-06-20 4.000000 4465856.00 4647029.77 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2049-03-20 5.500000 1613812.00 1740879.24 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2049-01-20 4.500000 49628.00 51828.31 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2049-03-20 4.000000 666406.00 706981.59 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2048-10-20 5.500000 1468332.00 1383462.40 Agency Mortgage-Backed Securities GNMA I CONSTRUCTION LOAN POOL 2046-03-15 4.550000 2320904.00 2525947.23 Agency Mortgage-Backed Securities GNMA I PROJECT NOTE 2054-07-15 3.460000 30000000.00 31686756.67 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2048-06-20 4.000000 1167536.00 1217832.27 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2048-05-20 4.500000 4561240.00 3518361.82 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2048-02-20 3.500000 921532.00 892589.15 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2048-02-20 3.500000 443053.00 407800.04 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2047-08-20 4.000000 27129.00 24318.38 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2047-07-20 3.500000 64616.00 60629.86 Agency Mortgage-Backed Securities GNMA II 5 YEAR HYBRID ARM 2049-05-20 3.500000 5000000.00 5066440.61 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2033-07-20 5.000000 182164.00 182252.00 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2042-09-01 3.500000 907136.00 465005.23 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2040-01-01 4.500000 1125000.00 324368.89 Agency Mortgage-Backed Securities Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0256 114000000.00 114000000.00 0.0948 N Y Y N Nestle Finance International Ltd. Nestle Finance International Ltd. 2.227 64105SVM7 0KLLMNHINTFDRMU6DI05 US64105SVM78 Non-Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2019-08-21 2019-08-21 2019-08-21 N N N 0.0223 7989761.36 7989761.36 0.0066 N N N N Bank of America Securities, Inc. Bank of America Securities, Inc. 2.560 549300HN4UKV1E2R3U73 BRTVN62R1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC GOLD 2048-12-01 4.000000 144537515.00 133900000.15 Agency Mortgage-Backed Securities Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0256 130000000.00 130000000.00 0.1081 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 2.540 ZBUT11V806EZRVTWT807 BRTVN63H2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY BOND 2048-11-15 3.375000 800.00 941.50 U.S. Treasuries (including strips) U.S. TREASURY BOND 2046-08-15 2.250000 2000.00 1898.71 U.S. Treasuries (including strips) U.S. TREASURY BOND 2045-11-15 3.000000 1600.00 1750.81 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED BOND 2029-04-15 3.875000 3881800.00 8155019.90 U.S. Treasuries (including strips) U.S. TREASURY BILL 2019-10-10 0.000000 400.00 398.43 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0254 8000000.00 8000000.00 0.0066 N Y Y N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 2.350 BRTVMRKC9 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0235 30000000.00 30000000.00 0.0249 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 2.330 1VUV7VQFKUOQSJ21A208 BRTVMRKG0 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0233 42276000.00 42276000.00 0.0351 N Y Y N BlackRock Funds 2019-08-06 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer