# EDGAR Filing Document

**Accession Number:** 0000844779
**File Stem:** 0001717734-23-000028
**Filing Date:** 2023-2
**Character Count:** 91470
**Document Hash:** 94030a86c3216d123d6ccc9425071ad7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001717734-23-000028.hdr.sgml**: 20230207

**ACCESSION NUMBER**: 0001717734-23-000028

**CONFORMED SUBMISSION TYPE**: N-MFP2

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230207

**DATE AS OF CHANGE**: 20230207

**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:** 23593563

**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):** 2023-01-31

**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:** 15 days

- **A.12 - WAL:** 37 days

- **Total Value of Portfolio Securities:** $1248151195.38

- **Amortized Cost of Portfolio Securities:** $650607000.00

- **Cash:** $13048859.82

- **Total Other Assets:** $2427096.82

- **Total Liabilities:** $4723326.78

- **Net Assets of Series:** $1258903825.24

- **Number of Shares Outstanding (Series):** 1258436544.72

- **7-Day Gross Yield:** 4.5100%

### Weekly Liquid Assets
| Period         | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| Friday, Week 1 |  | $659320199.51              |  | 57.6000%                   |
| Friday, Week 2 |  | $739948975.86              |  | 61.4300%                   |
| Friday, Week 3 |  | $812333707.50              |  | 63.9000%                   |
| Friday, Week 4 |  | $838717976.67              |  | 66.7100%                   |

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

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $502993509.84

- **B.4 - Shares Outstanding:** 502819072.78

- **B.7.7 - 7-Day Net Yield:** 4.3100%

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

- **Expense Reimbursement/Waiver Description:** BlackRock Advisors, LLC, Administration Fees, 17706.76; BlackRock Advisors, LLC, Transfer Agent Fees, 63.78;

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $22652554.50              | $1413765.96             |
| Week 2   | $61002451.98              | $2542973.81             |
| Week 3   | $16726630.34              | $1144321.83             |
| Week 4   | $14953499.57              | $3843133.77             |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $120553880.34

- **Gross Redemptions for month:** $9395964.26

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $1202002.32

- **B.4 - Shares Outstanding:** 1201558.00

- **B.7.7 - 7-Day Net Yield:** 4.0700%

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

- **Expense Reimbursement/Waiver Description:** BlackRock Advisors, LLC, Administration Fees, 45.62; BlackRock Advisors, LLC, Transfer Agent Fees, 26.28;

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $146379.24                | $0.00                   |
| Week 2   | $35.00                    | $0.21                   |
| Week 3   | $0.09                     | $0.00                   |
| Week 4   | $35.00                    | $0.15                   |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $146449.24

- **Gross Redemptions for month:** $0.27

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $436887.56

- **B.4 - Shares Outstanding:** 436739.45

- **B.7.7 - 7-Day Net Yield:** 4.3100%

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

- **Expense Reimbursement/Waiver Description:** BlackRock Advisors, LLC, Administration Fees, 15.73; BlackRock Advisors, LLC, Transfer Agent Fees, 2.04;

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $1032.23                  | $0.00                   |
| Week 2   | $50000.00                 | $0.00                   |
| Week 3   | $25000.42                 | $0.00                   |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $76032.65

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

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $718964005.75

- **B.4 - Shares Outstanding:** 718685527.26

- **B.7.7 - 7-Day Net Yield:** 4.3700%

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

- **Expense Reimbursement/Waiver Description:** BlackRock Advisors, LLC, Administration Fees, 27770.98; BlackRock Advisors, LLC, Transfer Agent Fees, 16.96;

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $1828540.70               | $0.00                   |
| Week 3   | $693.19                   | $0.00                   |
| Week 4   | $3.43                     | $0.00                   |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $1829237.32

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

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $50818.52

- **B.4 - Shares Outstanding:** 50800.65

- **B.7.7 - 7-Day Net Yield:** 4.3100%

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

- **Expense Reimbursement/Waiver Description:** BlackRock Advisors, LLC, Administration Fees, 1.94; BlackRock Advisors, LLC, Transfer Agent Fees, 1.96;

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $175.82                   | $0.00                   |
| Week 3   | $0.05                     | $0.00                   |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $175.87

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

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $35029987.84

- **B.4 - Shares Outstanding:** 35016312.34

- **B.7.7 - 7-Day Net Yield:** 4.3100%

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

- **Expense Reimbursement/Waiver Description:** BlackRock Advisors, LLC, Administration Fees, 809.92; BlackRock Advisors, LLC, Transfer Agent Fees, 1.01;

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $175.88                   | $0.00                   |
| Week 3   | $25000000.00              | $1153.64                |
| Week 4   | $0.17                     | $0.00                   |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $25000175.88

- **Gross Redemptions for month:** $1153.47

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $50809.79

- **B.4 - Shares Outstanding:** 50792.11

- **B.7.7 - 7-Day Net Yield:** 4.3100%

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

- **Expense Reimbursement/Waiver Description:** BlackRock Advisors, LLC, Administration Fees, 1.94; BlackRock Advisors, LLC, Transfer Agent Fees, 1.32;

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $175.80                   | $0.00                   |
| Week 3   | $0.05                     | $0.00                   |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $175.85

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

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $175803.62

- **B.4 - Shares Outstanding:** 175742.13

- **B.7.7 - 7-Day Net Yield:** 4.3200%

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

- **Expense Reimbursement/Waiver Description:** BlackRock Advisors, LLC, Administration Fees, 2.69; BlackRock Advisors, LLC, Transfer Agent Fees, 1.32;

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $175.80                   | $0.00                   |
| Week 3   | $0.05                     | $0.00                   |
| Week 4   | $125000.00                | $5.98                   |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $125175.80

- **Gross Redemptions for month:** $5.93

## Part C: Schedule of Portfolio Securities

### Security 1: Erste Finance Delaware LLC

- **C.1 - Title:** Erste Finance Delaware LLC 4.359
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2960E3P13, C.4 - ISIN: US2960E3P134
- **C.18 - Value (incl. sponsor support):** $29996417.40
- **C.18.a - Value (excl. sponsor support):** $29996417.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.3800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc 4.412
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06743MP12, C.4 - ISIN: US06743MP127, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $34995770.95
- **C.18.a - Value (excl. sponsor support):** $34995770.95
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.7800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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 3: United States International Development Finance Corp. Variable Rate Notes

- **C.1 - Title:** United States International Development Finance Corp. Variable Rate Notes 4.621
- **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):** 2023-02-07
- **C.12 - Maturity Date (WAL):** 2023-02-07
- **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 4: Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates

- **C.1 - Title:** Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 4.570
- **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:** 1.6700%
- **C.11 - Maturity Date (WAM):** 2023-02-07
- **C.12 - Maturity Date (WAL):** 2023-02-07
- **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 5: United States International Development Finance Corp. Variable Rate Notes

- **C.1 - Title:** United States International Development Finance Corp. Variable Rate Notes 4.621
- **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):** 2023-02-07
- **C.12 - Maturity Date (WAL):** 2023-02-07
- **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 6: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 4.350
- **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:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2023-02-07
- **C.12 - Maturity Date (WAL):** 2023-02-07
- **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 7: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 4.340
- **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:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2023-02-07
- **C.12 - Maturity Date (WAL):** 2023-02-07
- **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 8: Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates

- **C.1 - Title:** Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 4.700
- **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:** 1.6700%
- **C.11 - Maturity Date (WAM):** 2023-03-07
- **C.12 - Maturity Date (WAL):** 2023-03-07
- **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 9: Standard Chartered Bank, New York

- **C.1 - Title:** Standard Chartered Bank, New York 4.600
- **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):** $5001407.35
- **C.18.a - Value (excl. sponsor support):** $5001407.35
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **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 10: Canadian Imperial Bank of Commerce, New York

- **C.1 - Title:** Canadian Imperial Bank of Commerce, New York 4.580
- **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):** $500063.27
- **C.18.a - Value (excl. sponsor support):** $500063.27
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **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? No, C.23 Categorized at Level 3? No

### Security 11: BPCE SA

- **C.1 - Title:** BPCE SA 1.420
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CPN5, C.4 - ISIN: US05571CPN55, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $7479457.50
- **C.18.a - Value (excl. sponsor support):** $7479457.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 1.4200%
- **C.11 - Maturity Date (WAM):** 2023-02-22
- **C.12 - Maturity Date (WAL):** 2023-02-22
- **C.13 - Final Legal Maturity Date:** 2023-02-22
- **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

### Security 12: Toronto-Dominion Bank (The)

- **C.1 - Title:** Toronto-Dominion Bank (The) 4.800
- **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):** $5003256.80
- **C.18.a - Value (excl. sponsor support):** $5003256.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **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 13: Barclays Bank plc, New York

- **C.1 - Title:** Barclays Bank plc, New York 4.920
- **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):** $5003602.10
- **C.18.a - Value (excl. sponsor support):** $5003602.10
- **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):** 2023-02-01
- **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 14: Bank of Nova Scotia, Houston

- **C.1 - Title:** Bank of Nova Scotia, Houston 4.800
- **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):** $15012766.50
- **C.18.a - Value (excl. sponsor support):** $15012766.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **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 15: Westpac Banking Corp.

- **C.1 - Title:** Westpac Banking Corp. 4.780
- **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):** $6002701.32
- **C.18.a - Value (excl. sponsor support):** $6002701.32
- **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):** 2023-02-01
- **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 16: Bank of Montreal, Chicago

- **C.1 - Title:** Bank of Montreal, Chicago 4.800
- **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):** $10007833.10
- **C.18.a - Value (excl. sponsor support):** $10007833.10
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **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 17: 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):** $2985379.20
- **C.18.a - Value (excl. sponsor support):** $2985379.20
- **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 18: 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):** $3733137.60
- **C.18.a - Value (excl. sponsor support):** $3733137.60
- **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 19: Canadian Imperial Bank of Commerce, New York

- **C.1 - Title:** Canadian Imperial Bank of Commerce, New York 4.850
- **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):** $10013871.70
- **C.18.a - Value (excl. sponsor support):** $10013871.70
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **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 20: 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):** $1673107.41
- **C.18.a - Value (excl. sponsor support):** $1673107.41
- **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 21: Toronto-Dominion Bank, New York

- **C.1 - Title:** Toronto-Dominion Bank, New York 4.850
- **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):** $15014814.90
- **C.18.a - Value (excl. sponsor support):** $15014814.90
- **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):** 2023-02-01
- **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 22: Svenska Handelsbanken AB, New York

- **C.1 - Title:** Svenska Handelsbanken AB, New York 4.750
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959RZF0, C.4 - ISIN: US86959RZF09, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $9998012.20
- **C.18.a - Value (excl. sponsor support):** $9998012.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-06
- **C.13 - Final Legal Maturity Date:** 2023-02-06
- **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? Yes, C.23 Categorized at Level 3? No

### Security 23: 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: 85325VZR4, C.4 - ISIN: US85325VZR40, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $5005645.20
- **C.18.a - Value (excl. sponsor support):** $5005645.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **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: Alpine Securitization LLC

- **C.1 - Title:** Alpine Securitization LLC 4.830
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 02089XRQ2, C.4 - ISIN: US02089XRQ24
- **C.18 - Value (incl. sponsor support):** $4999959.60
- **C.18.a - Value (excl. sponsor support):** $4999959.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 1.3600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-21
- **C.13 - Final Legal Maturity Date:** 2023-02-21
- **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:** CREDIT SUISSE AG

- **Amount Provided:** 1.0000

### Security 25: Canadian Imperial Bank of Commerce, New York

- **C.1 - Title:** Canadian Imperial Bank of Commerce, New York 4.550
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606KCG9, C.4 - ISIN: US13606KCG94, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $3500226.00
- **C.18.a - Value (excl. sponsor support):** $3500226.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-22
- **C.13 - Final Legal Maturity Date:** 2023-02-22
- **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

### Security 26: Svenska Handelsbanken AB, New York

- **C.1 - Title:** Svenska Handelsbanken AB, New York 4.960
- **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):** $5008045.35
- **C.18.a - Value (excl. sponsor support):** $5008045.35
- **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):** 2023-02-01
- **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 27: Mizuho Bank Ltd., New York

- **C.1 - Title:** Mizuho Bank Ltd., New York 4.870
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710RBL8, C.4 - ISIN: US60710RBL87, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $5000071.15
- **C.18.a - Value (excl. sponsor support):** $5000071.15
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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 28: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd. 4.870
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NMR8, C.4 - ISIN: US55607NMR88, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 2.1600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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 29: Citibank NA, New York

- **C.1 - Title:** Citibank NA, New York 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):** $3481387.81
- **C.18.a - Value (excl. sponsor support):** $3481387.81
- **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 30: Svenska Handelsbanken AB

- **C.1 - Title:** Svenska Handelsbanken AB 5.000
- **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):** $5010074.50
- **C.18.a - Value (excl. sponsor support):** $5010074.50
- **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):** 2023-02-01
- **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 31: Swedbank AB, New York

- **C.1 - Title:** Swedbank AB, New York 5.000
- **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):** $10020932.10
- **C.18.a - Value (excl. sponsor support):** $10020932.10
- **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):** 2023-02-01
- **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 32: Matchpoint Finance plc

- **C.1 - Title:** Matchpoint Finance plc 3.734
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 57666BPM6, C.4 - ISIN: US57666BPM62, C.3 - LEI: 635400YCKMVA7GIA6Q33
- **C.18 - Value (incl. sponsor support):** $2493401.05
- **C.18.a - Value (excl. sponsor support):** $2493401.05
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2023-02-21
- **C.12 - Maturity Date (WAL):** 2023-02-21
- **C.13 - Final Legal Maturity Date:** 2023-02-21
- **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 33: Alinghi Funding Co. LLC

- **C.1 - Title:** Alinghi Funding Co. LLC 3.891
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01627EAX8, C.4 - ISIN: US01627EAX85, C.3 - LEI: 549300VRDDZC1N8S3N22
- **C.18 - Value (incl. sponsor support):** $2493357.30
- **C.18.a - Value (excl. sponsor support):** $2493357.30
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2023-02-21
- **C.12 - Maturity Date (WAL):** 2023-02-21
- **C.13 - Final Legal Maturity Date:** 2023-02-21
- **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:** UBS AG

- **Amount Provided:** 1.0000

### Security 34: Toronto-Dominion Bank, New York

- **C.1 - Title:** Toronto-Dominion Bank, New York 4.950
- **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):** $3801896.27
- **C.18.a - Value (excl. sponsor support):** $3801896.27
- **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):** 2023-02-01
- **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 35: Canadian Imperial Bank of Commerce, New York

- **C.1 - Title:** Canadian Imperial Bank of Commerce, New York 5.050
- **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):** $9828199.60
- **C.18.a - Value (excl. sponsor support):** $9828199.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **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 36: Fairway Finance Co. LLC

- **C.1 - Title:** Fairway Finance Co. LLC 3.562
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30601WPD5, C.4 - ISIN: US30601WPD55, C.3 - LEI: 549300GKD6SUOVFV4H89
- **C.18 - Value (incl. sponsor support):** $6289782.98
- **C.18.a - Value (excl. sponsor support):** $6289782.98
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2023-02-13
- **C.12 - Maturity Date (WAL):** 2023-02-13
- **C.13 - Final Legal Maturity Date:** 2023-02-13
- **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 37: Standard Chartered Bank, New York

- **C.1 - Title:** Standard Chartered Bank, New York 4.900
- **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):** $15005640.00
- **C.18.a - Value (excl. sponsor support):** $15005640.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: 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):** $5549394.60
- **C.18.a - Value (excl. sponsor support):** $5549394.60
- **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 39: Nordea Bank Abp, New York

- **C.1 - Title:** Nordea Bank Abp, New York 4.880
- **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):** $20007454.80
- **C.18.a - Value (excl. sponsor support):** $20007454.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **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? No, C.23 Categorized at Level 3? No

### Security 40: Citibank NA, New York

- **C.1 - Title:** Citibank NA, New York 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):** $4986907.10
- **C.18.a - Value (excl. sponsor support):** $4986907.10
- **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 41: BPCE SA

- **C.1 - Title:** BPCE SA 4.900
- **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):** $5002174.85
- **C.18.a - Value (excl. sponsor support):** $5002174.85
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **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? No, C.23 Categorized at Level 3? No

### Security 42: Sumitomo Mitsui Trust Bank Ltd., New York

- **C.1 - Title:** Sumitomo Mitsui Trust Bank Ltd., New York 4.760
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564MSD1, C.4 - ISIN: US86564MSD10, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $15002886.30
- **C.18.a - Value (excl. sponsor support):** $15002886.30
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-22
- **C.13 - Final Legal Maturity Date:** 2023-02-22
- **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

### Security 43: Nordea Bank Abp, New York

- **C.1 - Title:** Nordea Bank Abp, New York 4.790
- **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):** $7007020.23
- **C.18.a - Value (excl. sponsor support):** $7007020.23
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **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 44: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd. 4.900
- **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):** $10014824.60
- **C.18.a - Value (excl. sponsor support):** $10014824.60
- **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):** 2023-02-01
- **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 45: Bank of Nova Scotia (The)

- **C.1 - Title:** Bank of Nova Scotia (The) 4.960
- **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):** $10016926.60
- **C.18.a - Value (excl. sponsor support):** $10016926.60
- **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):** 2023-02-01
- **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 46: Bank of Nova Scotia (The)

- **C.1 - Title:** Bank of Nova Scotia (The) 4.850
- **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):** $10010255.30
- **C.18.a - Value (excl. sponsor support):** $10010255.30
- **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):** 2023-02-01
- **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 47: 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):** $14915758.35
- **C.18.a - Value (excl. sponsor support):** $14915758.35
- **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 48: 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):** $9021288.48
- **C.18.a - Value (excl. sponsor support):** $9021288.48
- **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 49: BPCE SA

- **C.1 - Title:** BPCE SA 4.800
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571EAX5, C.4 - ISIN: US05571EAX58, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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 50: Royal Bank of Canada, New York

- **C.1 - Title:** Royal Bank of Canada, New York 5.100
- **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):** $3010697.31
- **C.18.a - Value (excl. sponsor support):** $3010697.31
- **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):** 2023-02-01
- **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 51: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills 4.262
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796Y60, C.4 - ISIN: US912796Y601, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $11970650.04
- **C.18.a - Value (excl. sponsor support):** $11970650.04
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2023-02-21
- **C.12 - Maturity Date (WAL):** 2023-02-21
- **C.13 - Final Legal Maturity Date:** 2023-02-21
- **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 52: Toronto-Dominion Bank, New York

- **C.1 - Title:** Toronto-Dominion Bank, New York 5.000
- **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):** $4005929.56
- **C.18.a - Value (excl. sponsor support):** $4005929.56
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **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 53: Old Line Funding LLC

- **C.1 - Title:** Old Line Funding LLC 4.860
- **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):** $10002379.10
- **C.18.a - Value (excl. sponsor support):** $10002379.10
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **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? 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 54: ING US Funding LLC

- **C.1 - Title:** ING US Funding LLC 4.820
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GCH9, C.4 - ISIN: US44988GCH92
- **C.18 - Value (incl. sponsor support):** $7002059.26
- **C.18.a - Value (excl. sponsor support):** $7002059.26
- **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):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-27
- **C.13 - Final Legal Maturity Date:** 2023-02-27
- **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 55: MUFG Bank Ltd., New York

- **C.1 - Title:** MUFG Bank Ltd., New York 4.860
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55380UCN5, C.4 - ISIN: US55380UCN54, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $10000124.80
- **C.18.a - Value (excl. sponsor support):** $10000124.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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 56: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills 4.490
- **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):** $12176595.31
- **C.18.a - Value (excl. sponsor support):** $12176595.31
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **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 57: Fairway Finance Co. LLC

- **C.1 - Title:** Fairway Finance Co. LLC 4.930
- **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):** $5005547.20
- **C.18.a - Value (excl. sponsor support):** $5005547.20
- **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):** 2023-02-01
- **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 58: Westpac Securities NZ Ltd.

- **C.1 - Title:** Westpac Securities NZ Ltd. 4.710
- **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):** $10003630.50
- **C.18.a - Value (excl. sponsor support):** $10003630.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **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 59: 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: 85325VBL3, C.4 - ISIN: US85325VBL36, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $5000355.10
- **C.18.a - Value (excl. sponsor support):** $5000355.10
- **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):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-09
- **C.13 - Final Legal Maturity Date:** 2023-02-09
- **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: Old Line Funding LLC

- **C.1 - Title:** Old Line Funding LLC 4.810
- **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):** $10005826.90
- **C.18.a - Value (excl. sponsor support):** $10005826.90
- **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):** 2023-02-01
- **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 61: National Australia Bank Ltd.

- **C.1 - Title:** National Australia Bank Ltd. 4.880
- **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):** $5006300.50
- **C.18.a - Value (excl. sponsor support):** $5006300.50
- **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):** 2023-02-01
- **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 62: ING US Funding LLC

- **C.1 - Title:** ING US Funding LLC 4.900
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GCU0, C.4 - ISIN: US44988GCU04
- **C.18 - Value (incl. sponsor support):** $13019949.02
- **C.18.a - Value (excl. sponsor support):** $13019949.02
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **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 63: Credit Industriel et Commercial, New York

- **C.1 - Title:** Credit Industriel et Commercial, New York 4.790
- **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):** $10013011.00
- **C.18.a - Value (excl. sponsor support):** $10013011.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **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 64: Westpac Banking Corp.

- **C.1 - Title:** Westpac Banking Corp. 4.820
- **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):** $7007583.03
- **C.18.a - Value (excl. sponsor support):** $7007583.03
- **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):** 2023-02-01
- **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 65: Chariot Funding LLC

- **C.1 - Title:** Chariot Funding LLC 4.880
- **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):** $6005150.34
- **C.18.a - Value (excl. sponsor support):** $6005150.34
- **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):** 2023-02-01
- **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 66: Bank of Nova Scotia, Houston

- **C.1 - Title:** Bank of Nova Scotia, Houston 5.040
- **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):** $4709428.95
- **C.18.a - Value (excl. sponsor support):** $4709428.95
- **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):** 2023-08-07
- **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? 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: Natixis SA

- **C.1 - Title:** Natixis SA 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):** $4501461.78
- **C.18.a - Value (excl. sponsor support):** $4501461.78
- **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 68: Mackinac Funding Co. LLC

- **C.1 - Title:** Mackinac Funding Co. LLC 4.406
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55458FP84, C.4 - ISIN: US55458FP845, C.3 - LEI: 549300DSZ0UOZX6UNF02
- **C.18 - Value (incl. sponsor support):** $9990057.80
- **C.18.a - Value (excl. sponsor support):** $9990057.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2023-02-08
- **C.12 - Maturity Date (WAL):** 2023-02-08
- **C.13 - Final Legal Maturity Date:** 2023-02-08
- **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 69: Hydro-Quebec

- **C.1 - Title:** Hydro-Quebec 4.349
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 44881MP23, C.4 - ISIN: US44881MP236, C.3 - LEI: 6THEVG93PYJH84S4D167
- **C.18 - Value (incl. sponsor support):** $11997140.64
- **C.18.a - Value (excl. sponsor support):** $11997140.64
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2023-02-02
- **C.12 - Maturity Date (WAL):** 2023-02-02
- **C.13 - Final Legal Maturity Date:** 2023-02-02
- **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? Yes, C.23 Categorized at Level 3? No

### Security 70: Columbia Funding Co. LLC

- **C.1 - Title:** Columbia Funding Co. LLC 4.423
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19767DP32, C.4 - ISIN: US19767DP328, C.3 - LEI: 549300O1V8MCLCRCFD82
- **C.18 - Value (incl. sponsor support):** $9996365.80
- **C.18.a - Value (excl. sponsor support):** $9996365.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2023-02-03
- **C.12 - Maturity Date (WAL):** 2023-02-03
- **C.13 - Final Legal Maturity Date:** 2023-02-03
- **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? Yes, C.23 Categorized at Level 3? No

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

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

- **Amount Provided:** 1.0000

### Security 71: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.310
- **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: BRYD9QDT1
- **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:** 9.5300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.300
- **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: BRYD9QDH7
- **C.18 - Value (incl. sponsor support):** $180000000.00
- **C.18.a - Value (excl. sponsor support):** $180000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 14.3000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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: 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):** $6000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000.00
- **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 74: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.300
- **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: BRYD9QEH6
- **C.18 - Value (incl. sponsor support):** $83000000.00
- **C.18.a - Value (excl. sponsor support):** $83000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 6.5900%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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: 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.18 - Value (incl. sponsor support):** $6001667.46
- **C.18.a - Value (excl. sponsor support):** $6001667.46
- **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 76: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.320
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.5 - Other ID: BRYD9F8X2
- **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:** 1.9900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA 4.300
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: BRYDC19Z3
- **C.18 - Value (incl. sponsor support):** $4607000.00
- **C.18.a - Value (excl. sponsor support):** $4607000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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 78: Skandinaviska Enskilda Banken AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB 4.320
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.5 - Other ID: BRYD9F8N4
- **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:** 3.3400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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 79: Mizuho Bank Ltd.

- **C.1 - Title:** Mizuho Bank Ltd. 4.320
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.5 - Other ID: BRYD9F8W4
- **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:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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 80: Svenska Handelsbanken AB

- **C.1 - Title:** Svenska Handelsbanken AB 4.300
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.5 - Other ID: BRYD9F8K0
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.1800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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 81: Erste Group Bank AG

- **C.1 - Title:** Erste Group Bank AG 4.320
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.5 - Other ID: BRYD9F8Y0
- **C.18 - Value (incl. sponsor support):** $23000000.00
- **C.18.a - Value (excl. sponsor support):** $23000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.8300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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 82: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.300
- **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: BRYD9QE52
- **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:** 9.5300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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 83: 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.18 - Value (incl. sponsor support):** $8000000.00
- **C.18.a - Value (excl. sponsor support):** $8000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6400%
- **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 84: 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):** $6743237.06
- **C.18.a - Value (excl. sponsor support):** $6743237.06
- **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 85: DZ Bank AG Deutsche Zentral-Genossenschaftsbank Frankfurt Am Main

- **C.1 - Title:** DZ Bank AG Deutsche Zentral-Genossenschaftsbank Frankfurt Am Main 4.308
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 26821JP12, C.4 - ISIN: US26821JP123
- **C.18 - Value (incl. sponsor support):** $8998937.73
- **C.18.a - Value (excl. sponsor support):** $8998937.73
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **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

## N-MFP: Signatures

**Registrant:** BlackRock Funds

**Date:** 2023-02-07

**By:** /s/Ann Frechette

**Name of Signing Officer:** Ann Frechette

**Title of Signing Officer:** Assistant Treasurer