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Bank of America Securities, Inc. 1.570 549300HN4UKV1E2R3U73 BRW0KDNQ2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GINNIE MAE II 2069-12-01 3.813000 1900020.00 2095650.97 Agency Mortgage-Backed Securities GINNIE MAE II 2069-12-01 3.826000 7346659.00 8104349.74 Agency Mortgage-Backed Securities Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0157 10000000.00 10000000.00 0.0066 N Y Y 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 0.0194 6515765.69 6515765.69 0.0043 N N N N Credit Suisse AG, New York Credit Suisse AG, New York 1.800 22549LZW8 ANGGYXNX0JLX3X63JN86 US22549LZW89 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-01-02 2020-06-11 2020-06-11 N N N 0.0188 2998956.75 2998956.75 0.0020 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 0.0185 11004482.94 11004482.94 0.0073 N N N N Bank of America Securities, Inc. 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DBS Bank Ltd. 1.822 23305DBL8 ATUEL7OJR5057F2PV266 US23305DBL82 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-02-20 2020-02-20 2020-02-20 N N N 0.0182 3989845.32 3989845.32 0.0026 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 1.520 BRW0L5EF2 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0152 30000000.00 30000000.00 0.0199 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 1.530 1VUV7VQFKUOQSJ21A208 BRW0KAS59 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0153 30000000.00 30000000.00 0.0199 N Y Y N Royal Bank of Canada Royal Bank of Canada 1.888 78014XCH8 ES7IP3U3RHIGC71XBU11 US78014XCH89 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-01-02 2020-05-01 2020-05-01 N N N 0.0194 3000059.37 3000059.37 0.0020 N N N N Province of British Columbia Canada Province of British Columbia Canada 1.674 11070JB41 54930058TO7MEKUHWL16 US11070JB413 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+ 2020-02-04 2020-02-04 2020-02-04 N N N 0.0167 10483176.69 10483176.69 0.0069 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 2.010 63254GMT9 F8SB4JFBSYQFRQEH3Z21 US63254GMT93 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-03-06 2020-12-09 2020-12-09 N N N 0.0203 11999969.88 11999969.88 0.0079 N N N N CDP Financial, Inc. CDP Financial, Inc. 1.509 12509RA27 549300OXMGVYFCBFV096 US12509RA273 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+ 2020-01-02 2020-01-02 2020-01-02 N N N 0.0151 23998014.72 23998014.72 0.0159 N Y Y N CPPIB Capital, Inc. CPPIB Capital, Inc. 1.782 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 0.0178 8371792.80 8371792.80 0.0055 N N N N National Securities Clearing Corp. National Securities Clearing Corp. 1.831 63763PF38 549300RYC9NELN2ICA34 US63763PF384 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-06-03 2020-06-03 2020-06-03 N N N 0.0183 7442133.30 7442133.30 0.0049 N N N N Caisse des Depots et Consignations Caisse des Depots et Consignations 1.822 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 0.0182 6970083.96 6970083.96 0.0046 N N N N National Securities Clearing Corp. National Securities Clearing Corp. 1.833 63763PF87 549300RYC9NELN2ICA34 US63763PF871 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-06-08 2020-06-08 2020-06-08 N N N 0.0183 19840622.20 19840622.20 0.0131 N N N N Nationwide Building Society Nationwide Building Society 1.617 6385E0A37 549300XFX12G42QIKN82 US6385E0A379 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-01-03 2020-01-03 2020-01-03 N N N 0.0162 9998670.80 9998670.80 0.0066 N N Y N Erste Abwicklungsanstalt Erste Abwicklungsanstalt 1.678 29604CBA9 7TG4VWERK338227TR435 US29604CBA99 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+ 2020-02-10 2020-02-10 2020-02-10 N N N 0.0168 3992474.24 3992474.24 0.0026 N N N N Erste Abwicklungsanstalt Erste Abwicklungsanstalt 1.755 29604CBK7 7TG4VWERK338227TR435 US29604CBK71 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+ 2020-02-19 2020-02-19 2020-02-19 N N N 0.0176 5985608.34 5985608.34 0.0040 N N N 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 0.0195 7013257.93 7013257.93 0.0046 N N N N European Investment Bank European Investment Bank 1.854 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 0.0185 9854955.00 9854955.00 0.0065 N N N N MUFG Bank Ltd., New York MUFG Bank Ltd., New York 2.041 55379WL61 C3GTMMZIHMY46P4OIX74 US55379WL615 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-02-12 2020-05-11 2020-05-11 N N N 0.0196 4001270.68 4001270.68 0.0026 N N N N Chariot Funding LLC Chariot Funding LLC 1.894 15963RBD4 549300EEWRNP448AMT79 US15963RBD44 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2020-01-06 2020-02-05 2020-02-05 N Y JPMORGAN CHASE BANK NA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0178 14002347.94 14002347.94 0.0093 N N N N Macquarie Bank Ltd. Macquarie Bank Ltd. 1.844 55607KC20 4ZHCHI4KYZG2WVRT8631 US55607KC209 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-03-02 2020-03-02 2020-03-02 N N N 0.0184 6978143.27 6978143.27 0.0046 N N N N Macquarie Bank Ltd. Macquarie Bank Ltd. 2.014 55607NGT1 4ZHCHI4KYZG2WVRT8631 US55607NGT19 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-02-07 2020-05-07 2020-05-07 N N N 0.0196 6001430.88 6001430.88 0.0040 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC 1.882 56274LCA0 549300S0NSJYSOB32S63 US56274LCA08 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2020-03-10 2020-03-10 2020-03-10 N Y SUMITOMO MITSUI BANKING CORPORAT 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0188 14946041.70 14946041.70 0.0099 N N N N Skandinaviska Enskilda Banken AB, New York Skandinaviska Enskilda Banken AB, New York 2.014 83050PDC0 F3JS33DEI6XQ4ZBPTN86 US83050PDC05 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-01-21 2020-08-19 2020-08-19 N N N 0.0205 6998858.16 6998858.16 0.0046 N N N N Skandinaviska Enskilda Banken AB, New York Skandinaviska Enskilda Banken AB, New York 2.235 83050PEP0 F3JS33DEI6XQ4ZBPTN86 US83050PEP09 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-01-02 2020-10-02 2020-10-02 N N N 0.0201 7752875.10 7752875.10 0.0051 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 0.0170 8000777.12 8000777.12 0.0053 N N Y N Coca-Cola Co. (The) Coca-Cola Co. (The) 1.781 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 0.0178 2980659.57 2980659.57 0.0020 N N N N Sumitomo Mitsui Trust Bank Ltd., New York Sumitomo Mitsui Trust Bank Ltd., New York 1.965 86564F2W2 5493006GGLR4BTEL8O61 US86564F2W28 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-02-26 2020-05-26 2020-05-26 N N N 0.0196 8000603.76 8000603.76 0.0053 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 0.0166 6001245.48 6001245.48 0.0040 N N N N Sumitomo Mitsui Trust Bank Ltd., New York Sumitomo Mitsui Trust Bank Ltd., New York 1.964 86564FK93 5493006GGLR4BTEL8O61 US86564FK935 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-01-21 2020-02-19 2020-02-19 N N N 0.0181 7001548.47 7001548.47 0.0046 N N N N Sumitomo Mitsui Trust Bank Ltd., New York Sumitomo Mitsui Trust Bank Ltd., New York 2.236 86564FQQ9 5493006GGLR4BTEL8O61 US86564FQQ99 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 0.0198 5000342.80 5000342.80 0.0033 N N N N Sumitomo Mitsui Trust Bank Ltd., New York Sumitomo Mitsui Trust Bank Ltd., New York 2.099 86564FTD5 5493006GGLR4BTEL8O61 US86564FTD59 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-02-25 2020-02-25 2020-02-25 N N N 0.0194 3000729.39 3000729.39 0.0020 N N N N Sumitomo Mitsui Trust Bank Ltd., New York Sumitomo Mitsui Trust Bank Ltd., New York 2.104 86564FWT6 5493006GGLR4BTEL8O61 US86564FWT64 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-02-19 2020-05-18 2020-05-18 N N N 0.0197 4002238.76 4002238.76 0.0026 N N N N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 1.978 86565B2E0 5U0XI89JRFVHWIBS4F54 US86565B2E00 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-01-02 2020-05-01 2020-05-01 N N N 0.0203 5500108.79 5500108.79 0.0036 N N N N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 1.956 86565B2U4 5U0XI89JRFVHWIBS4F54 US86565B2U42 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-01-13 2020-03-12 2020-03-12 N N N 0.0198 15000169.65 15000169.65 0.0099 N N N N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 1.900 86565BJ85 5U0XI89JRFVHWIBS4F54 US86565BJ859 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-01-09 2020-03-09 2020-03-09 N N N 0.0217 7999018.64 7999018.64 0.0053 N N N N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 1.970 86565BM81 5U0XI89JRFVHWIBS4F54 US86565BM812 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-01-24 2020-02-24 2020-02-24 N N N 0.0194 7000178.92 7000178.92 0.0046 N N N N Westpac Securities NZ Ltd. Westpac Securities NZ Ltd. 2.041 96122JER6 549300W0N3O6Q4RCKE25 US96122JER68 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-03-30 2020-06-29 2020-06-29 N Y WESTPAC NEW ZEALAND LTD 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0197 12001171.68 12001171.68 0.0079 N N N N Westpac Banking Corp. Westpac Banking Corp. 2.159 9612C4C90 EN5TNI6CI43VEPAMHL14 US9612C4C907 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-01-10 2020-01-10 2020-01-10 N N N 0.0188 5000166.05 5000166.05 0.0033 N N N N Suncorp-Metway Ltd. Suncorp-Metway Ltd. 2.042 8672E2E61 JEBU6C6ITPD2YZ9N7F22 US8672E2E615 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-06 2020-05-06 2020-05-06 N N N 0.0204 13901222.16 13901222.16 0.0092 N N N N Suncorp-Metway Ltd. Suncorp-Metway Ltd. 2.043 8672E2EC8 JEBU6C6ITPD2YZ9N7F22 US8672E2EC88 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 0.0204 4268227.77 4268227.77 0.0028 N N N N Westpac Banking Corp. Westpac Banking Corp. 2.041 9612C4J36 EN5TNI6CI43VEPAMHL14 US9612C4J365 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-02-25 2020-11-25 2020-11-25 N N N 0.0202 10003529.90 10003529.90 0.0066 N N N N Svenska Handelsbanken, New York Svenska Handelsbanken, New York 2.235 86959RCG3 NHBDILHZTYCNBV5UYZ31 US86959RCG39 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-01-02 2020-10-02 2020-10-02 N N N 0.0201 8253060.59 8253060.59 0.0055 N N N N Westpac Banking Corp., New York Westpac Banking Corp., New York 1.950 96130ADZ8 EN5TNI6CI43VEPAMHL14 US96130ADZ84 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-02-03 2020-11-02 2020-11-02 N N N 0.0189 5002890.70 5002890.70 0.0033 N N N N Westpac Banking Corp., New York Westpac Banking Corp., New York 2.035 96130AEQ7 EN5TNI6CI43VEPAMHL14 US96130AEQ76 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-03-09 2020-12-09 2020-12-09 N N N 0.0205 8000715.44 8000715.44 0.0053 N N N N ABN AMRO Equity Plus Fund ABN AMRO Equity Plus Fund 2.085 BFXS5XCH7N0Y05NIXW11 XS2041795811 BRTVYT9V3 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-02-13 2020-02-13 2020-02-13 N N N 0.0209 9002277.90 9002277.90 0.0060 N N N N Norinchukin Bank, New York Norinchukin Bank, New York 1.940 65602VTF3 5493007VSMFZCPV1NB83 US65602VTF30 Certificate of Deposit Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2020-04-29 2020-04-29 2020-04-29 N N N 0.0189 7001010.59 7001010.59 0.0046 N N N N Oesterreichische Kontrollbank AG Oesterreichische Kontrollbank AG 1.784 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 0.0178 6975117.17 6975117.17 0.0046 N N N N Old Line Funding LLC Old Line Funding LLC 1.788 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 0.0179 1198356.40 1198356.40 0.0008 N N N N Old Line Funding LLC Old Line Funding LLC 1.798 67983TB39 5493004QSN8OZAIU2J90 US67983TB393 Asset Backed Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-02-03 2020-02-03 2020-02-03 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0180 9583951.97 9583951.97 0.0063 N N N N Ontario Teachers' Finance Trust Ontario Teachers' Finance Trust 1.555 68328GA22 635400ZZE5J8OXXBBY26 US68328GA225 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+ 2020-01-02 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 0.0156 7999318.24 7999318.24 0.0053 N Y Y N Ontario Teachers' Finance Trust Ontario Teachers' Finance Trust 1.563 68328GA89 635400ZZE5J8OXXBBY26 US68328GA894 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+ 2020-01-08 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 0.0156 8996918.04 8996918.04 0.0060 N N Y N Ontario Teachers' Finance Trust Ontario Teachers' Finance Trust 1.772 68328GCP9 635400ZZE5J8OXXBBY26 US68328GCP90 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+ 2020-03-23 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 0.0177 8963874.27 8963874.27 0.0059 N N N N Thunder Bay Funding LLC Thunder Bay Funding LLC 1.823 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 0.0182 2995959.00 2995959.00 0.0020 N N N N BNP Paribas SA BNP Paribas SA 1.640 R0MUWSFPU8MPRO8K5P83 BRT5BLP44 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y FANNIE MAE FNMA_17-C02 2029-09-25 5.442000 10147.00 10844.77 Private Label Collateralized Mortgage Obligations FANNIE MAE - CAS_18-R07 2031-04-25 4.192000 16189.00 15389.74 Private Label Collateralized Mortgage Obligations SPRO_19-1A 2049-10-25 3.882000 245492.00 248557.50 Asset-Backed Securities LXS_06-19 2036-12-25 2.132000 953325.00 51350.64 Asset-Backed Securities WLAKE_18-3A 2023-12-15 4.900000 3830518.00 3960271.69 Asset-Backed Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0164 4000000.00 4000000.00 0.0026 N Y Y N Thunder Bay Funding LLC Thunder Bay Funding LLC 1.838 88602TB36 US88602TB360 Asset Backed Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-02-03 2020-02-03 2020-02-03 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0184 12977777.28 12977777.28 0.0086 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 1.860 89114M2D8 PT3QB789TSUIDF371261 US89114M2D85 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-01-02 2020-07-10 2020-07-10 N N N 0.0183 4500929.57 4500929.57 0.0030 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 1.860 89114M2P1 PT3QB789TSUIDF371261 US89114M2P16 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-01-02 2020-07-16 2020-07-16 N N N 0.0185 8000840.32 8000840.32 0.0053 N N N N PSP Capital, Inc. PSP Capital, Inc. 1.845 69370AEK6 US69370AEK60 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+ 2020-05-19 2020-05-19 2020-05-19 N N N 0.0185 5957836.68 5957836.68 0.0039 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 1.720 ZBUT11V806EZRVTWT807 BRT7ER652 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y NRZT_19-NQM5 2059-11-25 2.709860 2749896.00 2754576.17 Private Label Collateralized Mortgage Obligations WFCM_16-NXS6 2049-11-15 1.254380 19718400.00 1525424.73 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0172 4000000.00 4000000.00 0.0026 N Y Y 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 0.0187 7011470.41 7011470.41 0.0046 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 1.915 89114MQ26 PT3QB789TSUIDF371261 US89114MQ269 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-01-10 2020-06-10 2020-06-10 N N N 0.0197 7999120.00 7999120.00 0.0053 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 2.137 89114N5K7 PT3QB789TSUIDF371261 US89114N5K73 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-03-27 2020-09-28 2020-09-28 N N N 0.0201 6504731.94 6504731.94 0.0043 N N N N Credit Industriel et Commercial SA Credit Industriel et Commercial SA 2.641 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 0.0264 2994645.42 2994645.42 0.0020 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 1.900 89114NEN1 PT3QB789TSUIDF371261 US89114NEN12 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-04-30 2020-04-30 2020-04-30 N N N 0.0190 9998660.00 9998660.00 0.0066 N N N N Total Capital Canada Ltd. Total Capital Canada Ltd. 1.831 89153PDP4 5299005IX98ZZ9LSGK46 US89153PDP45 Non-Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2020-04-23 2020-04-23 2020-04-23 N N N 0.0183 5468719.69 5468719.69 0.0036 N N N N Toyota Motor Corp. Toyota Motor Corp. 2.031 89233AW54 Z2VZBHUMB7PWWJ63I008 US89233AW542 Non-Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR (P)P-1 Standard & Poor's - BR A-1+ 2020-01-07 2020-01-07 2020-01-07 N N N 0.0192 6000007.26 6000007.26 0.0040 N N Y N UBS AG UBS AG 2.017 90276JHM1 BFM8T61CT2L1QCEMIK50 US90276JHM18 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-01-03 2020-04-03 2020-04-03 N N N 0.0190 8003650.16 8003650.16 0.0053 N N N N UBS AG UBS AG 1.861 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 0.0186 6959190.98 6959190.98 0.0046 N N N N BlackRock Funds 2020-01-07 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer