# EDGAR Filing Document

**Accession Number:** 0000844779
**File Stem:** 0001717734-23-000042
**Filing Date:** 2023-3
**Character Count:** 91688
**Document Hash:** 9d64a34fef384a4853a5d76e6ac41679
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001717734-23-000042.hdr.sgml**: 20230306

**ACCESSION NUMBER**: 0001717734-23-000042

**CONFORMED SUBMISSION TYPE**: N-MFP2

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230228

**FILED AS OF DATE**: 20230306

**DATE AS OF CHANGE**: 20230306

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK FUNDS
- **CENTRAL INDEX KEY:** 0000844779
- **IRS NUMBER:** 510318674
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** N-MFP2
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05742
- **FILM NUMBER:** 23708396

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** COMPASS CAPITAL FUNDS\
- **DATE OF NAME CHANGE:** 19961114

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PNC FUND
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NCP FUNDS
- **DATE OF NAME CHANGE:** 19890511

## Series and Classes Contracts Data

### BlackRock Liquid Environmentally Aware Fund (Series ID: S000065181)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000211009 | Direct                          |  |
| C000211010 | Investor A                      |  |
| C000211011 | Institutional                   |  |
| C000223513 | Mischler Financial Group Shares |  |
| C000231608 | Bancroft Capital                |  |
| C000231609 | Cabrera Capital Markets         |  |
| C000234052 | Penserra Shares                 |  |
| C000235877 | Great Pacific Shares            |  |

# Form N-MFP: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information

**Submission Type:** N-MFP2

**Live/Test Flag:** —

**Is Electronic Copy of Paper Format:** —

**CIK:** —

### General Information

**Report for (YYYY-MM-DD):** 2023-02-28

**EDGAR Series Identifier:** S000065181

**Total number of share classes in the series:** —

**Is this the fund's final filing on Form N-MFP?:** —

**Is Fund Liquidating?:** —

**Is Fund Merging/Being Acquired?:** —

**Has the fund acquired or merged with another fund during the reporting period?:** —

## Part A: Series-Level Information about the Fund

### Service Providers
| Item   | Role                          | Details                                                      | File/CIK Number   |
|:---|:---|:---|:---|
| A.5    | Administrator                 | BlackRock Advisors, LLC                                      |  |
| A.4    | Independent Public Accountant | Deloitte & Touche LLP<br>City: Boston<br>State: MA           |  |
| A.6    | Transfer Agent                | BNY Mellon Investment Servicing (US) Inc.<br>CIK: 0000849542 | 084-01761         |

### Fund Characteristics & Assets

- **A.1 - Securities Act File Number:** 033-26305

- **A.7 - Is this a Feeder Fund?:** No

- **A.8 - Is this a Master Fund?:** No

- **A.9 - Is this series primarily used to fund insurance company separate accounts?:** No

- **A.10 - Money Market Fund Category:** Prime

- **A.11 - WAM:** 25 days

- **A.12 - WAL:** 47 days

- **Total Value of Portfolio Securities:** $1250512067.92

- **Amortized Cost of Portfolio Securities:** $638778000.00

- **Cash:** $13037706.28

- **Total Other Assets:** $2034158.99

- **Total Liabilities:** $4743363.26

- **Net Assets of Series:** $1260840569.93

- **Number of Shares Outstanding (Series):** 1260415502.57

- **7-Day Gross Yield:** 4.7900%

### Weekly Liquid Assets
| Period         | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| Friday, Week 1 |  | $802956514.70              |  | 64.1300%                   |
| Friday, Week 2 |  | $793346179.68              |  | 62.8600%                   |
| Friday, Week 3 |  | $829629418.95              |  | 64.3800%                   |
| Friday, Week 4 |  | $836931400.99              |  | 65.5400%                   |

## Part B: Class-Level Information about the Fund

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $2000000.00

- **B.3 - Net Assets of Class:** $503007184.85

- **B.4 - Shares Outstanding:** 502833945.45

- **B.7.7 - 7-Day Net Yield:** 4.5900%

- **Person Paying for Fund Expenses?:** Yes

- **Expense Reimbursement/Waiver Description:** BlackRock Advisors, LLC, Administration Fees, 16544.28; BlackRock Advisors, LLC, Transfer Agent Fees, 58.24;

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $10115540.48              | $15048583.33            |
| Week 2   | $18117761.00              | $7073885.79             |
| Week 3   | $11416196.05              | $2368116.78             |
| Week 4   | $5960578.47               | $1699021.75             |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $45467431.50

- **Gross Redemptions for month:** $45452854.22

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $1000.00

- **B.3 - Net Assets of Class:** $1240090.45

- **B.4 - Shares Outstanding:** 1239701.60

- **B.7.7 - 7-Day Net Yield:** 4.3400%

- **Person Paying for Fund Expenses?:** Yes

- **Expense Reimbursement/Waiver Description:** BlackRock Advisors, LLC, Administration Fees, 39.86; BlackRock Advisors, LLC, Transfer Agent Fees, 23.52;

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $3185.66                  | $0.00                   |
| Week 2   | $35.00                    | $100.29                 |
| Week 3   | $35000.00                 | $0.00                   |
| Week 4   | $35.00                    | $0.00                   |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $38255.66

- **Gross Redemptions for month:** $100.29

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $2000000.00

- **B.3 - Net Assets of Class:** $438353.60

- **B.4 - Shares Outstanding:** 438229.26

- **B.7.7 - 7-Day Net Yield:** 4.5900%

- **Person Paying for Fund Expenses?:** Yes

- **Expense Reimbursement/Waiver Description:** BlackRock Advisors, LLC, Administration Fees, 14.38; BlackRock Advisors, LLC, Transfer Agent Fees, 1.68;

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $1490.26                  | $0.00                   |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $1490.26

- **Gross Redemptions for month:** $0.00

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $1000000.00

- **B.3 - Net Assets of Class:** $720848652.10

- **B.4 - Shares Outstanding:** 720609162.80

- **B.7.7 - 7-Day Net Yield:** 4.6500%

- **Person Paying for Fund Expenses?:** Yes

- **Expense Reimbursement/Waiver Description:** BlackRock Advisors, LLC, Administration Fees, 23621.79; BlackRock Advisors, LLC, Transfer Agent Fees, 15.68;

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $1924404.99               | $0.00                   |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $1924404.99

- **Gross Redemptions for month:** $0.00

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $2000000.00

- **B.3 - Net Assets of Class:** $51001.34

- **B.4 - Shares Outstanding:** 50986.24

- **B.7.7 - 7-Day Net Yield:** 4.5900%

- **Person Paying for Fund Expenses?:** Yes

- **Expense Reimbursement/Waiver Description:** BlackRock Advisors, LLC, Administration Fees, 1.67; BlackRock Advisors, LLC, Transfer Agent Fees, 1.68;

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $185.66                   | $0.00                   |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $185.66

- **Gross Redemptions for month:** $0.00

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $2000000.00

- **B.3 - Net Assets of Class:** $35028241.60

- **B.4 - Shares Outstanding:** 35016497.94

- **B.7.7 - 7-Day Net Yield:** 4.5900%

- **Person Paying for Fund Expenses?:** Yes

- **Expense Reimbursement/Waiver Description:** BlackRock Advisors, LLC, Administration Fees, 1147.88; BlackRock Advisors, LLC, Transfer Agent Fees, 0.84;

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $185.67                   | $0.00                   |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $185.67

- **Gross Redemptions for month:** $0.00

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $2000000.00

- **B.3 - Net Assets of Class:** $50992.57

- **B.4 - Shares Outstanding:** 50977.68

- **B.7.7 - 7-Day Net Yield:** 4.5900%

- **Person Paying for Fund Expenses?:** Yes

- **Expense Reimbursement/Waiver Description:** BlackRock Advisors, LLC, Administration Fees, 1.67; BlackRock Advisors, LLC, Transfer Agent Fees, 1.12;

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $185.62                   | $0.00                   |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $185.62

- **Gross Redemptions for month:** $0.00

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $2000000.00

- **B.3 - Net Assets of Class:** $176053.42

- **B.4 - Shares Outstanding:** 176001.60

- **B.7.7 - 7-Day Net Yield:** 4.5900%

- **Person Paying for Fund Expenses?:** Yes

- **Expense Reimbursement/Waiver Description:** BlackRock Advisors, LLC, Administration Fees, 5.80; BlackRock Advisors, LLC, Transfer Agent Fees, 1.12;

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $259.54                   | $0.00                   |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $259.54

- **Gross Redemptions for month:** $0.00

## Part C: Schedule of Portfolio Securities

### Security 1: Erste Finance Delaware LLC

- **C.1 - Title:** Erste Finance Delaware LLC 4.571
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2960E3Q12, C.4 - ISIN: US2960E3Q124
- **C.18 - Value (incl. sponsor support):** $29996214.30
- **C.18.a - Value (excl. sponsor support):** $29996214.30
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.3800%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** ERSTE GROUP BANK AG

- **Amount Provided:** 1.0000

### Security 2: Barton Capital SA

- **C.1 - Title:** Barton Capital SA 4.608
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MQG4, C.4 - ISIN: US06945MQG41, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $14969260.05
- **C.18.a - Value (excl. sponsor support):** $14969260.05
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2023-03-16
- **C.12 - Maturity Date (WAL):** 2023-03-16
- **C.13 - Final Legal Maturity Date:** 2023-03-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** SOCIETE GENERALE SA

- **Amount Provided:** 1.0000

### Security 3: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc 4.611
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06743MQ11, C.4 - ISIN: US06743MQ117, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $24996853.50
- **C.18.a - Value (excl. sponsor support):** $24996853.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 4: Antalis SA

- **C.1 - Title:** Antalis SA 5.097
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664BV11, C.4 - ISIN: US03664BV111, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $5870306.34
- **C.18.a - Value (excl. sponsor support):** $5870306.34
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 5.1000%
- **C.11 - Maturity Date (WAM):** 2023-08-01
- **C.12 - Maturity Date (WAL):** 2023-08-01
- **C.13 - Final Legal Maturity Date:** 2023-08-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** SOCIETE GENERALE SA

- **Amount Provided:** 1.0000

### Security 5: United States International Development Finance Corp. Variable Rate Notes

- **C.1 - Title:** United States International Development Finance Corp. Variable Rate Notes 4.750
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 90376PAU5, C.4 - ISIN: US90376PAU57, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2500000.00
- **C.18.a - Value (excl. sponsor support):** $2500000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 0.1200%
- **C.11 - Maturity Date (WAM):** 2023-03-07
- **C.12 - Maturity Date (WAL):** 2023-03-07
- **C.13 - Final Legal Maturity Date:** 2030-03-15
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** UNITED STATES OF AMERICA

- **Amount Provided:** 1.0000

### Security 6: Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates

- **C.1 - Title:** Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 4.820
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HFG9, C.4 - ISIN: US60700HFG92
- **C.18 - Value (incl. sponsor support):** $2070000.00
- **C.18.a - Value (excl. sponsor support):** $2070000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2023-03-07
- **C.12 - Maturity Date (WAL):** 2023-03-07
- **C.13 - Final Legal Maturity Date:** 2049-11-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 7: United States International Development Finance Corp. Variable Rate Notes

- **C.1 - Title:** United States International Development Finance Corp. Variable Rate Notes 4.750
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 90376PBR1, C.4 - ISIN: US90376PBR10, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $6499999.77
- **C.18.a - Value (excl. sponsor support):** $6499999.77
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 0.1300%
- **C.11 - Maturity Date (WAM):** 2023-03-07
- **C.12 - Maturity Date (WAL):** 2023-03-07
- **C.13 - Final Legal Maturity Date:** 2032-09-20
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** UNITED STATES OF AMERICA

- **Amount Provided:** 1.0000

### Security 8: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 4.590
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196480RR0, C.4 - ISIN: US196480RR05, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $4935000.00
- **C.18.a - Value (excl. sponsor support):** $4935000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 0.1100%
- **C.11 - Maturity Date (WAM):** 2023-03-07
- **C.12 - Maturity Date (WAL):** 2023-03-07
- **C.13 - Final Legal Maturity Date:** 2051-05-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 9: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 4.570
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196480WH6, C.4 - ISIN: US196480WH67, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $5470000.00
- **C.18.a - Value (excl. sponsor support):** $5470000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 0.0700%
- **C.11 - Maturity Date (WAM):** 2023-03-07
- **C.12 - Maturity Date (WAL):** 2023-03-07
- **C.13 - Final Legal Maturity Date:** 2051-11-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates

- **C.1 - Title:** Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 4.780
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WMB0, C.4 - ISIN: US62630WMB09
- **C.18 - Value (incl. sponsor support):** $4000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2023-04-04
- **C.12 - Maturity Date (WAL):** 2023-04-04
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Standard Chartered Bank, New York

- **C.1 - Title:** Standard Chartered Bank, New York 4.850
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VX54, C.4 - ISIN: US85325VX544, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $5000367.30
- **C.18.a - Value (excl. sponsor support):** $5000367.30
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.3800%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-13
- **C.13 - Final Legal Maturity Date:** 2023-03-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Canadian Imperial Bank of Commerce, New York

- **C.1 - Title:** Canadian Imperial Bank of Commerce, New York 4.830
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606KCZ7, C.4 - ISIN: US13606KCZ75, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $500008.52
- **C.18.a - Value (excl. sponsor support):** $500008.52
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 2.2000%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-03
- **C.13 - Final Legal Maturity Date:** 2023-03-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 13: Toronto-Dominion Bank (The)

- **C.1 - Title:** Toronto-Dominion Bank (The) 5.050
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120DUE7, C.4 - ISIN: US89120DUE74, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $5001639.35
- **C.18.a - Value (excl. sponsor support):** $5001639.35
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.8300%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-31
- **C.13 - Final Legal Maturity Date:** 2023-03-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Barclays Bank plc, New York

- **C.1 - Title:** Barclays Bank plc, New York 5.170
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06742TM78, C.4 - ISIN: US06742TM782, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $5002407.90
- **C.18.a - Value (excl. sponsor support):** $5002407.90
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.9500%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-04-05
- **C.13 - Final Legal Maturity Date:** 2023-04-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Bank of Nova Scotia, Houston

- **C.1 - Title:** Bank of Nova Scotia, Houston 5.050
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417MXE0, C.4 - ISIN: US06417MXE01, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $15009255.75
- **C.18.a - Value (excl. sponsor support):** $15009255.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 0.8300%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-05-05
- **C.13 - Final Legal Maturity Date:** 2023-05-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Westpac Banking Corp.

- **C.1 - Title:** Westpac Banking Corp. 5.030
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C4U58, C.4 - ISIN: US9612C4U586, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $6001379.28
- **C.18.a - Value (excl. sponsor support):** $6001379.28
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 0.8100%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-23
- **C.13 - Final Legal Maturity Date:** 2023-03-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Bank of Montreal, Chicago

- **C.1 - Title:** Bank of Montreal, Chicago 5.050
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367CTU1, C.4 - ISIN: US06367CTU17, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $10006232.20
- **C.18.a - Value (excl. sponsor support):** $10006232.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 0.8300%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-05-05
- **C.13 - Final Legal Maturity Date:** 2023-05-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Toronto-Dominion Bank, New York

- **C.1 - Title:** Toronto-Dominion Bank, New York 2.690
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89114WVW2, C.4 - ISIN: US89114WVW27, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $2989977.12
- **C.18.a - Value (excl. sponsor support):** $2989977.12
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 2.6900%
- **C.11 - Maturity Date (WAM):** 2023-04-28
- **C.12 - Maturity Date (WAL):** 2023-04-28
- **C.13 - Final Legal Maturity Date:** 2023-04-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Toronto-Dominion Bank, New York

- **C.1 - Title:** Toronto-Dominion Bank, New York 2.670
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89114WVP7, C.4 - ISIN: US89114WVP75, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $3738893.85
- **C.18.a - Value (excl. sponsor support):** $3738893.85
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 2.6700%
- **C.11 - Maturity Date (WAM):** 2023-04-21
- **C.12 - Maturity Date (WAL):** 2023-04-21
- **C.13 - Final Legal Maturity Date:** 2023-04-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Canadian Imperial Bank of Commerce, New York

- **C.1 - Title:** Canadian Imperial Bank of Commerce, New York 5.100
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606KGX8, C.4 - ISIN: US13606KGX81, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $10011663.20
- **C.18.a - Value (excl. sponsor support):** $10011663.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 0.8900%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-05-31
- **C.13 - Final Legal Maturity Date:** 2023-05-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Standard Chartered Bank, New York

- **C.1 - Title:** Standard Chartered Bank, New York 2.160
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VZB9, C.4 - ISIN: US85325VZB97, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $1676268.52
- **C.18.a - Value (excl. sponsor support):** $1676268.52
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 2.6500%
- **C.11 - Maturity Date (WAM):** 2023-03-30
- **C.12 - Maturity Date (WAL):** 2023-03-30
- **C.13 - Final Legal Maturity Date:** 2023-03-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Toronto-Dominion Bank, New York

- **C.1 - Title:** Toronto-Dominion Bank, New York 5.100
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89114WWA9, C.4 - ISIN: US89114WWA97, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $15016716.90
- **C.18.a - Value (excl. sponsor support):** $15016716.90
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 0.8800%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-06-02
- **C.13 - Final Legal Maturity Date:** 2023-06-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Standard Chartered Bank, New York

- **C.1 - Title:** Standard Chartered Bank, New York 5.100
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VZR4, C.4 - ISIN: US85325VZR40, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $5003831.65
- **C.18.a - Value (excl. sponsor support):** $5003831.65
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.8800%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-05-04
- **C.13 - Final Legal Maturity Date:** 2023-05-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Svenska Handelsbanken AB, New York

- **C.1 - Title:** Svenska Handelsbanken AB, New York 5.210
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959RB90, C.4 - ISIN: US86959RB907, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $5008900.20
- **C.18.a - Value (excl. sponsor support):** $5008900.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 2.2600%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-07-03
- **C.13 - Final Legal Maturity Date:** 2023-07-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Citibank NA

- **C.1 - Title:** Citibank NA 3.820
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17305T3U4, C.4 - ISIN: US17305T3U48, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $3483168.47
- **C.18.a - Value (excl. sponsor support):** $3483168.47
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2023-07-03
- **C.12 - Maturity Date (WAL):** 2023-07-03
- **C.13 - Final Legal Maturity Date:** 2023-07-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Svenska Handelsbanken AB

- **C.1 - Title:** Svenska Handelsbanken AB 5.250
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LDX5, C.4 - ISIN: US86960LDX55, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $5010217.10
- **C.18.a - Value (excl. sponsor support):** $5010217.10
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 2.3100%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-07-13
- **C.13 - Final Legal Maturity Date:** 2023-07-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Swedbank AB, New York

- **C.1 - Title:** Swedbank AB, New York 5.250
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 87019WDG7, C.4 - ISIN: US87019WDG78, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $10022390.60
- **C.18.a - Value (excl. sponsor support):** $10022390.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 2.3000%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-07-14
- **C.13 - Final Legal Maturity Date:** 2023-07-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Toronto-Dominion Bank, New York

- **C.1 - Title:** Toronto-Dominion Bank, New York 5.200
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115B2N9, C.4 - ISIN: US89115B2N91, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $3802108.30
- **C.18.a - Value (excl. sponsor support):** $3802108.30
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 2.2500%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-07-05
- **C.13 - Final Legal Maturity Date:** 2023-07-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Canadian Imperial Bank of Commerce, New York

- **C.1 - Title:** Canadian Imperial Bank of Commerce, New York 5.300
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606KKU9, C.4 - ISIN: US13606KKU96, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $9825385.53
- **C.18.a - Value (excl. sponsor support):** $9825385.53
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 2.3600%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-07-21
- **C.13 - Final Legal Maturity Date:** 2023-07-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Standard Chartered Bank, New York

- **C.1 - Title:** Standard Chartered Bank, New York 5.150
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VBM1, C.4 - ISIN: US85325VBM19, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $15000219.60
- **C.18.a - Value (excl. sponsor support):** $15000219.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 2.9500%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 31: PSP Capital, Inc.

- **C.1 - Title:** PSP Capital, Inc. 4.038
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 69370BVH2, C.4 - ISIN: US69370BVH22, C.3 - LEI: 549300B456N0WEIC5249
- **C.18 - Value (incl. sponsor support):** $5570450.06
- **C.18.a - Value (excl. sponsor support):** $5570450.06
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2023-08-17
- **C.12 - Maturity Date (WAL):** 2023-08-17
- **C.13 - Final Legal Maturity Date:** 2023-08-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Nordea Bank Abp, New York

- **C.1 - Title:** Nordea Bank Abp, New York 5.130
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558UVP4, C.4 - ISIN: US65558UVP47, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $20000562.00
- **C.18.a - Value (excl. sponsor support):** $20000562.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 2.9300%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-02
- **C.13 - Final Legal Maturity Date:** 2023-03-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 33: Citibank NA

- **C.1 - Title:** Citibank NA 3.770
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17305T5Y4, C.4 - ISIN: US17305T5Y42, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $4990602.20
- **C.18.a - Value (excl. sponsor support):** $4990602.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2023-05-01
- **C.12 - Maturity Date (WAL):** 2023-05-01
- **C.13 - Final Legal Maturity Date:** 2023-05-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: BPCE SA

- **C.1 - Title:** BPCE SA 5.150
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571EAM9, C.4 - ISIN: US05571EAM93, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $5000076.05
- **C.18.a - Value (excl. sponsor support):** $5000076.05
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.0000%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-03
- **C.13 - Final Legal Maturity Date:** 2023-03-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 35: Nordea Bank Abp, New York

- **C.1 - Title:** Nordea Bank Abp, New York 5.040
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558UWG3, C.4 - ISIN: US65558UWG39, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $7006096.79
- **C.18.a - Value (excl. sponsor support):** $7006096.79
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 2.8500%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-05-24
- **C.13 - Final Legal Maturity Date:** 2023-05-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd. 5.150
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NNW6, C.4 - ISIN: US55607NNW64, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $10014426.00
- **C.18.a - Value (excl. sponsor support):** $10014426.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 2.9600%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-06-22
- **C.13 - Final Legal Maturity Date:** 2023-06-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Bank of Nova Scotia (The)

- **C.1 - Title:** Bank of Nova Scotia (The) 5.210
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LST5, C.4 - ISIN: US06417LST51, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $10020774.00
- **C.18.a - Value (excl. sponsor support):** $10020774.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.0200%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-08-18
- **C.13 - Final Legal Maturity Date:** 2023-08-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Bank of Nova Scotia (The)

- **C.1 - Title:** Bank of Nova Scotia (The) 5.100
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LSX6, C.4 - ISIN: US06417LSX63, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $10010559.30
- **C.18.a - Value (excl. sponsor support):** $10010559.30
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 2.9000%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-05-24
- **C.13 - Final Legal Maturity Date:** 2023-05-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Antalis SA

- **C.1 - Title:** Antalis SA 4.448
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664BQG4, C.4 - ISIN: US03664BQG40, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $14969146.65
- **C.18.a - Value (excl. sponsor support):** $14969146.65
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2023-03-16
- **C.12 - Maturity Date (WAL):** 2023-03-16
- **C.13 - Final Legal Maturity Date:** 2023-03-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** SOCIETE GENERALE SA

- **Amount Provided:** 1.0000

### Security 40: Natixis SA, New York

- **C.1 - Title:** Natixis SA, New York 4.290
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873QWD2, C.4 - ISIN: US63873QWD23, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $9021023.27
- **C.18.a - Value (excl. sponsor support):** $9021023.27
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2023-09-08
- **C.12 - Maturity Date (WAL):** 2023-09-08
- **C.13 - Final Legal Maturity Date:** 2023-09-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Royal Bank of Canada, New York

- **C.1 - Title:** Royal Bank of Canada, New York 5.350
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JK63, C.4 - ISIN: US78015JK633, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $3011202.15
- **C.18.a - Value (excl. sponsor support):** $3011202.15
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-10-19
- **C.13 - Final Legal Maturity Date:** 2023-10-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Toronto-Dominion Bank, New York

- **C.1 - Title:** Toronto-Dominion Bank, New York 5.250
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115BB74, C.4 - ISIN: US89115BB741, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $4004106.44
- **C.18.a - Value (excl. sponsor support):** $4004106.44
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-05-01
- **C.13 - Final Legal Maturity Date:** 2023-05-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Old Line Funding LLC

- **C.1 - Title:** Old Line Funding LLC 5.110
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67984RKX6, C.4 - ISIN: US67984RKX60, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 1.7100%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** ROYAL BANK OF CANADA

- **Amount Provided:** 1.0000

### Security 44: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills 4.346
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796Z77, C.4 - ISIN: US912796Z772, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $12219443.11
- **C.18.a - Value (excl. sponsor support):** $12219443.11
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2023-03-21
- **C.12 - Maturity Date (WAL):** 2023-03-21
- **C.13 - Final Legal Maturity Date:** 2023-03-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 45: Fairway Finance Co. LLC

- **C.1 - Title:** Fairway Finance Co. LLC 5.180
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30601YR80, C.4 - ISIN: US30601YR805, C.3 - LEI: 549300GKD6SUOVFV4H89
- **C.18 - Value (incl. sponsor support):** $5004910.40
- **C.18.a - Value (excl. sponsor support):** $5004910.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-05-16
- **C.13 - Final Legal Maturity Date:** 2023-05-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** BANK OF MONTREAL

- **Amount Provided:** 1.0000

### Security 46: Westpac Securities NZ Ltd.

- **C.1 - Title:** Westpac Securities NZ Ltd. 4.960
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 96122JFM6, C.4 - ISIN: US96122JFM62, C.3 - LEI: 549300W0N3O6Q4RCKE25
- **C.18 - Value (incl. sponsor support):** $10002259.80
- **C.18.a - Value (excl. sponsor support):** $10002259.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-27
- **C.13 - Final Legal Maturity Date:** 2023-03-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Old Line Funding LLC

- **C.1 - Title:** Old Line Funding LLC 5.050
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67984RLG2, C.4 - ISIN: US67984RLG29, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $10006622.80
- **C.18.a - Value (excl. sponsor support):** $10006622.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-05-04
- **C.13 - Final Legal Maturity Date:** 2023-05-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** ROYAL BANK OF CANADA

- **Amount Provided:** 1.0000

### Security 48: National Australia Bank Ltd.

- **C.1 - Title:** National Australia Bank Ltd. 5.130
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GVZ5, C.4 - ISIN: US63254GVZ52, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $5006610.80
- **C.18.a - Value (excl. sponsor support):** $5006610.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-06-15
- **C.13 - Final Legal Maturity Date:** 2023-06-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: ING US Funding LLC

- **C.1 - Title:** ING US Funding LLC 5.150
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GCU0, C.4 - ISIN: US44988GCU04
- **C.18 - Value (incl. sponsor support):** $13018154.50
- **C.18.a - Value (excl. sponsor support):** $13018154.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-05-22
- **C.13 - Final Legal Maturity Date:** 2023-05-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** ING BANK NV

- **Amount Provided:** 1.0000

### Security 50: Credit Industriel et Commercial, New York

- **C.1 - Title:** Credit Industriel et Commercial, New York 5.040
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536U6Z8, C.4 - ISIN: US22536U6Z82, C.3 - LEI: N4JDFKKH2FTD8RKFXO39
- **C.18 - Value (incl. sponsor support):** $10013756.80
- **C.18.a - Value (excl. sponsor support):** $10013756.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-07-10
- **C.13 - Final Legal Maturity Date:** 2023-07-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Westpac Banking Corp.

- **C.1 - Title:** Westpac Banking Corp. 5.070
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C42K6, C.4 - ISIN: US9612C42K62, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $7009092.30
- **C.18.a - Value (excl. sponsor support):** $7009092.30
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-07-07
- **C.13 - Final Legal Maturity Date:** 2023-07-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Chariot Funding LLC

- **C.1 - Title:** Chariot Funding LLC 5.130
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963RDF7, C.4 - ISIN: US15963RDF73, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $6005734.14
- **C.18.a - Value (excl. sponsor support):** $6005734.14
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-05-31
- **C.13 - Final Legal Maturity Date:** 2023-05-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** JPMORGAN CHASE BANK NA

- **Amount Provided:** 1.0000

### Security 53: Bank of Nova Scotia, Houston

- **C.1 - Title:** Bank of Nova Scotia, Houston 5.290
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06417MK87, C.4 - ISIN: US06417MK871, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $4711179.89
- **C.18.a - Value (excl. sponsor support):** $4711179.89
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-08-07
- **C.13 - Final Legal Maturity Date:** 2023-08-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Natixis SA, New York

- **C.1 - Title:** Natixis SA, New York 5.220
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873QZY3, C.4 - ISIN: US63873QZY33, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $4496252.81
- **C.18.a - Value (excl. sponsor support):** $4496252.81
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 5.2200%
- **C.11 - Maturity Date (WAM):** 2023-10-13
- **C.12 - Maturity Date (WAL):** 2023-10-13
- **C.13 - Final Legal Maturity Date:** 2023-10-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Bank of America NA

- **C.1 - Title:** Bank of America NA 5.250
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054R5V0, C.4 - ISIN: US06054R5V04, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $5985739.92
- **C.18.a - Value (excl. sponsor support):** $5985739.92
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 5.2500%
- **C.11 - Maturity Date (WAM):** 2024-01-31
- **C.12 - Maturity Date (WAL):** 2024-01-31
- **C.13 - Final Legal Maturity Date:** 2024-01-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Toronto-Dominion Bank, New York

- **C.1 - Title:** Toronto-Dominion Bank, New York 5.270
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115BS35, C.4 - ISIN: US89115BS356, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $5983480.20
- **C.18.a - Value (excl. sponsor support):** $5983480.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 5.2700%
- **C.11 - Maturity Date (WAM):** 2024-01-24
- **C.12 - Maturity Date (WAL):** 2024-01-24
- **C.13 - Final Legal Maturity Date:** 2024-01-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Standard Chartered Bank, New York

- **C.1 - Title:** Standard Chartered Bank, New York 5.210
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VEH9, C.4 - ISIN: US85325VEH96, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $7989821.04
- **C.18.a - Value (excl. sponsor support):** $7989821.04
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 5.2100%
- **C.11 - Maturity Date (WAM):** 2023-10-31
- **C.12 - Maturity Date (WAL):** 2023-10-31
- **C.13 - Final Legal Maturity Date:** 2023-10-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd. 5.207
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LXP4, C.4 - ISIN: US55607LXP48, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $6764099.44
- **C.18.a - Value (excl. sponsor support):** $6764099.44
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 5.2100%
- **C.11 - Maturity Date (WAM):** 2023-10-23
- **C.12 - Maturity Date (WAL):** 2023-10-23
- **C.13 - Final Legal Maturity Date:** 2023-10-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Swedbank AB

- **C.1 - Title:** Swedbank AB 4.820
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87019YDX6, C.4 - ISIN: US87019YDX67, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $5002531.15
- **C.18.a - Value (excl. sponsor support):** $5002531.15
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.8800%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-09-01
- **C.13 - Final Legal Maturity Date:** 2023-09-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Sumitomo Mitsui Trust Bank Ltd., New York

- **C.1 - Title:** Sumitomo Mitsui Trust Bank Ltd., New York 4.800
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564MH50, C.4 - ISIN: US86564MH507, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $14997464.40
- **C.18.a - Value (excl. sponsor support):** $14997464.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2023-05-18
- **C.12 - Maturity Date (WAL):** 2023-05-18
- **C.13 - Final Legal Maturity Date:** 2023-05-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Nordea Bank Abp, New York

- **C.1 - Title:** Nordea Bank Abp, New York 5.150
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558UE32, C.4 - ISIN: US65558UE322, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $6985397.79
- **C.18.a - Value (excl. sponsor support):** $6985397.79
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 5.1300%
- **C.11 - Maturity Date (WAM):** 2024-02-02
- **C.12 - Maturity Date (WAL):** 2024-02-02
- **C.13 - Final Legal Maturity Date:** 2024-02-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Nordea Bank Abp, New York

- **C.1 - Title:** Nordea Bank Abp, New York 5.000
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558UB92, C.4 - ISIN: US65558UB922, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $6011452.14
- **C.18.a - Value (excl. sponsor support):** $6011452.14
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 5.0800%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-01-18
- **C.13 - Final Legal Maturity Date:** 2024-01-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd. 5.347
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LY65, C.4 - ISIN: US55607LY656, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $2487899.73
- **C.18.a - Value (excl. sponsor support):** $2487899.73
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 5.3500%
- **C.11 - Maturity Date (WAM):** 2023-11-06
- **C.12 - Maturity Date (WAL):** 2023-11-06
- **C.13 - Final Legal Maturity Date:** 2023-11-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Mackinac Funding Co. LLC

- **C.1 - Title:** Mackinac Funding Co. LLC 5.139
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55458FV79, C.4 - ISIN: US55458FV793, C.3 - LEI: 549300DSZ0UOZX6UNF02
- **C.18 - Value (incl. sponsor support):** $8798000.04
- **C.18.a - Value (excl. sponsor support):** $8798000.04
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 5.1400%
- **C.11 - Maturity Date (WAM):** 2023-08-07
- **C.12 - Maturity Date (WAL):** 2023-08-07
- **C.13 - Final Legal Maturity Date:** 2023-08-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** BNP PARIBAS SA

- **Amount Provided:** 1.0000

### Security 65: Columbia Funding Co. LLC

- **C.1 - Title:** Columbia Funding Co. LLC 5.044
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19767DV27, C.4 - ISIN: US19767DV276, C.3 - LEI: 549300O1V8MCLCRCFD82
- **C.18 - Value (incl. sponsor support):** $6847949.29
- **C.18.a - Value (excl. sponsor support):** $6847949.29
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 5.0400%
- **C.11 - Maturity Date (WAM):** 2023-08-02
- **C.12 - Maturity Date (WAL):** 2023-08-02
- **C.13 - Final Legal Maturity Date:** 2023-08-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** JP MORGAN SECURITIES LLC

- **Amount Provided:** 1.0000

### Security 66: Bank of America NA

- **C.1 - Title:** Bank of America NA 5.440
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054R5W8, C.4 - ISIN: US06054R5W86, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $3672821.38
- **C.18.a - Value (excl. sponsor support):** $3672821.38
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 5.4400%
- **C.11 - Maturity Date (WAM):** 2024-02-06
- **C.12 - Maturity Date (WAL):** 2024-02-06
- **C.13 - Final Legal Maturity Date:** 2024-02-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: BNZ International Funding Ltd.

- **C.1 - Title:** BNZ International Funding Ltd. 4.950
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0556X4HR0, C.4 - ISIN: US0556X4HR06, C.3 - LEI: 549300HVMZ89HDMELW08
- **C.18 - Value (incl. sponsor support):** $6999950.44
- **C.18.a - Value (excl. sponsor support):** $6999950.44
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.7600%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-10-27
- **C.13 - Final Legal Maturity Date:** 2023-10-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.560
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: BRYEJS7T1
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 69: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA 4.550
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: BRYEM7HH8
- **C.18 - Value (incl. sponsor support):** $50778000.00
- **C.18.a - Value (excl. sponsor support):** $50778000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 4.0300%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 70: Mizuho Bank Ltd.

- **C.1 - Title:** Mizuho Bank Ltd. 4.570
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.5 - Other ID: BRYEJS7S3
- **C.18 - Value (incl. sponsor support):** $13000000.00
- **C.18.a - Value (excl. sponsor support):** $13000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.570
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.5 - Other ID: BRYEJS7P9
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: Skandinaviska Enskilda Banken AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB 4.570
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.5 - Other ID: BRYEJS7F1
- **C.18 - Value (incl. sponsor support):** $42000000.00
- **C.18.a - Value (excl. sponsor support):** $42000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.3300%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 73: Svenska Handelsbanken AB

- **C.1 - Title:** Svenska Handelsbanken AB 4.550
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.5 - Other ID: BRYEJS7A2
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.5700%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: Erste Group Bank AG

- **C.1 - Title:** Erste Group Bank AG 4.570
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.5 - Other ID: BRYEJS7R5
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: Britannia Funding Co. LLC

- **C.1 - Title:** Britannia Funding Co. LLC 4.846
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042MS41, C.4 - ISIN: US11042MS410, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $12888342.61
- **C.18.a - Value (excl. sponsor support):** $12888342.61
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.8500%
- **C.11 - Maturity Date (WAM):** 2023-05-04
- **C.12 - Maturity Date (WAL):** 2023-05-04
- **C.13 - Final Legal Maturity Date:** 2023-05-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** BARCLAYS BANK PLC

- **Amount Provided:** 1.0000

### Security 76: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.550
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BRYEK1ZS9
- **C.18 - Value (incl. sponsor support):** $120000000.00
- **C.18.a - Value (excl. sponsor support):** $120000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 9.5200%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: Sumitomo Mitsui Trust Bank Ltd., New York

- **C.1 - Title:** Sumitomo Mitsui Trust Bank Ltd., New York 4.730
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564MP36, C.4 - ISIN: US86564MP369, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $11998924.08
- **C.18.a - Value (excl. sponsor support):** $11998924.08
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.8100%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-08-25
- **C.13 - Final Legal Maturity Date:** 2023-08-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Mackinac Funding Co. LLC

- **C.1 - Title:** Mackinac Funding Co. LLC 4.617
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55458FQP5, C.4 - ISIN: US55458FQP52, C.3 - LEI: 549300DSZ0UOZX6UNF02
- **C.18 - Value (incl. sponsor support):** $7976371.36
- **C.18.a - Value (excl. sponsor support):** $7976371.36
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2023-03-23
- **C.12 - Maturity Date (WAL):** 2023-03-23
- **C.13 - Final Legal Maturity Date:** 2023-03-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** BNP PARIBAS SA

- **Amount Provided:** 1.0000

### Security 79: HAT Holdings I LLC

- **C.1 - Title:** HAT Holdings I LLC 4.784
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 41875QRJ9, C.4 - ISIN: US41875QRJ93
- **C.18 - Value (incl. sponsor support):** $10841082.44
- **C.18.a - Value (excl. sponsor support):** $10841082.44
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.7800%
- **C.11 - Maturity Date (WAM):** 2023-04-18
- **C.12 - Maturity Date (WAL):** 2023-04-18
- **C.13 - Final Legal Maturity Date:** 2023-04-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** BANK OF AMERICA NA

- **Amount Provided:** 1.0000

### Security 80: HAT Holdings I LLC

- **C.1 - Title:** HAT Holdings I LLC 4.608
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 41875QQV3, C.4 - ISIN: US41875QQV31
- **C.18 - Value (incl. sponsor support):** $21829040.72
- **C.18.a - Value (excl. sponsor support):** $21829040.72
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.7300%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2023-03-29
- **C.12 - Maturity Date (WAL):** 2023-03-29
- **C.13 - Final Legal Maturity Date:** 2023-03-29
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Commonwealth Bank of Australia

- **C.1 - Title:** Commonwealth Bank of Australia 5.400
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272A2R6, C.4 - ISIN: US20272A2R66, C.3 - LEI: MSFSBD3QN1GSN7Q6C537
- **C.18 - Value (incl. sponsor support):** $13021528.78
- **C.18.a - Value (excl. sponsor support):** $13021528.78
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 5.4000%
- **C.11 - Maturity Date (WAM):** 2024-02-16
- **C.12 - Maturity Date (WAL):** 2024-02-16
- **C.13 - Final Legal Maturity Date:** 2024-02-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd. 5.553
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607KBC9, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $2848708.50
- **C.18.a - Value (excl. sponsor support):** $2848708.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 5.5500%
- **C.11 - Maturity Date (WAM):** 2024-02-12
- **C.12 - Maturity Date (WAL):** 2024-02-12
- **C.13 - Final Legal Maturity Date:** 2024-02-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.550
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BRYEK2055
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 7.9300%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.550
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BRYEK1ZH3
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.550
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEK20E6
- **C.18 - Value (incl. sponsor support):** $183000000.00
- **C.18.a - Value (excl. sponsor support):** $183000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 14.5100%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 86: Toyota Motor Credit Corp.

- **C.1 - Title:** Toyota Motor Credit Corp. 4.933
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TKS3, C.4 - ISIN: US89236TKS32, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $2271754.91
- **C.18.a - Value (excl. sponsor support):** $2271754.91
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 5.1000%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2024-02-22
- **C.13 - Final Legal Maturity Date:** 2024-02-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** BlackRock Funds

**Date:** 2023-03-06

**By:** /s/Chuck Pulsfort

**Name of Signing Officer:** Chuck Pulsfort

**Title of Signing Officer:** Assistant Treasurer